# EDGAR Filing Document

**Accession Number:** 0000743773
**File Stem:** 0001410368-26-056089
**Filing Date:** 2026-5
**Character Count:** 1000175
**Document Hash:** a50d827a149cff88a9006fdfabc02c40
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056089.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04000
- **FILM NUMBER:** 261041038

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

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

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

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

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

## Series and Classes Contracts Data

### CVT Russell 2000 Small Cap Index Portfolio (Series ID: S000010995)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000030371 | CVT Russell 2000 Small Cap Index Portfolio - I Class |  |
| C000030372 | CVT Russell 2000 Small Cap Index Portfolio - F Class |  |

## Nport-Ex

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited)

------

Common Stocks — 95.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 2.0% | Aerospace & Defense — 2.0% |  |
| AAR Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 | $353775 |
| AeroVironment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3124 | &nbsp;&nbsp; 571848 |
| AerSale Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2566 | &nbsp;&nbsp; 15961 |
| AIRO Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1681 | &nbsp;&nbsp; 12784 |
| Archer Aviation, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49820 | &nbsp;&nbsp; 257569 |
| Astronics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2529 | &nbsp;&nbsp; 168760 |
| Beta Technologies, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2722 | &nbsp;&nbsp; 40013 |
| Byrna Technologies, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp; 15551 |
| Cadre Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72988 |
| Ducommun, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140666 |
| Eve Holding, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19299 |
| Firefly Aerospace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49680 |
| Intuitive Machines, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169694 |
| Kratos Defense & Security Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14946 | &nbsp;&nbsp;&nbsp;&nbsp;1053842 |
| Mercury Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327730 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677462 |
| National Presto Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59621 |
| Park Aerospace Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40906 |
| Red Cat Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110532 |
| Redwire Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73789 |
| Satellogic, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38287 |
| V2X, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148576 |
| Voyager Technologies, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91736 |
| VSE Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410659 |
| York Space Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32302 |
|  |  | &nbsp;&nbsp;&nbsp;**$4954030** |
| Air Freight & Logistics — 0.1% | Air Freight & Logistics — 0.1% |  |
| Arrive AI, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$247 |
| Forward Air Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29593 |
| Hub Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174902 |
| Radiant Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24210 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$228952** |
| Automobile Components — 1.0% | Automobile Components — 1.0% |  |
| Adient PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6432 | &nbsp;&nbsp;&nbsp;&nbsp;$129991 |
| Cooper-Standard Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38906 |
| Dana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311767 |
| Dauch Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113055 |
| Dorman Products, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240758 |
| Fox Factory Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57824 |
| Garrett Motion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264283 |
| Gentherm, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70728 |
| Goodyear Tire & Rubber Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144726 |
| Holley, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15893 |
| LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236368 |
| Motorcar Parts of America, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12277 |
| Patrick Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301666 |
| Phinia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220377 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Automobile Components (continued) | Automobile Components (continued) |  |
| Solid Power, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12748 | $38244 |
| Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766 | &nbsp;&nbsp; 61351 |
| Strattec Security Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp; 31023 |
| Visteon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp; 209189 |
| XPEL, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp; 89007 |
|  |  | **$2587433** |
| Automobiles — 0.0%<sup>†</sup> | Automobiles — 0.0%<sup>†</sup> |  |
| Faraday Future Intelligent Electric, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087 | $2497 |
| Livewire Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6225 |
| Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70626 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$79348** |
| Banks — 9.4% | Banks — 9.4% |  |
| 1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1546 | &nbsp;&nbsp;&nbsp;&nbsp;$106999 |
| ACNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41455 |
| Amalgamated Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76069 |
| Amerant Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68434 |
| Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;5374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419118 |
| Ames National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20064 |
| Arrow Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44413 |
| Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349472 |
| Atlantic Union Bankshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413905 |
| Avidbank Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6726 |
| Axos Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375928 |
| Banc of California, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188633 |
| BancFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189332 |
| Bancorp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184724 |
| Bank First Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113991 |
| Bank of Hawaii Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237451 |
| Bank of Marin Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30653 |
| Bank of NT Butterfield & Son Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182998 |
| Bank7 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12283 |
| BankUnited, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274979 |
| Bankwell Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27026 |
| Banner Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172817 |
| Bar Harbor Bankshares | &nbsp;&nbsp;&nbsp;&nbsp;1466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47572 |
| Baycom Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28655 |
| BCB Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9680 |
| Beacon Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208980 |
| Blue Foundry Bancorp<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19714 |
| Blue Ridge Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27548 |
| Bridgewater Bancshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33754 |
| Burke & Herbert Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70325 |
| Business First Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64328 |
| BV Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16920 |
| Byline Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82713 |
| C&F Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22757 |
| California BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;1898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33633 |
| Camden National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66477 |
| Capital Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35539 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| Capital City Bank Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 | $53543 |
| Capitol Federal Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10295 | &nbsp;&nbsp; 73403 |
| Carter Bankshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1998 | &nbsp;&nbsp; 46593 |
| Cathay General Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5401 | &nbsp;&nbsp; 269294 |
| CB Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 | &nbsp;&nbsp; 16270 |
| Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp; 70983 |
| CF Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp; 10941 |
| Chain Bridge Bancorp, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp; 8341 |
| Chemung Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15554 |
| ChoiceOne Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32647 |
| Citizens & Northern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34582 |
| Citizens Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19404 |
| Citizens Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22259 |
| City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140556 |
| Civista Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30037 |
| CNB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77034 |
| Coastal Financial Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82036 |
| CoastalSouth Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18492 |
| Colony Bankcorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34568 |
| Columbia Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39800 |
| Commercial Bancgroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14571 |
| Community Financial System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259585 |
| Community Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81000 |
| Community West Bancshares | &nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34367 |
| ConnectOne Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106652 |
| Customers Bancorp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180397 |
| CVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204545 |
| Dime Community Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112688 |
| Eagle Bancorp Montana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15558 |
| Eagle Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58519 |
| Eagle Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16406 |
| Eastern Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351904 |
| ECB Bancorp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13150 |
| Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165901 |
| Equity Bancshares, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62352 |
| Esquire Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64285 |
| Farmers & Merchants Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34398 |
| Farmers National Banc Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62365 |
| FB Bancorp, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25021 |
| FB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189841 |
| Fidelity D&D Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16663 |
| Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51148 |
| Finward Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12705 |
| Finwise Bancorp<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14671 |
| First Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30413 |
| First BanCorp./Puerto Rico | &nbsp;&nbsp;&nbsp;&nbsp;12918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275928 |
| First Bancorp/Southern Pines NC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190125 |
| First Bank/Hamilton | &nbsp;&nbsp;&nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34144 |
| First Busey Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180832 |
| First Business Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34785 |
| First Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16527 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8724 | $153368 |
| First Community Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp; 54184 |
| First Community Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp; 22069 |
| First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8516 | &nbsp;&nbsp; 237426 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10927 | &nbsp;&nbsp; 321800 |
| First Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp; 60166 |
| First Foundation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4983 | &nbsp;&nbsp; 29400 |
| First Internet Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795 | &nbsp;&nbsp; 16202 |
| First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235837 |
| First Merchants Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199924 |
| First Mid Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74925 |
| First National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21428 |
| First United Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22534 |
| First Western Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14551 |
| Firstsun Capital Bancorp<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38392 |
| Five Star Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49187 |
| Flagstar Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;24676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324983 |
| Flushing Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44068 |
| Franklin Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21862 |
| FS Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21109 |
| Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300157 |
| FVCBankcorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17013 |
| GBank Financial Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24592 |
| German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126665 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475333 |
| Great Southern Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50251 |
| Greene County Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11384 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437754 |
| Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66137 |
| Hanover Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10450 |
| Hawthorn Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19978 |
| HBT Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25571 |
| Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63149 |
| Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74100 |
| Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133716 |
| Hingham Institution for Savings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42018 |
| Home Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38650 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412056 |
| HomeTrust Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55061 |
| Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115498 |
| Horizon Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60133 |
| Independent Bank Corp./MA | &nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306481 |
| Independent Bank Corp./MI | &nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55578 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298027 |
| Investar Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24707 |
| John Marshall Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25553 |
| Kearny Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39592 |
| Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120555 |
| Landmark Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12078 |
| LCNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13610 |
| LINKBANCORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18081 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| Live Oak Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 | $97722 |
| MainStreet Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp; 15940 |
| Mechanics Bancorp, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937 | &nbsp;&nbsp; 58071 |
| Mercantile Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327 | &nbsp;&nbsp; 67013 |
| Meridian Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp; 17557 |
| Metrocity Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp; 51663 |
| Metropolitan Bank Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp; 63800 |
| Mid Penn Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp; 52485 |
| Midland States Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37347 |
| MVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27810 |
| National Bank Holdings Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124059 |
| National Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17368 |
| NB Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72102 |
| NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182242 |
| Nicolet Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232442 |
| Northeast Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73602 |
| Northeast Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26299 |
| Northfield Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40972 |
| Northpointe Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28772 |
| Northrim BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41550 |
| Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153980 |
| Norwood Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17917 |
| Oak Valley Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18031 |
| OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86195 |
| OFG Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150875 |
| Ohio Valley Banc Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17018 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;28938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;639530 |
| Old Second Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86970 |
| OP Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 |
| Orange County Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26991 |
| Origin Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103070 |
| Orrstown Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56321 |
| Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202678 |
| Parke Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21527 |
| Pathward Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164629 |
| Patriot National Bancorp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5787 |
| PCB Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19634 |
| Peapack-Gladstone Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47111 |
| Peoples Bancorp of North Carolina, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17465 |
| Peoples Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95816 |
| Peoples Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48050 |
| Pioneer Bancorp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12779 |
| Plumas Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22067 |
| Ponce Financial Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28223 |
| Preferred Bank/Los Angeles | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88513 |
| Primis Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20889 |
| Princeton Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14183 |
| Provident Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227809 |
| QCR Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118092 |
| RBB Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28166 |
| Red River Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38166 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| Renasant Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7882 | $284777 |
| Republic Bancorp, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp; 49385 |
| Rhinebeck Bancorp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461 | &nbsp;&nbsp; 7109 |
| Richmond Mutual BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp; 12620 |
| Riverview Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp; 11473 |
| S&T Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3197 | &nbsp;&nbsp; 133731 |
| SB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp; 12726 |
| Seacoast Banking Corp. of Florida | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7956 | &nbsp;&nbsp; 240987 |
| ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314116 |
| Shore Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48661 |
| Sierra Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;1018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34531 |
| Simmons First National Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230424 |
| SmartFinancial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47482 |
| Sound Financial Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9572 |
| South Plains Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42403 |
| Southern First Bancshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33408 |
| Southern Missouri Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51664 |
| Southside Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75145 |
| SR Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13572 |
| Stellar Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143914 |
| Sterling Bancorp, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Stock Yards Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145772 |
| Texas Capital Bancshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340809 |
| Third Coast Bancshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40667 |
| Timberland Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24565 |
| Tompkins Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88853 |
| Towne Bank | &nbsp;&nbsp;&nbsp;&nbsp;7041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237070 |
| TriCo Bancshares | &nbsp;&nbsp;&nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120371 |
| Triumph Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113175 |
| TrustCo Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68078 |
| Trustmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190178 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677191 |
| Union Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9047 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470531 |
| United Community Banks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313200 |
| United Security Bancshares | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14861 |
| Unity Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38769 |
| Univest Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82498 |
| USCB Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14980 |
| Valley National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;39397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483795 |
| Virginia National Bankshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14898 |
| WaFd, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195779 |
| Washington Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53837 |
| WesBanco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272954 |
| West BanCorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32997 |
| Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;2062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107533 |
| Western New England Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24270 |
| WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286257 |
|  |  | **$23935124** |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Beverages — 0.1% | Beverages — 0.1% |  |
| MGP Ingredients, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1388 | $25525 |
| National Beverage Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp; 67468 |
| Vita Coco Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp; 185412 |
| Zevia PBC, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 | &nbsp;&nbsp; 3770 |
|  |  | **$282175** |
| Biotechnology — 8.8% | Biotechnology — 8.8% |  |
| 4D Molecular Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | $31235 |
| Abeona Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459 | &nbsp;&nbsp; 19976 |
| Absci Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33426 |
| ACADIA Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231459 |
| Actuate Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1647 |
| ADC Therapeutics SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25721 |
| ADMA Biologics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169568 |
| Agios Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159644 |
| Akebia Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29033 |
| Aktis Oncology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30109 |
| Aldeyra Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6500 |
| Alector, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17576 |
| Alkermes PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465727 |
| Allogene Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31730 |
| Altimmune, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32894 |
| Amicus Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349701 |
| AnaptysBio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82857 |
| Anavex Life Sciences Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21441 |
| Anika Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17429 |
| Annexon, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59777 |
| Apogee Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308567 |
| Arbutus Biopharma Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56916 |
| Arcellx, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360650 |
| Arcturus Therapeutics Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17887 |
| Arcus Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148284 |
| Arcutis Biotherapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8948 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210815 |
| Ardelyx, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118093 |
| ArriVent Biopharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54261 |
| Arrowhead Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700798 |
| ARS Pharmaceuticals, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39251 |
| Atrium Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12701 |
| aTyr Pharma, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6927 |
| Aura Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30399 |
| Aurinia Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144184 |
| Avita Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7681 |
| Beam Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190354 |
| Benitec Biopharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15730 |
| Bicara Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57542 |
| BioCryst Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183822 |
| Biohaven Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81394 |
| Bridgebio Pharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964489 |
| Bright Minds Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34296 |
| Candel Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19678 |
| Capricor Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108406 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Biotechnology (continued) | Biotechnology (continued) |  |
| Cardiff Oncology, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5678 | $9198 |
| CareDx, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4554 | &nbsp;&nbsp; 79057 |
| Cartesian Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp; 4354 |
| Catalyst Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9672 | &nbsp;&nbsp; 239479 |
| Celcuity, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871 | &nbsp;&nbsp; 327696 |
| Celldex Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5472 | &nbsp;&nbsp; 173572 |
| CG Oncology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4840 | &nbsp;&nbsp; 327571 |
| Cogent Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11713 | &nbsp;&nbsp; 450833 |
| Coherus Oncology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16594 |
| Compass Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56185 |
| Corvus Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69463 |
| CRISPR Therapeutics AG<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355586 |
| Cullinan Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61174 |
| Cytokinetics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643282 |
| Day One Biopharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137688 |
| Denali Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223757 |
| Design Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27345 |
| DiaMedica Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18259 |
| Dianthus Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246221 |
| Disc Medicine, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143737 |
| Dyne Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197744 |
| Editas Medicine, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20365 |
| Eledon Pharmaceuticals, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18431 |
| Emergent BioSolutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37848 |
| Enanta Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24919 |
| Entrada Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30503 |
| Erasca, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251178 |
| Evommune, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19656 |
| Fate Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10030 |
| Fennec Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9219 |
| Foghorn Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15980 |
| Geron Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67999 |
| Gossamer Bio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212 |
| GRAIL, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147495 |
| Greenwich Lifesciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14052 |
| Gyre Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4760 |
| Heron Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12496 |
| Humacyte, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7763 |
| Ideaya Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223577 |
| ImmunityBio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183750 |
| Immunome, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182724 |
| Immunovant, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165708 |
| Inhibikase Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10372 |
| Inhibrx Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49481 |
| Inmune Bio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 |
| Intellia Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116482 |
| Iovance Biotherapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96901 |
| Ironwood Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48343 |
| Jade Biosciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36642 |
| Janux Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45717 |
| KalVista Pharmaceuticals, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64134 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Biotechnology (continued) | Biotechnology (continued) |  |
| Keros Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 | $26187 |
| Kodiak Sciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 | &nbsp;&nbsp; 118058 |
| Korro Bio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 | &nbsp;&nbsp; 6769 |
| Krystal Biotech, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp; 530848 |
| Kura Oncology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7304 | &nbsp;&nbsp; 59382 |
| Kymera Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4663 | &nbsp;&nbsp; 388381 |
| Larimar Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121 | &nbsp;&nbsp; 18544 |
| Lexeo Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 | &nbsp;&nbsp; 29395 |
| Madrigal Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732858 |
| MannKind Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61973 |
| MapLight Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27872 |
| MeiraGTx Holdings PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30145 |
| MiMedx Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39054 |
| Mineralys Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102888 |
| Mirum Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321760 |
| Monopar Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16437 |
| Monte Rosa Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81460 |
| Myriad Genetics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34591 |
| Neurogene, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20341 |
| Nkarta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10938 |
| Novavax, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101823 |
| Nurix Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126108 |
| Nuvalent, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416357 |
| Nuvectis Pharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10157 |
| Olema Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85226 |
| Organogenesis Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12765 |
| ORIC Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68583 |
| Oruka Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153625 |
| Palvella Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72297 |
| Perspective Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22835 |
| Praxis Precision Medicines, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680787 |
| Precigen, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52408 |
| Prime Medicine, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29256 |
| Protagonist Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498015 |
| Protalix BioTherapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15448 |
| Protara Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17183 |
| Prothena Corp. PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33320 |
| PTC Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438689 |
| Puma Biotechnology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25911 |
| Recursion Pharmaceuticals, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;37513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115165 |
| REGENXBIO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33830 |
| Relay Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111241 |
| Replimune Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47178 |
| Rezolute, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20844 |
| Rhythm Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379624 |
| Rigel Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39803 |
| Rocket Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27913 |
| Sana Biotechnology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38624 |
| Savara, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62763 |
| Scholar Rock Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351199 |
| SELLAS Life Sciences Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59495 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Biotechnology (continued) | Biotechnology (continued) |  |
| Sionna Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1302 | $52197 |
| Soleno Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp; 138071 |
| Solid Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4926 | &nbsp;&nbsp; 35467 |
| Spyre Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5593 | &nbsp;&nbsp; 282111 |
| Stoke Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009 | &nbsp;&nbsp; 130533 |
| Syndax Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7119 | &nbsp;&nbsp; 166300 |
| Tango Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9089 | &nbsp;&nbsp; 190142 |
| Taysha Gene Therapies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17672 | &nbsp;&nbsp; 78994 |
| Tectonic Therapeutic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34681 |
| Tevogen Bio Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190 |
| TG Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391664 |
| Tonix Pharmaceuticals Holding Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10629 |
| Travere Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198968 |
| TriSalus Life Sciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6516 |
| TuHURA Biosciences, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4693 |
| Twist Bioscience Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234749 |
| Tyra Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76255 |
| Upstream Bio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24669 |
| UroGen Pharma Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55414 |
| Vanda Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29582 |
| Vaxcyte, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597603 |
| Vera Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203604 |
| Veracyte, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210943 |
| Verastem, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29060 |
| Vericel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135436 |
| Vir Biotechnology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66179 |
| Viridian Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126866 |
| Voyager Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15143 |
| Xencor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70973 |
| Xenon Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415075 |
| XOMA Royalty Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30084 |
| Zenas Biopharma, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37614 |
| Zymeworks, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104267 |
|  |  | **$22413483** |
| Broadline Retail — 0.1% | Broadline Retail — 0.1% |  |
| Groupon, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$24871 |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117596 |
| Savers Value Village, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24128 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$166595** |
| Building Products — 1.5% | Building Products — 1.5% |  |
| American Woodmark Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$47796 |
| Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59332 |
| AZZ, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310573 |
| CSW Industrials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344747 |
| Gibraltar Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99436 |
| Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233085 |
| Insteel Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52499 |
| Janus International Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58365 |
| JELD-WEN Holding, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10494 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Building Products (continued) | Building Products (continued) |  |
| MasterBrand, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10617 | $88227 |
| Modine Manufacturing Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp; 929903 |
| Quanex Building Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp; 69202 |
| Resideo Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10489 | &nbsp;&nbsp; 353584 |
| Tecnoglass, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp; 99747 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp; 435175 |
| Zurn Elkay Water Solutions Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;12459 | &nbsp;&nbsp; 558662 |
|  |  | **$3750827** |
| Capital Markets — 1.6% | Capital Markets — 1.6% |  |
| Acadian Asset Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2243 | &nbsp;&nbsp;&nbsp;&nbsp;$122064 |
| AlTi Global, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15729 |
| Artisan Partners Asset Management, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190393 |
| Bakkt, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6874 |
| BGC Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;30304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296373 |
| Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145053 |
| Diamond Hill Investment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43025 |
| DigitalBridge Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220830 |
| Donnelley Financial Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104839 |
| Fold Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 |
| GCM Grosvenor, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42297 |
| Innventure, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16571 |
| Marex Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;4498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200521 |
| MarketWise, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1179 |
| Miami International Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74415 |
| Moelis & Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;6036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344052 |
| Open Lending Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12365 |
| Patria Investments Ltd., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68229 |
| Perella Weinberg Partners | &nbsp;&nbsp;&nbsp;&nbsp;5195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94341 |
| Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443990 |
| PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260718 |
| Ridgepost Capital, Inc., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40322 |
| Siebert Financial Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2773 |
| Silvercrest Asset Management Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9999 |
| StepStone Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270382 |
| StoneX Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481319 |
| Value Line, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211 |
| Victory Capital Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242276 |
| Virtus Investment Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73758 |
| Wealthfront Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26538 |
| Webull Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106416 |
| Westwood Holdings Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12534 |
| WisdomTree, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146415 |
|  |  | &nbsp;&nbsp;&nbsp;**$4120465** |
| Chemicals — 1.6% | Chemicals — 1.6% |  |
| AdvanSix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$53558 |
| American Vanguard Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240 |
| Arq, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6200 |
| Ascent Industries Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10808 |
| ASP Isotopes, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41119 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Chemicals (continued) | Chemicals (continued) |  |
| Aspen Aerogels, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5708 | $19521 |
| Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7684 | &nbsp;&nbsp; 278929 |
| Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 | &nbsp;&nbsp; 452003 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 | &nbsp;&nbsp; 325490 |
| Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp;12590 | &nbsp;&nbsp; 277358 |
| Core Molding Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp; 14336 |
| Ecovyst, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9789 | &nbsp;&nbsp; 125887 |
| Flotek Industries, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp; 24691 |
| Hawkins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250675 |
| HB Fuller Co. | &nbsp;&nbsp;&nbsp;&nbsp;4572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282001 |
| Ingevity Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217109 |
| Innospec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153269 |
| Intrepid Potash, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38279 |
| Koppers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62430 |
| Kronos Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12332 |
| LSB Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65143 |
| Mativ Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39280 |
| Minerals Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187229 |
| Orion SA | &nbsp;&nbsp;&nbsp;&nbsp;5576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36244 |
| Perimeter Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275995 |
| PureCycle Technologies, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56327 |
| Quaker Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145101 |
| Rayonier Advanced Materials, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59003 |
| Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296748 |
| Solesence, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821 |
| Stepan Co. | &nbsp;&nbsp;&nbsp;&nbsp;1801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90014 |
| Tronox Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;9915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96870 |
| Valhi, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703 |
|  |  | &nbsp;&nbsp;&nbsp;**$4004713** |
| Commercial Services & Supplies — 1.3% | Commercial Services & Supplies — 1.3% |  |
| ABM Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4948 | &nbsp;&nbsp;&nbsp;&nbsp;$190597 |
| ACCO Brands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27786 |
| ACV Auctions, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59508 |
| BrightView Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69455 |
| Brink's Co. | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354311 |
| Casella Waste Systems, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413917 |
| Cimpress PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103076 |
| CompX International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2897 |
| CoreCivic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159771 |
| Deluxe Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101815 |
| Ennis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48645 |
| Enviri Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124685 |
| GEO Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190104 |
| Healthcare Services Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113025 |
| HNI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192493 |
| Interface, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120762 |
| Liquidity Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64870 |
| MillerKnoll, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81757 |
| Mobile Infrastructure Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3293 |
| Montrose Environmental Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58600 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Commercial Services & Supplies (continued) | Commercial Services & Supplies (continued) |  |
| NL Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | $3102 |
| OPENLANE, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8549 | &nbsp;&nbsp; 249203 |
| Perma-Fix Environmental Services, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1232 | &nbsp;&nbsp; 13170 |
| Pitney Bowes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13102 | &nbsp;&nbsp; 144777 |
| Quad/Graphics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp; 17265 |
| UniFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp; 299140 |
| Vestis Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7498 | &nbsp;&nbsp; 58934 |
| Virco Mfg. Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp; 6261 |
|  |  | &nbsp;&nbsp;&nbsp;**$3273219** |
| Communications Equipment — 1.2% | Communications Equipment — 1.2% |  |
| ADTRAN Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$78172 |
| Applied Optoelectronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457632 |
| Aviat Networks, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24690 |
| BK Technologies Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20672 |
| Calix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241472 |
| Clearfield, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25438 |
| Digi International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146769 |
| Extreme Networks, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166347 |
| Harmonic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84412 |
| Inseego Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 |
| NETGEAR, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50603 |
| NetScout Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185813 |
| Ribbon Communications, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18366 |
| Viasat, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467572 |
| Viavi Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628360 |
| Vistance Networks, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324542 |
|  |  | &nbsp;&nbsp;&nbsp;**$2934960** |
| Construction & Engineering — 2.7% | Construction & Engineering — 2.7% |  |
| Ameresco, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$68442 |
| Arcosa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418616 |
| Argan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;603472 |
| Bowman Consulting Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33388 |
| Cardinal Infrastructure Group, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41598 |
| Centuri Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210721 |
| Concrete Pumping Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15315 |
| Construction Partners, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434035 |
| Dycom Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809780 |
| Fluor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;622544 |
| Granite Construction, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426293 |
| Great Lakes Dredge & Dock Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94554 |
| IES Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359735 |
| Legence Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172768 |
| Limbach Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69152 |
| Matrix Service Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29745 |
| MYR Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353465 |
| NWPX Infrastructure, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65169 |
| Orion Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32733 |
| Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633810 |
| Southland Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Construction & Engineering (continued) | Construction & Engineering (continued) |  |
| Sterling Infrastructure, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 | $994961 |
| Tutor Perini Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3722 | &nbsp;&nbsp; 287301 |
|  |  | **$6778000** |
| Construction Materials — 0.2% | Construction Materials — 0.2% |  |
| Knife River Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4645 | $379264 |
| Smith-Midland Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp; 7417 |
| Titan America SA<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp; 30215 |
| United States Lime & Minerals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp; 118202 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$535098** |
| Consumer Finance — 0.9% | Consumer Finance — 0.9% |  |
| Atlanticus Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23402 |
| Bread Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278441 |
| Consumer Portfolio Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8294 |
| Dave, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146584 |
| Encore Capital Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125094 |
| Enova International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266091 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609872 |
| Green Dot Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50299 |
| Jefferson Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34998 |
| LendingClub Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135524 |
| LendingTree, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40050 |
| Medallion Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15708 |
| Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47403 |
| Nelnet, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136182 |
| NerdWallet, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36320 |
| Oportun Financial Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15757 |
| OppFi, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19090 |
| PRA Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57732 |
| PROG Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94304 |
| Regional Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30541 |
| Upstart Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180499 |
| Vroom, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 |
| World Acceptance Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29439 |
|  |  | &nbsp;&nbsp;&nbsp;**$2383075** |
| Consumer Staples Distribution & Retail — 0.5% | Consumer Staples Distribution & Retail — 0.5% |  |
| Andersons, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;$196390 |
| Chefs' Warehouse, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181204 |
| Grocery Outlet Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55822 |
| HF Foods Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811 |
| Ingles Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110025 |
| Natural Grocers by Vitamin Cottage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27866 |
| PriceSmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322973 |
| United Natural Foods, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225751 |
| Village Super Market, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32053 |
| Weis Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76186 |
|  |  | &nbsp;&nbsp;&nbsp;**$1234081** |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Containers & Packaging — 0.2% | Containers & Packaging — 0.2% |  |
| Ardagh Metal Packaging SA | &nbsp;&nbsp;&nbsp;&nbsp;11656 | $47207 |
| Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1967 | &nbsp;&nbsp; 131927 |
| Greif, Inc., Class B<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | &nbsp;&nbsp; 39043 |
| Myers Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134 | &nbsp;&nbsp; 66378 |
| O-I Glass, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12848 | &nbsp;&nbsp; 135032 |
| Ranpak Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4233 | &nbsp;&nbsp; 15112 |
| TriMas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776 | &nbsp;&nbsp; 99769 |
|  |  | **$534468** |
| Distributors — 0.1% | Distributors — 0.1% |  |
| GigaCloud Technology, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$94164 |
| Gold.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64168 |
| Weyco Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14198 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$172530** |
| Diversified Consumer Services — 1.1% | Diversified Consumer Services — 1.1% |  |
| American Public Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$87481 |
| Carriage Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54198 |
| Coursera, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67273 |
| Covista, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321663 |
| Driven Brands Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62936 |
| European Wax Center, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19467 |
| frontdoor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314940 |
| Graham Holdings Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283346 |
| KinderCare Learning Cos., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413 |
| Laureate Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359793 |
| Lincoln Educational Services Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100113 |
| Matthews International Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64395 |
| McGraw Hill, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26866 |
| Mister Car Wash, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63943 |
| Nerdy, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318 |
| OneSpaWorld Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181925 |
| Perdoceo Education Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191334 |
| Phoenix Education Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12647 |
| Strategic Education, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161855 |
| Stride, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301982 |
| Udemy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42056 |
| Universal Technical Institute, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140790 |
| Zspace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  |  | &nbsp;&nbsp;&nbsp;**$2868759** |
| Diversified REITs — 0.5% | Diversified REITs — 0.5% |  |
| AH Realty Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$36773 |
| Alpine Income Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19368 |
| American Assets Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80010 |
| Broadstone Net Lease, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289726 |
| CTO Realty Growth, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48074 |
| Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500151 |
| Gladstone Commercial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44211 |
| Global Net Lease, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156649 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Diversified REITs (continued) | Diversified REITs (continued) |  |
| Modiv Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | $13675 |
| NexPoint Diversified Real Estate Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3089 | &nbsp;&nbsp; 14426 |
|  |  | **$1203063** |
| Diversified Telecommunication Services — 0.5% | Diversified Telecommunication Services — 0.5% |  |
| Anterix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 | $39450 |
| ATN International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp; 26322 |
| Bandwidth, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp; 41966 |
| Cogent Communications Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3763 | &nbsp;&nbsp; 70895 |
| Globalstar, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278433 |
| IDT Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66776 |
| Liberty Latin America Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20840 |
| Liberty Latin America Ltd., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93483 |
| Lumen Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547702 |
| Shenandoah Telecommunications Co. | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64918 |
| Uniti Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127352 |
|  |  | &nbsp;&nbsp;&nbsp;**$1378137** |
| Electric Utilities — 0.9% | Electric Utilities — 0.9% |  |
| Genie Energy Ltd., Class B | &nbsp;&nbsp;&nbsp;&nbsp;2171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$30698 |
| Hawaiian Electric Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198797 |
| MGE Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238440 |
| Oklo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495503 |
| Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282795 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;9217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486381 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486562 |
|  |  | &nbsp;&nbsp;&nbsp;**$2219176** |
| Electrical Equipment — 2.9% | Electrical Equipment — 2.9% |  |
| Allient, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$71913 |
| American Superconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123620 |
| Amprius Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158905 |
| Array Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91756 |
| Atkore, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165714 |
| Bloom Energy Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18062 | &nbsp;&nbsp;&nbsp;&nbsp;2447220 |
| EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;3032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526719 |
| Enovix Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81746 |
| Eos Energy Enterprises, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126480 |
| Fluence Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80455 |
| Hyliion Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18584 |
| KULR Technology Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7980 |
| LSI Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41366 |
| NANO Nuclear Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66580 |
| Net Power, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 |
| Nextpower, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12058 | &nbsp;&nbsp;&nbsp;&nbsp;1453592 |
| NuScale Power Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141223 |
| Plug Power, Inc.<sup>(1)</sup> | &nbsp;&nbsp;108413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245013 |
| Powell Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423125 |
| Power Solutions International, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42312 |
| Preformed Line Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60106 |
| Shoals Technologies Group, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92456 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electrical Equipment (continued) | Electrical Equipment (continued) |  |
| SKYX Platforms Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6251 | $7001 |
| SunPower, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6156 | &nbsp;&nbsp; 7818 |
| Sunrun, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18164 | &nbsp;&nbsp; 246304 |
| T1 Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16643 | &nbsp;&nbsp; 73063 |
| Thermon Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2747 | &nbsp;&nbsp; 138449 |
| Vicor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp; 307027 |
|  |  | **$7249759** |
| Electronic Equipment, Instruments & Components — 3.5% | Electronic Equipment, Instruments & Components — 3.5% |  |
| 908 Devices, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$17105 |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996206 |
| Aeva Technologies, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43046 |
| Arlo Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118251 |
| Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367163 |
| Bel Fuse, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30814 |
| Bel Fuse, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172045 |
| Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365159 |
| Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167451 |
| Climb Global Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25687 |
| CTS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116582 |
| Daktronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63088 |
| ePlus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165926 |
| Evolv Technologies Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75093 |
| Fabrinet<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2983 | &nbsp;&nbsp;&nbsp;&nbsp;1555694 |
| Frequency Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29743 |
| Insight Enterprises, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161963 |
| Itron, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330735 |
| Kimball Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48162 |
| Knowles Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183381 |
| Methode Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19397 |
| MicroVision, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16060 |
| Mirion Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368826 |
| M-Tron Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16779 |
| Napco Security Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113640 |
| Neonode, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 |
| nLIGHT, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222150 |
| Novanta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346298 |
| OSI Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341711 |
| Ouster, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85274 |
| PC Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54192 |
| Plexus Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442145 |
| Powerfleet, Inc. NJ<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31986 |
| Richardson Electronics Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10819 |
| Rogers Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166791 |
| Sanmina Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571972 |
| ScanSource, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63670 |
| TTM Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819984 |
| Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182250 |
| Vishay Precision Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43898 |
| Vuzix Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15147 |
|  |  | &nbsp;&nbsp;&nbsp;**$8967784** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Energy Equipment & Services — 2.5% | Energy Equipment & Services — 2.5% |  |
| Archrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14274 | $496735 |
| Atlas Energy Solutions, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6487 | &nbsp;&nbsp; 85109 |
| Borr Drilling Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22746 | &nbsp;&nbsp; 131244 |
| Bristow Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2378 | &nbsp;&nbsp; 111504 |
| Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5567 | &nbsp;&nbsp; 263709 |
| Core Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3925 | &nbsp;&nbsp; 65901 |
| DMC Global, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1926 | &nbsp;&nbsp; 10035 |
| Energy Services of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp; 15848 |
| Expro Group Holdings NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116786 |
| Flowco Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40912 |
| Forum Energy Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47515 |
| Helix Energy Solutions Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114961 |
| Helmerich & Payne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291122 |
| Innovex International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79024 |
| Kodiak Gas Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400250 |
| Liberty Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372470 |
| Mammoth Energy Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4714 |
| Nabors Industries Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101034 |
| National Energy Services Reunited Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118235 |
| Natural Gas Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31400 |
| Noble Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;10340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507384 |
| Oceaneering International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287023 |
| Oil States International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57525 |
| Patterson-UTI Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307702 |
| ProFrac Holding Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11613 |
| ProPetro Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115698 |
| Ranger Energy Services, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30458 |
| RPC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59408 |
| SEACOR Marine Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14241 |
| Seadrill Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232096 |
| Select Water Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119325 |
| Solaris Energy Infrastructure, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214173 |
| TETRA Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90448 |
| Tidewater, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343558 |
| Transocean Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;75453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500253 |
| Valaris Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496965 |
|  |  | &nbsp;&nbsp;&nbsp;**$6286378** |
| Entertainment — 0.5% | Entertainment — 0.5% |  |
| AMC Entertainment Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$41125 |
| Atlanta Braves Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32533 |
| Atlanta Braves Holdings, Inc., Class C<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164737 |
| Cinemark Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247810 |
| CuriosityStream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9658 |
| Gaia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 |
| IMAX Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139079 |
| Lionsgate Studios Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164200 |
| Madison Square Garden Entertainment Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195228 |
| Marcus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31799 |
| Meridian Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 |
| Playstudios, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Entertainment (continued) | Entertainment (continued) |  |
| Playtika Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743 | $15965 |
| Reservoir Media, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp; 15018 |
| Sphere Entertainment Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2222 | &nbsp;&nbsp; 260863 |
| Starz Entertainment Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266 | &nbsp;&nbsp; 14559 |
| Vivid Seats, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | &nbsp;&nbsp; 2193 |
|  |  | **$1344716** |
| Financial Services — 1.9% | Financial Services — 1.9% |  |
| Acacia Research Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3139 | $15099 |
| Alerus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46566 |
| Banco Latinoamericano de Comercio Exterior SA | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121826 |
| Better Home & Finance Holding Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17846 |
| Burford Capital Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75999 |
| Cannae Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43684 |
| Cantaloupe, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53261 |
| Cass Information Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44548 |
| Compass Diversified Holdings | &nbsp;&nbsp;&nbsp;&nbsp;5681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44653 |
| Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98719 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444845 |
| EVERTEC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151739 |
| Federal Agricultural Mortgage Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115713 |
| Finance of America Cos., Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7520 |
| Flywire Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114072 |
| HA Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368382 |
| International Money Express, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36214 |
| Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585054 |
| loanDepot, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11837 |
| Marqeta, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121005 |
| Merchants Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92986 |
| NCR Atleos Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266797 |
| NewtekOne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21079 |
| NMI Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236163 |
| Onity Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20852 |
| Pagseguro Digital Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150060 |
| Payoneer Global, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112418 |
| Paysafe Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21806 |
| Paysign, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15906 |
| PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207575 |
| Priority Technology Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9081 |
| Radian Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364244 |
| Remitly Global, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218690 |
| Repay Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14230 |
| Security National Financial Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14959 |
| Sezzle, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84176 |
| StoneCo Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296449 |
| SWK Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 |
| Velocity Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20695 |
| Walker & Dunlop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122311 |
| Waterstone Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22231 |
|  |  | &nbsp;&nbsp;&nbsp;**$4835832** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Food Products — 0.6% | Food Products — 0.6% |  |
| Alico, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | $19392 |
| B&G Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7068 | &nbsp;&nbsp; 33997 |
| Beyond Meat, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31122 | &nbsp;&nbsp; 21835 |
| BRC, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp; 3163 |
| Calavo Growers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397 | &nbsp;&nbsp; 36029 |
| Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp; 284465 |
| Dole PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5494 | &nbsp;&nbsp; 78509 |
| Forafric Global PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp; 4159 |
| Fresh Del Monte Produce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111802 |
| Hain Celestial Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6204 |
| J&J Snack Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102813 |
| John B. Sanfilippo & Son, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52041 |
| Lifeway Foods, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8529 |
| Limoneira Co. | &nbsp;&nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19405 |
| Mama's Creations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49456 |
| Marzetti Co. | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232394 |
| Mission Produce, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49054 |
| Seneca Foods Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57728 |
| Simply Good Foods Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108056 |
| SunOpta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58054 |
| Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66619 |
| Utz Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47916 |
| Vital Farms, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40863 |
| Westrock Coffee Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14110 |
|  |  | &nbsp;&nbsp;&nbsp;**$1506593** |
| Gas Utilities — 1.0% | Gas Utilities — 1.0% |  |
| Brookfield Infrastructure Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;9785 | &nbsp;&nbsp;&nbsp;&nbsp;$386703 |
| Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241493 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450728 |
| Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180043 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419023 |
| RGC Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14575 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489073 |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429160 |
|  |  | &nbsp;&nbsp;&nbsp;**$2610798** |
| Ground Transportation — 0.3% | Ground Transportation — 0.3% |  |
| ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1907 | &nbsp;&nbsp;&nbsp;&nbsp;$187572 |
| Covenant Logistics Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38173 |
| FTAI Infrastructure, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48728 |
| Heartland Express, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37014 |
| Hertz Global Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45496 |
| Marten Transport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64009 |
| PAMT Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 |
| Proficient Auto Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10387 |
| RXO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193013 |
| Universal Logistics Holdings, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10041 |
| Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142521 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$781196** |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Equipment & Supplies — 2.3% | Health Care Equipment & Supplies — 2.3% |  |
| Accuray, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7702 | $2989 |
| Acme United Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp; 15224 |
| Alphatec Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9692 | &nbsp;&nbsp; 105449 |
| AngioDynamics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068 | &nbsp;&nbsp; 34883 |
| Anteris Technologies Global Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6491 | &nbsp;&nbsp; 36025 |
| Artivion, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3420 | &nbsp;&nbsp; 125240 |
| AtriCure, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4043 | &nbsp;&nbsp; 115347 |
| Avanos Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3744 | &nbsp;&nbsp; 52453 |
| AxoGen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122647 |
| Beta Bionics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32084 |
| Bioventus, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33580 |
| Butterfly Network, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65533 |
| CapsoVision, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16614 |
| Carlsmed, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 |
| Ceribell, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38566 |
| Cerus Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31850 |
| ClearPoint Neuro, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20248 |
| CONMED Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92077 |
| CVRx, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8684 |
| Delcath Systems, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28536 |
| Electromed, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16481 |
| Embecta Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43228 |
| Enovis Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108677 |
| Glaukos Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498896 |
| Haemonetics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220593 |
| ICU Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260883 |
| Inogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9876 |
| Integer Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253528 |
| Integra LifeSciences Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52780 |
| iRadimed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69403 |
| IRhythm Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305554 |
| Kestra Medical Technologies Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43786 |
| KORU Medical Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18732 |
| Lantheus Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412700 |
| LeMaitre Vascular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190283 |
| LENSAR, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728 |
| LivaNova PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289579 |
| Lucid Diagnostics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8127 |
| Merit Medical Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327349 |
| Myomo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2246 |
| Neogen Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169756 |
| Neuronetics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353 |
| NeuroPace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32283 |
| Novocure Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92530 |
| Omnicell, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121937 |
| OraSure Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22356 |
| Orthofix Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40076 |
| OrthoPediatrics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24837 |
| Outset Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6947 |
| Picard Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| PROCEPT BioRobotics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109769 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Equipment & Supplies (continued) | Health Care Equipment & Supplies (continued) |  |
| Pro-Dex, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | $10610 |
| Pulmonx Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp; 4666 |
| Pulse Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp; 31716 |
| QuidelOrtho Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5665 | &nbsp;&nbsp; 93076 |
| RxSight, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp; 18086 |
| Sanara Medtech, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp; 5377 |
| SANUWAVE Health, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp; 12380 |
| Shoulder Innovations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp; 5812 |
| SI-BONE, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40075 |
| Sight Sciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12976 |
| STAAR Surgical Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52510 |
| Stereotaxis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9881 |
| Strive, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42735 |
| Tactile Systems Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50823 |
| Tandem Diabetes Care, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107084 |
| TransMedics Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276161 |
| Treace Medical Concepts, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6021 |
| UFP Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121774 |
| Utah Medical Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18349 |
| Varex Imaging Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40902 |
|  |  | &nbsp;&nbsp;&nbsp;**$5708847** |
| Health Care Providers & Services — 2.9% | Health Care Providers & Services — 2.9% |  |
| Accendra Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$16829 |
| AdaptHealth Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101293 |
| Addus HomeCare Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142067 |
| agilon health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9555 |
| AirSculpt Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3956 |
| Alignment Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281850 |
| AMN Healthcare Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58725 |
| Ardent Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20655 |
| Astrana Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83589 |
| Aveanna Healthcare Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36380 |
| BrightSpring Health Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451368 |
| Brookdale Senior Living, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262396 |
| Castle Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58257 |
| Clover Health Investments Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59370 |
| Community Health Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36456 |
| Concentra Group Holdings Parent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203496 |
| CorVel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132963 |
| Cross Country Healthcare, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24572 |
| DocGo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693 |
| Enhabit, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56684 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935565 |
| Fulgent Genetics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26696 |
| GeneDx Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100761 |
| Guardant Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939033 |
| Guardian Pharmacy Services, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62026 |
| HealthEquity, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576633 |
| Hims & Hers Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351633 |
| Innovage Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11525 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Providers & Services (continued) | Health Care Providers & Services (continued) |  |
| Joint Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | $9381 |
| LifeStance Health Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13501 | &nbsp;&nbsp; 86001 |
| Lumexa Imaging Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp; 17819 |
| Nano-X Imaging Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp; 14891 |
| National HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 | &nbsp;&nbsp; 169442 |
| National Research Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp; 16674 |
| NeoGenomics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10778 | &nbsp;&nbsp; 79973 |
| Nutex Health, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421 | &nbsp;&nbsp; 40012 |
| Omada Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34190 |
| Oncology Institute, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18500 |
| OPKO Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36353 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349152 |
| PACS Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118234 |
| Pediatrix Medical Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152554 |
| Pennant Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86289 |
| Privia Health Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197698 |
| Progyny, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106566 |
| RadNet, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309910 |
| SBC Medical Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2412 |
| Select Medical Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142179 |
| Sonida Senior Living, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10804 |
| Strata Critical Medical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27366 |
| Surgery Partners, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77027 |
| Talkspace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62328 |
| U.S. Physical Therapy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94450 |
| Viemed Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25963 |
|  |  | &nbsp;&nbsp;&nbsp;**$7337194** |
| Health Care REITs — 1.0% | Health Care REITs — 1.0% |  |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14635 | &nbsp;&nbsp;&nbsp;&nbsp;$690187 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680700 |
| Chiron Real Estate, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40093 |
| Community Healthcare Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40329 |
| Diversified Healthcare Trust | &nbsp;&nbsp;&nbsp;&nbsp;18347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121824 |
| LTC Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141319 |
| National Health Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312443 |
| Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392330 |
| Sila Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110136 |
| Strawberry Fields REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6795 |
| Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43627 |
|  |  | &nbsp;&nbsp;&nbsp;**$2579783** |
| Health Care Technology — 0.2% | Health Care Technology — 0.2% |  |
| Claritev Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10490 |
| Definitive Healthcare Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 |
| Evolent Health, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22356 |
| Health Catalyst, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7044 |
| HealthStream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42414 |
| HeartFlow, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38344 |
| LifeMD, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12270 |
| OptimizeRx Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Health Care Technology (continued) | Health Care Technology (continued) |  |
| Phreesia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4782 | $40073 |
| Schrodinger, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4704 | &nbsp;&nbsp; 53438 |
| Simulations Plus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp; 18628 |
| Teladoc Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14694 | &nbsp;&nbsp; 80082 |
| TruBridge, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 | &nbsp;&nbsp; 14933 |
| Waystar Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9142 | &nbsp;&nbsp; 220414 |
|  |  | **$574297** |
| Hotel & Resort REITs — 0.6% | Hotel & Resort REITs — 0.6% |  |
| Apple Hospitality REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18721 | &nbsp;&nbsp;&nbsp;&nbsp;$215479 |
| Braemar Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12246 |
| Chatham Lodging Trust | &nbsp;&nbsp;&nbsp;&nbsp;4756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37430 |
| DiamondRock Hospitality Co. | &nbsp;&nbsp;&nbsp;&nbsp;17235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161492 |
| Pebblebrook Hotel Trust | &nbsp;&nbsp;&nbsp;&nbsp;9827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124115 |
| RLJ Lodging Trust | &nbsp;&nbsp;&nbsp;&nbsp;11153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82755 |
| Ryman Hospitality Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472330 |
| Service Properties Trust<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17502 |
| Summit Hotel Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38202 |
| Sunstone Hotel Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133123 |
| Xenia Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122629 |
|  |  | &nbsp;&nbsp;&nbsp;**$1417303** |
| Hotels, Restaurants & Leisure — 1.5% | Hotels, Restaurants & Leisure — 1.5% |  |
| Accel Entertainment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$45298 |
| Bally's Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7220 |
| Biglari Holdings, Inc., Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18457 |
| BJ's Restaurants, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59179 |
| Black Rock Coffee Bar, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17184 |
| Bloomin' Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41780 |
| Brightstar Lottery PLC | &nbsp;&nbsp;&nbsp;&nbsp;8522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108570 |
| Brinker International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507119 |
| Cheesecake Factory, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211663 |
| Cracker Barrel Old Country Store, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52200 |
| Dave & Buster's Entertainment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24606 |
| Dine Brands Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33850 |
| El Pollo Loco Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39127 |
| First Watch Restaurant Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46814 |
| Genius Sports Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80985 |
| Global Business Travel Group, Inc. <sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59165 |
| Golden Entertainment, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43558 |
| Hilton Grand Vacations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197243 |
| Inspired Entertainment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11843 |
| Jack in the Box, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15143 |
| Krispy Kreme, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22079 |
| Kura Sushi USA, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40129 |
| Life Time Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330662 |
| Lindblad Expeditions Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59668 |
| Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151664 |
| Monarch Casino & Resort, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101910 |
| Nathan's Famous, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23470 |
| Navan, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40197 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Hotels, Restaurants & Leisure (continued) | Hotels, Restaurants & Leisure (continued) |  |
| Papa John's International, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 | $88609 |
| Portillo's, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5292 | &nbsp;&nbsp; 27995 |
| Pursuit Attractions and Hospitality, Inc. <sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724 | &nbsp;&nbsp; 63150 |
| RCI Hospitality Holdings, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp; 19274 |
| Red Rock Resorts, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4083 | &nbsp;&nbsp; 217869 |
| Rush Street Interactive, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7416 | &nbsp;&nbsp; 161298 |
| Sabre Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30309 | &nbsp;&nbsp; 43948 |
| Serve Robotics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp; 42833 |
| Shake Shack, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287527 |
| Six Flags Entertainment Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142355 |
| Super Group SGHC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;13313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143780 |
| Sweetgreen, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44904 |
| Target Hospitality Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28619 |
| United Parks & Resorts, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74106 |
| Xponential Fitness, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12287 |
|  |  | &nbsp;&nbsp;&nbsp;**$3789337** |
| Household Durables — 1.5% | Household Durables — 1.5% |  |
| Bassett Furniture Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11773 |
| Beazer Homes USA, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45253 |
| Cavco Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308977 |
| Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125031 |
| Champion Homes, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341656 |
| Cricut, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17645 |
| Dream Finders Homes, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35120 |
| Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43207 |
| Flexsteel Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13347 |
| Green Brick Partners, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168343 |
| Hamilton Beach Brands Holding Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15823 |
| Helen of Troy Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27600 |
| Hovnanian Enterprises, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44142 |
| Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509884 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;5130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265478 |
| La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111462 |
| Legacy Housing Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16732 |
| Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110132 |
| LGI Homes, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68703 |
| Lovesac Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20442 |
| M/I Homes, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267063 |
| Meritage Homes Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341481 |
| Sonos, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131735 |
| Taylor Morrison Home Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463823 |
| Traeger, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
| TRI Pointe Homes, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321736 |
|  |  | &nbsp;&nbsp;&nbsp;**$3828560** |
| Household Products — 0.3% | Household Products — 0.3% |  |
| Central Garden & Pet Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26143 |
| Central Garden & Pet Co., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136910 |
| Energizer Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83545 |
| Oil-Dri Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53960 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Household Products (continued) | Household Products (continued) |  |
| Spectrum Brands Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852 | $136492 |
| WD-40 Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp; 225354 |
|  |  | **$662404** |
| Independent Power and Renewable Electricity Producers — 0.2% | Independent Power and Renewable Electricity Producers — 0.2% |  |
| Hallador Energy Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 | $42214 |
| Montauk Renewables, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6625 | &nbsp;&nbsp; 7619 |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp; 566875 |
|  |  | **$616708** |
| Industrial Conglomerates — 0.0%<sup>†</sup> | Industrial Conglomerates — 0.0%<sup>†</sup> |  |
| Brookfield Business Corp., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$61666 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$61666** |
| Industrial REITs — 0.4% | Industrial REITs — 0.4% |  |
| Industrial Logistics Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$25384 |
| Innovative Industrial Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116472 |
| LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp;4874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225471 |
| One Liberty Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32705 |
| Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520657 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$920689** |
| Insurance — 1.7% | Insurance — 1.7% |  |
| Abacus Global Management, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26571 |
| American Coastal Insurance Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;2528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28440 |
| American Integrity Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12898 |
| AMERISAFE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52861 |
| Ategrity Specialty Holdings LLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10379 |
| Baldwin Insurance Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171878 |
| Bowhead Specialty Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35933 |
| Citizens, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23224 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320884 |
| Crawford & Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14546 |
| Donegal Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26045 |
| eHealth, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790 |
| Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82979 |
| Exzeo Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9242 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77960 |
| Fidelis Insurance Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92970 |
| Genworth Financial, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268066 |
| GoHealth, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| Goosehead Insurance, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86003 |
| Greenlight Capital Re Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37052 |
| Hamilton Insurance Group Ltd., Class B | &nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114398 |
| HCI Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138221 |
| Heritage Insurance Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50269 |
| Hippo Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38986 |
| Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145411 |
| Investors Title Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24125 |
| James River Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23184 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| Kestrel Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | $4039 |
| Kingstone Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1128 | &nbsp;&nbsp; 16435 |
| Kingsway Financial Services, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1851 | &nbsp;&nbsp; 19306 |
| Lemonade, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5056 | &nbsp;&nbsp; 316910 |
| MBIA, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4850 | &nbsp;&nbsp; 28664 |
| Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp; 198249 |
| NI Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp; 11640 |
| Octave Specialty Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3648 | &nbsp;&nbsp; 16963 |
| Oscar Health, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186089 |
| Palomar Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263378 |
| ProAssurance Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105505 |
| Root, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42403 |
| Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89565 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372427 |
| Selectquote, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7635 |
| SiriusPoint Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184533 |
| Skyward Specialty Insurance Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139951 |
| Slide Insurance Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104130 |
| Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151610 |
| Tiptree, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39102 |
| Trupanion, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79417 |
| United Fire Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65189 |
| Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72590 |
|  |  | &nbsp;&nbsp;&nbsp;**$4432534** |
| Interactive Media & Services — 0.4% | Interactive Media & Services — 0.4% |  |
| Angi, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23283 |
| Arena Group Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
| Bumble, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19827 |
| CarGurus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220201 |
| Cars.com, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39057 |
| EverQuote, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35759 |
| fuboTV, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21976 |
| Getty Images Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7798 |
| Grindr, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33707 |
| MediaAlpha, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28142 |
| Nextdoor Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23925 |
| QuinStreet, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54610 |
| Rumble, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41024 |
| Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33835 |
| Teads Holding Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2666 |
| Travelzoo<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3842 |
| TripAdvisor, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103658 |
| Webtoon Entertainment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14097 |
| Yelp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119568 |
| Ziff Davis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134566 |
| ZipRecruiter, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12755 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$977156** |
| IT Services — 0.7% | IT Services — 0.7% |  |
| Applied Digital Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19692 | &nbsp;&nbsp;&nbsp;&nbsp;$467488 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| IT Services (continued) | IT Services (continued) |  |
| ASGN, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 | $130956 |
| Backblaze, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp; 15439 |
| BigBear.ai Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35218 | &nbsp;&nbsp; 123967 |
| Commerce.com, Inc., Series 1<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6679 | &nbsp;&nbsp; 17833 |
| Crexendo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp; 9113 |
| CSP, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp; 6124 |
| DigitalOcean Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6274 | &nbsp;&nbsp; 538184 |
| Fastly, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11449 | &nbsp;&nbsp; 332708 |
| Grid Dynamics Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35505 |
| Hackett Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32096 |
| Information Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10234 |
| Rackspace Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7616 |
| TSS, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24238 |
| Tucows, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13556 |
| Unisys Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13573 |
| VTEX, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23588 |
| Whitefiber, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10564 |
|  |  | &nbsp;&nbsp;&nbsp;**$1812782** |
| Leisure Products — 0.4% | Leisure Products — 0.4% |  |
| Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2307 | &nbsp;&nbsp;&nbsp;&nbsp;$215658 |
| American Outdoor Brands, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11712 |
| Callaway Golf Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153138 |
| Clarus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5960 |
| Escalade, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14114 |
| Funko, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10760 |
| JAKKS Pacific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11892 |
| Johnson Outdoors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18837 |
| Latham Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24638 |
| Malibu Boats, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40020 |
| Marine Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5911 |
| MasterCraft Boat Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33124 |
| Peloton Interactive, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135259 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242906 |
| Smith & Wesson Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53121 |
| Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46184 |
|  |  | &nbsp;&nbsp;&nbsp;**$1023234** |
| Life Sciences Tools & Services — 0.4% | Life Sciences Tools & Services — 0.4% |  |
| 10X Genomics, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8961 | &nbsp;&nbsp;&nbsp;&nbsp;$190242 |
| Adaptive Biotechnologies Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173292 |
| Alpha Teknova, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202 |
| Atlantic International Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 |
| Azenta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72074 |
| BioLife Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60464 |
| Codexis, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13738 |
| CryoPort, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35265 |
| Cytek Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42926 |
| Fortrea Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71893 |
| Ginkgo Bioworks Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20131 |
| Lifecore Biomedical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7764 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Life Sciences Tools & Services (continued) | Life Sciences Tools & Services (continued) |  |
| Maravai LifeSciences Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10821 | $30623 |
| MaxCyte, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10250 | &nbsp;&nbsp; 7201 |
| Mesa Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp; 45006 |
| OmniAb, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9652 | &nbsp;&nbsp; 15154 |
| OmniAb, Inc. ($12.50 earnout shares)<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp; 0 |
| OmniAb, Inc. ($15.00 earnout shares)<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp; 0 |
| Pacific Biosciences of California, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22894 | &nbsp;&nbsp; 30220 |
| Personalis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4235 | &nbsp;&nbsp; 26977 |
| Quanterix Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12232 |
| Quantum-Si, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11146 |
| Standard BioTools, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27173 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$900053** |
| Machinery — 3.7% | Machinery — 3.7% |  |
| 3D Systems Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23829 |
| Aebi Schmidt Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34305 |
| AirJoule Technologies Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5507 |
| Alamo Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142534 |
| Albany International Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122746 |
| Alliance Laundry Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73668 |
| Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102942 |
| Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385014 |
| Blue Bird Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150380 |
| CECO Environmental Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145256 |
| Chart Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772625 |
| Columbus McKinnon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34000 |
| Douglas Dynamics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79676 |
| Eastern Co.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10322 |
| Energy Recovery, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44832 |
| Enerpac Tool Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165282 |
| Enpro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430366 |
| ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594253 |
| Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538429 |
| Franklin Electric Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290428 |
| Gencor Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13050 |
| Gorman-Rupp Co. | &nbsp;&nbsp;&nbsp;&nbsp;1753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108914 |
| Graham Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66608 |
| Greenbrier Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133047 |
| Helios Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179376 |
| Hillman Solutions Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137729 |
| Hyster-Yale, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34818 |
| JBT Marel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551887 |
| Kadant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287965 |
| Kennametal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229967 |
| L B Foster Co., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24775 |
| Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108473 |
| Luxfer Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29232 |
| Manitowoc Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33354 |
| Mayville Engineering Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26099 |
| Microvast Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24938 |
| Miller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47828 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| Mueller Water Products, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;12669 | $348271 |
| Omega Flex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp; 7698 |
| Palladyne AI Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607 | &nbsp;&nbsp; 15825 |
| Park-Ohio Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp; 16660 |
| Proto Labs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1988 | &nbsp;&nbsp; 113356 |
| Richtech Robotics, Inc., Class B<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12440 | &nbsp;&nbsp; 26000 |
| SPX Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 | &nbsp;&nbsp; 796561 |
| Standex International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp; 256134 |
| Tennant Co. | &nbsp;&nbsp;&nbsp;&nbsp;1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104314 |
| Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542361 |
| Titan International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28075 |
| Trinity Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220208 |
| Wabash National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29644 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658668 |
| Worthington Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137076 |
|  |  | &nbsp;&nbsp;&nbsp;**$9485305** |
| Marine Transportation — 0.3% | Marine Transportation — 0.3% |  |
| Costamare Bulkers Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$13289 |
| Costamare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63172 |
| Genco Shipping & Trading Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63974 |
| Himalaya Shipping Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30071 |
| Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418703 |
| Pangaea Logistics Solutions Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21297 |
| Safe Bulkers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29618 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$640124** |
| Media — 0.9% | Media — 0.9% |  |
| Advantage Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7589 |
| AMC Networks, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20547 |
| Boston Omaha Corp., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26607 |
| Cable One, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39312 |
| EchoStar Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11203 | &nbsp;&nbsp;&nbsp;&nbsp;1311535 |
| Emerald Holding, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5813 |
| Entravision Communications Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16686 |
| EW Scripps Co., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21836 |
| Gambling.com Group Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6806 |
| Gray Media, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35458 |
| Ibotta, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27183 |
| iHeartMedia, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25643 |
| John Wiley & Sons, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131064 |
| Magnite, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138996 |
| National CineMedia, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21179 |
| Newsmax, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20128 |
| Nexxen International Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16515 |
| Optimum Communications, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28395 |
| PubMatic, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24998 |
| Scholastic Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66324 |
| Sinclair, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41770 |
| Stagwell, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60680 |
| TechTarget, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9983 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Media (continued) | Media (continued) |  |
| Thryv Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3115 | $8535 |
| USA TODAY Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11786 | &nbsp;&nbsp; 83091 |
|  |  | **$2196673** |
| Metals & Mining — 2.6% | Metals & Mining — 2.6% |  |
| Alpha Metallurgical Resources, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | $200754 |
| American Battery Technology Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10193 | &nbsp;&nbsp; 28438 |
| Caledonia Mining Corp. PLC<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 | &nbsp;&nbsp; 30632 |
| Century Aluminum Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4656 | &nbsp;&nbsp; 273261 |
| Coeur Mining, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;84131 | &nbsp;&nbsp;&nbsp;&nbsp;1579139 |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565156 |
| Compass Minerals International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67505 |
| Constellium SE<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273895 |
| Contango Silver & Gold, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30244 |
| Critical Metals Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37882 |
| Dakota Gold Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37335 |
| Ferroglobe PLC | &nbsp;&nbsp;&nbsp;&nbsp;9988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41150 |
| Friedman Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12032 |
| Hecla Mining Co. | &nbsp;&nbsp;&nbsp;&nbsp;52052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969729 |
| Idaho Strategic Resources, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35075 |
| Ivanhoe Electric, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102278 |
| Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161965 |
| Lifezone Metals Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12019 |
| Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243012 |
| Metallus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50115 |
| NioCorp Developments Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38815 |
| Novagold Resources, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206657 |
| Perpetua Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194084 |
| Ramaco Resources, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52023 |
| Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81827 |
| SSR Mining, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486247 |
| SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46208 |
| Tredegar Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17053 |
| U.S. Antimony Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85292 |
| U.S. Gold Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17073 |
| U.S. Goldmining, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
| USA Rare Earth, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228327 |
| Vox Royalty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21458 |
| Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394304 |
| Worthington Steel, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83341 |
|  |  | &nbsp;&nbsp;&nbsp;**$6706255** |
| Mortgage REITs — 0.8% | Mortgage REITs — 0.8% |  |
| ACRES Commercial Realty Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12152 |
| Adamas Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52322 |
| Angel Oak Mortgage REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4579 |
| Apollo Commercial Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123288 |
| Arbor Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122967 |
| Ares Commercial Real Estate Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24614 |
| ARMOUR Residential REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154840 |
| Blackstone Mortgage Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;12913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247284 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Mortgage REITs (continued) | Mortgage REITs (continued) |  |
| BrightSpire Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10780 | $60368 |
| Chicago Atlantic Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1352 | &nbsp;&nbsp; 15305 |
| Chimera Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6652 | &nbsp;&nbsp; 83483 |
| Claros Mortgage Trust, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9023 | &nbsp;&nbsp; 21475 |
| Dynex Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16354 | &nbsp;&nbsp; 208677 |
| Ellington Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9977 | &nbsp;&nbsp; 118228 |
| Franklin BSP Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 | &nbsp;&nbsp; 58080 |
| Invesco Mortgage Capital, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6189 | &nbsp;&nbsp; 50007 |
| KKR Real Estate Finance Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29211 |
| Ladder Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93274 |
| Lument Finance Trust, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 |
| MFA Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82465 |
| Nexpoint Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7920 |
| Orchid Island Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106638 |
| PennyMac Mortgage Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;7293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85036 |
| Ready Capital Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19967 |
| Redwood Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62316 |
| Rithm Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9587 |
| Seven Hills Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10300 |
| Sunrise Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4134 |
| TPG Mortgage Investment Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20614 |
| TPG RE Finance Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44009 |
| Two Harbors Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99651 |
|  |  | &nbsp;&nbsp;&nbsp;**$2038661** |
| Multi-Utilities — 0.4% | Multi-Utilities — 0.4% |  |
| Avista Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6732 | &nbsp;&nbsp;&nbsp;&nbsp;$270223 |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432633 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330425 |
| Unitil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70367 |
|  |  | &nbsp;&nbsp;&nbsp;**$1103648** |
| Office REITs — 0.4% | Office REITs — 0.4% |  |
| Brandywine Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;14392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$39002 |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;9526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291496 |
| Douglas Emmett, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127566 |
| Easterly Government Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74041 |
| Empire State Realty Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59992 |
| Franklin Street Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6350 |
| Hudson Pacific Properties, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26873 |
| JBG SMITH Properties | &nbsp;&nbsp;&nbsp;&nbsp;5216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76206 |
| NET Lease Office Properties | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16762 |
| Peakstone Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;2989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62440 |
| Piedmont Realty Trust, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68256 |
| Postal Realty Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41908 |
| SL Green Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221898 |
|  |  | &nbsp;&nbsp;&nbsp;**$1112790** |
| Oil, Gas & Consumable Fuels — 3.9% | Oil, Gas & Consumable Fuels — 3.9% |  |
| Ardmore Shipping Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43966 |
| BKV Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59179 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) |  |
| California Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6077 | $420650 |
| Calumet, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5763 | &nbsp;&nbsp; 206892 |
| Centrus Energy Corp., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp; 237645 |
| Clean Energy Fuels Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16735 | &nbsp;&nbsp; 41503 |
| CNX Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11281 | &nbsp;&nbsp; 434883 |
| Comstock Resources, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp; 130527 |
| Core Natural Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4138 | &nbsp;&nbsp; 433373 |
| Crescent Energy Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;21075 | &nbsp;&nbsp; 284513 |
| CVR Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86985 |
| Delek U.S. Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224899 |
| DHT Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194612 |
| Diversified Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84270 |
| Dorian LPG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106225 |
| Empire Petroleum Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 |
| Encore Energy Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28022 |
| Energy Fuels, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344378 |
| Epsilon Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12111 |
| Evolution Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11931 |
| Excelerate Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64300 |
| Flex LNG Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75463 |
| FutureFuel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7215 |
| Gevo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53582 |
| Golar LNG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;7934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429309 |
| Granite Ridge Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30277 |
| Green Plains, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95114 |
| Gulfport Energy Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276310 |
| HighPeak Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12882 |
| Infinity Natural Resources, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22646 |
| International Seaways, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244950 |
| Kinetik Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179262 |
| Kolibri Global Energy, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19769 |
| Kosmos Energy Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110205 |
| Lightbridge Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20403 |
| Magnolia Oil & Gas Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464079 |
| Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452884 |
| NACCO Industries, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15799 |
| Navigator Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52810 |
| New Fortress Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10191 |
| NextDecade Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109906 |
| NextNRG, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| Nordic American Tankers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100423 |
| Northern Oil & Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236880 |
| OPAL Fuels, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5438 |
| Par Pacific Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253316 |
| PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333626 |
| Peabody Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337013 |
| Prairie Operating Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 |
| PrimeEnergy Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14204 |
| REX American Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112831 |
| Riley Exploration Permian, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43339 |
| Sable Offshore Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168339 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) |  |
| SandRidge Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2582 | $42112 |
| Scorpio Tankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719 | &nbsp;&nbsp; 277661 |
| SFL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10137 | &nbsp;&nbsp; 109378 |
| SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;20412 | &nbsp;&nbsp; 636446 |
| Summit Midstream Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708 | &nbsp;&nbsp; 21410 |
| Talos Energy, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10061 | &nbsp;&nbsp; 158561 |
| Teekay Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp; 53736 |
| Teekay Tankers Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp; 147153 |
| Uranium Energy Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534262 |
| VAALCO Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54467 |
| Verde Clean Fuels, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 |
| Vitesse Energy, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44746 |
| W&T Offshore, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33070 |
| World Kinect Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106491 |
| XCF Global, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 |
|  |  | &nbsp;&nbsp;&nbsp;**$9963552** |
| Paper & Forest Products — 0.1% | Paper & Forest Products — 0.1% |  |
| Clearwater Paper Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23770 |
| Magnera Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24669 |
| Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121398 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$169837** |
| Passenger Airlines — 0.4% | Passenger Airlines — 0.4% |  |
| Allegiant Travel Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97896 |
| flyExclusive, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| Frontier Group Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16743 |
| JetBlue Airways Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106606 |
| Joby Aviation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396133 |
| SkyWest, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301754 |
| Sun Country Airlines Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70623 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$990738** |
| Personal Care Products — 0.2% | Personal Care Products — 0.2% |  |
| Beauty Health Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10390 |
| Edgewell Personal Care Co. | &nbsp;&nbsp;&nbsp;&nbsp;3808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81263 |
| FitLife Brands, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5666 |
| Herbalife Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124354 |
| Honest Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28030 |
| Interparfums, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139258 |
| Lifevantage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 |
| Medifast, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10873 |
| Nature's Sunshine Products, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32602 |
| Niagen Bioscience, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21155 |
| Nu Skin Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29739 |
| Olaplex Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27577 |
| USANA Health Sciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19584 |
| Waldencast PLC, Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3433 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$538589** |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Pharmaceuticals — 2.3% | Pharmaceuticals — 2.3% |  |
| Aardvark Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578 | $2179 |
| Aclaris Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9267 | &nbsp;&nbsp; 34751 |
| Alumis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5609 | &nbsp;&nbsp; 123566 |
| Amneal Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12572 | &nbsp;&nbsp; 156270 |
| Amphastar Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp; 60749 |
| Amylyx Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203 | &nbsp;&nbsp; 100122 |
| ANI Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519 | &nbsp;&nbsp; 116811 |
| Aquestive Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7276 | &nbsp;&nbsp; 30195 |
| Arvinas, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48230 |
| Atea Pharmaceuticals, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31817 |
| Axsome Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571457 |
| BioAge Labs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43200 |
| Biote Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 |
| Collegium Pharmaceutical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88528 |
| CorMedix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44556 |
| Crinetics Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293829 |
| Definium Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144415 |
| Edgewise Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177597 |
| Enliven Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135201 |
| Esperion Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50723 |
| Eton Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53482 |
| Evolus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22256 |
| EyePoint, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79067 |
| Fulcrum Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37568 |
| Harmony Biosciences Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102348 |
| Harrow, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92981 |
| Indivior Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300167 |
| Innoviva, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142992 |
| Journey Medical Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811 |
| LB Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38519 |
| LENZ Therapeutics, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12362 |
| Ligand Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318242 |
| Liquidia Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202475 |
| Maze Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64625 |
| MBX Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69013 |
| MediWound Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12646 |
| Nuvation Bio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83998 |
| Ocular Therapeutix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130599 |
| Omeros Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53085 |
| Pacira BioSciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75597 |
| Phathom Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39185 |
| Phibro Animal Health Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94525 |
| Prestige Consumer Healthcare, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232990 |
| Rapport Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72280 |
| Septerna, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46714 |
| SIGA Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20191 |
| Supernus Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232967 |
| Tarsus Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229531 |
| Terns Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413430 |
| Theravance Biopharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49891 |
| Third Harmonic Bio, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Pharmaceuticals (continued) | Pharmaceuticals (continued) |  |
| Trevi Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7632 | $91050 |
| Tvardi Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp; 1110 |
| WaVe Life Sciences Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11436 | &nbsp;&nbsp; 82911 |
| Xeris Biopharma Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12827 | &nbsp;&nbsp; 74397 |
| Zevra Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp; 42788 |
|  |  | **$5879616** |
| Professional Services — 1.4% | Professional Services — 1.4% |  |
| Alight, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;36041 | $21001 |
| Asure Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21681 |
| Barrett Business Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60723 |
| BlackSky Technology, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66070 |
| CBIZ, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110837 |
| Conduent, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15946 |
| CRA International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89520 |
| CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185701 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266872 |
| Falcon's Beyond Global, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16680 |
| First Advantage Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77828 |
| Forrester Research, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5467 |
| Franklin Covey Co.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18995 |
| HireQuest, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421 |
| Huron Consulting Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181673 |
| IBEX Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27329 |
| ICF International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100220 |
| Innodata, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99215 |
| Insperity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81526 |
| Kelly Services, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22435 |
| Kforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43831 |
| Korn Ferry | &nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272007 |
| Legalzoom.com, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56207 |
| Maximus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286271 |
| Mistras Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14928 |
| Planet Labs PBC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619987 |
| Public Policy Holding Co., Inc.<sup>(1)(2)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 |
| RCM Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9589 |
| Resolute Holdings Management, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58266 |
| Resources Connection, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11936 |
| Skillsoft Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
| Spire Global, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27487 |
| TIC Solutions, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106655 |
| TriNet Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91111 |
| TrueBlue, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12309 |
| TTEC Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4795 |
| Upwork, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112691 |
| Verra Mobility Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190786 |
| Willdan Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88886 |
|  |  | &nbsp;&nbsp;&nbsp;**$3488347** |
| Real Estate Management & Development — 0.6% | Real Estate Management & Development — 0.6% |  |
| American Realty Investors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1730 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Real Estate Management & Development (continued) | Real Estate Management & Development (continued) |  |
| Compass, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53192 | $388833 |
| Cushman & Wakefield Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19351 | &nbsp;&nbsp; 237243 |
| Douglas Elliman, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7487 | &nbsp;&nbsp; 12279 |
| eXp World Holdings, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7935 | &nbsp;&nbsp; 47531 |
| Forestar Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp; 44187 |
| FRP Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp; 25731 |
| Kennedy-Wilson Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10111 | &nbsp;&nbsp; 109401 |
| Logistic Properties of The Americas, Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp; 1063 |
| Marcus & Millichap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53286 |
| Maui Land & Pineapple Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9588 |
| Newmark Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;12022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180210 |
| RE/MAX Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9009 |
| Real Brokerage, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23305 |
| RMR Group, Inc., Class A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21055 |
| Seaport Entertainment Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16368 |
| St. Joe Co. | &nbsp;&nbsp;&nbsp;&nbsp;3183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199892 |
| Stratus Properties, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13490 |
| Tejon Ranch Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38923 |
| Transcontinental Realty Investors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 |
|  |  | &nbsp;&nbsp;&nbsp;**$1436403** |
| Residential REITs — 0.3% | Residential REITs — 0.3% |  |
| BRT Apartments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15688 |
| Centerspace | &nbsp;&nbsp;&nbsp;&nbsp;1408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80890 |
| Clipper Realty, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3965 |
| Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292856 |
| NexPoint Residential Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46975 |
| UMH Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95873 |
| Veris Residential, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124523 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$660770** |
| Retail REITs — 1.1% | Retail REITs — 1.1% |  |
| Acadia Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;11032 | &nbsp;&nbsp;&nbsp;&nbsp;$210932 |
| Alexander's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42516 |
| CBL & Associates Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58644 |
| Curbline Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209853 |
| FrontView REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23344 |
| Getty Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140779 |
| InvenTrust Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198660 |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;&nbsp;17669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433774 |
| Macerich Co. | &nbsp;&nbsp;&nbsp;&nbsp;21094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398677 |
| NETSTREIT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128590 |
| Phillips Edison & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383817 |
| Saul Centers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39324 |
| SITE Centers Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25126 |
| Tanger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319174 |
| Urban Edge Properties | &nbsp;&nbsp;&nbsp;&nbsp;10634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212467 |
| Whitestone REIT | &nbsp;&nbsp;&nbsp;&nbsp;3771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60902 |
|  |  | &nbsp;&nbsp;&nbsp;**$2886579** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Semiconductors & Semiconductor Equipment — 3.3% | Semiconductors & Semiconductor Equipment — 3.3% |  |
| ACM Research, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4223 | $166175 |
| Aehr Test Systems<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 | &nbsp;&nbsp; 87546 |
| Aeluma, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp; 12854 |
| Alpha & Omega Semiconductor Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305 | &nbsp;&nbsp; 51079 |
| Ambarella, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3404 | &nbsp;&nbsp; 175221 |
| Ambiq Micro, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1482 | &nbsp;&nbsp; 37658 |
| Atomera, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988 | &nbsp;&nbsp; 11384 |
| Axcelis Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp; 234655 |
| Blaize Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11135 |
| CEVA, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36949 |
| Cohu, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117030 |
| Credo Technology Group Holding Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13340 | &nbsp;&nbsp;&nbsp;&nbsp;1252226 |
| Diodes, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254405 |
| FormFactor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624325 |
| Ichor Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131394 |
| Impinj, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229534 |
| indie Semiconductor, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52180 |
| Kopin Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34344 |
| Kulicke & Soffa Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274184 |
| MaxLinear, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118617 |
| Navitas Semiconductor Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145942 |
| NVE Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25807 |
| PDF Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88153 |
| Penguin Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76560 |
| Photronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196473 |
| Power Integrations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231373 |
| Rambus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766957 |
| Rigetti Computing, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370572 |
| Semtech Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586363 |
| Silicon Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561380 |
| SiTime Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636480 |
| SkyWater Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79653 |
| Synaptics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224618 |
| Ultra Clean Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232056 |
| Veeco Instruments, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161885 |
|  |  | &nbsp;&nbsp;&nbsp;**$8297167** |
| Software — 4.2% | Software — 4.2% |  |
| 8x8, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$18537 |
| A10 Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138928 |
| ACI Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344689 |
| Adeia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;218337 |
| Agilysys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149536 |
| Airship AI Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4617 |
| Alarm.com Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171896 |
| Alkami Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89335 |
| Amplitude, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50918 |
| Appian Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79394 |
| Arteris, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44437 |
| Asana, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46317 |
| AudioEye, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4357 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Software (continued) | Software (continued) |  |
| AvePoint, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11932 | $113473 |
| Bit Digital, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26584 | &nbsp;&nbsp; 34825 |
| Bitdeer Technologies Group, Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10024 | &nbsp;&nbsp; 86708 |
| Blackbaud, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp; 123552 |
| BlackLine, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4069 | &nbsp;&nbsp; 150553 |
| Blend Labs, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17536 | &nbsp;&nbsp; 29811 |
| Box, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11411 | &nbsp;&nbsp; 269756 |
| Braze, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6929 | &nbsp;&nbsp; 163594 |
| C3.ai, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86280 |
| Cerence, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21189 |
| Chaince Digital Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10754 |
| Cipher Digital, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346435 |
| Cleanspark, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176089 |
| Clear Secure, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349762 |
| Clearwater Analytics Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545440 |
| Commvault Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282897 |
| Consensus Cloud Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38506 |
| Core Scientific, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355495 |
| CS Disco, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6372 |
| Daily Journal Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50646 |
| Digimarc Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6884 |
| Digital Turbine, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27101 |
| Domo, Inc., Class B<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9250 |
| D-Wave Quantum, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432005 |
| eGain Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11764 |
| EverCommerce, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17145 |
| Expensify, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5311 |
| Five9, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96876 |
| Freshworks, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134840 |
| Hut 8 Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378845 |
| I3 Verticals, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43110 |
| Intapp, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121385 |
| InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646280 |
| Kaltura, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8363 |
| Life360, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67925 |
| LiveRamp Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143288 |
| MARA Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253523 |
| Mitek Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49181 |
| N-able, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32471 |
| NCR Voyix Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73593 |
| NextNav, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117843 |
| ON24, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25272 |
| OneSpan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31758 |
| Ooma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34236 |
| Pagaya Technologies Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57574 |
| PagerDuty, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44315 |
| PAR Technology Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44669 |
| Porch Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48268 |
| Progress Software Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91827 |
| Q2 Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239054 |
| Qualys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260739 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Software (continued) | Software (continued) |  |
| Rapid7, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5339 | $29418 |
| Red Violet, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp; 31728 |
| ReposiTrak, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp; 8725 |
| Rezolve AI PLC<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18173 | &nbsp;&nbsp; 46523 |
| Rimini Street, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3438 | &nbsp;&nbsp; 11277 |
| Riot Platforms, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28322 | &nbsp;&nbsp; 350060 |
| Sapiens International Corp. NV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2599 | &nbsp;&nbsp; 113057 |
| SEMrush Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3838 | &nbsp;&nbsp; 45826 |
| Silvaco Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4347 |
| SoundHound AI, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210311 |
| SoundThinking, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6527 |
| Sprinklr, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56424 |
| Sprout Social, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24618 |
| SPS Commerce, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177253 |
| Telos Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23099 |
| Tenable Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164295 |
| Terawulf, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361616 |
| Varonis Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206219 |
| Vertex, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64634 |
| Via Transportation, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12555 |
| Viant Technology, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17942 |
| Weave Communications, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27512 |
| WM Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5383 |
| Workiva, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243410 |
| Xperi, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23318 |
| Yext, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32559 |
| Zeta Global Holdings Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274142 |
|  |  | **$10730908** |
| Specialized REITs — 0.3% | Specialized REITs — 0.3% |  |
| Farmland Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$35442 |
| Four Corners Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207671 |
| Gladstone Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33986 |
| Outfront Media, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323724 |
| Safehold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63496 |
| Smartstop Self Storage REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137926 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$802245** |
| Specialty Retail — 1.8% | Specialty Retail — 1.8% |  |
| 1-800-Flowers.com, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$6326 |
| Abercrombie & Fitch Co., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345561 |
| Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313015 |
| Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264647 |
| American Eagle Outfitters, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216332 |
| America's Car-Mart, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726 |
| Arhaus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28178 |
| Arko Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34105 |
| Asbury Automotive Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308357 |
| BARK, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4741 |
| Barnes & Noble Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13492 |
| Bed Bath & Beyond, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21325 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialty Retail (continued) | Specialty Retail (continued) |  |
| Boot Barn Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2552 | $373511 |
| Buckle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2640 | &nbsp;&nbsp; 132950 |
| Build-A-Bear Workshop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp; 38911 |
| Caleres, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp; 29090 |
| Camping World Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp; 34396 |
| Citi Trends, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp; 21140 |
| Designer Brands, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2771 | &nbsp;&nbsp; 15767 |
| Envela Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp; 11312 |
| EVgo, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18421 |
| Genesco, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28497 |
| Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317735 |
| Haverty Furniture Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29038 |
| J Jill, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4309 |
| Lands' End, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12746 |
| MarineMax, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42890 |
| Monro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40052 |
| National Vision Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168687 |
| OneWater Marine, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9006 |
| Outdoor Holding Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13268 |
| Petco Health & Wellness Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22613 |
| RealReal, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72277 |
| Revolve Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76603 |
| Sally Beauty Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117088 |
| Shoe Carnival, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28467 |
| Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274488 |
| Sleep Number Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3784 |
| Sonic Automotive, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;1251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85781 |
| Stitch Fix, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29797 |
| ThredUp, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25341 |
| Torrid Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1743 |
| Upbound Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79203 |
| Urban Outfitters, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338669 |
| Victoria's Secret & Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268471 |
| Warby Parker, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172985 |
| Winmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106460 |
| Zumiez, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26503 |
|  |  | &nbsp;&nbsp;&nbsp;**$4637804** |
| Technology Hardware, Storage & Peripherals — 0.6% | Technology Hardware, Storage & Peripherals — 0.6% |  |
| Corsair Gaming, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26446 |
| CPI Card Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5093 |
| Diebold Nixdorf, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149522 |
| Eastman Kodak Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46580 |
| GPGI, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249079 |
| Immersion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14119 |
| IonQ, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814563 |
| Quantum Computing, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112134 |
| Turtle Beach Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12067 |
| Xerox Holdings Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12694 |
|  |  | &nbsp;&nbsp;&nbsp;**$1442297** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Textiles, Apparel & Luxury Goods — 0.5% | Textiles, Apparel & Luxury Goods — 0.5% |  |
| Capri Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9726 | $171372 |
| Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2975 | &nbsp;&nbsp; 106386 |
| Ermenegildo Zegna NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162 | &nbsp;&nbsp; 53788 |
| Figs, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7393 | &nbsp;&nbsp; 109195 |
| G-III Apparel Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230 | &nbsp;&nbsp; 89471 |
| Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4605 | &nbsp;&nbsp; 323686 |
| Lakeland Industries, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp; 7658 |
| Movado Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp; 30427 |
| Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45480 |
| Rocky Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22767 |
| Steven Madden Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203520 |
| Superior Group of Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12944 |
| Wolverine World Wide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109915 |
|  |  | &nbsp;&nbsp;&nbsp;**$1286609** |
| Tobacco — 0.1% | Tobacco — 0.1% |  |
| Ispire Technology, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3380 |
| Turning Point Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124110 |
| Universal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106559 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$234049** |
| Trading Companies & Distributors — 1.0% | Trading Companies & Distributors — 1.0% |  |
| Alta Equipment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12421 |
| BlueLinx Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34675 |
| Boise Cascade Co. | &nbsp;&nbsp;&nbsp;&nbsp;3041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230660 |
| Custom Truck One Source, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32876 |
| Distribution Solutions Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23459 |
| DNOW, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183033 |
| DXP Enterprises, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151886 |
| EVI Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8067 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508122 |
| Global Industrial Co. | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40503 |
| Herc Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264206 |
| Hudson Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18904 |
| Karat Packaging, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19488 |
| McGrath RentCorp | &nbsp;&nbsp;&nbsp;&nbsp;2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226295 |
| NPK International, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95069 |
| Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;5108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337690 |
| Rush Enterprises, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46075 |
| Titan Machinery, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34209 |
| Transcat, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62359 |
| Willis Lease Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40522 |
| Xometry, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148372 |
|  |  | &nbsp;&nbsp;&nbsp;**$2518891** |
| Transportation Infrastructure — 0.0%<sup>†</sup> | Transportation Infrastructure — 0.0%<sup>†</sup> |  |
| Sky Harbour Group Corp.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20916 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$20916** |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Water Utilities — 0.3% | Water Utilities — 0.3% |  |
| American States Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3234 | $244555 |
| Cadiz, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp; 16444 |
| California Water Service Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4856 | &nbsp;&nbsp; 220171 |
| Consolidated Water Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp; 41797 |
| Global Water Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641 | &nbsp;&nbsp; 4865 |
| H2O America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661 | &nbsp;&nbsp; 156121 |
| Middlesex Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1491 | &nbsp;&nbsp; 77607 |
| Pure Cycle Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp; 15110 |
| York Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42813 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$819483** |
| Wireless Telecommunication Services — 0.2% | Wireless Telecommunication Services — 0.2% |  |
| Gogo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$26492 |
| Spok Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22672 |
| Telephone and Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340294 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$389458** |
| Total Common Stocks<br> (identified cost $165,295,017) |  | **$242741028** |

---

Exchange-Traded Funds — 1.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Equity Funds — 1.2% | Equity Funds — 1.2% |  |
| iShares Russell 2000 ETF<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12500 | $3100000 |
| Total Exchange-Traded Funds<br> (identified cost $2,158,725) |  | **$3100000** |

---

Rights — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Biotechnology — 0.0%<sup>†</sup> | Biotechnology — 0.0%<sup>†</sup> |  |
| 89bio, Inc. CVR, Exp. 12/31/35<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10427 | $3545 |
| Aduro Biotech, Inc. CVR<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 | &nbsp;&nbsp; 0 |
| Akero Therapeutics, Inc. CVR, Exp. 6/30/31<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5840 | &nbsp;&nbsp; 3796 |
| Cargo Therapeutics, Inc. CVR<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3478 | &nbsp;&nbsp; 317 |
| Cartesian Therapeutics, Inc. CVR<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9591 | &nbsp;&nbsp; 1726 |
| GTx, Inc. CVR<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp; 0 |
| Icosavax, Inc. CVR<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp; 839 |
| Inhibrx, Inc. CVR, Exp. 6/30/27<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412 | &nbsp;&nbsp; 2209 |
| Metsera, Inc. CVR, Exp. 12/31/29<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21854 |
| Poseida Therapeutics, Inc. CVR, Exp. 12/31/34<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
| Prevail Therapeutics, Inc. CVR, Exp. 12/1/28<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| Sage Therapeutics, Inc. CVR, Exp. 12/31/30<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;946 |
| Tobira Therapeutics, Inc. CVR, Exp. 12/31/28<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$39474** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electronic Equipment, Instruments & Components — 0.0%<sup>†</sup> | Electronic Equipment, Instruments & Components — 0.0%<sup>†</sup> |  |
| M-Tron Industries, Inc. Exp. 4/15/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | $527 |
|  |  | **$527** |
| Food Products — 0.0%<sup>†</sup> | Food Products — 0.0%<sup>†</sup> |  |
| TreeHouse Foods, Inc. CVR, Exp. 2/11/33<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4202 | $8110 |
|  |  | **$8110** |
| Health Care Equipment & Supplies — 0.0%<sup>†</sup> | Health Care Equipment & Supplies — 0.0%<sup>†</sup> |  |
| Flexion Therapeutics, Inc. CVR, Exp. 12/31/30<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3730 | $2313 |
| Paragon 28, Inc. CVR, Exp. 12/31/26<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3915 | &nbsp;&nbsp; 352 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$2665** |
| Paper & Forest Products — 0.0%<sup>†</sup> | Paper & Forest Products — 0.0%<sup>†</sup> |  |
| Resolute Forest Products, Inc. CVR, Exp. 11/30/28<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3792 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$3792** |
| Pharmaceuticals — 0.0%<sup>†</sup> | Pharmaceuticals — 0.0%<sup>†</sup> |  |
| Alimera Sciences, Inc. CVR<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$84 |
| Avadel Pharmaceuticals PLC CVR, Exp. 12/31/28<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 |
| Chinook Therapeutics, Inc. CVR, Exp. 12/31/29<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 |
| Rain Oncology, Inc. CVR, Exp. 1/26/29<sup>(1)(2)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| scPharmaceuticals, Inc. CVR, Exp. 12/31/26<sup>(1)(3)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$6818** |
| Total Rights<br> (identified cost $60,443) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$61386** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 3.8% |  |  |
| Affiliated Fund — 2.2% | Affiliated Fund — 2.2% | Affiliated Fund — 2.2% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.57%<sup>(6)</sup> | 5517139 | $5517139 |
| Total Affiliated Fund<br> (identified cost $5,517,139) |  | **$5517139** |

---

---

| | | |
|:---|:---|:---|
| Securities Lending Collateral — 0.8% | Securities Lending Collateral — 0.8% | Securities Lending Collateral — 0.8% |
| **Security** | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.68%<sup>(7)</sup> | 2066337 | $2066337 |
| Total Securities Lending Collateral<br> (identified cost $2,066,337) |  | **$2066337** |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| U.S. Treasury Obligations — 0.8% | U.S. Treasury Obligations — 0.8% | U.S. Treasury Obligations — 0.8% |
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| U.S. Treasury Bills, 0.00%, 7/23/26<sup>(8)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | $1977484 |
| Total U.S. Treasury Obligations<br> (identified cost $1,977,820) |  | **$1977484** |
| Total Short-Term Investments<br> (identified cost $9,561,296) |  | **$9560960** |
| Total Investments — 100.7%<br> (identified cost $177,075,481) |  | **$255463374** |

---

---

| | |
|:---|:---|
| Other Assets, Less Liabilities — (0.7)% | **$(1684926)** |
| Net Assets — 100.0% | **$253778448** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at March 31, 2026. The aggregate market value of securities on loan at March 31, 2026 was $8,662,670 and the total market value of the collateral received by the Fund was $8,566,199, comprised of cash of $2,066,337 and U.S. government and/or agencies securities of $6,499,862. |

---

<sup>(3)</sup> Security is valued using significant unobservable inputs and is categorized as Level 3 in the fair value hierarchy.

<sup>(4)</sup> Restricted security. Total market value of restricted securities amounts to $59,133, which represents less than 0.05% of the net assets of the Fund as of March 31, 2026.

<sup>(5)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At March 31, 2026, the aggregate value of these securities is $4,513 or less than 0.05% of the Fund's net assets.

<sup>(6)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of March 31, 2026.

<sup>(7)</sup> Represents investment of cash collateral received in connection with securities lending.

<sup>(8)</sup> Security (or a portion thereof) has been pledged to cover margin requirements on open futures contracts.

#### Futures Contracts

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Equity Futures** |  |  |  |  |  |
| E-mini Russell 2000 Index | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;$7913430 | &nbsp;&nbsp;&nbsp;&nbsp;$(74840) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(74840)** |

---

#### Restricted Securities

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Dates** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| 89bio, Inc. CVR, Exp. 12/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;10/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;$3545 |
| Aduro Biotech, Inc. CVR | &nbsp;&nbsp;&nbsp;&nbsp;10/2/20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Akero Therapeutics, Inc. CVR, Exp. 6/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;12/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796 |
| Alimera Sciences, Inc. CVR | &nbsp;&nbsp;&nbsp;&nbsp;9/17/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| Avadel Pharmaceuticals PLC CVR, Exp. 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4777 |
| Cargo Therapeutics, Inc. CVR | &nbsp;&nbsp;&nbsp;&nbsp;8/20/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Chinook Therapeutics, Inc. CVR, Exp. 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;8/14/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Flexion Therapeutics, Inc. CVR, Exp. 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;7/20/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 |
| GTx, Inc. CVR | &nbsp;&nbsp;&nbsp;&nbsp;6/10/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| Icosavax, Inc. CVR | &nbsp;&nbsp;&nbsp;&nbsp;2/21/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839 |

---

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

#### Restricted Securities — continued

---

| | | |
|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition Dates** | &nbsp;&nbsp;&nbsp;&nbsp;**Cost** |
| Inhibrx, Inc. CVR, Exp. 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;5/30/24 | &nbsp;&nbsp;&nbsp;&nbsp;$2218 |
| Metsera, Inc. CVR, Exp. 12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;11/14/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21854 |
| OmniAb, Inc. ($12.50 earnout shares) | &nbsp;&nbsp;&nbsp;&nbsp;12/5/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| OmniAb, Inc. ($15.00 earnout shares) | &nbsp;&nbsp;&nbsp;&nbsp;12/5/22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Paragon 28, Inc. CVR, Exp. 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;4/21/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352 |
| Poseida Therapeutics, Inc. CVR, Exp. 12/31/34 | &nbsp;&nbsp;&nbsp;&nbsp;1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 |
| Prevail Therapeutics, Inc. CVR, Exp. 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1/25/21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 |
| Rain Oncology, Inc. CVR, Exp. 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;1/29/24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| Resolute Forest Products, Inc. CVR, Exp. 11/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;3/1/23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 |
| Sage Therapeutics, Inc. CVR, Exp. 12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;1/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| scPharmaceuticals, Inc. CVR, Exp. 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;10/8/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 |
| Tobira Therapeutics, Inc. CVR, Exp. 12/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;11/2/16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| TreeHouse Foods, Inc. CVR, Exp. 2/11/33 | &nbsp;&nbsp;&nbsp;&nbsp;2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8110 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$58921** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| CVR | – Contingent Value Rights |
| REITs | – Real Estate Investment Trusts |

---

At March 31, 2026, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

During the fiscal year to date ended March 31, 2026, the Fund used futures contracts to provide equity market exposure for uncommitted cash balances.

Affiliated Investments

At March 31, 2026, the value of the Fund's investment in funds that may be deemed to be affiliated was $5,517,139, which represents 2.2% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended March 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value,<br> end of<br> period** | **Dividend<br> income** | **Shares,<br> end of<br> period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $5742507 | $8584310 | $(8809678) | $— | $— | $5517139 | $58334 | 5517139 |

---

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

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

------

CVT

Russell 2000<sup>®</sup> Small Cap Index Portfolio

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

The following table summarizes the market value of the Fund's holdings as of March 31, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3<sup>(1)</sup>** | &nbsp;&nbsp;**Total** |
| Common Stocks | &nbsp;&nbsp;$242740968<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$60 | &nbsp;&nbsp;$242741028 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100000 |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;60859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61386 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5517139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5517139 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066337 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;1977484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977484 |
| **Total Investments** | &nbsp;&nbsp;**$253424971** | &nbsp;&nbsp;**$1977484** | &nbsp;&nbsp;**$60919** | &nbsp;&nbsp;**$255463374** |
| **Liability Description** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(74840) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(74840) |
| **Total** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(74840)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(74840)** |

---

<sup>(1)</sup> None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. <br> <sup>(2)</sup> The level classification by major category of investments is the same as the category presentation in the Schedule of Investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended March 31, 2026 is not presented.

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

- **a. Name of Series:** CVT Russell 2000 Small Cap Index Portfolio

- **b. EDGAR series identifier (if any):** S000010995

- **c. LEI of Series:** 549300RTGFUOCAOOCC62

**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:** $256055028.02

**Total Liabilities:** $2445964.53

**Net Assets:** $253609063.49

**Cash Not Reported:** $366020.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030371 | 5.33%                | 0.79%                | -5.00%               |
| Class ID C000030372 | 5.31%                | 0.77%                | -5.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-172106.77              | $13257596.51                               |
| Month 2  | $819475.58               | $1025040.32                                |
| Month 3  | $4050.46                 | $-13337656.58                              |

**Designated Index Information**

- **Index Name:** Russell 2000 Index

- **Index Identifier:** FR2000D

### 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        |      3232 | NS      | $353774.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                              | ACCO Brands Corp                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      9262 | NS      | $27786.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                     | ACNB Corp                                                                   | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $41455.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                            | ADMA Biologics Inc                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18820 | NS      | $169568.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                    | Absci Corp                                                                  | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11142 | NS      | $33426.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                              | ACV Auctions Inc                                                            | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14035 | NS      | $59508.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                            | ABM Industries Inc                                                          | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      4948 | NS      | $190596.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                              | ACM Research Inc                                                            | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      4223 | NS      | $166175.05    | 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        |      2820 | NS      | $20614.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                              | AMC Networks Inc                                                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      3026 | NS      | $20546.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings Inc                | AMC Entertainment Holdings Inc                                              | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     41964 | NS      | $41124.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                   | AMN Healthcare Services Inc                                                 | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3202 | NS      | $58724.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outdoor Holding Co                            | Outdoor Holding Co                                                          | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |      6601 | NS      | $13268.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                                  | Gold.com Inc                                                                | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      1601 | NS      | $64168.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                       | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1519 | NS      | $116811.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                      | Angi Inc                                                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      3399 | NS      | $23283.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                      | ASGN Inc                                                                    | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      3383 | NS      | $130955.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| aTyr Pharma Inc                               | aTyr Pharma Inc                                                             | CUSIP: 002120202<br>LEI: 529900ENQUXMC5EBKO36 | Long             | EC               | CORP              | US        |      8881 | NS      | $6927.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| A10 Networks Inc                              | A10 Networks Inc                                                            | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      6009 | NS      | $138928.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                         | ATN International Inc                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       967 | NS      | $26321.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASP Isotopes Inc                              | ASP Isotopes Inc                                                            | CUSIP: 00218A105<br>LEI: 6488WHV94BZ496OZ3219 | Long             | EC               | CORP              | US        |      9303 | NS      | $41119.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc                                       | AZZ Inc                                                                     | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      2482 | NS      | $310572.66    | 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        |      3372 | NS      | $26571.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Abercrombie & Fitch Co                        | Abercrombie & Fitch Co                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      3782 | NS      | $345561.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc                       | Abeona Therapeutics Inc                                                     | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |      4459 | NS      | $19976.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Aardvark Therapeutics Inc                     | Aardvark Therapeutics Inc                                                   | CUSIP: 002942100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $2179.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Acacia Research Corp                          | Acacia Research Corp                                                        | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |      3139 | NS      | $15098.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                 | Academy Sports & Outdoors Inc                                               | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      5545 | NS      | $313015.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                    | ACADIA Pharmaceuticals Inc                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     10398 | NS      | $231459.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                           | Acadia Realty Trust                                                         | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |     11032 | NS      | $210931.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                       | Accel Entertainment Inc                                                     | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4152 | NS      | $45298.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                   | Accuray Inc                                                                 | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      7702 | NS      | $2989.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                             | ACI Worldwide Inc                                                           | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8405 | NS      | $344689.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                      | Aclaris Therapeutics Inc                                                    | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      9267 | NS      | $34751.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                              | Acme United Corp                                                            | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |       339 | NS      | $15224.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                           | ADTRAN Holdings Inc                                                         | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      6214 | NS      | $78172.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp                  | ACRES Commercial Realty Corp                                                | CUSIP: 00489Q102<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EC               |  | US        |       629 | NS      | $12152.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Actuate Therapeutics Inc                      | Actuate Therapeutics Inc                                                    | CUSIP: 005083100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $1646.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Acushnet Holdings Corp                        | Acushnet Holdings Corp                                                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      2307 | NS      | $215658.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TIC Solutions Inc                             | TIC Solutions Inc                                                           | CUSIP: 00510N102<br>LEI: 213800ZDFRNC8QXEZ481 | Long             | EC               | CORP              | US        |     16209 | NS      | $106655.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaptive Biotechnologies Corp                 | Adaptive Biotechnologies Corp                                               | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     12485 | NS      | $173291.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                              | AdaptHealth Corp                                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8512 | NS      | $101292.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                           | Addus HomeCare Corp                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1517 | NS      | $142067.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                     | Adeia Inc                                                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9086 | NS      | $218336.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                                   | Covista Inc                                                                 | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      2791 | NS      | $321662.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                        | Advance Auto Parts Inc                                                      | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      5017 | NS      | $264646.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems                             | Aehr Test Systems                                                           | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |      2361 | NS      | $87545.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Arq Inc                                       | Arq Inc                                                                     | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |      2422 | NS      | $6200.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spyre Therapeutics Inc                        | Spyre Therapeutics Inc                                                      | CUSIP: 00773J202<br>LEI: 52990017AIJPRH3HQH40 | Long             | EC               | CORP              | US        |      5593 | NS      | $282110.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                  | AdvanSix Inc                                                                | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2195 | NS      | $53558.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeluma Inc                                    | Aeluma Inc                                                                  | CUSIP: 00776X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $12854.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Advantage Solutions Inc                       | Advantage Solutions Inc                                                     | CUSIP: 00791N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $7589.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                | Advanced Energy Industries Inc                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3087 | NS      | $996205.77    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                        | CONTRA ADURO BIOTECH I                                                      | CUSIP: 007CVR012<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      1109 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Jade Biosciences Inc                          | Jade Biosciences Inc                                                        | CUSIP: 008064206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2608 | NS      | $36642.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                             | AeroVironment Inc                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      3124 | NS      | $571848.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                  | AerSale Corp                                                                | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2566 | NS      | $15960.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                         | Aeva Technologies Inc                                                       | CUSIP: 00835Q202<br>LEI: 529900EOW3TB2FR95A21 | Long             | EC               | CORP              | US        |      3271 | NS      | $43046.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc                                  | Agilysys Inc                                                                | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      2102 | NS      | $149536.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                     | Agios Pharmaceuticals Inc                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      4719 | NS      | $159643.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                             | agilon health Inc                                                           | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1208 | NS      | $9555.28      | 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        |      2043 | NS      | $4617.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AIRO Group Holdings Inc                       | AIRO Group Holdings Inc                                                     | CUSIP: 009422106<br>LEI: 529900EUD8XWJZVS2615 | Long             | EC               | CORP              | US        |      1681 | NS      | $12784.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                    | AirSculpt Technologies Inc                                                  | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1398 | NS      | $3956.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                       | Akebia Therapeutics Inc                                                     | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     20887 | NS      | $29032.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AKERO THERAPEUT                        | CONTRA AKERO THERAPEUT                                                      | CUSIP: 009CVR044<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      5840 | NS      | $3796.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aktis Oncology Inc                            | Aktis Oncology Inc                                                          | CUSIP: 01021M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1683 | NS      | $30108.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                               | Alamo Group Inc                                                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       864 | NS      | $142534.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                        | Alarm.com Holdings Inc                                                      | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      3980 | NS      | $171896.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                     | Albany International Corp                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2351 | NS      | $122745.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldeyra Therapeutics Inc                      | Aldeyra Therapeutics Inc                                                    | CUSIP: 01438T106<br>LEI: 529900HGKY864E4Y9014 | Long             | EC               | CORP              | US        |      3846 | NS      | $6499.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                   | Alector Inc                                                                 | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      8175 | NS      | $17576.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                         | Alerus Financial Corp                                                       | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      1964 | NS      | $46566.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                               | Alexander's Inc                                                             | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |       180 | NS      | $42516.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                     | Alico Inc                                                                   | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $19392.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                      | Alignment Healthcare Inc                                                    | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15996 | NS      | $281849.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                    | Alight Inc                                                                  | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     36041 | NS      | $21001.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                         | Alkami Technology Inc                                                       | CUSIP: 01644J108<br>LEI: 254900FCNYU4HNEV9L47 | Long             | EC               | CORP              | US        |      5701 | NS      | $89334.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALIMERA SCIENCE                        | CONTRA ALIMERA SCIENCE                                                      | CUSIP: 016CVR029<br>LEI: 5299005C650OO6FJ1R63 | Long             | EC               | CORP              | US        |      2099 | NS      | $83.96        | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Allegiant Travel Co                           | Allegiant Travel Co                                                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1208 | NS      | $97896.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                  | Bread Financial Holdings Inc                                                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3718 | NS      | $278441.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Laundry Holdings Inc                 | Alliance Laundry Holdings Inc                                               | CUSIP: 01862Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3552 | NS      | $73668.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                                   | Allient Inc                                                                 | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      1217 | NS      | $71912.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                     | Allogene Therapeutics Inc                                                   | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13004 | NS      | $31729.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc             | Alpha Metallurgical Resources Inc                                           | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       978 | NS      | $200754.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                             | Alpha Teknova Inc                                                           | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $3202.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                         | Alphatec Holdings Inc                                                       | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      9692 | NS      | $105448.96    | 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        |      1076 | NS      | $19368.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                      | Alta Equipment Group Inc                                                    | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      2313 | NS      | $12420.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                                 | Altimmune Inc                                                               | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |     10680 | NS      | $32894.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Optimum Communications Inc                    | Optimum Communications Inc                                                  | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     21842 | NS      | $28394.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                      | Oklo Inc                                                                    | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9992 | NS      | $495503.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AlTi Global Inc                               | AlTi Global Inc                                                             | CUSIP: 02157E106<br>LEI: 25490060ASU5X85RAX65 | Long             | EC               | CORP              | US        |      4345 | NS      | $15728.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                          | Kinetik Holdings Inc                                                        | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3703 | NS      | $179262.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc                                    | Alumis Inc                                                                  | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5609 | NS      | $123566.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                    | Amalgamated Financial Corp                                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $76068.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Octave Specialty Group Inc                    | Octave Specialty Group Inc                                                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      3648 | NS      | $16963.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambiq Micro Inc                               | Ambiq Micro Inc                                                             | CUSIP: 023193105<br>LEI: 529900H4UP6I4UMDAA87 | Long             | EC               | CORP              | US        |      1482 | NS      | $37657.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                           | Amerant Bancorp Inc                                                         | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |      3105 | NS      | $68434.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                  | Ameresco Inc                                                                | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      2684 | NS      | $68442.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                     | American Assets Trust Inc                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      4346 | NS      | $80009.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                             | Dauch Corporation                                                           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     19065 | NS      | $113055.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Battery Technology Co                | American Battery Technology Co                                              | CUSIP: 02451V309<br>LEI: 529900JBJ8D85CDPHQ69 | Long             | EC               | CORP              | US        |     10193 | NS      | $28438.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                 | American Eagle Outfitters Inc                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     12954 | NS      | $216331.80    | 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        |       669 | NS      | $12898.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                   | American Outdoor Brands Inc                                                 | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $11712.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education Inc                 | American Public Education Inc                                               | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      1538 | NS      | $87481.44     | 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        |       112 | NS      | $1730.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                      | American States Water Co                                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      3234 | NS      | $244555.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                  | American Superconductor Corp                                                | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      3652 | NS      | $123620.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                        | American Vanguard Corp                                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      2506 | NS      | $6239.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                        | American Woodmark Corp                                                      | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1200 | NS      | $47796.00     | 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        |       764 | NS      | $9725.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE Inc                                 | AMERISAFE Inc                                                               | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      1586 | NS      | $52861.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      5374 | NS      | $419118.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp                            | Ames National Corp                                                          | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       711 | NS      | $20064.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                       | Amicus Therapeutics Inc                                                     | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     24184 | NS      | $349700.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                    | Amneal Pharmaceuticals Inc                                                  | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     12572 | NS      | $156269.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                 | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3101 | NS      | $60748.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                 | Amplitude Inc                                                               | CUSIP: 03213A104<br>LEI: 984500EZ87C703978858 | Long             | EC               | CORP              | US        |      7466 | NS      | $50918.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies Inc                      | Amprius Technologies Inc                                                    | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9425 | NS      | $158905.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                    | Amylyx Pharmaceuticals Inc                                                  | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7203 | NS      | $100121.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                | AnaptysBio Inc                                                              | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      1494 | NS      | $82857.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                     | Anavex Life Sciences Corp                                                   | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      6984 | NS      | $21440.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                             | Andersons Inc/The                                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      2736 | NS      | $196390.08    | 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        |       557 | NS      | $4578.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                             | AngioDynamics Inc                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      3068 | NS      | $34883.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                        | Anika Therapeutics Inc                                                      | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1202 | NS      | $17429.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                                   | Annexon Inc                                                                 | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10790 | NS      | $59776.60     | 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        |      6491 | NS      | $36025.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Anterix Inc                                   | Anterix Inc                                                                 | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      1033 | NS      | $39450.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                        | Apogee Enterprises Inc                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      1769 | NS      | $59332.26     | 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        |     11675 | NS      | $123288.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                            | Astrana Health Inc                                                          | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      3409 | NS      | $83588.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                       | Apogee Therapeutics Inc                                                     | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3666 | NS      | $308567.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                   | Appian Corp                                                                 | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      3293 | NS      | $79394.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                    | Apple Hospitality REIT Inc                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     18721 | NS      | $215478.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                          | Applied Digital Corp                                                        | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |     19692 | NS      | $467488.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Optoelectronics Inc                   | Applied Optoelectronics Inc                                                 | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      5410 | NS      | $457631.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc                    | Aquestive Therapeutics Inc                                                  | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7276 | NS      | $30195.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                        | Arbutus Biopharma Corp                                                      | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |     12648 | NS      | $56916.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                        | Arbor Realty Trust Inc                                                      | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     15949 | NS      | $122966.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                  | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1907 | NS      | $187572.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                   | Arcellx Inc                                                                 | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3141 | NS      | $360649.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                           | Archer Aviation Inc                                                         | CUSIP: 03945R102<br>LEI: 529900UGYVU0KY2RLD83 | Long             | EC               | CORP              | US        |     49820 | NS      | $257569.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock Inc                                  | Archrock Inc                                                                | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     14274 | NS      | $496735.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                    | Arcosa Inc                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3944 | NS      | $418616.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                                   | Ardelyx Inc                                                                 | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     19715 | NS      | $118092.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                         | Arcus Biosciences Inc                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6865 | NS      | $148284.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                   | Arcutis Biotherapeutics Inc                                                 | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8948 | NS      | $210814.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc            | Arcturus Therapeutics Holdings Inc                                          | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2317 | NS      | $17887.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                             | Ardent Health Inc                                                           | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2413 | NS      | $20655.28     | 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        |      1318 | NS      | $2860.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Argan Inc                                     | Argan Inc                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1108 | NS      | $603472.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp              | Ares Commercial Real Estate Corp                                            | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |      5128 | NS      | $24614.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arhaus Inc                                    | Arhaus Inc                                                                  | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4156 | NS      | $28177.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                     | Arko Corp                                                                   | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6134 | NS      | $34105.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                         | Arlo Technologies Inc                                                       | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      8310 | NS      | $118251.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AH Realty Trust Inc                           | AH Realty Trust Inc                                                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      6686 | NS      | $36773.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ARMOUR Residential REIT Inc                   | ARMOUR Residential REIT Inc                                                 | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |      9283 | NS      | $154840.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                        | Array Technologies Inc                                                      | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     12691 | NS      | $91755.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrive AI Inc                                 | Arrive AI Inc                                                               | CUSIP: 04272H204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $247.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArriVent Biopharma Inc                        | ArriVent Biopharma Inc                                                      | CUSIP: 04272N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2352 | NS      | $54260.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                          | Arrow Financial Corp                                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      1323 | NS      | $44413.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                 | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     11177 | NS      | $700797.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                   | Arteris Inc                                                                 | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |      2703 | NS      | $44437.32     | 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        |      5232 | NS      | $190392.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                   | Arvinas Inc                                                                 | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4550 | NS      | $48230.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                     | Asana Inc                                                                   | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |      7237 | NS      | $46316.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                   | Asbury Automotive Group Inc                                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1578 | NS      | $308356.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                            | Aspen Aerogels Inc                                                          | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5708 | NS      | $19521.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                          | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     13514 | NS      | $349472.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                          | Astec Industries Inc                                                        | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1912 | NS      | $102942.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                | Astronics Corp                                                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2529 | NS      | $168760.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                            | Asure Software Inc                                                          | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2521 | NS      | $21680.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ategrity Specialty Holdings LLC               | Ategrity Specialty Holdings LLC                                             | CUSIP: 04681Y103<br>LEI: 549300KMIVG4HUBDUF07 | Long             | EC               | CORP              | US        |       525 | NS      | $10379.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                      | Atea Pharmaceuticals Inc                                                    | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5914 | NS      | $31817.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore Inc                                    | Atkore Inc                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2813 | NS      | $165713.83    | 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        |       690 | NS      | $32533.50     | 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        |      3858 | NS      | $164736.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic International Corp                   | Atlantic International Corp                                                 | CUSIP: 048592109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1099 | NS      | $3329.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                | Atlantic Union Bankshares Corp                                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11581 | NS      | $413904.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                      | Atlanticus Holdings Corp                                                    | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       446 | NS      | $23401.62     | 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        |      6782 | NS      | $385014.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                  | AtriCure Inc                                                                | CUSIP: 04963C209<br>LEI: 254900B2I6GPHK2EXM59 | Long             | EC               | CORP              | US        |      4043 | NS      | $115346.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                   | Atomera Inc                                                                 | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2988 | NS      | $11384.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrium Therapeutics Inc                       | Atrium Therapeutics Inc                                                     | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       950 | NS      | $12701.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioEye Inc                                  | AudioEye Inc                                                                | CUSIP: 050734201<br>LEI: 5299005WRMZCSB2PT464 | Long             | EC               | CORP              | US        |       684 | NS      | $4357.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                          | Aura Biosciences Inc                                                        | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4544 | NS      | $30399.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                   | Aurinia Pharmaceuticals Inc                                                 | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      9729 | NS      | $144183.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                            | Avanos Medical Inc                                                          | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      3744 | NS      | $52453.44     | 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        |      5649 | NS      | $36379.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                  | AvePoint Inc                                                                | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11932 | NS      | $113473.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                            | Aviat Networks Inc                                                          | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1092 | NS      | $24690.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidbank Holdings Inc                         | Avidbank Holdings Inc                                                       | CUSIP: 05368J103<br>LEI: 54930029UJ8M0B84EE44 | Long             | EC               | CORP              | US        |       236 | NS      | $6726.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                   | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      7684 | NS      | $278929.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                   | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      6732 | NS      | $270222.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avita Medical Inc                             | Avita Medical Inc                                                           | CUSIP: 05380C102<br>LEI: 5299003E8ETEQDDQ3826 | Long             | EC               | CORP              | US        |      2076 | NS      | $7681.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                      | Axcelis Technologies Inc                                                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      2521 | NS      | $234654.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                    | Axogen Inc                                                                  | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3702 | NS      | $122647.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                       | Axsome Therapeutics Inc                                                     | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      3381 | NS      | $571456.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                            | Axos Financial Inc                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4418 | NS      | $375927.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                 | B&G Foods Inc                                                               | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      7068 | NS      | $33997.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                               | BCB Bancorp Inc                                                             | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1078 | NS      | $9680.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bicara Therapeutics Inc                       | Bicara Therapeutics Inc                                                     | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2893 | NS      | $57541.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                           | BRT Apartments Corp                                                         | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      1176 | NS      | $15687.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corp                          | BK Technologies Corp                                                        | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $20672.51     | 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        |      7834 | NS      | $171877.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                       | BRC Inc                                                                     | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4075 | NS      | $3163.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BV Financial Inc                              | BV Financial Inc                                                            | CUSIP: 05603E208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       884 | NS      | $16919.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV Corp                                      | BKV Corp                                                                    | CUSIP: 05603J108<br>LEI: 549300S3T4Z01TRFU656 | Long             | EC               | CORP              | US        |      2075 | NS      | $59179.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                                 | Backblaze Inc                                                               | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4475 | NS      | $15438.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                              | Badger Meter Inc                                                            | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2410 | NS      | $367163.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Inc                                     | Bakkt Inc                                                                   | CUSIP: 05759B305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       934 | NS      | $6874.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                  | Balchem Corp                                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      2667 | NS      | $452003.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                  | Bally's Corp                                                                | CUSIP: 05875B304<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |       749 | NS      | $7220.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BancFirst Corp                                | BancFirst Corp                                                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      1745 | NS      | $189332.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                               | Bancorp Inc/The                                                             | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |      3438 | NS      | $184723.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                 | Bandwidth Inc                                                               | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      2355 | NS      | $41966.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                        | Banc of California Inc                                                      | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     10730 | NS      | $188633.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                               | Bank First Corp                                                             | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       844 | NS      | $113990.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                           | Bank of Hawaii Corp                                                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3198 | NS      | $237451.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                         | Bank of Marin Bancorp                                                       | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $30653.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                | BankUnited Inc                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      6089 | NS      | $274979.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                    | Bank7 Corp                                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $12283.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                   | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2848 | NS      | $172816.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                  | Bankwell Financial Group Inc                                                | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       557 | NS      | $27025.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                         | Bar Harbor Bankshares                                                       | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1466 | NS      | $47571.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                  | Barnes & Noble Education Inc                                                | CUSIP: 06777U200<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |      1528 | NS      | $13492.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                 | Barrett Business Services Inc                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2081 | NS      | $60723.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Inc              | Bassett Furniture Industries Inc                                            | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $11772.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                   | BayCom Corp                                                                 | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       964 | NS      | $28654.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                         | Beam Therapeutics Inc                                                       | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7988 | NS      | $190354.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                          | Beazer Homes USA Inc                                                        | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      2352 | NS      | $45252.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                  | Bel Fuse Inc                                                                | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       171 | NS      | $30814.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                                  | Bel Fuse Inc                                                                | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |       869 | NS      | $172044.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                    | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      3180 | NS      | $365159.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                     | Benchmark Electronics Inc                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      2987 | NS      | $167451.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benitec Biopharma Inc                         | Benitec Biopharma Inc                                                       | CUSIP: 08205P209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1477 | NS      | $15730.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                         | Beacon Financial Corp                                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      6966 | NS      | $208980.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Bionics Inc                              | Beta Bionics Inc                                                            | CUSIP: 08659B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3202 | NS      | $32084.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beta Technologies Inc                         | Beta Technologies Inc                                                       | CUSIP: 086921103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2722 | NS      | $40013.40     | 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        |       501 | NS      | $17845.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                               | Beyond Meat Inc                                                             | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     31122 | NS      | $21835.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                 | BGC Group Inc                                                               | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     30304 | NS      | $296373.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                       | BigBear.ai Holdings Inc                                                     | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |     35218 | NS      | $123967.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce.com Inc                              | Commerce.com Inc                                                            | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      6679 | NS      | $17832.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                          | Biglari Holdings Inc                                                        | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |        56 | NS      | $18457.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                  | BioCryst Pharmaceuticals Inc                                                | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     19309 | NS      | $183821.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                         | BioLife Solutions Inc                                                       | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      3169 | NS      | $60464.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                    | Biote Corp                                                                  | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2642 | NS      | $3566.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                 | Bioventus Inc                                                               | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3678 | NS      | $33580.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioAge Labs Inc                               | BioAge Labs Inc                                                             | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |      2470 | NS      | $43200.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                          | BJ's Restaurants Inc                                                        | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      1686 | NS      | $59178.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                              | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      6233 | NS      | $432632.53    | 0.17%             |  |  |  | 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        |      1330 | NS      | $17183.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                 | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      3200 | NS      | $123552.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                 | BlackLine Inc                                                               | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      4069 | NS      | $150553.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                 | Blackstone Mortgage Trust Inc                                               | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     12913 | NS      | $247283.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackSky Technology Inc                       | BlackSky Technology Inc                                                     | CUSIP: 09263B207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2626 | NS      | $66070.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Strata Critical Medical Inc                   | Strata Critical Medical Inc                                                 | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6547 | NS      | $27366.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blaize Holdings Inc                           | Blaize Holdings Inc                                                         | CUSIP: 092915107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6118 | NS      | $11134.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                | Blend Labs Inc                                                              | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17536 | NS      | $29811.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                             | Bloom Energy Corp                                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     18062 | NS      | $2447220.38   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                           | Bloomin' Brands Inc                                                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      7737 | NS      | $41779.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                | Blue Bird Corp                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      2648 | NS      | $150379.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                          | Blue Foundry Bancorp                                                        | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |      1489 | NS      | $19714.36     | 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        |      6559 | NS      | $27547.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                         | BlueLinx Holdings Inc                                                       | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       640 | NS      | $34675.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                              | Boise Cascade Co                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3041 | NS      | $230659.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                        | Boot Barn Holdings Inc                                                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2552 | NS      | $373510.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                             | Boston Omaha Corp                                                           | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      2278 | NS      | $26607.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowhead Specialty Holdings Inc                | Bowhead Specialty Holdings Inc                                              | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $35932.86     | 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        |      1174 | NS      | $33388.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                       | Box Inc                                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     11411 | NS      | $269756.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                  | Braemar Hotels & Resorts Inc                                                | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |      5189 | NS      | $12246.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                       | Brandywine Realty Trust                                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     14392 | NS      | $39002.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                     | Braze Inc                                                                   | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |      6929 | NS      | $163593.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                          | Bridgebio Pharma Inc                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     12988 | NS      | $964488.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                    | Bridgewater Bancshares Inc                                                  | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      1907 | NS      | $33753.90     | 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        |       470 | NS      | $34295.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                       | BrightView Holdings Inc                                                     | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      5891 | NS      | $69454.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                  | Acadian Asset Management Inc                                                | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      2243 | NS      | $122064.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                       | BrightSpire Capital Inc                                                     | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |     10780 | NS      | $60368.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc              | BrightSpring Health Services Inc                                            | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10593 | NS      | $451367.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                     | Brinker International Inc                                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3552 | NS      | $507119.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                | Brink's Co/The                                                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      3419 | NS      | $354310.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                             | Bristow Group Inc                                                           | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2378 | NS      | $111504.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                      | Broadstone Net Lease Inc                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     15858 | NS      | $289725.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                   | Brookdale Senior Living Inc                                                 | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     19181 | NS      | $262396.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                | Brookfield Infrastructure Corp                                              | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |      9785 | NS      | $386703.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                      | Brookfield Business Corp                                                    | CUSIP: 113006100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1949 | NS      | $61666.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Azenta Inc                                    | Azenta Inc                                                                  | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      3411 | NS      | $72074.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                | Buckle Inc/The                                                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      2640 | NS      | $132950.40    | 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        |      1039 | NS      | $38910.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                    | Bumble Inc                                                                  | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6082 | NS      | $19827.32     | 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        |      1129 | NS      | $70325.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                 | Business First Bancshares Inc                                               | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      2379 | NS      | $64328.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                         | Butterfly Network Inc                                                       | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16221 | NS      | $65532.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp Inc                            | Byline Bancorp Inc                                                          | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      2620 | NS      | $82713.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byrna Technologies Inc                        | Byrna Technologies Inc                                                      | CUSIP: 12448X201<br>LEI: 529900SOEI1AVJ951E85 | Long             | EC               | CORP              | US        |      1694 | NS      | $15550.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| C&F Financial Corp                            | C&F Financial Corp                                                          | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       312 | NS      | $22757.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                     | C3.ai Inc                                                                   | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     10247 | NS      | $86279.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CB Financial Services Inc                     | CB Financial Services Inc                                                   | CUSIP: 12479G101<br>LEI: 549300JEGYKCDOBSG664 | Long             | EC               | CORP              | US        |       476 | NS      | $16269.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                      | CBIZ Inc                                                                    | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      4128 | NS      | $110836.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc               | CBL & Associates Properties Inc                                             | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |      1526 | NS      | $58644.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                       | CECO Environmental Corp                                                     | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |      2438 | NS      | $145256.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Bankshares Inc                             | CF Bankshares Inc                                                           | CUSIP: 12520L109<br>LEI: 5493005T7GGZJKF4UK64 | Long             | EC               | CORP              | US        |       392 | NS      | $10940.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                         | CNB Financial Corp/PA                                                       | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2660 | NS      | $77033.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                         | CRA International Inc                                                       | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $89519.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                       | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      7815 | NS      | $320883.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                  | CS Disco Inc                                                                | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1668 | NS      | $6371.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                 | CSG Systems International Inc                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2323 | NS      | $185700.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CPI Card Group Inc                            | CPI Card Group Inc                                                          | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |       351 | NS      | $5093.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSP Inc                                       | CSP Inc                                                                     | CUSIP: 126389105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $6124.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CSW Industrials Inc                           | CSW Industrials Inc                                                         | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      1323 | NS      | $344747.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                      | CTS Corp                                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      2441 | NS      | $116582.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                            | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     11281 | NS      | $434882.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                            | CVB Financial Corp                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10549 | NS      | $204545.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                | CVR Energy Inc                                                              | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      2585 | NS      | $86985.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVRx Inc                                      | CVRx Inc                                                                    | CUSIP: 126638105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       918 | NS      | $8684.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                 | Cable One Inc                                                               | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       431 | NS      | $39311.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                    | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      4322 | NS      | $325489.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                    | Cactus Inc                                                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      5567 | NS      | $263708.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz Inc                                     | Cadiz Inc                                                                   | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |      3349 | NS      | $16443.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadre Holdings Inc                            | Cadre Holdings Inc                                                          | CUSIP: 12763L105<br>LEI: 2549006IKQEWJ8M7CB97 | Long             | EC               | CORP              | US        |      2379 | NS      | $72987.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                           | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3594 | NS      | $284465.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                            | Calavo Growers Inc                                                          | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1397 | NS      | $36028.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                   | Caleres Inc                                                                 | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      2760 | NS      | $29090.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                     | California Resources Corp                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      6077 | NS      | $420649.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                | California Water Service Group                                              | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      4856 | NS      | $220171.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                     | Calix Inc                                                                   | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      4929 | NS      | $241471.71    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                              | Callaway Golf Co                                                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     11033 | NS      | $153138.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Inc                                   | Calumet Inc                                                                 | CUSIP: 131428104<br>LEI: 529900E014J6I18H3V27 | Long             | EC               | CORP              | US        |      5763 | NS      | $206891.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                          | Camden National Corp                                                        | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1401 | NS      | $66477.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                    | Camping World Holdings Inc                                                  | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      5036 | NS      | $34395.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Candel Therapeutics Inc                       | Candel Therapeutics Inc                                                     | CUSIP: 137404109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4016 | NS      | $19678.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cannae Holdings Inc                           | Cannae Holdings Inc                                                         | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      3842 | NS      | $43683.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                | Cantaloupe Inc                                                              | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      4927 | NS      | $53260.87     | 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        |      1232 | NS      | $53542.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                           | Capital Bancorp Inc                                                         | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1195 | NS      | $35539.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonida Senior Living Inc                      | Sonida Senior Living Inc                                                    | CUSIP: 140475203<br>LEI: 254900YX6LQ8K1N8PZ90 | Long             | EC               | CORP              | US        |       335 | NS      | $10803.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                 | Capitol Federal Financial Inc                                               | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10295 | NS      | $73403.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capricor Therapeutics Inc                     | Capricor Therapeutics Inc                                                   | CUSIP: 14070B309<br>LEI: 5493002ZI5PDLXV4DX14 | Long             | EC               | CORP              | US        |      3566 | NS      | $108406.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tvardi Therapeutics Inc                       | Tvardi Therapeutics Inc                                                     | CUSIP: 140755307<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       349 | NS      | $1109.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CapsoVision Inc                               | CapsoVision Inc                                                             | CUSIP: 140935107<br>LEI: 529900I9VO18RX33ME31 | Long             | EC               | CORP              | US        |      2279 | NS      | $16613.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiff Oncology Inc                          | Cardiff Oncology Inc                                                        | CUSIP: 14147L108<br>LEI: 549300AHOLZBHHYFWP04 | Long             | EC               | CORP              | US        |      5678 | NS      | $9198.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Infrastructure Group Inc             | Cardinal Infrastructure Group Inc                                           | CUSIP: 14154A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1049 | NS      | $41598.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                    | CareDx Inc                                                                  | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      4554 | NS      | $79057.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                            | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     18573 | NS      | $680700.45    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                  | Cargurus Inc                                                                | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      6467 | NS      | $220201.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CARGO THERAPEUT                        | CONTRA CARGO THERAPEUT                                                      | CUSIP: 141CVR019<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3478 | NS      | $316.50       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Carlsmed Inc                                  | Carlsmed Inc                                                                | CUSIP: 14280C105<br>LEI: 5299003NUOF1GRY8UX10 | Long             | EC               | CORP              | US        |       565 | NS      | $5113.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                         | Carriage Services Inc                                                       | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1187 | NS      | $54198.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                  | Cars.com Inc                                                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      4810 | NS      | $39057.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                         | Carter Bankshares Inc                                                       | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1998 | NS      | $46593.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                  | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2975 | NS      | $106386.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sila Realty Trust Inc                         | Sila Realty Trust Inc                                                       | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               |  | US        |      4651 | NS      | $110135.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                     | Casella Waste Systems Inc                                                   | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      5217 | NS      | $413916.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                  | Cass Information Systems Inc                                                | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1012 | NS      | $44548.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                        | Castle Biosciences Inc                                                      | CUSIP: 14843C105<br>LEI: 2549007M2Q4HLR1XD252 | Long             | EC               | CORP              | US        |      2373 | NS      | $58257.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                  | Catalyst Pharmaceuticals Inc                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      9672 | NS      | $239478.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                        | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      5401 | NS      | $269293.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                          | Cavco Industries Inc                                                        | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $308977.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                  | Celcuity Inc                                                                | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |      2871 | NS      | $327695.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                      | Celldex Therapeutics Inc                                                    | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      5472 | NS      | $173571.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                   | Centerspace                                                                 | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      1408 | NS      | $80889.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                       | Central Garden & Pet Co                                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       711 | NS      | $26143.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                       | Central Garden & Pet Co                                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4223 | NS      | $136909.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      2221 | NS      | $70983.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuri Holdings Inc                          | Centuri Holdings Inc                                                        | CUSIP: 155923105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7214 | NS      | $210720.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                           | Century Aluminum Co                                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      4656 | NS      | $273260.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                           | Centrus Energy Corp                                                         | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1369 | NS      | $237644.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities Inc                       | Century Communities Inc                                                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      2179 | NS      | $125031.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                   | Cerence Inc                                                                 | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      3358 | NS      | $21188.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ceribell Inc                                  | Ceribell Inc                                                                | CUSIP: 15678C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2104 | NS      | $38566.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CG oncology Inc                               | CG oncology Inc                                                             | CUSIP: 156944100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4840 | NS      | $327571.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                    | Cerus Corp                                                                  | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     17500 | NS      | $31850.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                      | CEVA Inc                                                                    | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      1978 | NS      | $36949.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge Bancorp Inc                      | Chain Bridge Bancorp Inc                                                    | CUSIP: 15746L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $8341.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                          | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      3737 | NS      | $772624.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                         | Chatham Lodging Trust                                                       | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      4756 | NS      | $37429.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                    | Cheesecake Factory Inc/The                                                  | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      3866 | NS      | $211663.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                      | Chefs' Warehouse Inc/The                                                    | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      3048 | NS      | $181203.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                               | Chemours Co/The                                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     12590 | NS      | $277357.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemung Financial Corp                        | Chemung Financial Corp                                                      | CUSIP: 164024101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $15553.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                     | Chesapeake Utilities Corp                                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1911 | NS      | $241493.07    | 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        |      1352 | NS      | $15304.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                       | Chimera Investment Corp                                                     | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |      6652 | NS      | $83482.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CHINOOK THERAPE                        | CONTRA CHINOOK THERAPE                                                      | CUSIP: 169CVR016<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      5764 | NS      | $1123.98      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ChoiceOne Financial Services Inc              | ChoiceOne Financial Services Inc                                            | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161 | NS      | $32647.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Niagen Bioscience Inc                         | Niagen Bioscience Inc                                                       | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |      4797 | NS      | $21154.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                         | Cinemark Holdings Inc                                                       | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      8689 | NS      | $247810.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Digital Inc                            | Cipher Digital Inc                                                          | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |     26918 | NS      | $346434.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                      | Citizens & Northern Corp                                                    | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1548 | NS      | $34582.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                               | Citi Trends Inc                                                             | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       488 | NS      | $21140.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc               | Citizens Financial Services Inc                                             | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |       364 | NS      | $22258.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                               | Citizens Inc/TX                                                             | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |      4617 | NS      | $23223.51     | 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        |       980 | NS      | $19404.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                               | City Holding Co                                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $140555.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                        | Civista Bancshares Inc                                                      | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1318 | NS      | $30037.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                     | Claros Mortgage Trust Inc                                                   | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |      9023 | NS      | $21474.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                   | Clarus Corp                                                                 | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      2191 | NS      | $5959.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                       | Clean Energy Fuels Corp                                                     | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     16735 | NS      | $41502.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                | Cleanspark Inc                                                              | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     20692 | NS      | $176088.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc                              | Clear Secure Inc                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7225 | NS      | $349762.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                | Clearfield Inc                                                              | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       961 | NS      | $25437.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ClearPoint Neuro Inc                          | ClearPoint Neuro Inc                                                        | CUSIP: 18507C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2225 | NS      | $20247.50     | 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        |     23063 | NS      | $545439.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                         | Clearwater Paper Corp                                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1653 | NS      | $23770.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                            | Clipper Realty Inc                                                          | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               |  | US        |      1313 | NS      | $3965.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clover Health Investments Corp                | Clover Health Investments Corp                                              | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |     33733 | NS      | $59370.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                     | Coastal Financial Corp/WA                                                   | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      1078 | NS      | $82035.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CoastalSouth Bancshares Inc                   | CoastalSouth Bancshares Inc                                                 | CUSIP: 19058X207<br>LEI: 5493006BUH6IGMGU0H14 | Long             | EC               | CORP              | US        |       752 | NS      | $18491.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                   | Codexis Inc                                                                 | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8428 | NS      | $13737.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coeur Mining Inc                              | Coeur Mining Inc                                                            | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     84131 | NS      | $1579138.87   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc            | Cogent Communications Holdings Inc                                          | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3763 | NS      | $70894.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                        | Cogent Biosciences Inc                                                      | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11713 | NS      | $450833.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                            | Cohen & Steers Inc                                                          | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      2319 | NS      | $145053.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Oncology Inc                          | Coherus Oncology Inc                                                        | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      9819 | NS      | $16594.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                      | Cohu Inc                                                                    | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      3822 | NS      | $117029.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                   | Enovis Corp                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      4777 | NS      | $108676.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                  | Collegium Pharmaceutical Inc                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      2677 | NS      | $88528.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                           | Colony Bankcorp Inc                                                         | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1731 | NS      | $34568.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                        | Columbia Financial Inc                                                      | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      2273 | NS      | $39800.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                     | Columbus McKinnon Corp/NY                                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      2340 | NS      | $34000.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Bancgroup Inc                      | Commercial Bancgroup Inc                                                    | CUSIP: 20112C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $14571.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                          | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      9200 | NS      | $565156.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                         | Vistance Networks Inc                                                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     17832 | NS      | $324542.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                | Community Financial System Inc                                              | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      4426 | NS      | $259584.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                  | Community Health Systems Inc                                                | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12400 | NS      | $36456.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                | Community Healthcare Trust Inc                                              | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      2538 | NS      | $40328.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                     | Community West Bancshares                                                   | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1475 | NS      | $34367.50     | 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        |      1334 | NS      | $81000.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                         | Commvault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3632 | NS      | $282896.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc            | Compass Minerals International Inc                                          | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      2891 | NS      | $67504.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                  | Compass Diversified Holdings                                                | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      5681 | NS      | $44652.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                      | Compass Therapeutics Inc                                                    | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10621 | NS      | $56185.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI Inc                                      | GPGI Inc                                                                    | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14566 | NS      | $249078.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Inc                                  | SunPower Inc                                                                | CUSIP: 20460L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6156 | NS      | $7818.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                   | Compass Inc                                                                 | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |     53192 | NS      | $388833.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                                 | TruBridge Inc                                                               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1020 | NS      | $14932.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                       | CompX International Inc                                                     | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $2896.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                        | Comstock Resources Inc                                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      6192 | NS      | $130527.36    | 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        |      9487 | NS      | $203496.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                 | Concrete Pumping Holdings Inc                                               | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2145 | NS      | $15315.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                  | Conduent Inc                                                                | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     12458 | NS      | $15946.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                   | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      2604 | NS      | $92077.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                        | ConnectOne Bancorp Inc                                                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3984 | NS      | $106651.68    | 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        |      1622 | NS      | $38506.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                     | Construction Partners Inc                                                   | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      3906 | NS      | $434034.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc               | Consumer Portfolio Services Inc                                             | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1073 | NS      | $8294.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango Silver & Gold Inc                    | Contango Silver & Gold Inc                                                  | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |      1613 | NS      | $30243.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings Inc                  | Cooper-Standard Holdings Inc                                                | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      1396 | NS      | $38906.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                         | Core Laboratories Inc                                                       | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |      3925 | NS      | $65900.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc                 | Core Molding Technologies Inc                                               | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |       640 | NS      | $14336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                 | CoreCivic Inc                                                               | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      8449 | NS      | $159770.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                           | Core Scientific Inc                                                         | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |     23763 | NS      | $355494.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                    | Core Natural Resources Inc                                                  | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      4138 | NS      | $433372.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                                  | CorMedix Inc                                                                | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |      6562 | NS      | $44555.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                              | QuidelOrtho Corp                                                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      5665 | NS      | $93075.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                       | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |      9526 | NS      | $291495.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                            | Corsair Gaming Inc                                                          | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      4765 | NS      | $26445.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                   | CorVel Corp                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $132963.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvus Pharmaceuticals Inc                    | Corvus Pharmaceuticals Inc                                                  | CUSIP: 221015100<br>LEI: 549300I3AVJ8F75NCX65 | Long             | EC               | CORP              | US        |      4748 | NS      | $69463.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                  | Coursera Inc                                                                | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     11559 | NS      | $67273.38     | 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        |      1406 | NS      | $38172.90     | 0.02%             |  |  |  | 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        |      1857 | NS      | $52200.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                 | Crawford & Co                                                               | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      1459 | NS      | $14546.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crexendo Inc                                  | Crexendo Inc                                                                | CUSIP: 226552107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1477 | NS      | $9113.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                                    | Cricut Inc                                                                  | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      4718 | NS      | $17645.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                 | Crinetics Pharmaceuticals Inc                                               | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      8090 | NS      | $293828.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                  | Cross Country Healthcare Inc                                                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      2614 | NS      | $24571.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Artivion Inc                                  | Artivion Inc                                                                | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      3420 | NS      | $125240.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                  | CryoPort Inc                                                                | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      4259 | NS      | $35264.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                         | CTO Realty Growth Inc                                                       | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |      2600 | NS      | $48074.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Therapeutics Inc                     | Cullinan Therapeutics Inc                                                   | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4305 | NS      | $61174.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                      | Curbline Properties Corp                                                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |      8137 | NS      | $209853.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CuriosityStream Inc                           | CuriosityStream Inc                                                         | CUSIP: 23130Q107<br>LEI: 549300MSP5P41EYSIZ09 | Long             | EC               | CORP              | US        |      3263 | NS      | $9658.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                         | Customers Bancorp Inc                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2599 | NS      | $180396.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                   | Custom Truck One Source Inc                                                 | CUSIP: 23204X103<br>LEI: 2549008QOVAS9KBZ4E50 | Long             | EC               | CORP              | US        |      5004 | NS      | $32876.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                              | Cytokinetics Inc                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      9760 | NS      | $643281.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                         | Cytek Biosciences Inc                                                       | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      9823 | NS      | $42926.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                | DMC Global Inc                                                              | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      1926 | NS      | $10034.46     | 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        |      1087 | NS      | $151886.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                            | Daily Journal Corp                                                          | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       105 | NS      | $50645.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                | Daktronics Inc                                                              | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |      3227 | NS      | $63087.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                      | Dana Inc                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      9265 | NS      | $311767.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc             | Dave & Buster's Entertainment Inc                                           | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      2272 | NS      | $24605.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                      | Dave Inc                                                                    | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Long             | EC               | CORP              | US        |       842 | NS      | $146583.78    | 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        |      6422 | NS      | $137687.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                    | Definitive Healthcare Corp                                                  | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4806 | NS      | $5911.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Definium Therapeutics Inc                     | Definium Therapeutics Inc                                                   | CUSIP: 24477V105<br>LEI: 549300QY8KN1O6RPFJ13 | Long             | EC               | CORP              | CA        |      7641 | NS      | $144414.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Delcath Systems Inc                           | Delcath Systems Inc                                                         | CUSIP: 24661P807<br>LEI: 549300NVPLITUM6URT02 | Long             | EC               | CORP              | US        |      3075 | NS      | $28536.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Delek US Holdings Inc                         | Delek US Holdings Inc                                                       | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      4990 | NS      | $224899.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                   | Deluxe Corp                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      3697 | NS      | $101815.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                       | Denali Therapeutics Inc                                                     | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     11654 | NS      | $223756.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                           | Designer Brands Inc                                                         | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2771 | NS      | $15766.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                       | Design Therapeutics Inc                                                     | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2570 | NS      | $27344.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DiaMedica Therapeutics Inc                    | DiaMedica Therapeutics Inc                                                  | CUSIP: 25253X207<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2697 | NS      | $18258.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Hill Investment Group Inc             | Diamond Hill Investment Group Inc                                           | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       250 | NS      | $43025.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                    | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     17235 | NS      | $161491.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dianthus Therapeutics Inc                     | Dianthus Therapeutics Inc                                                   | CUSIP: 252828108<br>LEI: 549300Z3N6ODPCOFC890 | Long             | EC               | CORP              | US        |      2934 | NS      | $246221.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                           | Diebold Nixdorf Inc                                                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      1982 | NS      | $149522.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                        | Digi International Inc                                                      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3045 | NS      | $146769.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                 | Digimarc Corp                                                               | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |      1402 | NS      | $6883.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine Inc                           | Digital Turbine Inc                                                         | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      9410 | NS      | $27100.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalBridge Group Inc                       | DigitalBridge Group Inc                                                     | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     14321 | NS      | $220829.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                     | DigitalOcean Holdings Inc                                                   | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      6274 | NS      | $538183.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                 | Dime Community Bancshares Inc                                               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3332 | NS      | $112688.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                        | Dine Brands Global Inc                                                      | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      1290 | NS      | $33849.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                    | Diodes Inc                                                                  | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3727 | NS      | $254405.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Disc Medicine Inc                             | Disc Medicine Inc                                                           | CUSIP: 254604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2248 | NS      | $143737.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Energy Co                         | Diversified Energy Co                                                       | CUSIP: 25520W107<br>LEI: 529900XTQ3OKXR6P0H74 | Long             | EC               | CORP              | US        |      4832 | NS      | $84270.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                  | Diversified Healthcare Trust                                                | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     18347 | NS      | $121824.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                     | DocGo Inc                                                                   | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10639 | NS      | $6692.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                      | Domo Inc                                                                    | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      3023 | NS      | $9250.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Donegal Group Inc                             | Donegal Group Inc                                                           | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1516 | NS      | $26044.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc             | Donnelley Financial Solutions Inc                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2224 | NS      | $104839.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                           | Dorman Products Inc                                                         | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      2307 | NS      | $240758.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                            | Douglas Emmett Inc                                                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     13542 | NS      | $127565.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                          | Douglas Dynamics Inc                                                        | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      1893 | NS      | $79676.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                           | Douglas Elliman Inc                                                         | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      7487 | NS      | $12278.68     | 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        |      2523 | NS      | $35120.16     | 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        |      4991 | NS      | $62936.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ducommun Inc                                  | Ducommun Inc                                                                | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1153 | NS      | $140666.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                            | D-Wave Quantum Inc                                                          | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |     29938 | NS      | $432005.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                          | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      2390 | NS      | $809779.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                             | Dynex Capital Inc                                                           | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |     16354 | NS      | $208677.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                         | Dyne Therapeutics Inc                                                       | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10907 | NS      | $197743.91    | 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        |       786 | NS      | $13149.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                    | El Pollo Loco Holdings Inc                                                  | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2823 | NS      | $39126.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                             | Eagle Bancorp Inc                                                           | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      2353 | NS      | $58519.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                            | EVI Industries Inc                                                          | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |       392 | NS      | $8067.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Montana Inc                     | Eagle Bancorp Montana Inc                                                   | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       756 | NS      | $15558.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Financial Services Inc                  | Eagle Financial Services Inc                                                | CUSIP: 26951R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       469 | NS      | $16405.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc            | Easterly Government Properties Inc                                          | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |      3455 | NS      | $74040.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                        | Eastern Bankshares Inc                                                      | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     17991 | NS      | $351903.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                                | Eastern Co/The                                                              | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       510 | NS      | $10322.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastman Kodak Co                              | Eastman Kodak Co                                                            | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      5147 | NS      | $46580.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                 | EchoStar Corp                                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     11203 | NS      | $1311535.21   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                   | Ecovyst Inc                                                                 | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9789 | NS      | $125886.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                     | Edgewell Personal Care Co                                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      3808 | NS      | $81262.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                     | Edgewise Therapeutics Inc                                                   | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5638 | NS      | $177597.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                           | Editas Medicine Inc                                                         | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      8245 | NS      | $20365.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                    | eGain Corp                                                                  | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |      1491 | NS      | $11763.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| eHealth Inc                                   | eHealth Inc                                                                 | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      2938 | NS      | $3790.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                       | 8x8 Inc                                                                     | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     11167 | NS      | $18537.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA 89BIO INC                              | CONTRA 89BIO INC                                                            | CUSIP: 282CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10427 | NS      | $3545.18      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Electromed Inc                                | Electromed Inc                                                              | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       704 | NS      | $16480.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eledon Pharmaceuticals Inc                    | Eledon Pharmaceuticals Inc                                                  | CUSIP: 28617K101<br>LEI: 549300S17CAM13O43606 | Long             | EC               | CORP              | US        |      5984 | NS      | $18430.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellington Financial Inc                       | Ellington Financial Inc                                                     | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |      9977 | NS      | $118227.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                  | Embecta Corp                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      4890 | NS      | $43227.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                     | Emergent BioSolutions Inc                                                   | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      4560 | NS      | $37848.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fold Holdings Inc                             | Fold Holdings Inc                                                           | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $663.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Emerald Holding Inc                           | Emerald Holding Inc                                                         | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1289 | NS      | $5813.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp                         | Empire Petroleum Corp                                                       | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |       508 | NS      | $1503.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire State Realty Trust Inc                 | Empire State Realty Trust Inc                                               | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     11537 | NS      | $59992.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                        | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2017 | NS      | $82979.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                            | Enact Holdings Inc                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      2419 | NS      | $98719.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                    | Enanta Pharmaceuticals Inc                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      1973 | NS      | $24918.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                      | Encore Capital Group Inc                                                    | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1784 | NS      | $125094.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Energy Corp                            | Encore Energy Corp                                                          | CUSIP: 29259W700<br>LEI: 5299007FNX2NVNJM3O59 | Long             | EC               | CORP              | CA        |     15568 | NS      | $28022.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                       | Energy Fuels Inc/Canada                                                     | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |     18870 | NS      | $344377.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Recovery Inc                           | Energy Recovery Inc                                                         | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      4452 | NS      | $44831.64     | 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        |      1207 | NS      | $15847.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                        | Energizer Holdings Inc                                                      | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      5088 | NS      | $83544.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3032 | NS      | $526719.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                       | Enerpac Tool Group Corp                                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      4532 | NS      | $165282.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                   | Enhabit Inc                                                                 | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      4023 | NS      | $56684.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enliven Therapeutics Inc                      | Enliven Therapeutics Inc                                                    | CUSIP: 29337E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3449 | NS      | $135200.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                     | Ennis Inc                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2271 | NS      | $48644.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                     | Enpro Inc                                                                   | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      1717 | NS      | $430366.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                       | Enova International Inc                                                     | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1959 | NS      | $266090.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                          | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      4599 | NS      | $926698.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                   | Enovix Corp                                                                 | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     15781 | NS      | $81745.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp            | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      3066 | NS      | $165901.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp               | Entravision Communications Corp                                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5618 | NS      | $16685.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics Inc                      | Entrada Therapeutics Inc                                                    | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2417 | NS      | $30502.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Envela Corp                                   | Envela Corp                                                                 | CUSIP: 29402E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $11312.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                    | Eos Energy Enterprises Inc                                                  | CUSIP: 29415C101<br>LEI: 529900UCCJMLRGDXVT41 | Long             | EC               | CORP              | US        |     25500 | NS      | $126480.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                     | ePlus Inc                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      2205 | NS      | $165926.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                   | Vestis Corp                                                                 | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      7498 | NS      | $58934.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Epsilon Energy Ltd                            | Epsilon Energy Ltd                                                          | CUSIP: 294375209<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1966 | NS      | $12110.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                         | Equity Bancshares Inc                                                       | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1404 | NS      | $62351.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                    | Erasca Inc                                                                  | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15524 | NS      | $251178.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Escalade Inc                                  | Escalade Inc                                                                | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       822 | NS      | $14113.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                         | ESCO Technologies Inc                                                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2112 | NS      | $594253.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                     | Esperion Therapeutics Inc                                                   | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     18512 | NS      | $50722.88     | 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        |       598 | NS      | $64285.00     | 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        |     16474 | NS      | $500150.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                     | Ethan Allen Interiors Inc                                                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1941 | NS      | $43206.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eton Pharmaceuticals Inc                      | Eton Pharmaceuticals Inc                                                    | CUSIP: 29772L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2167 | NS      | $53481.56     | 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        |      3368 | NS      | $19467.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eve Holding Inc                               | Eve Holding Inc                                                             | CUSIP: 29970N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7782 | NS      | $19299.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                              | EverCommerce Inc                                                            | CUSIP: 29977X105<br>LEI: 9845005E54E3C158EA55 | Long             | EC               | CORP              | US        |      1500 | NS      | $17145.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC Inc                                   | EVERTEC Inc                                                                 | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5377 | NS      | $151738.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                 | EverQuote Inc                                                               | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $35758.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                      | Evolution Petroleum Corp                                                    | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      2605 | NS      | $11930.90     | 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        |     12412 | NS      | $75092.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                            | Evolent Health Inc                                                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      9805 | NS      | $22355.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                    | Evolus Inc                                                                  | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      5415 | NS      | $22255.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                      | EVgo Inc                                                                    | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |     10710 | NS      | $18421.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evommune Inc                                  | Evommune Inc                                                                | CUSIP: 30054Y107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $19656.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                         | Excelerate Energy Inc                                                       | CUSIP: 30069T101<br>LEI: 254900J6DPU4HB368I65 | Long             | EC               | CORP              | US        |      1924 | NS      | $64300.08     | 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        |      3079 | NS      | $77960.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                        | eXp World Holdings Inc                                                      | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      7935 | NS      | $47530.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                                  | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      4090 | NS      | $266872.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc                                 | Expensify Inc                                                               | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6105 | NS      | $5310.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                          | Extreme Networks Inc                                                        | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     11031 | NS      | $166347.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                  | EyePoint Inc                                                                | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      6134 | NS      | $79067.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exzeo Group Inc                               | Exzeo Group Inc                                                             | CUSIP: 30234F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $9242.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                  | Flywire Corp                                                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      9800 | NS      | $114072.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                             | FB Financial Corp                                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      3655 | NS      | $189840.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                      | Figs Inc                                                                    | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7393 | NS      | $109194.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                                | FS Bancorp Inc                                                              | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $21108.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                              | FRP Holdings Inc                                                            | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $25730.88     | 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        |      1183 | NS      | $16680.30     | 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        |      9087 | NS      | $2497.11      | 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        |      1340 | NS      | $34397.80     | 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        |      4739 | NS      | $62365.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                         | Farmland Partners Inc                                                       | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      3156 | NS      | $35441.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                    | Fastly Inc                                                                  | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     11449 | NS      | $332707.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                         | Fate Therapeutics Inc                                                       | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      8358 | NS      | $10029.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Agricultural Mortgage Corp            | Federal Agricultural Mortgage Corp                                          | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |       780 | NS      | $115713.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                           | Federal Signal Corp                                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      4979 | NS      | $538429.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Bancorp Inc                                | FB Bancorp Inc                                                              | CUSIP: 31425A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1821 | NS      | $25020.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fennec Pharmaceuticals Inc                    | Fennec Pharmaceuticals Inc                                                  | CUSIP: 31447P100<br>LEI: 5299003IE70ITO2CBM73 | Long             | EC               | CORP              | CA        |      1499 | NS      | $9218.85      | 0.00%             |  |  |  | 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        |       385 | NS      | $16662.80     | 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        |       453 | NS      | $7519.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                    | Financial Institutions Inc                                                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $51148.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Finward Bancorp                               | Finward Bancorp                                                             | CUSIP: 31812F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $12705.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finwise Bancorp                               | Finwise Bancorp                                                             | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       925 | NS      | $14670.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Firefly Aerospace Inc                         | Firefly Aerospace Inc                                                       | CUSIP: 31816X106<br>LEI: 529900JPYLDP30163X55 | Long             | EC               | CORP              | US        |      1745 | NS      | $49680.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                          | First Advantage Corp                                                        | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      6618 | NS      | $77827.68     | 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        |      1085 | NS      | $30412.55     | 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        |     12918 | NS      | $275928.48    | 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        |      3374 | NS      | $190124.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bank/Hamilton NJ                        | First Bank/Hamilton NJ                                                      | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2134 | NS      | $34144.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                              | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      7156 | NS      | $180832.12    | 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        |       645 | NS      | $34784.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital Inc                             | First Capital Inc                                                           | CUSIP: 31942S104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $16526.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp             | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      8724 | NS      | $153367.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp/SC                       | First Community Corp/SC                                                     | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |       755 | NS      | $22068.65     | 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        |      1305 | NS      | $54183.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                       | First Financial Bancorp                                                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      8516 | NS      | $237426.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     10927 | NS      | $321800.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                          | First Financial Corp                                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       952 | NS      | $60166.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                          | First Foundation Inc                                                        | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      4983 | NS      | $29399.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                        | First Internet Bancorp                                                      | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       795 | NS      | $16202.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc               | First Interstate BancSystem Inc                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      7061 | NS      | $235837.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                          | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      5162 | NS      | $199924.26    | 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        |      1819 | NS      | $74924.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Corp/VA                        | First National Corp/VA                                                      | CUSIP: 32106V107<br>LEI: 549300TDCMDRFUMP0106 | Long             | EC               | CORP              | US        |       796 | NS      | $21428.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                               | 1st Source Corp                                                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1546 | NS      | $106998.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                             | First United Corp                                                           | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |       615 | NS      | $22533.60     | 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        |      4467 | NS      | $46814.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                   | First Western Financial Inc                                                 | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       592 | NS      | $14551.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                      | Firstsun Capital Bancorp                                                    | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1053 | NS      | $38392.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                        | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3244 | NS      | $609872.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FitLife Brands Inc                            | FitLife Brands Inc                                                          | CUSIP: 33817P405<br>LEI: 549300A8X02SIUSI3V40 | Long             | EC               | CORP              | US        |       399 | NS      | $5665.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Five9 Inc                                     | Five9 Inc                                                                   | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |      6386 | NS      | $96875.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                             | Five Star Bancorp                                                           | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1304 | NS      | $49186.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                      | Flexsteel Industries Inc                                                    | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |       297 | NS      | $13347.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA FLEXION THERAPE                        | CONTRA FLEXION THERAPE                                                      | CUSIP: 339CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3730 | NS      | $2312.60      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Flowco Holdings Inc                           | Flowco Holdings Inc                                                         | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |      1986 | NS      | $40911.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc                         | Flotek Industries Inc                                                       | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |      1455 | NS      | $24691.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluor Corp                                    | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     13345 | NS      | $622544.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                            | Fluence Energy Inc                                                          | CUSIP: 34379V103<br>LEI: 25490043LHZ97BT5PP29 | Long             | EC               | CORP              | US        |      5847 | NS      | $80454.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                         | Standard BioTools Inc                                                       | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     29558 | NS      | $27172.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                       | Flushing Financial Corp                                                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2869 | NS      | $44067.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| flyExclusive Inc                              | flyExclusive Inc                                                            | CUSIP: 343928107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $983.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                      | Foghorn Therapeutics Inc                                                    | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3343 | NS      | $15979.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                            | Forestar Group Inc                                                          | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1808 | NS      | $44187.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                | FormFactor Inc                                                              | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      6437 | NS      | $624324.63    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                        | Forrester Research Inc                                                      | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       966 | NS      | $5467.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                          | Fortrea Holdings Inc                                                        | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      7632 | NS      | $71893.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                 | Forum Energy Technologies Inc                                               | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |       810 | NS      | $47514.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                              | Forward Air Corp                                                            | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1771 | NS      | $29593.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co                                 | L B Foster Co                                                               | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |       888 | NS      | $24775.20     | 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        |      8781 | NS      | $207670.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                 | 4D Molecular Therapeutics Inc                                               | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3355 | NS      | $31235.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                      | Fox Factory Holding Corp                                                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      3513 | NS      | $57823.98     | 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        |      6841 | NS      | $58080.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                             | Franklin Covey Co                                                           | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $18995.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                      | Franklin Electric Co Inc                                                    | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      3151 | NS      | $290427.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corp              | Franklin Financial Services Corp                                            | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $21862.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp               | Franklin Street Properties Corp                                             | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |      9556 | NS      | $6349.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc                     | Frequency Electronics Inc                                                   | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |       672 | NS      | $29742.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                | Freshworks Inc                                                              | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     16792 | NS      | $134839.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T1 Energy Inc                                 | T1 Energy Inc                                                               | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Long             | EC               | CORP              | US        |     16643 | NS      | $73062.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Friedman Industries Inc                       | Friedman Industries Inc                                                     | CUSIP: 358435105<br>LEI: 549300VI5ADYNC8C3G47 | Long             | EC               | CORP              | US        |       679 | NS      | $12031.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                 | Frontdoor Inc                                                               | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      5958 | NS      | $314939.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc                   | Frontier Group Holdings Inc                                                 | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      4743 | NS      | $16742.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FrontView REIT Inc                            | FrontView REIT Inc                                                          | CUSIP: 35922N100<br>LEI: N/A                  | Long             | EC               |  | US        |      1509 | NS      | $23344.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Infrastructure Inc                       | FTAI Infrastructure Inc                                                     | CUSIP: 35953C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9864 | NS      | $48728.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                    | fuboTV Inc                                                                  | CUSIP: 35953D401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2323 | NS      | $21975.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulcrum Therapeutics Inc                      | Fulcrum Therapeutics Inc                                                    | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4898 | NS      | $37567.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                          | Fulgent Genetics Inc                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      1679 | NS      | $26696.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                  | HB Fuller Co                                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      4572 | NS      | $282000.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                         | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     14757 | NS      | $300157.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                     | Funko Inc                                                                   | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      3416 | NS      | $10760.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                               | FutureFuel Corp                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      1874 | NS      | $7214.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                               | FVCBankcorp Inc                                                             | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      1120 | NS      | $17012.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                     | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      2976 | NS      | $508122.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                             | GEO Group Inc/The                                                           | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     11309 | NS      | $190104.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GBank Financial Holdings Inc                  | GBank Financial Holdings Inc                                                | CUSIP: 36166F100<br>LEI: 9845008U7CD30F9F5754 | Long             | EC               | CORP              | US        |       919 | NS      | $24592.44     | 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        |      3230 | NS      | $89471.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaia Inc                                      | Gaia Inc                                                                    | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |      1740 | NS      | $4819.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA TODAY Co Inc                              | USA TODAY Co Inc                                                            | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     11786 | NS      | $83091.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                            | Garrett Motion Inc                                                          | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     14545 | NS      | $264282.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                             | GCM Grosvenor Inc                                                           | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4316 | NS      | $42296.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gencor Industries Inc                         | Gencor Industries Inc                                                       | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $13050.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                   | Genesco Inc                                                                 | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       983 | NS      | $28497.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                              | Genie Energy Ltd                                                            | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      2171 | NS      | $30697.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                        | Genworth Financial Inc                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     33013 | NS      | $268065.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                  | Gentherm Inc                                                                | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2546 | NS      | $70727.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                   | German American Bancorp Inc                                                 | CUSIP: 373865104<br>LEI: 5493002JDOI3GTNVUD76 | Long             | EC               | CORP              | US        |      3031 | NS      | $126665.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                    | Geron Corp                                                                  | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     45637 | NS      | $67999.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Holdings Inc                     | Getty Images Holdings Inc                                                   | CUSIP: 374275105<br>LEI: 5299006106S5HZKYQM32 | Long             | EC               | CORP              | US        |      9829 | NS      | $7798.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                             | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      4427 | NS      | $140778.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                      | Gevo Inc                                                                    | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     19627 | NS      | $53581.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                      | Gibraltar Industries Inc                                                    | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2494 | NS      | $99435.78     | 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        |      3284 | NS      | $20130.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                           | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     10641 | NS      | $475333.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                     | Gladstone Commercial Corp                                                   | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |      3868 | NS      | $44211.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                           | Gladstone Land Corp                                                         | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |      3332 | NS      | $33986.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                  | Glaukos Corp                                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      4634 | NS      | $498896.44    | 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        |     10603 | NS      | $59164.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                          | Global Industrial Co                                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |      1285 | NS      | $40503.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                | Globalstar Inc                                                              | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      4192 | NS      | $278432.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                          | Global Net Lease Inc                                                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     16736 | NS      | $156648.96    | 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        |       641 | NS      | $4865.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chiron Real Estate Inc                        | Chiron Real Estate Inc                                                      | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |      1212 | NS      | $40092.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                      | Gogo Inc                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      6590 | NS      | $26491.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoHealth Inc                                  | GoHealth Inc                                                                | CUSIP: 38046W204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $489.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Entertainment Inc                      | Golden Entertainment Inc                                                    | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1632 | NS      | $43558.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Holdings Inc                         | Meridian Holdings Inc                                                       | CUSIP: 381098409<br>LEI: 549300NOYXJNQRSL5G70 | Long             | EC               | CORP              | US        |       162 | NS      | $1169.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Goodyear Tire & Rubber Co/The                 | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     21829 | NS      | $144726.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                       | Goosehead Insurance Inc                                                     | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      2016 | NS      | $86002.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                            | Gorman-Rupp Co/The                                                          | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      1753 | NS      | $108913.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                              | Gossamer Bio Inc                                                            | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     15867 | NS      | $5212.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                   | Graham Corp                                                                 | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |       844 | NS      | $66608.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                            | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       268 | NS      | $283345.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAIL Inc                                     | GRAIL Inc                                                                   | CUSIP: 384747101<br>LEI: 2549009XSNESW3VE8024 | Long             | EC               | CORP              | US        |      2854 | NS      | $147494.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                      | Granite Construction Inc                                                    | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      3556 | NS      | $426293.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                   | Granite Ridge Resources Inc                                                 | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |      5158 | NS      | $30277.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                | Gray Media Inc                                                              | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      8170 | NS      | $35457.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Property Trust Inc                      | Rithm Property Trust Inc                                                    | CUSIP: 38983D854<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               |  | US        |       716 | NS      | $9587.24      | 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        |      5562 | NS      | $94554.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                    | Great Southern Bancorp Inc                                                  | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       796 | NS      | $50251.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                      | Green Brick Partners Inc                                                    | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2612 | NS      | $168343.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4483 | NS      | $50299.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                              | Green Plains Inc                                                            | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      5782 | NS      | $95113.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                        | Greenbrier Cos Inc/The                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      2527 | NS      | $133046.55    | 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        |       508 | NS      | $11384.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenwich Lifesciences Inc                    | Greenwich Lifesciences Inc                                                  | CUSIP: 396879108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       585 | NS      | $14051.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                     | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1967 | NS      | $131926.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                     | Greif Inc                                                                   | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       446 | NS      | $39042.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Grid Dynamics Holdings Inc                    | Grid Dynamics Holdings Inc                                                  | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |      6229 | NS      | $35505.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                  | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |     14635 | NS      | $690186.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Peakstone Realty Trust                        | Peakstone Realty Trust                                                      | CUSIP: 39818P799<br>LEI: 549300EZQXWQI2YL1T80 | Long             | EC               |  | US        |      2989 | NS      | $62440.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                  | Griffon Corp                                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      3207 | NS      | $233084.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grindr Inc                                    | Grindr Inc                                                                  | CUSIP: 39854F101<br>LEI: 254900J9EDQSYT0ERQ67 | Long             | EC               | CORP              | US        |      2788 | NS      | $33706.92     | 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        |      7918 | NS      | $55821.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                        | Group 1 Automotive Inc                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       961 | NS      | $317735.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                   | Groupon Inc                                                                 | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      2090 | NS      | $24871.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA GTX INC DEL COMMON STOCK               | CONTRA GTX INC DEL                                                          | CUSIP: 400CVR015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Guardant Health Inc                           | Guardant Health Inc                                                         | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     10166 | NS      | $939033.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardian Pharmacy Services Inc                | Guardian Pharmacy Services Inc                                              | CUSIP: 40145W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1647 | NS      | $62026.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                          | Gulfport Energy Corp                                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      1306 | NS      | $276310.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyre Therapeutics Inc                         | Gyre Therapeutics Inc                                                       | CUSIP: 403783103<br>LEI: 549300TE6BBPJ0S88K48 | Long             | EC               | CORP              | US        |       683 | NS      | $4760.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                             | HBT Financial Inc                                                           | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       957 | NS      | $25571.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                 | HCI Group Inc                                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       894 | NS      | $138221.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                            | HF Foods Group Inc                                                          | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      3141 | NS      | $5810.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                      | HNI Corp                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      5765 | NS      | $192493.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                         | Hackett Group Inc/The                                                       | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      2467 | NS      | $32095.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                              | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      3914 | NS      | $220593.04    | 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        |      8890 | NS      | $6203.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hallador Energy Co                            | Hallador Energy Co                                                          | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      2593 | NS      | $42214.04     | 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        |       835 | NS      | $15823.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                          | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      6884 | NS      | $437753.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                          | Hanmi Financial Corp                                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      2509 | NS      | $66137.24     | 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        |     10024 | NS      | $368382.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Bancorp Inc                           | Hanover Bancorp Inc                                                         | CUSIP: 410709109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $10449.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                  | Harmonic Inc                                                                | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      9400 | NS      | $84412.00     | 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        |      3654 | NS      | $102348.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc                                    | Harrow Inc                                                                  | CUSIP: 415858109<br>LEI: 529900AP4LIRLNV8A089 | Long             | EC               | CORP              | US        |      2637 | NS      | $92980.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Enviri Corp                                   | Enviri Corp                                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      6355 | NS      | $124685.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                     | Haverty Furniture Cos Inc                                                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1371 | NS      | $29037.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc              | Hawaiian Electric Industries Inc                                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     13396 | NS      | $198796.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                   | Hawkins Inc                                                                 | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      1632 | NS      | $250675.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawthorn Bancshares Inc                       | Hawthorn Bancshares Inc                                                     | CUSIP: 420476103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $19978.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                 | Healthcare Services Group Inc                                               | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      6093 | NS      | $113025.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                              | HealthStream Inc                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      2048 | NS      | $42414.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                           | Health Catalyst Inc                                                         | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      5546 | NS      | $7043.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthEquity Inc                              | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      6900 | NS      | $576633.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                         | Heartland Express Inc                                                       | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      3559 | NS      | $37013.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HeartFlow Inc                                 | HeartFlow Inc                                                               | CUSIP: 42238D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1576 | NS      | $38344.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                               | Hecla Mining Co                                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     52052 | NS      | $969728.76    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                       | Helios Technologies Inc                                                     | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      2772 | NS      | $179376.12    | 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        |     11624 | NS      | $114961.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                         | Helmerich & Payne Inc                                                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      8080 | NS      | $291122.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                        | Heritage Commerce Corp                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      5060 | NS      | $63148.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                             | Herc Holdings Inc                                                           | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      2654 | NS      | $264205.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                    | Heritage Financial Corp/WA                                                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2850 | NS      | $74100.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc               | Heritage Insurance Holdings Inc                                             | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1915 | NS      | $50268.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                        | Heron Therapeutics Inc                                                      | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     15618 | NS      | $12495.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                     | Hertz Global Holdings Inc                                                   | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      9869 | NS      | $45496.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                           | HighPeak Energy Inc                                                         | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      1867 | NS      | $12882.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                        | Hillman Solutions Corp                                                      | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16554 | NS      | $137729.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                          | Hilltop Holdings Inc                                                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3733 | NS      | $133716.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                    | Hilton Grand Vacations Inc                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      5042 | NS      | $197243.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                        | Hims & Hers Health Inc                                                      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     16938 | NS      | $351632.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The           | Hingham Institution For Savings The                                         | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       147 | NS      | $42018.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HireQuest Inc                                 | HireQuest Inc                                                               | CUSIP: 433535101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $4421.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                            | Hippo Holdings Inc                                                          | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1496 | NS      | $38985.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                    | Holley Inc                                                                  | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      5177 | NS      | $15893.39     | 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        |     15301 | NS      | $412055.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                              | Home Bancorp Inc                                                            | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $38650.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mechanics Bancorp                             | Mechanics Bancorp                                                           | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $58070.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                      | HomeTrust Bancshares Inc                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1291 | NS      | $55061.15     | 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        |      9534 | NS      | $28029.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                              | Hope Bancorp Inc                                                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     10340 | NS      | $115497.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                    | Horace Mann Educators Corp                                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      3407 | NS      | $145410.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                        | Horizon Bancorp Inc/IN                                                      | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      3629 | NS      | $60132.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                     | Hovnanian Enterprises Inc                                                   | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       398 | NS      | $44142.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                 | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4853 | NS      | $174902.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                 | Hudson Pacific Properties Inc                                               | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               |  | US        |      4547 | NS      | $26872.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                       | Hudson Technologies Inc                                                     | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3215 | NS      | $18904.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                  | Humacyte Inc                                                                | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12796 | NS      | $7763.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Huron Consulting Group Inc                    | Huron Consulting Group Inc                                                  | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      1425 | NS      | $181673.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                    | Hut 8 Corp                                                                  | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |      8076 | NS      | $378845.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                      | IDT Corp                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      1360 | NS      | $66776.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                         | Hyliion Holdings Corp                                                       | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10559 | NS      | $18583.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                               | Hyster-Yale Inc                                                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1071 | NS      | $34818.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                         | ICF International Inc                                                       | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1535 | NS      | $100220.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                               | ICU Medical Inc                                                             | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      2020 | NS      | $260883.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                              | IES Holdings Inc                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       755 | NS      | $359734.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                            | Crescent Energy Co                                                          | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |     21075 | NS      | $284512.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                          | IRhythm Holdings Inc                                                        | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      2589 | NS      | $305553.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc                                    | Ibotta Inc                                                                  | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |       907 | NS      | $27182.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                        | Ideaya Biosciences Inc                                                      | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      6710 | NS      | $223577.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                               | iHeartMedia Inc                                                             | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8782 | NS      | $25643.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ICOSAVAX INC                           | CONTRA ICOSAVAX INC                                                         | CUSIP: 451CVR021<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2705 | NS      | $838.55       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IMAX Corp                                     | IMAX Corp                                                                   | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |      3659 | NS      | $139078.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                | Immersion Corp                                                              | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      2586 | NS      | $14119.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                               | ImmunityBio Inc                                                             | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     23957 | NS      | $183750.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunome Inc                                  | Immunome Inc                                                                | CUSIP: 45257U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8355 | NS      | $182723.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                | Immunovant Inc                                                              | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6671 | NS      | $165707.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                    | Impinj Inc                                                                  | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      2235 | NS      | $229534.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                 | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     19668 | NS      | $292856.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                         | Independent Bank Corp                                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      4075 | NS      | $306480.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                      | Independent Bank Corp/MI                                                    | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1669 | NS      | $55577.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc                       | indie Semiconductor Inc                                                     | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     16205 | NS      | $52180.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc                  | Indivior Pharmaceuticals Inc                                                | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9848 | NS      | $300167.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust         | Industrial Logistics Properties Trust                                       | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |      4469 | NS      | $25383.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                | Information Services Group Inc                                              | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      2665 | NS      | $10233.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                 | Ingevity Corp                                                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3048 | NS      | $217109.04    | 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        |      1286 | NS      | $22646.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                            | Ingles Markets Inc                                                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1224 | NS      | $110025.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibikase Therapeutics Inc                   | Inhibikase Therapeutics Inc                                                 | CUSIP: 45719W205<br>LEI: 549300066CFEWOA17F12 | Long             | EC               | CORP              | US        |      6174 | NS      | $10372.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Inhibrx Biosciences Inc                       | Inhibrx Biosciences Inc                                                     | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       736 | NS      | $49481.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innodata Inc                                  | Innodata Inc                                                                | CUSIP: 457642205<br>LEI: L9O7MPYIT56T6KBE0R95 | Long             | EC               | CORP              | US        |      2569 | NS      | $99214.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                     | Innovex International Inc                                                   | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      3240 | NS      | $79023.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                       | Insight Enterprises Inc                                                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      2417 | NS      | $161963.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                  | Innospec Inc                                                                | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2099 | NS      | $153268.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                        | Insteel Industries Inc                                                      | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      1562 | NS      | $52498.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                 | Insperity Inc                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      3015 | NS      | $81525.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                    | Inogen Inc                                                                  | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1598 | NS      | $9875.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc               | Installed Building Products Inc                                             | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1923 | NS      | $509883.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                  | Innoviva Inc                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      6137 | NS      | $142992.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc          | Innovative Industrial Properties Inc                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      2322 | NS      | $116471.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                  | Inseego Corp                                                                | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      1268 | NS      | $14100.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspired Entertainment Inc                    | Inspired Entertainment Inc                                                  | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      1661 | NS      | $11842.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmune Bio Inc                                | Inmune Bio Inc                                                              | CUSIP: 45782T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $1351.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                         | Innovage Holding Corp                                                       | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1437 | NS      | $11524.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innventure Inc                                | Innventure Inc                                                              | CUSIP: 45784M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4238 | NS      | $16570.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Integra LifeSciences Holdings Corp            | Integra LifeSciences Holdings Corp                                          | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5603 | NS      | $52780.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA INHIBRX INC                            | CONTRA INHIBRX INC                                                          | CUSIP: 457CVR017<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |      3412 | NS      | $2209.27      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Integer Holdings Corp                         | Integer Holdings Corp                                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      2881 | NS      | $253528.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                     | Intellia Therapeutics Inc                                                   | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      9086 | NS      | $116482.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                    | Intapp Inc                                                                  | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |      4725 | NS      | $121385.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                              | Interparfums Inc                                                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1533 | NS      | $139257.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                 | Interface Inc                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      4846 | NS      | $120762.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                              | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2140 | NS      | $646280.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                 | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      4429 | NS      | $298027.41    | 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        |      2292 | NS      | $36213.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                           | Intrepid Potash Inc                                                         | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       895 | NS      | $38279.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                    | InvenTrust Properties Corp                                                  | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |      6522 | NS      | $198660.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                        | Intuitive Machines Inc                                                      | CUSIP: 46125A100<br>LEI: 254900386IE2PEPLVM59 | Long             | EC               | CORP              | US        |      9143 | NS      | $169694.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                  | Invesco Mortgage Capital Inc                                                | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      6189 | NS      | $50007.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Investar Holding Corp                         | Investar Holding Corp                                                       | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       906 | NS      | $24706.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                            | Investors Title Co                                                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $24124.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                      | IonQ Inc                                                                    | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |     28254 | NS      | $814562.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc                   | Iovance Biotherapeutics Inc                                                 | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |     27607 | NS      | $96900.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                 | iRadimed Corp                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       721 | NS      | $69403.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                  | Ironwood Pharmaceuticals Inc                                                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     13773 | NS      | $48343.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                      | iShares Russell 2000 ETF                                                    | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |     12500 | NS      | $3100000.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Perspective Therapeutics Inc                  | Perspective Therapeutics Inc                                                | CUSIP: 46489V302<br>LEI: 5493005LRKM6BCABC605 | Long             | EC               | CORP              | US        |      5476 | NS      | $22834.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ispire Technology Inc                         | Ispire Technology Inc                                                       | CUSIP: 46501C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1837 | NS      | $3380.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| I3 Verticals Inc                              | I3 Verticals Inc                                                            | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      1928 | NS      | $43110.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                     | Itron Inc                                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      3690 | NS      | $330734.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                     | Ivanhoe Electric Inc / US                                                   | CUSIP: 46578C108<br>LEI: 529900CQSYGI54GDUR52 | Long             | EC               | CORP              | US        |      8653 | NS      | $102278.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                          | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      5216 | NS      | $76205.76     | 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        |      1297 | NS      | $102813.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                                    | J Jill Inc                                                                  | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |       376 | NS      | $4308.96      | 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        |      1566 | NS      | $15143.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dakota Gold Corp                              | Dakota Gold Corp                                                            | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7393 | NS      | $37334.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                         | Jackson Financial Inc                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      5534 | NS      | $585054.48    | 0.23%             |  |  |  | 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        |      3680 | NS      | $23184.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                             | JAKKS Pacific Inc                                                           | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       597 | NS      | $11892.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                        | Janux Therapeutics Inc                                                      | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3289 | NS      | $45717.10     | 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        |     11333 | NS      | $58364.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc                         | Jefferson Capital Inc                                                       | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1820 | NS      | $34998.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                          | JELD-WEN Holding Inc                                                        | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      8463 | NS      | $10494.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                          | JetBlue Airways Corp                                                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     24119 | NS      | $106605.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| JBT Marel Corp                                | JBT Marel Corp                                                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      4316 | NS      | $551886.92    | 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        |      1260 | NS      | $25552.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                          | Johnson Outdoors Inc                                                        | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       405 | NS      | $18836.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                | Joint Corp/The                                                              | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1060 | NS      | $9381.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Journey Medical Corp                          | Journey Medical Corp                                                        | CUSIP: 48115J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1239 | NS      | $5810.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ziff Davis Inc                                | Ziff Davis Inc                                                              | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3207 | NS      | $134565.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                  | OPENLANE Inc                                                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      8549 | NS      | $249203.35    | 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        |      4773 | NS      | $29210.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                    | Kadant Inc                                                                  | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       985 | NS      | $287964.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                          | Kaiser Aluminum Corp                                                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $161965.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc                                   | Kaltura Inc                                                                 | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |      6855 | NS      | $8363.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                  | KalVista Pharmaceuticals Inc                                                | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      3186 | NS      | $64134.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Karat Packaging Inc                           | Karat Packaging Inc                                                         | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |       698 | NS      | $19488.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      5130 | NS      | $265477.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                      | Kearny Financial Corp/MD                                                    | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5244 | NS      | $39592.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                            | Kelly Services Inc                                                          | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |      2535 | NS      | $22434.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevra Therapeutics Inc                        | Zevra Therapeutics Inc                                                      | CUSIP: 488445206<br>LEI: 254900CU6T74V18Y1W18 | Long             | EC               | CORP              | US        |      4591 | NS      | $42788.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                | Kennametal Inc                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      6365 | NS      | $229967.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                   | Kennedy-Wilson Holdings Inc                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     10111 | NS      | $109401.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                        | Keros Therapeutics Inc                                                      | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2372 | NS      | $26186.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                    | Kforce Inc                                                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1499 | NS      | $43830.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                       | Kimball Electronics Inc                                                     | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2033 | NS      | $48161.77     | 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        |      2915 | NS      | $6413.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Cos Inc                             | Kingstone Cos Inc                                                           | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $16434.96     | 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        |      1851 | NS      | $19305.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     17669 | NS      | $433773.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                              | Knife River Corp                                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4645 | NS      | $379264.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                  | Knowles Corp                                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      7141 | NS      | $183380.88    | 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        |      6863 | NS      | $400250.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                           | Kodiak Sciences Inc                                                         | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      3097 | NS      | $118057.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                   | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      9116 | NS      | $117596.40    | 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        |      3601 | NS      | $19769.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc                            | Kontoor Brands Inc                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      4605 | NS      | $323685.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                    | Kopin Corp                                                                  | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |     15264 | NS      | $34344.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                          | Koppers Holdings Inc                                                        | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1614 | NS      | $62429.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                    | Korn Ferry                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4321 | NS      | $272006.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                             | Kosmos Energy Ltd                                                           | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     39642 | NS      | $110204.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc       | Kratos Defense & Security Solutions Inc                                     | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     14946 | NS      | $1053842.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Korro Bio Inc                                 | Korro Bio Inc                                                               | CUSIP: 500946108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       598 | NS      | $6769.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                              | Krispy Kreme Inc                                                            | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6513 | NS      | $22079.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Worldwide Inc                          | Kronos Worldwide Inc                                                        | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      1877 | NS      | $12331.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                           | Krystal Biotech Inc                                                         | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      2055 | NS      | $530847.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                | Kulicke & Soffa Industries Inc                                              | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      4172 | NS      | $274183.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KULR Technology Group Inc                     | KULR Technology Group Inc                                                   | CUSIP: 50125G307<br>LEI: 213800YUOETJ427AGG25 | Long             | EC               | CORP              | US        |      3367 | NS      | $7979.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Sushi USA Inc                            | Kura Sushi USA Inc                                                          | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $40129.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology Inc                             | Kura Oncology Inc                                                           | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      7304 | NS      | $59381.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                       | Kymera Therapeutics Inc                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4663 | NS      | $388381.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LB Pharmaceuticals Inc                        | LB Pharmaceuticals Inc                                                      | CUSIP: 50180M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1562 | NS      | $38518.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCNB Corp                                     | LCNB Corp                                                                   | CUSIP: 50181P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $13610.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                 | LGI Homes Inc                                                               | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1738 | NS      | $68703.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                | LCI Industries                                                              | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1922 | NS      | $236367.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                            | LSB Industries Inc                                                          | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      4372 | NS      | $65142.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                            | LSI Industries Inc                                                          | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      2224 | NS      | $41366.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                            | LTC Properties Inc                                                          | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      3803 | NS      | $141319.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                  | La-Z-Boy Inc                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      3468 | NS      | $111461.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                           | Ladder Capital Corp                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |      9547 | NS      | $93274.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                       | Lakeland Financial Corp                                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2101 | NS      | $120555.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                       | Lakeland Industries Inc                                                     | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       935 | NS      | $7657.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Marzetti Company/The                          | Marzetti Company/The                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1680 | NS      | $232394.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                       | Lifecore Biomedical Inc                                                     | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      2087 | NS      | $7763.64      | 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        |       487 | NS      | $12077.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                | Lands' End Inc                                                              | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      1134 | NS      | $12746.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lantheus Holdings Inc                         | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      5441 | NS      | $412699.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc                      | Larimar Therapeutics Inc                                                    | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |      4121 | NS      | $18544.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                              | Latham Group Inc                                                            | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4588 | NS      | $24637.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                        | Laureate Education Inc                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     10327 | NS      | $359792.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc              | Distribution Solutions Group Inc                                            | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       894 | NS      | $23458.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                           | Leggett & Platt Inc                                                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     11147 | NS      | $110132.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                             | Legalzoom.com Inc                                                           | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      9913 | NS      | $56206.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                           | Legacy Housing Corp                                                         | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $16732.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legence Corp                                  | Legence Corp                                                                | CUSIP: 52476L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $172767.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                         | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1743 | NS      | $190283.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                  | Lemonade Inc                                                                | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      5056 | NS      | $316910.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                              | LendingClub Corp                                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      9464 | NS      | $135524.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                               | LendingTree Inc                                                             | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       934 | NS      | $40049.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENSAR Inc                                    | LENSAR Inc                                                                  | CUSIP: 52634L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $5727.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| LENZ Therapeutics Inc                         | LENZ Therapeutics Inc                                                       | CUSIP: 52635N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1351 | NS      | $12361.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lexeo Therapeutics Inc                        | Lexeo Therapeutics Inc                                                      | CUSIP: 52886X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5121 | NS      | $29394.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                                        | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      4874 | NS      | $225471.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                            | Liberty Energy Inc                                                          | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     12933 | NS      | $372470.40    | 0.15%             |  |  |  | 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        |     12274 | NS      | $330661.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods Inc                             | Lifeway Foods Inc                                                           | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $8528.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                    | LifeMD Inc                                                                  | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3399 | NS      | $12270.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Life360 Inc                                   | Life360 Inc                                                                 | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |      1664 | NS      | $67924.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                    | Ligand Pharmaceuticals Inc                                                  | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1594 | NS      | $318242.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                              | Lifevantage Corp                                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |      1080 | NS      | $4665.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightbridge Corp                              | Lightbridge Corp                                                            | CUSIP: 53224K302<br>LEI: 5493005PY54DR0JRCW56 | Long             | EC               | CORP              | US        |      1914 | NS      | $20403.24     | 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        |     13501 | NS      | $86001.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                          | Limbach Holdings Inc                                                        | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |       886 | NS      | $69152.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co                                  | Limoneira Co                                                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |      1446 | NS      | $19405.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp             | Lincoln Educational Services Corp                                           | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |      2461 | NS      | $100113.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc             | Lindblad Expeditions Holdings Inc                                           | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      3449 | NS      | $59667.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                  | Lindsay Corp                                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       911 | NS      | $108472.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc                               | LINKBANCORP Inc                                                             | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2168 | NS      | $18081.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionsgate Studios Corp                        | Lionsgate Studios Corp                                                      | CUSIP: 53626N102<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17122 | NS      | $164199.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                        | Liquidity Services Inc                                                      | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      2122 | NS      | $64869.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                 | Liquidia Corp                                                               | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5365 | NS      | $202475.10    | 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        |      2955 | NS      | $97721.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                         | LiveRamp Holdings Inc                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      5403 | NS      | $143287.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Livewire Group Inc                            | Livewire Group Inc                                                          | CUSIP: 53838J105<br>LEI: 549300OVJSGKW1NTLF24 | Long             | EC               | CORP              | US        |      3750 | NS      | $6225.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| loanDepot Inc                                 | loanDepot Inc                                                               | CUSIP: 53946R106<br>LEI: 5493003261L42OH8RK59 | Long             | EC               | CORP              | US        |      8336 | NS      | $11837.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                                | Lovesac Co/The                                                              | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1384 | NS      | $20441.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Diagnostics Inc                         | Lucid Diagnostics Inc                                                       | CUSIP: 54948X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7067 | NS      | $8127.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc                        | Lumen Technologies Inc                                                      | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     78806 | NS      | $547701.70    | 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        |      2072 | NS      | $17819.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lument Finance Trust Inc                      | Lument Finance Trust Inc                                                    | CUSIP: 55025L108<br>LEI: 5493002OB7SJ4MVQY666 | Long             | EC               |  | US        |      4659 | NS      | $5870.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MBIA Inc                                      | MBIA Inc                                                                    | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      4850 | NS      | $28663.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                             | MFA Financial Inc                                                           | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |      8608 | NS      | $82464.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                | MGE Energy Inc                                                              | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3085 | NS      | $238439.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc                           | MBX Biosciences Inc                                                         | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2312 | NS      | $69013.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                           | MGP Ingredients Inc                                                         | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      1388 | NS      | $25525.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                 | M/I Homes Inc                                                               | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2181 | NS      | $267063.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                         | M-Tron Industries Inc                                                       | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |       251 | NS      | $16779.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                         | M-Tron Industries Inc                                                       | CUSIP: 55380K133<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |       251 | NS      | $527.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                            | MVB Financial Corp                                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      1120 | NS      | $27809.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                 | MYR Group Inc                                                               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1252 | NS      | $353464.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                               | Macerich Co/The                                                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     21094 | NS      | $398676.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                         | Veris Residential Inc                                                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |      6599 | NS      | $124523.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                             | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      6000 | NS      | $203520.00    | 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        |      3314 | NS      | $195227.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                       | Sphere Entertainment Co                                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      2222 | NS      | $260862.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                  | Madrigal Pharmaceuticals Inc                                                | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      1400 | NS      | $732858.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                      | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   5517139 | NS      | $5517139.25   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corp                                  | Magnera Corp                                                                | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      2594 | NS      | $24668.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                   | Magnite Inc                                                                 | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     11700 | NS      | $138996.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                       | Magnolia Oil & Gas Corp                                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14700 | NS      | $464079.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MainStreet Bancshares Inc                     | MainStreet Bancshares Inc                                                   | CUSIP: 56064Y100<br>LEI: 549300FHZZP7SP56TS88 | Long             | EC               | CORP              | US        |       718 | NS      | $15939.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                              | Malibu Boats Inc                                                            | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1544 | NS      | $40020.48     | 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        |      3224 | NS      | $49456.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services Inc                   | Mammoth Energy Services Inc                                                 | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |      1924 | NS      | $4713.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                          | Manitowoc Co Inc/The                                                        | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      2863 | NS      | $33353.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                 | MannKind Corp                                                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     25295 | NS      | $61972.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MapLight Therapeutics Inc                     | MapLight Therapeutics Inc                                                   | CUSIP: 56565P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1371 | NS      | $27872.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                             | MARA Holdings Inc                                                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     31069 | NS      | $253523.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Maravai LifeSciences Holdings Inc             | Maravai LifeSciences Holdings Inc                                           | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10821 | NS      | $30623.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                        | Marcus & Millichap Inc                                                      | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      2004 | NS      | $53286.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                               | Marcus Corp/The                                                             | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      1852 | NS      | $31798.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                 | MarineMax Inc                                                               | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1585 | NS      | $42890.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                          | Marine Products Corp                                                        | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $5910.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                | MarketWise Inc                                                              | CUSIP: 57064P206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $1179.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                   | Marqeta Inc                                                                 | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |     29658 | NS      | $121004.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp             | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      2329 | NS      | $151664.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                          | Marten Transport Ltd                                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4875 | NS      | $64008.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                 | MasterCraft Boat Holdings Inc                                               | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      1615 | NS      | $33123.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                               | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     10617 | NS      | $88227.27     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                 | Materion Corp                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      1680 | NS      | $243012.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                             | Matrix Service Co                                                           | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      2591 | NS      | $29744.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                    | Matson Inc                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2554 | NS      | $418702.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                   | Matthews International Corp                                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      2494 | NS      | $64395.08     | 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        |       623 | NS      | $9587.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                 | MaxLinear Inc                                                               | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      6821 | NS      | $118617.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                   | MaxCyte Inc                                                                 | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     10250 | NS      | $7200.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                   | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      4466 | NS      | $286270.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc                   | Mayville Engineering Co Inc                                                 | CUSIP: 578605107<br>LEI: 9845008D43E42A7FC362 | Long             | EC               | CORP              | US        |      1454 | NS      | $26099.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maze Therapeutics Inc                         | Maze Therapeutics Inc                                                       | CUSIP: 578784100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2165 | NS      | $64625.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                              | McGrath RentCorp                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      2052 | NS      | $226294.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc                               | McGraw Hill Inc                                                             | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1961 | NS      | $26865.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp                      | Medallion Financial Corp                                                    | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      1835 | NS      | $15707.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                | MediaAlpha Inc                                                              | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3026 | NS      | $28141.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                  | Medifast Inc                                                                | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1067 | NS      | $10872.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc                   | Pediatrix Medical Group Inc                                                 | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7132 | NS      | $152553.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                          | Mercantile Bank Corp                                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1327 | NS      | $67013.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                          | Merchants Bancorp/IN                                                        | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      2167 | NS      | $92985.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                           | Mercury Systems Inc                                                         | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      4495 | NS      | $327730.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                          | Mercury General Corp                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      2249 | NS      | $198249.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corp                                 | Meridian Corp                                                               | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $17556.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                     | Merit Medical Systems Inc                                                   | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      4749 | NS      | $327348.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                           | Meritage Homes Corp                                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      5522 | NS      | $341480.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                         | Mesa Laboratories Inc                                                       | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       509 | NS      | $45005.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                        | Pathward Financial Inc                                                      | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      1845 | NS      | $164629.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                       | Methode Electronics Inc                                                     | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      3514 | NS      | $19397.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                      | Metrocity Bankshares Inc                                                    | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      1802 | NS      | $51663.34     | 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        |       766 | NS      | $63800.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA METSERA INC                            | CONTRA METSERA INC                                                          | CUSIP: 592CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4460 | NS      | $21854.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Miami International Holdings Inc              | Miami International Holdings Inc                                            | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               | CORP              | US        |      1912 | NS      | $74415.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                               | MicroVision Inc                                                             | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |     25047 | NS      | $16060.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                        | Microvast Holdings Inc                                                      | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     16625 | NS      | $24937.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid Penn Bancorp Inc                          | Mid Penn Bancorp Inc                                                        | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1632 | NS      | $52485.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                            | Middlesex Water Co                                                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1491 | NS      | $77606.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                    | Midland States Bancorp Inc                                                  | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      1674 | NS      | $37346.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                               | MillerKnoll Inc                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      5654 | NS      | $81756.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                      | Miller Industries Inc/TN                                                    | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1050 | NS      | $47827.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                              | MiMedx Group Inc                                                            | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9887 | NS      | $39053.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                     | Minerals Technologies Inc                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      2640 | NS      | $187228.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mineralys Therapeutics Inc                    | Mineralys Therapeutics Inc                                                  | CUSIP: 603170101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3798 | NS      | $102887.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                       | Mirion Technologies Inc                                                     | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     19840 | NS      | $368825.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                     | Mirum Pharmaceuticals Inc                                                   | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      3483 | NS      | $321759.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                           | Mission Produce Inc                                                         | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      3565 | NS      | $49054.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Mister Car Wash Inc                           | Mister Car Wash Inc                                                         | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9174 | NS      | $63942.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                             | Mistras Group Inc                                                           | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      1010 | NS      | $14927.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                             | Mitek Systems Inc                                                           | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      3643 | NS      | $49180.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobile Infrastructure Corp                    | Mobile Infrastructure Corp                                                  | CUSIP: 60739N101<br>LEI: 254900BL5PV89M4T7T50 | Long             | EC               | CORP              | US        |      1470 | NS      | $3292.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                       | Modine Manufacturing Co                                                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      4291 | NS      | $929902.61    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Modiv Industrial Inc                          | Modiv Industrial Inc                                                        | CUSIP: 60784B101<br>LEI: N/A                  | Long             | EC               |  | US        |       955 | NS      | $13675.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                   | Moelis & Co                                                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      6036 | NS      | $344052.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                   | Monarch Casino & Resort Inc                                                 | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      1066 | NS      | $101909.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                                | Paragon 28 Inc                                                              | CUSIP: 609CVR022<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |      3915 | NS      | $352.35       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Monro Inc                                     | Monro Inc                                                                   | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2497 | NS      | $40051.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monopar Therapeutics Inc                      | Monopar Therapeutics Inc                                                    | CUSIP: 61023L207<br>LEI: 549300QJFAI7L6YHKG83 | Long             | EC               | CORP              | US        |       300 | NS      | $16437.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AirJoule Technologies Corp                    | AirJoule Technologies Corp                                                  | CUSIP: 612160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2194 | NS      | $5506.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                        | Montauk Renewables Inc                                                      | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6625 | NS      | $7618.75      | 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        |      4952 | NS      | $81460.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc              | Montrose Environmental Group Inc                                            | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      2677 | NS      | $58599.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                      | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2315 | NS      | $677461.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                 | Motorcar Parts of America Inc                                               | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1110 | NS      | $12276.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                              | Movado Group Inc                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1246 | NS      | $30427.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                    | Mueller Water Products Inc                                                  | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     12669 | NS      | $348270.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Claritev Corp                                 | Claritev Corp                                                               | CUSIP: 62548M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       642 | NS      | $10490.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy Oil Corp                               | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     10979 | NS      | $452883.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                          | Myers Industries Inc                                                        | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      3134 | NS      | $66378.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                           | Myriad Genetics Inc                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      7687 | NS      | $34591.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myomo Inc                                     | Myomo Inc                                                                   | CUSIP: 62857J201<br>LEI: 549300G63SSKC2EGLN41 | Long             | EC               | CORP              | US        |      3324 | NS      | $2245.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                               | NBT Bancorp Inc                                                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4280 | NS      | $182242.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                 | N-able Inc/US                                                               | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6953 | NS      | $32470.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                | NCR Voyix Corp                                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     11626 | NS      | $73592.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NL Industries Inc                             | NL Industries Inc                                                           | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $3101.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                              | NMI Holdings Inc                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      6296 | NS      | $236162.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                      | NVE Corp                                                                    | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |       394 | NS      | $25807.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                          | NACCO Industries Inc                                                        | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       304 | NS      | $15798.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                               | NCR Atleos Corp                                                             | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      6122 | NS      | $266796.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solesence Inc                                 | Solesence Inc                                                               | CUSIP: 630079101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1920 | NS      | $1821.31      | 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        |      3251 | NS      | $66580.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc               | Napco Security Technologies Inc                                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      2885 | NS      | $113640.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                           | Nathan's Famous Inc                                                         | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       233 | NS      | $23470.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                   | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3168 | NS      | $124058.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc                       | National Bankshares Inc                                                     | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |       477 | NS      | $17367.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                        | National Beverage Corp                                                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2005 | NS      | $67468.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National CineMedia Inc                        | National CineMedia Inc                                                      | CUSIP: 635309206<br>LEI: 5493000MOLIVSOGKEB48 | Long             | EC               | CORP              | US        |      6944 | NS      | $21179.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National HealthCare Corp                      | National HealthCare Corp                                                    | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      1061 | NS      | $169441.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                 | National Health Investors Inc                                               | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |      3864 | NS      | $312443.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                | National Presto Industries Inc                                              | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       435 | NS      | $59621.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                        | National Research Corp                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       982 | NS      | $16674.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings Inc                  | National Vision Holdings Inc                                                | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      6513 | NS      | $168686.70    | 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        |       832 | NS      | $31399.68     | 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        |      1078 | NS      | $27866.30     | 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        |      1359 | NS      | $32602.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan Inc                                     | Navan Inc                                                                   | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |      3036 | NS      | $40196.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                  | Navient Corp                                                                | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      5795 | NS      | $47403.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                    | Navitas Semiconductor Corp                                                  | CUSIP: 63942X106<br>LEI: 529900T4K9WALWC76S49 | Long             | EC               | CORP              | US        |     16641 | NS      | $145941.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NB Bancorp Inc                                | NB Bancorp Inc                                                              | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3422 | NS      | $72101.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                    | Nelnet Inc                                                                  | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      1056 | NS      | $136181.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                   | Neogen Corp                                                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     18273 | NS      | $169756.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                               | NeoGenomics Inc                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10778 | NS      | $79972.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neonode Inc                                   | Neonode Inc                                                                 | CUSIP: 64051M709<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1072 | NS      | $1500.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                     | Nerdy Inc                                                                   | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4065 | NS      | $3317.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NerdWallet Inc                                | NerdWallet Inc                                                              | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |      3499 | NS      | $36319.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Power Inc                                 | Net Power Inc                                                               | CUSIP: 64107A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2072 | NS      | $3232.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NET Lease Office Properties                   | NET Lease Office Properties                                                 | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |      1455 | NS      | $16761.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                   | NETGEAR Inc                                                                 | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      2317 | NS      | $50603.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                          | NetScout Systems Inc                                                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      5845 | NS      | $185812.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                | NETSTREIT Corp                                                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |      6829 | NS      | $128590.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc                                 | NeuroPace Inc                                                               | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2455 | NS      | $32283.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics Inc                               | Neuronetics Inc                                                             | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |      3692 | NS      | $5353.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurogene Inc                                 | Neurogene Inc                                                               | CUSIP: 64135M105<br>LEI: 529900A7VIY892SZVW73 | Long             | EC               | CORP              | US        |      1009 | NS      | $20341.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                    | Atlas Energy Solutions Inc                                                  | CUSIP: 642045108<br>LEI: 254900IYAISQ4C8AVO27 | Long             | EC               | CORP              | US        |      6487 | NS      | $85109.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| New Fortress Energy Inc                       | New Fortress Energy Inc                                                     | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |     17273 | NS      | $10191.07     | 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        |      1092 | NS      | $35075.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                     | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      8207 | NS      | $450728.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                              | Flagstar Bank NA                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     24676 | NS      | $324982.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                              | Adamas Trust Inc                                                            | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |      7109 | NS      | $52322.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                             | Newmark Group Inc                                                           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12022 | NS      | $180209.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                         | NPK International Inc                                                       | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      6561 | NS      | $95068.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newsmax Inc                                   | Newsmax Inc                                                                 | CUSIP: 65250K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3856 | NS      | $20128.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NewtekOne Inc                                 | NewtekOne Inc                                                               | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |      1925 | NS      | $21078.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                 | Nextpower Inc                                                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12058 | NS      | $1453591.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNRG Inc                                   | NextNRG Inc                                                                 | CUSIP: 652941105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1789 | NS      | $715.60       | 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        |      3089 | NS      | $14425.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                | NexPoint Residential Trust Inc                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      1879 | NS      | $46975.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                               | NextDecade Corp                                                             | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |     14348 | NS      | $109905.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                               | NI Holdings Inc                                                             | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |       903 | NS      | $11639.67     | 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        |       588 | NS      | $7920.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc                         | Nextdoor Holdings Inc                                                       | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17089 | NS      | $23924.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                   | NextNav Inc                                                                 | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               | CORP              | US        |      7356 | NS      | $117843.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                        | Nicolet Bankshares Inc                                                      | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1564 | NS      | $232441.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                               | 908 Devices Inc                                                             | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2795 | NS      | $17105.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NioCorp Developments Ltd                      | NioCorp Developments Ltd                                                    | CUSIP: 654484609<br>LEI: 5299001QL26XJPOD3A17 | Long             | EC               | CORP              | CA        |      8703 | NS      | $38815.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| nLight Inc                                    | nLight Inc                                                                  | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3896 | NS      | $222149.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                    | Nkarta Inc                                                                  | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5184 | NS      | $10938.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                | Northeast Bank                                                              | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       655 | NS      | $73602.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc               | Northeast Community Bancorp Inc                                             | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      1105 | NS      | $26299.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                        | Northern Oil & Gas Inc                                                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      8104 | NS      | $236879.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                        | Northfield Bancorp Inc                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3026 | NS      | $40972.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc                    | Northpointe Bancshares Inc                                                  | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |      1667 | NS      | $28772.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                          | Northrim BanCorp Inc                                                        | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      1816 | NS      | $41550.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                      | Northwest Bancshares Inc                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12134 | NS      | $153980.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                  | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      3383 | NS      | $180043.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                       | NWPX Infrastructure Inc                                                     | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       837 | NS      | $65168.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                 | Northwestern Energy Group Inc                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      5011 | NS      | $330425.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwood Financial Corp                        | Norwood Financial Corp                                                      | CUSIP: 669549107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $17916.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                        | Novagold Resources Inc                                                      | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     23013 | NS      | $206656.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                   | Novavax Inc                                                                 | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |     12509 | NS      | $101823.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                   | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2932 | NS      | $346298.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                      | DNOW Inc                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     15368 | NS      | $183032.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                       | Nu Skin Enterprises Inc                                                     | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      4085 | NS      | $29738.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                  | Nuvalent Inc                                                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4064 | NS      | $416356.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                            | NuScale Power Corp                                                          | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13028 | NS      | $141223.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                              | Nutex Health Inc                                                            | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |       421 | NS      | $40011.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nurix Therapeutics Inc                        | Nurix Therapeutics Inc                                                      | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8136 | NS      | $126108.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                              | Nuvation Bio Inc                                                            | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19580 | NS      | $83998.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvectis Pharma Inc                           | Nuvectis Pharma Inc                                                         | CUSIP: 67080T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $10157.22     | 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        |     12848 | NS      | $135032.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3729 | NS      | $150875.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                               | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1287 | NS      | $341711.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                    | OP Bancorp                                                                  | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |      1203 | NS      | $15999.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Valley Bancorp                            | Oak Valley Bancorp                                                          | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $18031.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                 | Oceaneering International Inc                                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      8092 | NS      | $287023.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                     | OceanFirst Financial Corp                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4778 | NS      | $86195.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc                               | Onity Group Inc                                                             | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |       531 | NS      | $20852.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                        | Ocular Therapeutix Inc                                                      | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |     15419 | NS      | $130598.93    | 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        |       388 | NS      | $17017.68     | 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        |       829 | NS      | $53959.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                  | Oil States International Inc                                                | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      4942 | NS      | $57524.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                          | Olaplex Holdings Inc                                                        | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13585 | NS      | $27577.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                       | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     28938 | NS      | $639529.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                        | Old Second Bancorp Inc                                                      | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      4314 | NS      | $86970.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olema Pharmaceuticals Inc                     | Olema Pharmaceuticals Inc                                                   | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5716 | NS      | $85225.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omada Health Inc                              | Omada Health Inc                                                            | CUSIP: 68170A108<br>LEI: 5299008WYNYU33NFKF88 | Long             | EC               | CORP              | US        |      2720 | NS      | $34190.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                | Omega Flex Inc                                                              | CUSIP: 682095104<br>LEI: 254900V3UM4PIXLDNU54 | Long             | EC               | CORP              | US        |       248 | NS      | $7697.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                  | Omnicell Inc                                                                | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      3653 | NS      | $121937.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                                   | Omeros Corp                                                                 | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |      5027 | NS      | $53085.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                    | OmniAb Inc                                                                  | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9652 | NS      | $15153.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                    | OMNIAB INC                                                                  | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OMNIAB INC                                    | OMNIAB INC                                                                  | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       462 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ONE Gas Inc                                   | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      4865 | NS      | $419022.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                    | Oncology Institute Inc/The                                                  | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6026 | NS      | $18499.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| One Liberty Properties Inc                    | One Liberty Properties Inc                                                  | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      1524 | NS      | $32705.04     | 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        |      2081 | NS      | $6326.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OneWater Marine Inc                           | OneWater Marine Inc                                                         | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $9005.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                   | OneSpan Inc                                                                 | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      3016 | NS      | $31758.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                      | ON24 Inc                                                                    | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |      3120 | NS      | $25272.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                      | Ooma Inc                                                                    | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2353 | NS      | $34236.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAL Fuels Inc                                | OPAL Fuels Inc                                                              | CUSIP: 68347P103<br>LEI: 529900ATA8EX6J0VUZ84 | Long             | EC               | CORP              | US        |      2158 | NS      | $5438.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                             | Open Lending Corp                                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9892 | NS      | $12365.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                               | OPKO Health Inc                                                             | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     31889 | NS      | $36353.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                        | Oportun Financial Corp                                                      | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      3418 | NS      | $15756.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                     | OppFi Inc                                                                   | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2476 | NS      | $19089.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                               | OptimizeRx Corp                                                             | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1258 | NS      | $7900.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                        | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     12970 | NS      | $349152.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc                     | Orange County Bancorp Inc                                                   | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       844 | NS      | $26991.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                      | OraSure Technologies Inc                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      7452 | NS      | $22356.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                     | Orchid Island Capital Inc                                                   | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |     15169 | NS      | $106638.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                    | Organogenesis Holdings Inc                                                  | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      5386 | NS      | $12764.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                            | Origin Bancorp Inc                                                          | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2486 | NS      | $103069.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                      | BARK Inc                                                                    | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9359 | NS      | $4741.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                      | ORIC Pharmaceuticals Inc                                                    | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |      5413 | NS      | $68582.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                      | Orion Group Holdings Inc                                                    | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |      3003 | NS      | $32732.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                        | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      5065 | NS      | $566874.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc               | Orrstown Financial Services Inc                                             | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1561 | NS      | $56320.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                          | OrthoPediatrics Corp                                                        | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      1565 | NS      | $24836.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                          | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3494 | NS      | $40076.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oruka Therapeutics Inc                        | Oruka Therapeutics Inc                                                      | CUSIP: 687604108<br>LEI: 529900TG7O4ESUDMGI54 | Long             | EC               | CORP              | US        |      3132 | NS      | $153624.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                              | Oscar Health Inc                                                            | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     16224 | NS      | $186089.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                               | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3222 | NS      | $282794.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                    | Ouster Inc                                                                  | CUSIP: 68989M202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4642 | NS      | $85273.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teads Holding Co                              | Teads Holding Co                                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      4048 | NS      | $2666.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                            | Outfront Media Inc                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     12216 | NS      | $323724.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                            | Outset Medical Inc                                                          | CUSIP: 690145206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1809 | NS      | $6946.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                         | Bed Bath & Beyond Inc                                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      4596 | NS      | $21325.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accendra Health Inc                           | Accendra Health Inc                                                         | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      7381 | NS      | $16828.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                         | Oxford Industries Inc                                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1181 | NS      | $45480.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAMT CORP                                     | PAMT CORP                                                                   | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       502 | NS      | $4241.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                | PBF Energy Inc                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      7006 | NS      | $333625.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                             | PC Connection Inc                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       927 | NS      | $54192.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                   | PCB Bancorp                                                                 | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       873 | NS      | $19633.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                             | PDF Solutions Inc                                                           | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      2695 | NS      | $88153.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                              | PJT Partners Inc                                                            | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1866 | NS      | $260717.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                               | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      8323 | NS      | $486562.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                 | PRA Group Inc                                                               | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      3299 | NS      | $57732.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                          | PTC Therapeutics Inc                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      6439 | NS      | $438689.07    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ridgepost Capital Inc                         | Ridgepost Capital Inc                                                       | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5554 | NS      | $40322.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PACS Group Inc                                | PACS Group Inc                                                              | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3681 | NS      | $118233.72    | 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        |     22894 | NS      | $30220.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                        | Pacira BioSciences Inc                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3345 | NS      | $75597.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                 | PagerDuty Inc                                                               | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      7136 | NS      | $44314.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                          | Palomar Holdings Inc                                                        | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      2204 | NS      | $263378.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Palvella Therapeutics Inc                     | Palvella Therapeutics Inc                                                   | CUSIP: 697947109<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |       580 | NS      | $72297.00     | 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        |      2734 | NS      | $88608.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PAR Technology Corp                           | PAR Technology Corp                                                         | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      3351 | NS      | $44668.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                      | Par Pacific Holdings Inc                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      4044 | NS      | $253316.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                           | Park Aerospace Corp                                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      1494 | NS      | $40905.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc                                | ReposiTrak Inc                                                              | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |      1148 | NS      | $8724.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corp                            | Park National Corp                                                          | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      1240 | NS      | $202678.00    | 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        |       693 | NS      | $16659.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                             | Parke Bancorp Inc                                                           | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       758 | NS      | $21527.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                        | Patrick Industries Inc                                                      | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2716 | NS      | $301666.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patriot National Bancorp Inc                  | Patriot National Bancorp Inc                                                | CUSIP: 70336F203<br>LEI: 549300T1270P6QIGPD23 | Long             | EC               | CORP              | US        |      4486 | NS      | $5786.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                      | Patterson-UTI Energy Inc                                                    | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     28412 | NS      | $307701.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysign Inc                                   | Paysign Inc                                                                 | CUSIP: 70451A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $15906.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                           | Payoneer Global Inc                                                         | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     23275 | NS      | $112418.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                           | Peabody Energy Corp                                                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     10228 | NS      | $337012.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp              | Peapack-Gladstone Financial Corp                                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      1338 | NS      | $47110.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                       | Pebblebrook Hotel Trust                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |      9827 | NS      | $124115.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                       | Peloton Interactive Inc                                                     | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     31529 | NS      | $135259.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                         | Penguin Solutions Inc                                                       | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |      4350 | NS      | $76560.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                         | Pennant Group Inc/The                                                       | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      2831 | NS      | $86288.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust            | PennyMac Mortgage Investment Trust                                          | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |      7293 | NS      | $85036.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc               | PennyMac Financial Services Inc                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2375 | NS      | $207575.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                        | Peoples Bancorp Inc/OH                                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $95816.05     | 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        |       446 | NS      | $17465.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp               | Peoples Financial Services Corp                                             | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |       901 | NS      | $48050.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                       | Perdoceo Education Corp                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      5142 | NS      | $191333.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                     | Perella Weinberg Partners                                                   | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5195 | NS      | $94341.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                       | Perimeter Solutions Inc                                                     | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11302 | NS      | $275994.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Fix Environmental Services Inc          | Perma-Fix Environmental Services Inc                                        | CUSIP: 714157203<br>LEI: 54930015OVD1T5P12U15 | Long             | EC               | CORP              | US        |      1232 | NS      | $13170.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Perpetua Resources Corp                       | Perpetua Resources Corp                                                     | CUSIP: 714266103<br>LEI: 529900BQBMS383SEPY05 | Long             | EC               | CORP              | CA        |      6902 | NS      | $194084.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                                | Personalis Inc                                                              | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      4235 | NS      | $26976.95     | 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        |      8134 | NS      | $22612.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                   | Phathom Pharmaceuticals Inc                                                 | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3527 | NS      | $39184.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                     | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1709 | NS      | $94524.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                      | Phillips Edison & Co Inc                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     10257 | NS      | $383816.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                    | Phinia Inc                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      3220 | NS      | $220376.80    | 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        |       402 | NS      | $12646.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                | Photronics Inc                                                              | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      4862 | NS      | $196473.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                  | Phreesia Inc                                                                | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      4782 | NS      | $40073.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Picard Medical Inc                            | Picard Medical Inc                                                          | CUSIP: 71953R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       402 | NS      | $418.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                     | Piedmont Realty Trust Inc                                                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     10389 | NS      | $68255.73     | 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        |       918 | NS      | $12778.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                             | Piper Sandler Cos                                                           | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      5800 | NS      | $443990.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                              | Pitney Bowes Inc                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     13102 | NS      | $144777.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                               | Planet Labs PBC                                                             | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |     22182 | NS      | $619986.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                               | Playstudios Inc                                                             | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8439 | NS      | $3959.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                         | Playtika Holding Corp                                                       | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      5743 | NS      | $15965.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                   | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2183 | NS      | $442144.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                | Plug Power Inc                                                              | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    108413 | NS      | $245013.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                                | Plumas Bancorp                                                              | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |       452 | NS      | $22066.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                   | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      4457 | NS      | $242906.50    | 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        |      1689 | NS      | $28223.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SBC Medical Group Holdings Inc                | SBC Medical Group Holdings Inc                                              | CUSIP: 73245B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $2411.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                               | Porch Group Inc                                                             | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      6732 | NS      | $48268.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                                | Portillo's Inc                                                              | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5292 | NS      | $27994.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                  | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      9217 | NS      | $486381.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                       | Postal Realty Trust Inc                                                     | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |      2258 | NS      | $41908.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA POSEIDA THERAPE                        | CONTRA POSEIDA THERAPE                                                      | CUSIP: 737CVR019<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |      7182 | NS      | $3591.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Powell Industries Inc                         | Powell Industries Inc                                                       | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       782 | NS      | $423124.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                        | Power Integrations Inc                                                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      4519 | NS      | $231372.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc NJ                             | Powerfleet Inc NJ                                                           | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |     10385 | NS      | $31985.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc             | Power Solutions International Inc                                           | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |       695 | NS      | $42311.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Prairie Operating Co                          | Prairie Operating Co                                                        | CUSIP: 739650109<br>LEI: 549300NX50XL5HR17C26 | Long             | EC               | CORP              | US        |       410 | NS      | $832.30       | 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        |      2113 | NS      | $680787.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                  | Precigen Inc                                                                | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     13542 | NS      | $52407.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank/Los Angeles CA                 | Preferred Bank/Los Angeles CA                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       976 | NS      | $88513.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                    | Preformed Line Products Co                                                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       222 | NS      | $60106.50     | 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        |      3931 | NS      | $232990.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                | PriceSmart Inc                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      2146 | NS      | $322973.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp                    | PrimeEnergy Resources Corp                                                  | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |        61 | NS      | $14203.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                        | Primoris Services Corp                                                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      4431 | NS      | $633810.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                         | Primis Financial Corp                                                       | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      1573 | NS      | $20889.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                            | Prime Medicine Inc                                                          | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8407 | NS      | $29256.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Princeton Bancorp Inc                         | Princeton Bancorp Inc                                                       | CUSIP: 74179A107<br>LEI: 549300ZWKMVQ4WLNLQ57 | Long             | EC               | CORP              | US        |       420 | NS      | $14183.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA PREVAIL THERAPE                        | CONTRA PREVAIL THERAPE                                                      | CUSIP: 741CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1221 | NS      | $610.50       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: —       |
| Pro-Dex Inc                                   | Pro-Dex Inc                                                                 | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |       216 | NS      | $10609.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ProAssurance Corp                             | ProAssurance Corp                                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      4268 | NS      | $105504.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc              | Priority Technology Holdings Inc                                            | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |      1924 | NS      | $9081.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PROCEPT BioRobotics Corp                      | PROCEPT BioRobotics Corp                                                    | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4389 | NS      | $109768.89    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                       | Privia Health Group Inc                                                     | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9611 | NS      | $197698.27    | 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        |      1532 | NS      | $10386.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                          | ProFrac Holding Corp                                                        | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $11612.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                             | PROG Holdings Inc                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      3287 | NS      | $94304.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                        | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3580 | NS      | $91827.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                   | Progyny Inc                                                                 | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6276 | NS      | $106566.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                         | ProPetro Holding Corp                                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8029 | NS      | $115697.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Protalix BioTherapeutics Inc                  | Protalix BioTherapeutics Inc                                                | CUSIP: 74365A309<br>LEI: 549300SDVB3GP4XDFM60 | Long             | EC               | CORP              | US        |      7119 | NS      | $15448.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Protara Therapeutics Inc                      | Protara Therapeutics Inc                                                    | CUSIP: 74365U107<br>LEI: 549300VWUGH3220TG273 | Long             | EC               | CORP              | US        |      3298 | NS      | $17182.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                  | Protagonist Therapeutics Inc                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4725 | NS      | $498015.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                | Proto Labs Inc                                                              | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1988 | NS      | $113355.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc              | Provident Financial Services Inc                                            | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     10766 | NS      | $227808.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Policy Holding Co Inc                  | Public Policy Holding Co Inc                                                | CUSIP: 744430208<br>LEI: 2138008Z7B1IXVVJAZ79 | Long             | EC               | CORP              | US        |       345 | NS      | $4512.60      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: —       |
| PubMatic Inc                                  | PubMatic Inc                                                                | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3056 | NS      | $24998.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                  | Pulmonx Corp                                                                | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      3617 | NS      | $4665.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulse Biosciences Inc                         | Pulse Biosciences Inc                                                       | CUSIP: 74587B101<br>LEI: 529900NJUBI06118FM73 | Long             | EC               | CORP              | US        |      1469 | NS      | $31715.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                        | Puma Biotechnology Inc                                                      | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4055 | NS      | $25911.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                               | Pure Cycle Corp                                                             | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1502 | NS      | $15110.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                    | PureCycle Technologies Inc                                                  | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10853 | NS      | $56327.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| QCR Holdings Inc                              | QCR Holdings Inc                                                            | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      1382 | NS      | $118091.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                             | Quad/Graphics Inc                                                           | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      2612 | NS      | $17265.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                          | Quaker Chemical Corp                                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1168 | NS      | $145100.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                               | Q2 Holdings Inc                                                             | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      5054 | NS      | $239054.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                    | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      2968 | NS      | $260738.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                 | Quanex Building Products Corp                                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      3851 | NS      | $69202.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                | Quantum-Si Inc                                                              | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14401 | NS      | $11146.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanterix Corp                                | Quanterix Corp                                                              | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3475 | NS      | $12232.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum Computing Inc                         | Quantum Computing Inc                                                       | CUSIP: 74766W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16370 | NS      | $112134.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| QuinStreet Inc                                | QuinStreet Inc                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      4547 | NS      | $54609.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                   | RBB Bancorp                                                                 | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      1318 | NS      | $28165.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                  | RCI Hospitality Holdings Inc                                                | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       845 | NS      | $19274.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RCM Technologies Inc                          | RCM Technologies Inc                                                        | CUSIP: 749360400<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       501 | NS      | $9589.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RGC Resources Inc                             | RGC Resources Inc                                                           | CUSIP: 74955L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $14575.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                             | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     11153 | NS      | $82755.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                       | RPC Inc                                                                     | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8391 | NS      | $59408.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                             | RMR Group Inc/The                                                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1361 | NS      | $21054.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO Inc                                       | RXO Inc                                                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     13202 | NS      | $193013.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                      | Rackspace Technology Inc                                                    | CUSIP: 750102105<br>LEI: 529900TFVYSFOO980K68 | Long             | EC               | CORP              | US        |      7773 | NS      | $7615.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                              | Radian Group Inc                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     11011 | NS      | $364243.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                         | Radiant Logistics Inc                                                       | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      3434 | NS      | $24209.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                    | RadNet Inc                                                                  | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      5545 | NS      | $309910.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                    | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      8915 | NS      | $766957.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RAIN ONCOLOGY I                        | CONTRA RAIN ONCOLOGY I                                                      | CUSIP: 750CVR029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1403 | NS      | $70.15        | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Ramaco Resources Inc                          | Ramaco Resources Inc                                                        | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      3365 | NS      | $52022.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                    | Ranger Energy Services Inc                                                  | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      1777 | NS      | $30457.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                          | Ranpak Holdings Corp                                                        | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      4233 | NS      | $15111.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                    | Rapid7 Inc                                                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      5339 | NS      | $29417.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapport Therapeutics Inc                      | Rapport Therapeutics Inc                                                    | CUSIP: 75383L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2310 | NS      | $72279.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc               | Rayonier Advanced Materials Inc                                             | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      5330 | NS      | $59003.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                           | RE/MAX Holdings Inc                                                         | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1564 | NS      | $9008.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                            | Ready Capital Corp                                                          | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     12325 | NS      | $19966.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Real Brokerage Inc/The                        | Real Brokerage Inc/The                                                      | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |      9322 | NS      | $23305.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                 | Recursion Pharmaceuticals Inc                                               | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37513 | NS      | $115164.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Cat Holdings Inc                          | Red Cat Holdings Inc                                                        | CUSIP: 75644T100<br>LEI: 5493005OGSQW28V2PY05 | Long             | EC               | CORP              | US        |      8444 | NS      | $110531.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc                      | Red River Bancshares Inc                                                    | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       422 | NS      | $38165.68     | 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        |      4083 | NS      | $217868.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                | Red Violet Inc                                                              | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       917 | NS      | $31728.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                  | Redwire Corp                                                                | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8681 | NS      | $73788.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                             | Redwood Trust Inc                                                           | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     11108 | NS      | $62315.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                 | REGENXBIO Inc                                                               | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      4037 | NS      | $33830.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                      | Regional Management Corp                                                    | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       947 | NS      | $30540.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                        | Relay Therapeutics Inc                                                      | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11180 | NS      | $111241.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                            | Remitly Global Inc                                                          | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13956 | NS      | $218690.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                 | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      7882 | NS      | $284776.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KORU Medical Systems Inc                      | KORU Medical Systems Inc                                                    | CUSIP: 759910102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4336 | NS      | $18731.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                             | Upbound Group Inc                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4388 | NS      | $79203.40     | 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        |       700 | NS      | $49385.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                           | Repay Holdings Corp                                                         | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      5473 | NS      | $14229.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                           | Replimune Group Inc                                                         | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      6167 | NS      | $47177.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                      | Resideo Technologies Inc                                                    | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     10489 | NS      | $353584.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                           | Reservoir Media Inc                                                         | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      1534 | NS      | $15017.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                      | Resources Connection Inc                                                    | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $11936.00     | 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        |       359 | NS      | $58265.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                             | Revolve Group Inc                                                           | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $76602.68     | 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        |      2476 | NS      | $112831.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA RESOLUTE FOREST                        | CONTRA RESOLUTE FOREST                                                      | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3447 | NS      | $3791.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rezolute Inc                                  | Rezolute Inc                                                                | CUSIP: 76200L309<br>LEI: 549300T05L48T72P2G08 | Long             | EC               | CORP              | US        |      6834 | NS      | $20843.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhinebeck Bancorp Inc                         | Rhinebeck Bancorp Inc                                                       | CUSIP: 762093102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       461 | NS      | $7108.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                    | Rhythm Pharmaceuticals Inc                                                  | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      4365 | NS      | $379624.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                     | Ribbon Communications Inc                                                   | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      8663 | NS      | $18365.56     | 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        |       988 | NS      | $10818.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richmond Mutual BanCorp Inc                   | Richmond Mutual BanCorp Inc                                                 | CUSIP: 76525P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       930 | NS      | $12620.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Richtech Robotics Inc                         | Richtech Robotics Inc                                                       | CUSIP: 765504105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12440 | NS      | $25999.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rigel Pharmaceuticals Inc                     | Rigel Pharmaceuticals Inc                                                   | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      1472 | NS      | $39802.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                         | Rigetti Computing Inc                                                       | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |     26394 | NS      | $370571.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                 | Riley Exploration Permian Inc                                               | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1189 | NS      | $43339.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                             | Rimini Street Inc                                                           | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      3438 | NS      | $11276.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                            | Riot Platforms Inc                                                          | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     28322 | NS      | $350059.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Riverview Bancorp Inc                         | Riverview Bancorp Inc                                                       | CUSIP: 769397100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2086 | NS      | $11473.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                    | Rocket Pharmaceuticals Inc                                                  | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      7797 | NS      | $27913.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                              | Rocky Brands Inc                                                            | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       588 | NS      | $22767.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                   | Rogers Corp                                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1554 | NS      | $166790.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                   | Root Inc/OH                                                                 | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $42403.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rumble Inc                                    | Rumble Inc                                                                  | CUSIP: 78137L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8044 | NS      | $41024.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc                          | Rush Enterprises Inc                                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      5108 | NS      | $337689.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                          | Rush Enterprises Inc                                                        | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       716 | NS      | $46074.60     | 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        |      7416 | NS      | $161298.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                   | RxSight Inc                                                                 | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2936 | NS      | $18085.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                          | Ryerson Holding Corp                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      3640 | NS      | $81827.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc              | Ryman Hospitality Properties Inc                                            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      5119 | NS      | $472330.13    | 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        |      3197 | NS      | $133730.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SB Financial Group Inc                        | SB Financial Group Inc                                                      | CUSIP: 78408D105<br>LEI: 54930028E6P8OT8CTV58 | Long             | EC               | CORP              | US        |       606 | NS      | $12726.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOR Marine Holdings Inc                    | SEACOR Marine Holdings Inc                                                  | CUSIP: 78413P101<br>LEI: 5493003LNKFW1W43N030 | Long             | EC               | CORP              | US        |      1989 | NS      | $14241.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                   | H2O America                                                                 | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |      2661 | NS      | $156120.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                    | Sezzle Inc                                                                  | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      1330 | NS      | $84175.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SL Green Realty Corp                          | SL Green Realty Corp                                                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |      6007 | NS      | $221898.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                  | SM Energy Co                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     20412 | NS      | $636446.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                              | SPS Commerce Inc                                                            | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      3184 | NS      | $177253.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYX Platforms Corp                           | SKYX Platforms Corp                                                         | CUSIP: 78471E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6251 | NS      | $7001.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                | SSR Mining Inc                                                              | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     16539 | NS      | $486246.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                          | SPX Technologies Inc                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      3984 | NS      | $796560.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                             | SWK Holdings Corp                                                           | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $4541.67      | 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        |     20402 | NS      | $392330.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                    | Sabre Corp                                                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     30309 | NS      | $43948.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sable Offshore Corp                           | Sable Offshore Corp                                                         | CUSIP: 78574H104<br>LEI: 254900IMMKZUOZF7V487 | Long             | EC               | CORP              | US        |     10190 | NS      | $168338.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                  | Safehold Inc                                                                | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      4693 | NS      | $63496.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                    | Safety Insurance Group Inc                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1233 | NS      | $89565.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SAGE THERAPEUTI                        | CONTRA SAGE THERAPEUTI                                                      | CUSIP: 786CVR019<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      5253 | NS      | $945.54       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| St Joe Co/The                                 | St Joe Co/The                                                               | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      3183 | NS      | $199892.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                     | Sally Beauty Holdings Inc                                                   | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      8454 | NS      | $117087.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                        | Sana Biotechnology Inc                                                      | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13411 | NS      | $38623.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanara Medtech Inc                            | Sanara Medtech Inc                                                          | CUSIP: 79957L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $5377.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                          | SandRidge Energy Inc                                                        | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      2582 | NS      | $42112.42     | 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        |       656 | NS      | $52040.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                  | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4412 | NS      | $571971.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SANUWAVE Health Inc                           | SANUWAVE Health Inc                                                         | CUSIP: 80303D305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       716 | NS      | $12379.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Palladyne AI Corp                             | Palladyne AI Corp                                                           | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2607 | NS      | $15824.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Satellogic Inc                                | Satellogic Inc                                                              | CUSIP: 80401C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7038 | NS      | $38286.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                              | Saul Centers Inc                                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      1207 | NS      | $39324.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc                                    | Savara Inc                                                                  | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |     11495 | NS      | $62762.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Savers Value Village Inc                      | Savers Value Village Inc                                                    | CUSIP: 80517M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3243 | NS      | $24127.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                | ScanSource Inc                                                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1754 | NS      | $63670.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                               | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1698 | NS      | $66323.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholar Rock Holding Corp                     | Scholar Rock Holding Corp                                                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      7144 | NS      | $351199.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                 | Schrodinger Inc/United States                                               | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      4704 | NS      | $53437.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                            | Mativ Holdings Inc                                                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      4515 | NS      | $39280.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA SCPHARMACEUTICA                        | CONTRA SCPHARMACEUTICA                                                      | CUSIP: 810CVR019<br>LEI: 549300F55SN4ZR2OA180 | Long             | EC               | CORP              | US        |      2385 | NS      | $763.20       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EW Scripps Co/The                             | EW Scripps Co/The                                                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      5870 | NS      | $21836.40     | 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        |      7956 | NS      | $240987.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Entertainment Group Inc               | Seaport Entertainment Group Inc                                             | CUSIP: 812215200<br>LEI: 2549006G3SN205YAST27 | Long             | EC               | CORP              | US        |       762 | NS      | $16367.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parks & Resorts Inc                    | United Parks & Resorts Inc                                                  | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      2269 | NS      | $74105.54     | 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        |      1578 | NS      | $14959.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                    | Select Water Solutions Inc                                                  | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      7799 | NS      | $119324.70    | 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        |      8728 | NS      | $142179.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN THERAPEUTICS INC                    | CARTESIAN THERAPEUTICS INC                                                  | CUSIP: 816212112<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |      9591 | NS      | $1726.38      | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Cartesian Therapeutics Inc                    | Cartesian Therapeutics Inc                                                  | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |       708 | NS      | $4354.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                 | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      4940 | NS      | $372426.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                               | Selectquote Inc                                                             | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     12128 | NS      | $7634.58      | 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        |     14065 | NS      | $59494.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GeneDx Holdings Corp                          | GeneDx Holdings Corp                                                        | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1569 | NS      | $100761.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                  | Semtech Corp                                                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7626 | NS      | $586363.14    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMrush Holdings Inc                          | SEMrush Holdings Inc                                                        | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |      3838 | NS      | $45825.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                             | Seneca Foods Corp                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $57727.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                    | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      3433 | NS      | $296748.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                  | Septerna Inc                                                                | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1944 | NS      | $46714.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Serve Robotics Inc                            | Serve Robotics Inc                                                          | CUSIP: 81758H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5075 | NS      | $42833.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Service Properties Trust                      | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     12917 | NS      | $17502.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ServisFirst Bancshares Inc                    | ServisFirst Bancshares Inc                                                  | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4313 | NS      | $314115.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seven Hills Realty Trust                      | Seven Hills Realty Trust                                                    | CUSIP: 81784E101<br>LEI: 549300ESBDZ3SA3OEX38 | Long             | EC               |  | US        |      1253 | NS      | $10299.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                               | Shake Shack Inc                                                             | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      3250 | NS      | $287527.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co              | Shenandoah Telecommunications Co                                            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      4210 | NS      | $64918.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                             | Shoe Carnival Inc                                                           | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1826 | NS      | $28467.34     | 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        |     14051 | NS      | $92455.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                          | Shore Bancshares Inc                                                        | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2605 | NS      | $48661.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundThinking Inc                             | SoundThinking Inc                                                           | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       986 | NS      | $6527.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoulder Innovations Inc                      | Shoulder Innovations Inc                                                    | CUSIP: 82537J108<br>LEI: 529900LTH37ALD2K7437 | Long             | EC               | CORP              | US        |       400 | NS      | $5812.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                              | Shutterstock Inc                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      2037 | NS      | $33834.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                   | SI-BONE Inc                                                                 | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      3173 | NS      | $40074.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Siebert Financial Corp                        | Siebert Financial Corp                                                      | CUSIP: 826176109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1444 | NS      | $2772.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Bancorp                                | Sierra Bancorp                                                              | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $34530.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                            | Sight Sciences Inc                                                          | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3442 | NS      | $12976.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                         | SIGA Technologies Inc                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3774 | NS      | $20190.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                      | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2697 | NS      | $561380.55    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvaco Group Inc                             | Silvaco Group Inc                                                           | CUSIP: 82728C102<br>LEI: 89450009UUSWTJL6DP68 | Long             | EC               | CORP              | US        |       614 | NS      | $4347.12      | 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        |       744 | NS      | $9999.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARS Pharmaceuticals Inc                       | ARS Pharmaceuticals Inc                                                     | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4888 | NS      | $39250.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp                   | Simmons First National Corp                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     11847 | NS      | $230424.15    | 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        |      7530 | NS      | $108055.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                          | Simulations Plus Inc                                                        | CUSIP: 829214105<br>LEI: 529900KYRDJAQ8TJCG93 | Long             | EC               | CORP              | US        |      1576 | NS      | $18628.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                                  | Sinclair Inc                                                                | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3228 | NS      | $41770.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sionna Therapeutics Inc                       | Sionna Therapeutics Inc                                                     | CUSIP: 829401108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1302 | NS      | $52197.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                             | SITE Centers Corp                                                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      4653 | NS      | $25126.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                   | SiTime Corp                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1843 | NS      | $636480.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                  | Six Flags Entertainment Corp                                                | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      8020 | NS      | $142355.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Skillsoft Corp                                | Skillsoft Corp                                                              | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       455 | NS      | $1951.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Champion Homes Inc                            | Champion Homes Inc                                                          | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |      4594 | NS      | $341655.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sky Harbour Group Corp                        | Sky Harbour Group Corp                                                      | CUSIP: 83085C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2172 | NS      | $20916.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc                                   | SkyWest Inc                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      3286 | NS      | $301753.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                       | SkyWater Technology Inc                                                     | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $79653.46     | 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        |      3204 | NS      | $139950.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                             | Sleep Number Corp                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      2108 | NS      | $3783.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                  | Slide Insurance Holdings Inc                                                | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      5785 | NS      | $104130.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                     | Smith & Wesson Brands Inc                                                   | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      3707 | NS      | $53121.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                            | SmartFinancial Inc                                                          | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1215 | NS      | $47482.20     | 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        |      4555 | NS      | $137925.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corp                            | Smith-Midland Corp                                                          | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $7416.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Energy Infrastructure Inc             | Solaris Energy Infrastructure Inc                                           | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      3790 | NS      | $214172.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                       | Soleno Therapeutics Inc                                                     | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |      4124 | NS      | $138071.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc                         | Solid Biosciences Inc                                                       | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $35467.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                               | Solid Power Inc                                                             | CUSIP: 83422N105<br>LEI: 5299001ZPFRA2QBIQK79 | Long             | EC               | CORP              | US        |     12748 | NS      | $38244.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                          | Sonic Automotive Inc                                                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      1251 | NS      | $85781.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                     | Sonos Inc                                                                   | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      9831 | NS      | $131735.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sound Financial Bancorp Inc                   | Sound Financial Bancorp Inc                                                 | CUSIP: 83607A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $9572.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundHound AI Inc                             | SoundHound AI Inc                                                           | CUSIP: 836100107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30613 | NS      | $210311.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc                    | South Plains Financial Inc                                                  | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1012 | NS      | $42402.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                            | California BanCorp                                                          | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |      1898 | NS      | $33632.56     | 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        |       613 | NS      | $33408.50     | 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        |       808 | NS      | $51663.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southland Holdings Inc                        | Southland Holdings Inc                                                      | CUSIP: 84445C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $403.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares Inc                      | Southside Bancshares Inc                                                    | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2417 | NS      | $75144.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                    | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      5628 | NS      | $489073.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                  | Spectrum Brands Holdings Inc                                                | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      1852 | NS      | $136492.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                              | Spire Global Inc                                                            | CUSIP: 848560306<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |      2185 | NS      | $27487.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                     | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      4740 | NS      | $429159.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                             | Spok Holdings Inc                                                           | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      2080 | NS      | $22672.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                  | Sprinklr Inc                                                                | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      9404 | NS      | $56424.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                             | Sprout Social Inc                                                           | CUSIP: 85209W109<br>LEI: 254900QE3QH8EBRDOB65 | Long             | EC               | CORP              | US        |      4319 | NS      | $24618.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SR Bancorp Inc                                | SR Bancorp Inc                                                              | CUSIP: 85227J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $13571.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                             | STAAR Surgical Co                                                           | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2808 | NS      | $52509.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                  | Stagwell Inc                                                                | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      9647 | NS      | $60679.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                   | Standard Motor Products Inc                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      1766 | NS      | $61350.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                    | Standex International Corp                                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1005 | NS      | $256134.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starz Entertainment Corp                      | Starz Entertainment Corp                                                    | CUSIP: 855919106<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      1266 | NS      | $14559.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co                                     | Stepan Co                                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      1801 | NS      | $90013.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                           | Stellar Bancorp Inc                                                         | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      3931 | NS      | $143913.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                           | StepStone Group Inc                                                         | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5666 | NS      | $270381.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stereotaxis Inc                               | Stereotaxis Inc                                                             | CUSIP: 85916J409<br>LEI: 549300KPNOKI02O2ZP21 | Long             | EC               | CORP              | US        |      5370 | NS      | $9880.80      | 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        |      1284 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sterling Infrastructure Inc                   | Sterling Infrastructure Inc                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      2443 | NS      | $994960.61    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp             | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2462 | NS      | $151609.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                | Stitch Fix Inc                                                              | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      9002 | NS      | $29796.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                       | Stock Yards Bancorp Inc                                                     | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      2199 | NS      | $145771.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                        | Stoke Therapeutics Inc                                                      | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      4009 | NS      | $130533.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                              | StoneX Group Inc                                                            | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      5968 | NS      | $481319.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                       | Strategic Education Inc                                                     | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      1951 | NS      | $161854.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strive Inc                                    | Strive Inc                                                                  | CUSIP: 862945300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4265 | NS      | $42735.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Strattec Security Corp                        | Strattec Security Corp                                                      | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       396 | NS      | $31022.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                        | Stratus Properties Inc                                                      | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       442 | NS      | $13489.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strawberry Fields REIT Inc                    | Strawberry Fields REIT Inc                                                  | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               |  | US        |       571 | NS      | $6794.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                    | Stride Inc                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3425 | NS      | $301982.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                          | Sturm Ruger & Co Inc                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1152 | NS      | $46183.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                   | Summit Hotel Properties Inc                                                 | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      8643 | NS      | $38202.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corp                         | Summit Midstream Corp                                                       | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $21409.92     | 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        |      4275 | NS      | $70623.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                            | SunCoke Energy Inc                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7098 | NS      | $46207.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                   | SunOpta Inc                                                                 | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      8959 | NS      | $58054.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                    | Sunrun Inc                                                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     18164 | NS      | $246303.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                  | Sunstone Hotel Investors Inc                                                | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     14775 | NS      | $133122.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc                      | Sunrise Realty Trust Inc                                                    | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               |  | US        |       539 | NS      | $4134.13      | 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        |      1274 | NS      | $12943.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                  | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      4507 | NS      | $232966.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                          | Surgery Partners Inc                                                        | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      6462 | NS      | $77027.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                | Sweetgreen Inc                                                              | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8652 | NS      | $44903.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                  | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2874 | NS      | $121397.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascent Industries Co                          | Ascent Industries Co                                                        | CUSIP: 871565107<br>LEI: 549300U2S5125001TS43 | Long             | EC               | CORP              | US        |       812 | NS      | $10807.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                 | Synaptics Inc                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      3207 | NS      | $224618.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                    | Syndax Pharmaceuticals Inc                                                  | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      7119 | NS      | $166299.84    | 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        |      6885 | NS      | $321736.05    | 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        |      5635 | NS      | $44009.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TSS Inc/MD                                    | TSS Inc/MD                                                                  | CUSIP: 87288V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $24237.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                          | TTM Technologies Inc                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      8417 | NS      | $819984.14    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                | Tactile Systems Technology Inc                                              | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      1945 | NS      | $50822.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talkspace Inc                                 | Talkspace Inc                                                               | CUSIP: 87427V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12044 | NS      | $62327.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                              | Talos Energy Inc                                                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     10061 | NS      | $158561.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                      | Tandem Diabetes Care Inc                                                    | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      5586 | NS      | $107083.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                    | Tanger Inc                                                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |      9393 | NS      | $319174.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                        | Tango Therapeutics Inc                                                      | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9089 | NS      | $190141.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                       | Target Hospitality Corp                                                     | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3084 | NS      | $28619.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                    | Tarsus Pharmaceuticals Inc                                                  | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3272 | NS      | $229530.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                     | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      7964 | NS      | $463823.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Taysha Gene Therapies Inc                     | Taysha Gene Therapies Inc                                                   | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17672 | NS      | $78993.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                | TechTarget Inc                                                              | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      2573 | NS      | $9983.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tectonic Therapeutic Inc                      | Tectonic Therapeutic Inc                                                    | CUSIP: 878972108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1122 | NS      | $34681.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                | Tejon Ranch Co                                                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      2066 | NS      | $38923.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                            | Teladoc Health Inc                                                          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     14694 | NS      | $80082.30     | 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        |      8083 | NS      | $340294.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                    | Telos Corp                                                                  | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |      5513 | NS      | $23099.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                          | Tenable Holdings Inc                                                        | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      9713 | NS      | $164295.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc                              | 10X Genomics Inc                                                            | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      8961 | NS      | $190242.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                    | Tennant Co                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1571 | NS      | $104314.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                    | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      9177 | NS      | $542360.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                  | Terawulf Inc                                                                | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Long             | EC               | CORP              | US        |     25060 | NS      | $361615.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                     | Terns Pharmaceuticals Inc                                                   | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |      7842 | NS      | $413430.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                           | Terreno Realty Corp                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      8477 | NS      | $520657.34    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                        | TETRA Technologies Inc                                                      | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     10616 | NS      | $90448.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tevogen Bio Holdings Inc                      | Tevogen Bio Holdings Inc                                                    | CUSIP: 88165K200<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |        42 | NS      | $189.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc                  | Texas Capital Bancshares Inc                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      3592 | NS      | $340808.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                           | TG Therapeutics Inc                                                         | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     11790 | NS      | $391663.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                          | Beauty Health Co/The                                                        | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |     11674 | NS      | $10389.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                              | RealReal Inc/The                                                            | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      7960 | NS      | $72276.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                    | Thermon Group Holdings Inc                                                  | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      2747 | NS      | $138448.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                    | Third Coast Bancshares Inc                                                  | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      1075 | NS      | $40667.25     | 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        |      2017 | NS      | $60.51        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| 3D Systems Corp                               | 3D Systems Corp                                                             | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     12675 | NS      | $23829.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                   | ThredUp Inc                                                                 | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      7726 | NS      | $25341.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                            | Thryv Holdings Inc                                                          | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3115 | NS      | $8535.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                 | Tidewater Inc                                                               | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      4112 | NS      | $343557.60    | 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        |       623 | NS      | $24564.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                  | Metallus Inc                                                                | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      3067 | NS      | $50114.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                   | Tiptree Inc                                                                 | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |      2311 | NS      | $39102.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                       | Titan International Inc                                                     | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      4063 | NS      | $28075.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                           | Titan Machinery Inc                                                         | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2046 | NS      | $34209.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc                       | Tobira Therapeutics Inc                                                     | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | Long             | EC               | CORP              | US        |       690 | NS      | $41.40        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Tompkins Financial Corp                       | Tompkins Financial Corp                                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1127 | NS      | $88852.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tonix Pharmaceuticals Holding Corp            | Tonix Pharmaceuticals Holding Corp                                          | CUSIP: 890260839<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               | CORP              | US        |       773 | NS      | $10628.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc                   | Tootsie Roll Industries Inc                                                 | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      1559 | NS      | $66618.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                           | Torrid Holdings Inc                                                         | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $1742.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                      | Towne Bank/Portsmouth VA                                                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      7041 | NS      | $237070.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                   | Traeger Inc                                                                 | CUSIP: 89269P202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $1972.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                  | Transcat Inc                                                                | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       849 | NS      | $62359.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc         | Transcontinental Realty Investors Inc                                       | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |        94 | NS      | $3278.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                         | TransMedics Group Inc                                                       | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      2778 | NS      | $276160.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                     | Travelzoo                                                                   | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |       649 | NS      | $3842.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics Inc                      | Travere Therapeutics Inc                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6697 | NS      | $198967.87    | 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        |      4493 | NS      | $6020.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                 | Tredegar Corp                                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      2145 | NS      | $17052.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA TREEHOUSE FOODS                        | CONTRA TREEHOUSE FOODS                                                      | CUSIP: 894CVR018<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      4202 | NS      | $8109.86      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trevi Therapeutics Inc                        | Trevi Therapeutics Inc                                                      | CUSIP: 89532M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7632 | NS      | $91049.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                              | TriCo Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2532 | NS      | $120371.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                   | TriMas Corp                                                                 | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      2776 | NS      | $99769.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                              | TriNet Group Inc                                                            | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      2501 | NS      | $91111.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                        | Trinity Industries Inc                                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      6843 | NS      | $220207.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                         | Triumph Financial Inc                                                       | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1897 | NS      | $113175.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriSalus Life Sciences Inc                    | TriSalus Life Sciences Inc                                                  | CUSIP: 89680M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1629 | NS      | $6516.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                               | TripAdvisor Inc                                                             | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      9724 | NS      | $103657.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueBlue Inc                                  | TrueBlue Inc                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3148 | NS      | $12308.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                 | Trupanion Inc                                                               | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      3101 | NS      | $79416.61     | 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        |      1555 | NS      | $68077.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                | Trustmark Corp                                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      4513 | NS      | $190177.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                             | TTEC Holdings Inc                                                           | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      1918 | NS      | $4795.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                    | Tucows Inc                                                                  | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |       790 | NS      | $13556.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TuHURA Biosciences Inc                        | TuHURA Biosciences Inc                                                      | CUSIP: 898920103<br>LEI: 549300N7OBMRNSOQC133 | Long             | EC               | CORP              | US        |      2622 | NS      | $4693.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Turning Point Brands Inc                      | Turning Point Brands Inc                                                    | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1430 | NS      | $124109.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                             | Turtle Beach Corp                                                           | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      1190 | NS      | $12066.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                             | Tutor Perini Corp                                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      3722 | NS      | $287301.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                         | Twist Bioscience Corp                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      4940 | NS      | $234748.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                   | Two Harbors Investment Corp                                                 | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |      8726 | NS      | $99650.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                          | Tyra Biosciences Inc                                                        | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1991 | NS      | $76255.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                          | UFP Technologies Inc                                                        | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       629 | NS      | $121774.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                     | Udemy Inc                                                                   | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      9103 | NS      | $42055.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                            | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      6004 | NS      | $677191.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                            | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4724 | NS      | $435174.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Gold Corp                                  | US Gold Corp                                                                | CUSIP: 90291C201<br>LEI: 5299003C2TFXIV9QAV34 | Long             | EC               | CORP              | US        |      1124 | NS      | $17073.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Goldmining Inc                             | US Goldmining Inc                                                           | CUSIP: 90291W108<br>LEI: 391200A8WKGUPEUHMC68 | Long             | EC               | CORP              | US        |       166 | NS      | $1930.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties Inc                            | UMH Properties Inc                                                          | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |      6644 | NS      | $95872.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                     | USANA Health Sciences Inc                                                   | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      1121 | NS      | $19583.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                       | US Physical Therapy Inc                                                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1260 | NS      | $94449.60     | 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        |       808 | NS      | $14980.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                      | Ultra Clean Holdings Inc                                                    | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      3732 | NS      | $232055.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                              | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1189 | NS      | $299140.51    | 0.12%             |  |  |  | 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        |       372 | NS      | $9047.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                   | Unisys Corp                                                                 | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      6557 | NS      | $13572.99     | 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        |      9946 | NS      | $313199.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                      | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     11360 | NS      | $470531.20    | 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        |      1759 | NS      | $65188.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp               | American Coastal Insurance Corp                                             | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |      2528 | NS      | $28440.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                      | United Natural Foods Inc                                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      5010 | NS      | $225750.60    | 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        |      1414 | NS      | $14861.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Antimony Corp                   | United States Antimony Corp                                                 | CUSIP: 911549103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9770 | NS      | $85292.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc             | United States Lime & Minerals Inc                                           | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       905 | NS      | $118202.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                         | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1977483.70   | 0.78%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                               | Uniti Group Inc                                                             | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     13577 | NS      | $127352.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                   | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1347 | NS      | $70367.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                             | Unity Bancorp Inc                                                           | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       748 | NS      | $38768.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                             | Universal Corp/VA                                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2022 | NS      | $106559.40    | 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        |      1078 | NS      | $43626.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc              | Universal Insurance Holdings Inc                                            | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      2125 | NS      | $72590.00     | 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        |       475 | NS      | $10041.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Technical Institute Inc             | Universal Technical Institute Inc                                           | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      3900 | NS      | $140790.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                        | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2408 | NS      | $82498.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstream Bio Inc                              | Upstream Bio Inc                                                            | CUSIP: 91678A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2741 | NS      | $24669.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                          | Upstart Holdings Inc                                                        | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      7037 | NS      | $180499.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                    | Upwork Inc                                                                  | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     10282 | NS      | $112690.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                           | Uranium Energy Corp                                                         | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     39575 | NS      | $534262.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                          | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      5346 | NS      | $338669.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                         | Urban Edge Properties                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     10634 | NS      | $212467.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USA Rare Earth Inc                            | USA Rare Earth Inc                                                          | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15086 | NS      | $228326.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                     | Utah Medical Products Inc                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       296 | NS      | $18349.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                | Utz Brands Inc                                                              | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |      6050 | NS      | $47916.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                      | VSE Corp                                                                    | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      2227 | NS      | $410658.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                             | VAALCO Energy Inc                                                           | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      8591 | NS      | $54466.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                     | Valhi Inc                                                                   | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $2702.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                       | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     39397 | NS      | $483795.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                | Value Line Inc                                                              | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $3211.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                     | Vanda Pharmaceuticals Inc                                                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      4281 | NS      | $29581.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                            | Varex Imaging Corp                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      3855 | NS      | $40901.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                           | Varonis Systems Inc                                                         | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      9605 | NS      | $206219.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                         | Veeco Instruments Inc                                                       | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      4781 | NS      | $161884.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                       | V2X Inc                                                                     | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2169 | NS      | $148576.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                   | Vaxcyte Inc                                                                 | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     10284 | NS      | $597603.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                        | Velocity Financial Inc                                                      | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $20694.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verde Clean Fuels Inc                         | Verde Clean Fuels Inc                                                       | CUSIP: 923372106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       355 | NS      | $599.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                                  | Verastem Inc                                                                | CUSIP: 92337C203<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |      5483 | NS      | $29059.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                  | Veracyte Inc                                                                | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      6549 | NS      | $210943.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                         | Vera Therapeutics Inc                                                       | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5061 | NS      | $203604.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                  | Vericel Corp                                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      4210 | NS      | $135435.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                           | Verra Mobility Corp                                                         | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     13351 | NS      | $190785.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Inc                                    | Vertex Inc                                                                  | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |      5436 | NS      | $64634.04     | 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        |      1724 | NS      | $63150.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                    | Viasat Inc                                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     10209 | NS      | $467572.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                           | Viavi Solutions Inc                                                         | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     18881 | NS      | $628359.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Transportation Inc                        | Via Transportation Inc                                                      | CUSIP: 92556W104<br>LEI: 5493008VI9XI9EV3A861 | Long             | EC               | CORP              | US        |       837 | NS      | $12555.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                          | Viant Technology Inc                                                        | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $17942.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                    | Vicor Corp                                                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1907 | NS      | $307027.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                        | Victoria's Secret & Co                                                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      5791 | NS      | $268470.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                  | Victory Capital Holdings Inc                                                | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      3700 | NS      | $242276.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                         | Viemed Healthcare Inc                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2819 | NS      | $25962.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                      | Village Super Market Inc                                                    | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       759 | NS      | $32052.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                         | Vir Biotechnology Inc                                                       | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7386 | NS      | $66178.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                               | Virco Mfg. Corp                                                             | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1023 | NS      | $6260.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viridian Therapeutics Inc                     | Viridian Therapeutics Inc                                                   | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      6486 | NS      | $126866.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia National Bankshares Corp             | Virginia National Bankshares Corp                                           | CUSIP: 928031103<br>LEI: 5493005LXSLNF92BF097 | Long             | EC               | CORP              | US        |       390 | NS      | $14898.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                | Virtus Investment Partners Inc                                              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       549 | NS      | $73758.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                    | Vishay Intertechnology Inc                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     10125 | NS      | $182250.00    | 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        |      1011 | NS      | $43897.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                  | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2296 | NS      | $209188.56    | 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        |      3870 | NS      | $185411.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                               | Vital Farms Inc                                                             | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2894 | NS      | $40863.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                            | Vitesse Energy Inc                                                          | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2464 | NS      | $44746.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivid Seats Inc                               | Vivid Seats Inc                                                             | CUSIP: 92854T209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       371 | NS      | $2192.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Technologies Inc                      | Voyager Technologies Inc                                                    | CUSIP: 92892B103<br>LEI: 254900DDCLSP240FE187 | Long             | EC               | CORP              | US        |      3922 | NS      | $91735.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                      | Voyager Therapeutics Inc                                                    | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      3923 | NS      | $15142.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vroom Inc                                     | Vroom Inc                                                                   | CUSIP: 92918V307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $1450.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vox Royalty Corp                              | Vox Royalty Corp                                                            | CUSIP: 92919F103<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4095 | NS      | $21457.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                    | Vuzix Corp                                                                  | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |      6557 | NS      | $15146.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore Inc                              | W&T Offshore Inc                                                            | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      9698 | NS      | $33070.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                      | WD-40 Co                                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1105 | NS      | $225353.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                           | WSFS Financial Corp                                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      4373 | NS      | $286256.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                          | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      3439 | NS      | $29644.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                             | WM Technology Inc                                                           | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |      8176 | NS      | $5383.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                           | Walker & Dunlop Inc                                                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2756 | NS      | $122311.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                              | Warby Parker Inc                                                            | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8210 | NS      | $172984.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                          | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      4233 | NS      | $394303.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                      | WaFd Inc                                                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6235 | NS      | $195779.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                  | Washington Trust Bancorp Inc                                                | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      1609 | NS      | $53837.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                      | Waterstone Financial Inc                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      1233 | NS      | $22230.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                  | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2269 | NS      | $658668.01    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc                    | Climb Global Solutions Inc                                                  | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |      1296 | NS      | $25686.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                          | Waystar Holding Corp                                                        | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      9142 | NS      | $220413.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wealthfront Corp                              | Wealthfront Corp                                                            | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |      2869 | NS      | $26538.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                      | Weave Communications Inc                                                    | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5955 | NS      | $27512.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Webtoon Entertainment Inc                     | Webtoon Entertainment Inc                                                   | CUSIP: 94845U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $14097.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                              | Weis Markets Inc                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1114 | NS      | $76186.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                        | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      4846 | NS      | $142520.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                  | WesBanco Inc                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7914 | NS      | $272953.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                              | West BanCorp Inc                                                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1387 | NS      | $32996.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                           | Westamerica BanCorp                                                         | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      2062 | NS      | $107533.30    | 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        |      1877 | NS      | $24269.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Coffee Co                            | Westrock Coffee Co                                                          | CUSIP: 96145W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3320 | NS      | $14110.00     | 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        |       761 | NS      | $12533.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                               | Weyco Group Inc                                                             | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       443 | NS      | $14198.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                               | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      3771 | NS      | $60901.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                         | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      3440 | NS      | $131064.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                             | Willdan Group Inc                                                           | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      1161 | NS      | $88886.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Lease Finance Corp                     | Willis Lease Finance Corp                                                   | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       238 | NS      | $40521.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                  | Winmark Corp                                                                | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $106459.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                      | Winnebago Industries Inc                                                    | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2279 | NS      | $70626.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                | WisdomTree Inc                                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     10056 | NS      | $146415.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide Inc                      | Wolverine World Wide Inc                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      6735 | NS      | $109915.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                   | Workiva Inc                                                                 | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      4082 | NS      | $243409.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                         | World Acceptance Corp                                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $29438.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                             | World Kinect Corp                                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4616 | NS      | $106491.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                   | Worthington Enterprises Inc                                                 | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      2629 | NS      | $137076.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                         | Worthington Steel Inc                                                       | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      2746 | NS      | $83341.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                      | XPEL Inc                                                                    | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      2011 | NS      | $89006.86     | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| XCF Global Inc                                | XCF Global Inc                                                              | CUSIP: 98400U103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2950 | NS      | $1078.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                    | Xenia Hotels & Resorts Inc                                                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      8269 | NS      | $122629.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                    | Xencor Inc                                                                  | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      5885 | NS      | $70973.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMA Royalty Corp                             | XOMA Royalty Corp                                                           | CUSIP: 98419J206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $30083.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenon Pharmaceuticals Inc                     | Xenon Pharmaceuticals Inc                                                   | CUSIP: 98420N105<br>LEI: 549300XV44Q9Z1MIPQ03 | Long             | EC               | CORP              | CA        |      7138 | NS      | $415074.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                           | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      9840 | NS      | $12693.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Xeris Biopharma Holdings Inc                  | Xeris Biopharma Holdings Inc                                                | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12827 | NS      | $74396.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                        | Xponential Fitness Inc                                                      | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2041 | NS      | $12286.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                   | Xometry Inc                                                                 | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      3633 | NS      | $148371.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc                                     | Xperi Inc                                                                   | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               | CORP              | US        |      4164 | NS      | $23318.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                      | Yelp Inc                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4833 | NS      | $119568.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                      | Yext Inc                                                                    | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      8479 | NS      | $32559.36     | 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        |      1457 | NS      | $32301.69     | 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        |      1406 | NS      | $42812.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc                           | Zenas Biopharma Inc                                                         | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $37614.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zevia PBC                                     | Zevia PBC                                                                   | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3222 | NS      | $3769.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                     | Zeta Global Holdings Corp                                                   | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     17220 | NS      | $274142.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                              | ZipRecruiter Inc                                                            | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      6932 | NS      | $12754.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zspace Inc                                    | Zspace Inc                                                                  | CUSIP: 98980W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $24.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                    | Zumiez Inc                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1196 | NS      | $26503.36     | 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        |     12459 | NS      | $558661.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                 | Zymeworks Inc                                                               | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |      4164 | NS      | $104266.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | E-MINI RUSS 2000 JUN26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        68 | NC      | $-80740.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Titan America SA                              | Titan America SA                                                            | CUSIP: 000000000<br>LEI: 9845007APCB6462D6C46 | Long             | EC               | CORP              | BE        |      2017 | NS      | $30214.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE                                                              | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     11143 | NS      | $273894.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                  | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   2066337 | NS      | $2066337.34   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                    | Adient PLC                                                                  | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      6432 | NS      | $129990.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                  | Alkermes PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     13171 | NS      | $465726.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                 | Ambarella Inc                                                               | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      3404 | NS      | $175220.90    | 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        |      3487 | NS      | $182997.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                  | Biohaven Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      9621 | NS      | $81393.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitdeer Technologies Group                    | Bitdeer Technologies Group                                                  | CUSIP: 000000000<br>LEI: 2549007M2KGWVJ9XFP20 | Long             | EC               | CORP              | KY        |     10024 | NS      | $86707.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bit Digital Inc                               | Bit Digital Inc                                                             | CUSIP: 000000000<br>LEI: 2549005XLPRWS7HWCM31 | Long             | EC               | CORP              | KY        |     26584 | NS      | $34825.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                             | Borr Drilling Ltd                                                           | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     22746 | NS      | $131244.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                     | Caledonia Mining Corp PLC                                                   | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      1356 | NS      | $30632.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Burford Capital Ltd                           | Burford Capital Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |     16814 | NS      | $75999.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                            | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |      9726 | NS      | $171372.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                  | Cimpress PLC                                                                | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1412 | NS      | $103076.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                     | Consolidated Water Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      1262 | NS      | $41797.44     | 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        |     13340 | NS      | $1252225.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Critical Metals Corp                          | Critical Metals Corp                                                        | CUSIP: 000000000<br>LEI: 984500158752F66VAE27 | Long             | EC               | CORP              | VG        |      4771 | NS      | $37881.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield Ltd                       | Cushman & Wakefield Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     19351 | NS      | $237243.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                      | Dole PLC                                                                    | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      5494 | NS      | $78509.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA AVADEL PHARMACE                        | CONTRA AVADEL PHARMACE                                                      | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |      7464 | NS      | $4776.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Essent Group Ltd                              | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      7612 | NS      | $444845.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                                                    | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      2983 | NS      | $1555694.16   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                | Ferroglobe PLC                                                              | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |      9988 | NS      | $41150.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                | Fidelis Insurance Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |      4865 | NS      | $92970.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                  | FLEX LNG Ltd                                                                | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |      2540 | NS      | $75463.40     | 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        |      2777 | NS      | $111802.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                      | GigaCloud Technology Inc                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2075 | NS      | $94163.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genius Sports Ltd                             | Genius Sports Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     18281 | NS      | $80984.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                        | Gambling.com Group Ltd                                                      | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |      1754 | NS      | $6805.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                     | Greenlight Capital Re Ltd                                                   | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      2143 | NS      | $37052.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                  | Hamilton Insurance Group Ltd                                                | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      3835 | NS      | $114398.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                             | Helen of Troy Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1914 | NS      | $27599.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                                 | Herbalife Ltd                                                               | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      8448 | NS      | $124354.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Himalaya Shipping Ltd                         | Himalaya Shipping Ltd                                                       | CUSIP: 000000000<br>LEI: 984500D86FFE5EYE7988 | Long             | EC               | CORP              | BM        |      2261 | NS      | $30071.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                             | IBEX Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      1019 | NS      | $27329.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                            | Ichor Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      2819 | NS      | $131393.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC                        | Brightstar Lottery PLC                                                      | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      8522 | NS      | $108570.28    | 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        |      2197 | NS      | $43786.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kestrel Group Ltd                             | Kestrel Group Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       374 | NS      | $4039.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                  | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      4556 | NS      | $289579.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Logistic Properties Of The Americas           | Logistic Properties Of The Americas                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       322 | NS      | $1062.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifezone Metals Ltd                           | Lifezone Metals Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IM        |      3577 | NS      | $12018.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings PLC                           | Luxfer Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      2400 | NS      | $29232.00     | 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        |      2702 | NS      | $10753.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                         | MeiraGTx Holdings plc                                                       | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |      3481 | NS      | $30145.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marex Group PLC                               | Marex Group PLC                                                             | CUSIP: 000000000<br>LEI: 549300DWX0SVICJAL507 | Long             | EC               | CORP              | GB        |      4498 | NS      | $200520.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd               | Alpha & Omega Semiconductor Ltd                                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      2305 | NS      | $51078.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                         | Nabors Industries Ltd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1174 | NS      | $101034.44    | 0.04%             |  |  |  | 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        |      5507 | NS      | $118235.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                             | Joby Aviation Inc                                                           | CUSIP: 000000000<br>LEI: 254900NMVFUM8FO88E56 | Long             | EC               | CORP              | US        |     47958 | NS      | $396133.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                | Noble Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     10340 | NS      | $507383.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                   | Nordic American Tankers Ltd                                                 | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |     17137 | NS      | $100422.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                  | Novocure Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |      8489 | NS      | $92530.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                         | Pagseguro Digital Ltd                                                       | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | KY        |     14976 | NS      | $150059.52    | 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        |      3008 | NS      | $21296.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                        | Patria Investments Ltd                                                      | CUSIP: 000000000<br>LEI: 254900MZMZN2NNVXYO82 | Long             | EC               | CORP              | KY        |      5415 | NS      | $68229.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Paysafe Ltd                                   | Paysafe Ltd                                                                 | CUSIP: 000000000<br>LEI: 2138003K6PVDCI5TBN11 | Long             | EC               | CORP              | BM        |      3202 | NS      | $21805.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                             | Prothena Corp PLC                                                           | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3428 | NS      | $33320.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rezolve AI PLC                                | Rezolve AI PLC                                                              | CUSIP: 000000000<br>LEI: 2138007EPO6C1AEMWX44 | Long             | EC               | CORP              | GB        |     18173 | NS      | $46522.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SFL Corp Ltd                                  | SFL Corp Ltd                                                                | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     10137 | NS      | $109378.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                  | Seadrill Ltd                                                                | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |      5101 | NS      | $232095.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                 | Sapiens International Corp NV                                               | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |      2599 | NS      | $113056.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                           | Signet Jewelers Ltd                                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      3243 | NS      | $274487.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                               | SiriusPoint Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      8567 | NS      | $184533.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                   | StoneCo Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     20995 | NS      | $296449.40    | 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        |     13313 | NS      | $143780.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                | Tecnoglass Inc                                                              | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |      2239 | NS      | $99747.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                               | Teekay Corp Ltd                                                             | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |      4401 | NS      | $53736.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                            | Teekay Tankers Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |      2007 | NS      | $147153.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                      | Theravance Biopharma Inc                                                    | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      3074 | NS      | $49891.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                     | Liberty Latin America Ltd                                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      2412 | NS      | $20839.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                     | Liberty Latin America Ltd                                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     10599 | NS      | $93483.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                           | Tronox Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      9915 | NS      | $96869.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                 | Golar LNG Ltd                                                               | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      7934 | NS      | $429308.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                   | Valaris Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |      5069 | NS      | $496964.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VTEX                                          | VTEX                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5897 | NS      | $23588.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Waldencast plc                                | Waldencast plc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |      3615 | NS      | $3433.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Webull Corp                                   | Webull Corp                                                                 | CUSIP: 000000000<br>LEI: 213800YKAMJ8BY75D995 | Long             | EC               | CORP              | KY        |     22170 | NS      | $106416.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitefiber Inc                                | Whitefiber Inc                                                              | CUSIP: 000000000<br>LEI: 254900VTG8XTRF3IQN65 | Long             | EC               | CORP              | KY        |       887 | NS      | $10564.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                           | ADC Therapeutics SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      6859 | NS      | $25721.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aebi Schmidt Holding AG                       | Aebi Schmidt Holding AG                                                     | CUSIP: 000000000<br>LEI: 506700TN58RT735OV464 | Long             | EC               | CORP              | CH        |      3533 | NS      | $34305.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                        | CRISPR Therapeutics AG                                                      | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |      7475 | NS      | $355585.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Transocean Ltd                                | Transocean Ltd                                                              | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |     75453 | NS      | $500253.39    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                     | Ardagh Metal Packaging SA                                                   | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     11656 | NS      | $47206.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                      | Orion SA                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      5576 | NS      | $36244.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MediWound Ltd                                 | MediWound Ltd                                                               | CUSIP: 000000000<br>LEI: 549300LJKCS74GRYKF90 | Long             | EC               | CORP              | IL        |       785 | NS      | $12646.35     | 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        |      6560 | NS      | $14891.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pagaya Technologies Ltd                       | Pagaya Technologies Ltd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4942 | NS      | $57574.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                      | Nexxen International Ltd                                                    | CUSIP: 000000000<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |      2533 | NS      | $16515.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UroGen Pharma Ltd                             | UroGen Pharma Ltd                                                           | CUSIP: 000000000<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |      3082 | NS      | $55414.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ermenegildo Zegna NV                          | Ermenegildo Zegna NV                                                        | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |      5162 | NS      | $53788.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                       | Expro Group Holdings NV                                                     | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      6708 | NS      | $116786.28    | 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        |      2385 | NS      | $121825.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                      | OneSpaWorld Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |      7927 | NS      | $181924.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forafric Global PLC                           | Forafric Global PLC                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GI        |       431 | NS      | $4159.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                         | Ardmore Shipping Corp                                                       | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |      2883 | NS      | $43965.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                 | Costamare Inc                                                               | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      3738 | NS      | $63172.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd                | Costamare Bulkers Holdings Ltd                                              | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |       859 | NS      | $13288.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                              | DHT Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     10652 | NS      | $194612.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                | Dorian LPG Ltd                                                              | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      3106 | NS      | $106225.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                  | Genco Shipping & Trading Ltd                                                | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |      2837 | NS      | $63974.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                     | International Seaways Inc                                                   | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      3361 | NS      | $244949.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                        | Navigator Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |      2732 | NS      | $52809.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                              | Safe Bulkers Inc                                                            | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |      4679 | NS      | $29618.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                           | Scorpio Tankers Inc                                                         | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      3719 | NS      | $277660.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd                        | WaVe Life Sciences Ltd                                                      | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |     11436 | NS      | $82911.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer