# EDGAR Filing Document

**Accession Number:** 0000743773
**File Stem:** 0001410368-26-056093
**Filing Date:** 2026-5
**Character Count:** 209481
**Document Hash:** ea567772c668b984a2f0d59004772a6d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056093.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056093

**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:** 261041039

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

CVT

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

March 31, 2026

Schedule of Investments (Unaudited)

------

Common Stocks — 95.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Aerospace & Defense — 4.3% | Aerospace & Defense — 4.3% |  |
| AeroVironment, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5860 | $1072673 |
| ATI, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25029 | &nbsp;&nbsp; 3640718 |
| BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16843 | &nbsp;&nbsp; 3444225 |
| Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9176 | &nbsp;&nbsp; 3616720 |
| Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6792 | &nbsp;&nbsp; 4626167 |
| Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13977 | &nbsp;&nbsp; 1131159 |
| Kratos Defense & Security Solutions, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34010 | &nbsp;&nbsp; 2398045 |
| Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5237 | &nbsp;&nbsp; 1532556 |
| StandardAero, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902449 |
| Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10990 | &nbsp;&nbsp;&nbsp;&nbsp;3933541 |
|  |  | **$26298253** |
| Air Freight & Logistics — 0.2% | Air Freight & Logistics — 0.2% |  |
| GXO Logistics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21096 | &nbsp;&nbsp;&nbsp;$1093828 |
|  |  | &nbsp;&nbsp;&nbsp;**$1093828** |
| Automobile Components — 1.0% | Automobile Components — 1.0% |  |
| Autoliv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12661 | &nbsp;&nbsp;&nbsp;$1331431 |
| BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38143 | &nbsp;&nbsp;&nbsp;&nbsp;2069639 |
| Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876731 |
| Goodyear Tire & Rubber Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347704 |
| Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9345 | &nbsp;&nbsp;&nbsp;&nbsp;1131493 |
| Visteon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455641 |
|  |  | &nbsp;&nbsp;&nbsp;**$6212639** |
| Automobiles — 0.2% | Automobiles — 0.2% |  |
| Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21652 | &nbsp;&nbsp;&nbsp;&nbsp;$437804 |
| Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777649 |
|  |  | &nbsp;&nbsp;&nbsp;**$1215453** |
| Banks — 5.7% | Banks — 5.7% |  |
| Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29963 | &nbsp;&nbsp;&nbsp;&nbsp;$774843 |
| Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp;19115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877187 |
| Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54423 | &nbsp;&nbsp;&nbsp;&nbsp;1492823 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25246 | &nbsp;&nbsp;&nbsp;&nbsp;1242103 |
| Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11643 | &nbsp;&nbsp;&nbsp;&nbsp;1596022 |
| East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25346 | &nbsp;&nbsp;&nbsp;&nbsp;2705939 |
| F.N.B. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65635 | &nbsp;&nbsp;&nbsp;&nbsp;1097417 |
| First Financial Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703354 |
| First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89347 | &nbsp;&nbsp;&nbsp;&nbsp;2033538 |
| Flagstar Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;54860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722506 |
| Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23704 | &nbsp;&nbsp;&nbsp;&nbsp;1058858 |
| Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963643 |
| Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;907595 |
| International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666978 |
| Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;63738 | &nbsp;&nbsp;&nbsp;&nbsp;1408610 |
| Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27733 | &nbsp;&nbsp;&nbsp;&nbsp;2388921 |
| Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18614 | &nbsp;&nbsp;&nbsp;&nbsp;1250489 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Banks (continued) | Banks (continued) |  |
| SouthState Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18263 | $1689693 |
| Texas Capital Bancshares, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 | &nbsp;&nbsp; 772133 |
| UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13154 | &nbsp;&nbsp; 1483640 |
| United Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25674 | &nbsp;&nbsp; 1063417 |
| Valley National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;87889 | &nbsp;&nbsp; 1079277 |
| Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29703 | &nbsp;&nbsp; 2061982 |
| Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;18917 | &nbsp;&nbsp; 1340269 |
| Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12338 | &nbsp;&nbsp; 1714242 |
| Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;27201 | &nbsp;&nbsp;&nbsp;&nbsp;1567322 |
|  |  | **$34662801** |
| Beverages — 0.6% | Beverages — 0.6% |  |
| Boston Beer Co., Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp;$324864 |
| Celsius Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29444 | &nbsp;&nbsp;&nbsp;&nbsp;1044673 |
| Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10421 | &nbsp;&nbsp;&nbsp;&nbsp;1998123 |
|  |  | &nbsp;&nbsp;&nbsp;**$3367660** |
| Biotechnology — 2.9% | Biotechnology — 2.9% |  |
| Arrowhead Pharmaceuticals, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25797 | &nbsp;&nbsp;&nbsp;$1617472 |
| BioMarin Pharmaceutical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;35392 | &nbsp;&nbsp;&nbsp;&nbsp;1999294 |
| Cytokinetics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22524 | &nbsp;&nbsp;&nbsp;&nbsp;1484557 |
| Exelixis, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;47844 | &nbsp;&nbsp;&nbsp;&nbsp;2052029 |
| Halozyme Therapeutics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21664 | &nbsp;&nbsp;&nbsp;&nbsp;1400144 |
| Neurocrine Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18489 | &nbsp;&nbsp;&nbsp;&nbsp;2435741 |
| Roivant Sciences Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;83064 | &nbsp;&nbsp;&nbsp;&nbsp;2300873 |
| United Therapeutics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7932 | &nbsp;&nbsp;&nbsp;&nbsp;4703517 |
|  |  | **$17993627** |
| Broadline Retail — 0.3% | Broadline Retail — 0.3% |  |
| Macy's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49209 | &nbsp;&nbsp;&nbsp;&nbsp;$890191 |
| Ollie's Bargain Outlet Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11299 | &nbsp;&nbsp;&nbsp;&nbsp;1039960 |
|  |  | &nbsp;&nbsp;&nbsp;**$1930151** |
| Building Products — 1.8% | Building Products — 1.8% |  |
| AAON, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12466 | &nbsp;&nbsp;&nbsp;$1031562 |
| Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13202 | &nbsp;&nbsp;&nbsp;&nbsp;1810390 |
| Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7515 | &nbsp;&nbsp;&nbsp;&nbsp;2507154 |
| Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858002 |
| Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;15142 | &nbsp;&nbsp;&nbsp;&nbsp;1638667 |
| Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7638 | &nbsp;&nbsp;&nbsp;&nbsp;1310834 |
| Trex Co., Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715872 |
| UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983565 |
|  |  | **$10856046** |
| Capital Markets — 2.5% | Capital Markets — 2.5% |  |
| Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5182 | &nbsp;&nbsp;&nbsp;$1433859 |
| Carlyle Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47805 | &nbsp;&nbsp;&nbsp;&nbsp;2313284 |
| Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7125 | &nbsp;&nbsp;&nbsp;&nbsp;2126884 |
| Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768080 |
| Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;7494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744904 |

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Capital Markets (continued) | Capital Markets (continued) |  |
| Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9991 | $1434907 |
| Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;22648 | &nbsp;&nbsp; 1163428 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30462 | &nbsp;&nbsp; 1257167 |
| Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4229 | &nbsp;&nbsp; 714912 |
| SEI Investments Co. | &nbsp;&nbsp;&nbsp;&nbsp;17054 | &nbsp;&nbsp; 1338227 |
| Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28093 | &nbsp;&nbsp; 2076635 |
|  |  | **$15372287** |
| Chemicals — 1.7% | Chemicals — 1.7% |  |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8376 | &nbsp;&nbsp;&nbsp;&nbsp;$465789 |
| Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609150 |
| Axalta Coating Systems Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;39313 | &nbsp;&nbsp;&nbsp;&nbsp;1088970 |
| Cabot Corp. | &nbsp;&nbsp;&nbsp;&nbsp;9620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724482 |
| NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915918 |
| Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621803 |
| RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23594 | &nbsp;&nbsp;&nbsp;&nbsp;2345244 |
| Scotts Miracle-Gro Co. | &nbsp;&nbsp;&nbsp;&nbsp;8233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500649 |
| Solstice Advanced Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29245 | &nbsp;&nbsp;&nbsp;&nbsp;2227299 |
| Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714004 |
|  |  | **$10213308** |
| Commercial Services & Supplies — 1.5% | Commercial Services & Supplies — 1.5% |  |
| Brink's Co. | &nbsp;&nbsp;&nbsp;&nbsp;7614 | &nbsp;&nbsp;&nbsp;&nbsp;$789039 |
| Clean Harbors, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9253 | &nbsp;&nbsp;&nbsp;&nbsp;2653113 |
| MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6715 | &nbsp;&nbsp;&nbsp;&nbsp;1100924 |
| RB Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34208 | &nbsp;&nbsp;&nbsp;&nbsp;3278837 |
| Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47910 | &nbsp;&nbsp;&nbsp;&nbsp;1443049 |
|  |  | &nbsp;&nbsp;&nbsp;**$9264962** |
| Construction & Engineering — 2.5% | Construction & Engineering — 2.5% |  |
| AECOM | &nbsp;&nbsp;&nbsp;&nbsp;23818 | &nbsp;&nbsp;&nbsp;$2020243 |
| API Group Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;70687 | &nbsp;&nbsp;&nbsp;&nbsp;2864237 |
| Dycom Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5521 | &nbsp;&nbsp;&nbsp;&nbsp;1870625 |
| Fluor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29693 | &nbsp;&nbsp;&nbsp;&nbsp;1385178 |
| MasTec, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp;3635662 |
| Sterling Infrastructure, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5659 | &nbsp;&nbsp;&nbsp;&nbsp;2304741 |
| Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3629 | &nbsp;&nbsp;&nbsp;&nbsp;1450040 |
|  |  | **$15530726** |
| Construction Materials — 0.3% | Construction Materials — 0.3% |  |
| Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5790 | &nbsp;&nbsp;&nbsp;$1096916 |
| Knife River Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847935 |
|  |  | &nbsp;&nbsp;&nbsp;**$1944851** |
| Consumer Finance — 0.7% | Consumer Finance — 0.7% |  |
| Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51716 | &nbsp;&nbsp;&nbsp;$2028818 |
| FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7118 | &nbsp;&nbsp;&nbsp;&nbsp;1338184 |
| SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785683 |
|  |  | &nbsp;&nbsp;&nbsp;**$4152685** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Consumer Staples Distribution & Retail — 2.8% | Consumer Staples Distribution & Retail — 2.8% |  |
| Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;68165 | $1161532 |
| BJ's Wholesale Club Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24096 | &nbsp;&nbsp; 2371528 |
| Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 | &nbsp;&nbsp; 4970556 |
| Maplebear, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33855 | &nbsp;&nbsp; 1268208 |
| Performance Food Group Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28941 | &nbsp;&nbsp; 2479086 |
| Sprouts Farmers Market, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;17937 | &nbsp;&nbsp; 1383481 |
| U.S. Foods Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;40629 | &nbsp;&nbsp; 3746400 |
|  |  | **$17380791** |
| Containers & Packaging — 1.0% | Containers & Packaging — 1.0% |  |
| AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11860 | &nbsp;&nbsp;&nbsp;$1494597 |
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20650 | &nbsp;&nbsp;&nbsp;&nbsp;2070163 |
| Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;54087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537625 |
| Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305839 |
| Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623632 |
| Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;18076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977731 |
|  |  | &nbsp;&nbsp;&nbsp;**$6009587** |
| Diversified Consumer Services — 0.8% | Diversified Consumer Services — 0.8% |  |
| Duolingo, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7333 | &nbsp;&nbsp;&nbsp;&nbsp;$722814 |
| Graham Holdings Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658673 |
| Grand Canyon Education, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861032 |
| H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741193 |
| Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp;25691 | &nbsp;&nbsp;&nbsp;&nbsp;2119764 |
|  |  | &nbsp;&nbsp;&nbsp;**$5103476** |
| Diversified REITs — 0.4% | Diversified REITs — 0.4% |  |
| W.P. Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40371 | &nbsp;&nbsp;&nbsp;$2743613 |
|  |  | &nbsp;&nbsp;&nbsp;**$2743613** |
| Electric Utilities — 0.9% | Electric Utilities — 0.9% |  |
| IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9956 | &nbsp;&nbsp;&nbsp;$1423409 |
| OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37852 | &nbsp;&nbsp;&nbsp;&nbsp;1815382 |
| Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;20723 | &nbsp;&nbsp;&nbsp;&nbsp;1093553 |
| TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18059 | &nbsp;&nbsp;&nbsp;&nbsp;1055729 |
|  |  | &nbsp;&nbsp;&nbsp;**$5388073** |
| Electrical Equipment — 2.2% | Electrical Equipment — 2.2% |  |
| Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5612 | &nbsp;&nbsp;&nbsp;$1572595 |
| EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;6764 | &nbsp;&nbsp;&nbsp;&nbsp;1175042 |
| Nextpower, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27352 | &nbsp;&nbsp;&nbsp;&nbsp;3297284 |
| nVent Electric PLC | &nbsp;&nbsp;&nbsp;&nbsp;29726 | &nbsp;&nbsp;&nbsp;&nbsp;3515991 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12232 | &nbsp;&nbsp;&nbsp;&nbsp;2290564 |
| Sensata Technologies Holding PLC | &nbsp;&nbsp;&nbsp;&nbsp;26698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940304 |
| Vicor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673785 |
|  |  | **$13465565** |
| Electronic Equipment, Instruments & Components — 3.8% | Electronic Equipment, Instruments & Components — 3.8% |  |
| Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6953 | &nbsp;&nbsp;&nbsp;$2243803 |
| Arrow Electronics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9440 | &nbsp;&nbsp;&nbsp;&nbsp;1353790 |

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Electronic Equipment, Instruments & Components (continued) | Electronic Equipment, Instruments & Components (continued) |  |
| Avnet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15081 | $929291 |
| Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7202 | &nbsp;&nbsp; 827006 |
| Cognex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30527 | &nbsp;&nbsp; 1495518 |
| Crane NXT Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9051 | &nbsp;&nbsp; 367380 |
| Fabrinet<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6600 | &nbsp;&nbsp; 3442032 |
| Flex Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;67771 | &nbsp;&nbsp; 4436290 |
| IPG Photonics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4634 | &nbsp;&nbsp; 531010 |
| Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp; 1556599 |
| Novanta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774329 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13813 | &nbsp;&nbsp;&nbsp;&nbsp;2330391 |
| TTM Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19036 | &nbsp;&nbsp;&nbsp;&nbsp;1854487 |
| Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925270 |
|  |  | **$23067196** |
| Energy Equipment & Services — 1.4% | Energy Equipment & Services — 1.4% |  |
| NOV, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66394 | &nbsp;&nbsp;&nbsp;$1248871 |
| TechnipFMC PLC | &nbsp;&nbsp;&nbsp;&nbsp;74521 | &nbsp;&nbsp;&nbsp;&nbsp;5151637 |
| Valaris Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11859 | &nbsp;&nbsp;&nbsp;&nbsp;1162656 |
| Weatherford International PLC | &nbsp;&nbsp;&nbsp;&nbsp;13212 | &nbsp;&nbsp;&nbsp;&nbsp;1249591 |
|  |  | &nbsp;&nbsp;&nbsp;**$8812755** |
| Entertainment — 0.1% | Entertainment — 0.1% |  |
| Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;27074 | &nbsp;&nbsp;&nbsp;&nbsp;$691470 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$691470** |
| Financial Services — 1.4% | Financial Services — 1.4% |  |
| Corebridge Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47031 | &nbsp;&nbsp;&nbsp;$1122160 |
| Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52190 | &nbsp;&nbsp;&nbsp;&nbsp;1936771 |
| Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;17585 | &nbsp;&nbsp;&nbsp;&nbsp;1027667 |
| Euronet Worldwide, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475607 |
| MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40412 | &nbsp;&nbsp;&nbsp;&nbsp;1060815 |
| Shift4 Payments, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541509 |
| Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17317 | &nbsp;&nbsp;&nbsp;&nbsp;1183097 |
| WEX, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966754 |
|  |  | &nbsp;&nbsp;&nbsp;**$8314380** |
| Food Products — 0.8% | Food Products — 0.8% |  |
| Darling Ingredients, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29141 | &nbsp;&nbsp;&nbsp;$1802371 |
| Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315470 |
| Ingredion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11602 | &nbsp;&nbsp;&nbsp;&nbsp;1307081 |
| Marzetti Co. | &nbsp;&nbsp;&nbsp;&nbsp;3728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515694 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299475 |
| Post Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768637 |
|  |  | &nbsp;&nbsp;&nbsp;**$5008728** |
| Gas Utilities — 1.2% | Gas Utilities — 1.2% |  |
| National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;17505 | &nbsp;&nbsp;&nbsp;$1644770 |
| New Jersey Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18578 | &nbsp;&nbsp;&nbsp;&nbsp;1020304 |
| ONE Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947085 |
| Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11835 | &nbsp;&nbsp;&nbsp;&nbsp;1028462 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Gas Utilities (continued) | Gas Utilities (continued) |  |
| Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10887 | $985709 |
| UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39541 | &nbsp;&nbsp; 1440083 |
|  |  | **$7066413** |
| Ground Transportation — 1.7% | Ground Transportation — 1.7% |  |
| Avis Budget Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 | $451697 |
| Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29906 | &nbsp;&nbsp; 1721988 |
| Landstar System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6294 | &nbsp;&nbsp; 1008991 |
| Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7263 | &nbsp;&nbsp; 1486809 |
| Saia, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4908 | &nbsp;&nbsp;&nbsp;&nbsp;1724082 |
| XPO, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21581 | &nbsp;&nbsp;&nbsp;&nbsp;4198584 |
|  |  | **$10592151** |
| Health Care Equipment & Supplies — 1.4% | Health Care Equipment & Supplies — 1.4% |  |
| DENTSPLY SIRONA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36574 | &nbsp;&nbsp;&nbsp;&nbsp;$424258 |
| Envista Holdings Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764500 |
| Globus Medical, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20524 | &nbsp;&nbsp;&nbsp;&nbsp;1768348 |
| Haemonetics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483512 |
| Lantheus Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;12153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921805 |
| LivaNova PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636108 |
| Masimo Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8411 | &nbsp;&nbsp;&nbsp;&nbsp;1496065 |
| Penumbra, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7227 | &nbsp;&nbsp;&nbsp;&nbsp;2373130 |
|  |  | &nbsp;&nbsp;&nbsp;**$8867726** |
| Health Care Providers & Services — 1.8% | Health Care Providers & Services — 1.8% |  |
| Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2609 | &nbsp;&nbsp;&nbsp;&nbsp;$985524 |
| Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18536 | &nbsp;&nbsp;&nbsp;&nbsp;1792987 |
| Ensign Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10625 | &nbsp;&nbsp;&nbsp;&nbsp;2140937 |
| HealthEquity, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15733 | &nbsp;&nbsp;&nbsp;&nbsp;1314807 |
| Hims & Hers Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;38176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792534 |
| Option Care Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783130 |
| Tenet Healthcare Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16190 | &nbsp;&nbsp;&nbsp;&nbsp;3055215 |
|  |  | **$10865134** |
| Health Care REITs — 1.2% | Health Care REITs — 1.2% |  |
| American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32683 | &nbsp;&nbsp;&nbsp;$1541330 |
| CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41156 | &nbsp;&nbsp;&nbsp;&nbsp;1508367 |
| Healthcare Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64442 | &nbsp;&nbsp;&nbsp;&nbsp;1094870 |
| Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54450 | &nbsp;&nbsp;&nbsp;&nbsp;2385999 |
| Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893253 |
|  |  | &nbsp;&nbsp;&nbsp;**$7423819** |
| Health Care Technology — 0.1% | Health Care Technology — 0.1% |  |
| Doximity, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24651 | &nbsp;&nbsp;&nbsp;&nbsp;$574368 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$574368** |
| Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% |  |
| Park Hotels & Resorts, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36639 | &nbsp;&nbsp;&nbsp;&nbsp;$385809 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$385809** |

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Hotels, Restaurants & Leisure — 2.5% | Hotels, Restaurants & Leisure — 2.5% |  |
| Aramark | &nbsp;&nbsp;&nbsp;&nbsp;48420 | $1962947 |
| Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10595 | &nbsp;&nbsp; 870697 |
| Cava Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18376 | &nbsp;&nbsp; 1486618 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3789 | &nbsp;&nbsp; 392162 |
| Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12203 | &nbsp;&nbsp; 1096196 |
| Dutch Bros, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23402 | &nbsp;&nbsp; 1185545 |
| Hilton Grand Vacations, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10974 | &nbsp;&nbsp; 429303 |
| Hyatt Hotels Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7615 | &nbsp;&nbsp; 1094961 |
| Planet Fitness, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15287 | &nbsp;&nbsp;&nbsp;&nbsp;1137047 |
| Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12186 | &nbsp;&nbsp;&nbsp;&nbsp;2012396 |
| Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;11789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815681 |
| Vail Resorts, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845500 |
| Wingstop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793291 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13918 | &nbsp;&nbsp;&nbsp;&nbsp;1130559 |
|  |  | **$15252903** |
| Household Durables — 1.5% | Household Durables — 1.5% |  |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;11638 | &nbsp;&nbsp;&nbsp;&nbsp;$602266 |
| Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38670 | &nbsp;&nbsp;&nbsp;&nbsp;2858486 |
| Taylor Morrison Home Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18003 | &nbsp;&nbsp;&nbsp;&nbsp;1048495 |
| Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17455 | &nbsp;&nbsp;&nbsp;&nbsp;2382084 |
| TopBuild Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5142 | &nbsp;&nbsp;&nbsp;&nbsp;1806385 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629786 |
|  |  | &nbsp;&nbsp;&nbsp;**$9327502** |
| Independent Power and Renewable Electricity Producers — 0.6% | Independent Power and Renewable Electricity Producers — 0.6% |  |
| Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11197 | &nbsp;&nbsp;&nbsp;$1253168 |
| Talen Energy Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8417 | &nbsp;&nbsp;&nbsp;&nbsp;2686959 |
|  |  | &nbsp;&nbsp;&nbsp;**$3940127** |
| Industrial REITs — 1.0% | Industrial REITs — 1.0% |  |
| EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9809 | &nbsp;&nbsp;&nbsp;$1815548 |
| First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24414 | &nbsp;&nbsp;&nbsp;&nbsp;1412350 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42412 | &nbsp;&nbsp;&nbsp;&nbsp;1388145 |
| STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35193 | &nbsp;&nbsp;&nbsp;&nbsp;1269059 |
|  |  | &nbsp;&nbsp;&nbsp;**$5885102** |
| Insurance — 3.5% | Insurance — 3.5% |  |
| American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12753 | &nbsp;&nbsp;&nbsp;$1628686 |
| Brighthouse Financial, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627423 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717523 |
| Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46987 | &nbsp;&nbsp;&nbsp;&nbsp;2179257 |
| First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18772 | &nbsp;&nbsp;&nbsp;&nbsp;1131764 |
| Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6521 | &nbsp;&nbsp;&nbsp;&nbsp;1130415 |
| Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;1390898 |
| Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41939 | &nbsp;&nbsp;&nbsp;&nbsp;1673366 |
| Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5880 | &nbsp;&nbsp;&nbsp;&nbsp;1472822 |
| Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12106 | &nbsp;&nbsp;&nbsp;&nbsp;2471561 |
| RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;8012 | &nbsp;&nbsp;&nbsp;&nbsp;2381407 |
| RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965060 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Insurance (continued) | Insurance (continued) |  |
| Ryan Specialty Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21011 | $708911 |
| Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11071 | &nbsp;&nbsp; 834643 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;28083 | &nbsp;&nbsp; 2050901 |
|  |  | **$21364637** |
| Interactive Media & Services — 0.3% | Interactive Media & Services — 0.3% |  |
| Pinterest, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;107854 | $1978042 |
|  |  | **$1978042** |
| IT Services — 1.1% | IT Services — 1.1% |  |
| Kyndryl Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;41888 | &nbsp;&nbsp;&nbsp;&nbsp;$549570 |
| Okta, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31218 | &nbsp;&nbsp;&nbsp;&nbsp;2457169 |
| Twilio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;27930 | &nbsp;&nbsp;&nbsp;&nbsp;3514153 |
|  |  | &nbsp;&nbsp;&nbsp;**$6520892** |
| Leisure Products — 0.5% | Leisure Products — 0.5% |  |
| Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11919 | &nbsp;&nbsp;&nbsp;&nbsp;$867226 |
| Mattel, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;56960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827629 |
| Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533719 |
| YETI Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521773 |
|  |  | &nbsp;&nbsp;&nbsp;**$2750347** |
| Life Sciences Tools & Services — 1.6% | Life Sciences Tools & Services — 1.6% |  |
| Avantor, Inc.<sup>(1)</sup> | &nbsp;&nbsp;125649 | &nbsp;&nbsp;&nbsp;&nbsp;$985088 |
| Bio-Rad Laboratories, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928795 |
| Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734247 |
| Illumina, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28167 | &nbsp;&nbsp;&nbsp;&nbsp;3471865 |
| Medpace Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4130 | &nbsp;&nbsp;&nbsp;&nbsp;1983185 |
| Repligen Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9748 | &nbsp;&nbsp;&nbsp;&nbsp;1148509 |
| Sotera Health Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;42688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612146 |
|  |  | &nbsp;&nbsp;&nbsp;**$9863835** |
| Machinery — 5.7% | Machinery — 5.7% |  |
| AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11070 | &nbsp;&nbsp;&nbsp;$1282681 |
| Chart Industries, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8281 | &nbsp;&nbsp;&nbsp;&nbsp;1712097 |
| CNH Industrial NV | &nbsp;&nbsp;163026 | &nbsp;&nbsp;&nbsp;&nbsp;1793286 |
| Crane Co. | &nbsp;&nbsp;&nbsp;&nbsp;9019 | &nbsp;&nbsp;&nbsp;&nbsp;1542249 |
| Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21228 | &nbsp;&nbsp;&nbsp;&nbsp;1801620 |
| ESAB Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10513 | &nbsp;&nbsp;&nbsp;&nbsp;1016187 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23402 | &nbsp;&nbsp;&nbsp;&nbsp;1720281 |
| Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30543 | &nbsp;&nbsp;&nbsp;&nbsp;2585465 |
| ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15843 | &nbsp;&nbsp;&nbsp;&nbsp;3018567 |
| Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10137 | &nbsp;&nbsp;&nbsp;&nbsp;2524924 |
| Middleby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8537 | &nbsp;&nbsp;&nbsp;&nbsp;1131835 |
| Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20451 | &nbsp;&nbsp;&nbsp;&nbsp;2265971 |
| Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11653 | &nbsp;&nbsp;&nbsp;&nbsp;1715438 |
| RBC Bearings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5825 | &nbsp;&nbsp;&nbsp;&nbsp;3163674 |
| SPX Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9181 | &nbsp;&nbsp;&nbsp;&nbsp;1835649 |
| Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20946 | &nbsp;&nbsp;&nbsp;&nbsp;1237909 |
| Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;11677 | &nbsp;&nbsp;&nbsp;&nbsp;1174356 |

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Machinery (continued) | Machinery (continued) |  |
| Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;17935 | $1675846 |
| Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053 | &nbsp;&nbsp; 1466835 |
|  |  | **$34664870** |
| Marine Transportation — 0.2% | Marine Transportation — 0.2% |  |
| Kirby Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9985 | $1326807 |
|  |  | **$1326807** |
| Media — 0.6% | Media — 0.6% |  |
| New York Times Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;29764 | $2492140 |
| Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949538 |
|  |  | &nbsp;&nbsp;&nbsp;**$3441678** |
| Metals & Mining — 2.5% | Metals & Mining — 2.5% |  |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47707 | &nbsp;&nbsp;&nbsp;$3164405 |
| Cleveland-Cliffs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;105078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887909 |
| Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp;20431 | &nbsp;&nbsp;&nbsp;&nbsp;1255076 |
| Hecla Mining Co. | &nbsp;&nbsp;123447 | &nbsp;&nbsp;&nbsp;&nbsp;2299818 |
| MP Materials Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;24814 | &nbsp;&nbsp;&nbsp;&nbsp;1197524 |
| Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9632 | &nbsp;&nbsp;&nbsp;&nbsp;2927357 |
| Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14926 | &nbsp;&nbsp;&nbsp;&nbsp;3798518 |
|  |  | **$15530607** |
| Mortgage REITs — 0.6% | Mortgage REITs — 0.6% |  |
| Annaly Capital Management, Inc. | &nbsp;&nbsp;132342 | &nbsp;&nbsp;&nbsp;$2799033 |
| Starwood Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;64130 | &nbsp;&nbsp;&nbsp;&nbsp;1104319 |
|  |  | &nbsp;&nbsp;&nbsp;**$3903352** |
| Multi-Utilities — 0.3% | Multi-Utilities — 0.3% |  |
| Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13904 | &nbsp;&nbsp;&nbsp;&nbsp;$965076 |
| Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742089 |
|  |  | &nbsp;&nbsp;&nbsp;**$1707165** |
| Office REITs — 0.4% | Office REITs — 0.4% |  |
| COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp;20704 | &nbsp;&nbsp;&nbsp;&nbsp;$633543 |
| Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;694772 |
| Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562705 |
| Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp;29566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768420 |
|  |  | &nbsp;&nbsp;&nbsp;**$2659440** |
| Oil, Gas & Consumable Fuels — 3.8% | Oil, Gas & Consumable Fuels — 3.8% |  |
| Antero Midstream Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61100 | &nbsp;&nbsp;&nbsp;$1393080 |
| Antero Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;53995 | &nbsp;&nbsp;&nbsp;&nbsp;2291548 |
| Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10476 | &nbsp;&nbsp;&nbsp;&nbsp;1489478 |
| CNX Resources Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26227 | &nbsp;&nbsp;&nbsp;&nbsp;1011051 |
| DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18731 | &nbsp;&nbsp;&nbsp;&nbsp;2522504 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28804 | &nbsp;&nbsp;&nbsp;&nbsp;1797081 |
| Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;21520 | &nbsp;&nbsp;&nbsp;&nbsp;1359633 |
| Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;24708 | &nbsp;&nbsp;&nbsp;&nbsp;1019205 |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51152 | &nbsp;&nbsp;&nbsp;&nbsp;3036383 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Oil, Gas & Consumable Fuels (continued) | Oil, Gas & Consumable Fuels (continued) |  |
| PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15294 | $728300 |
| Permian Resources Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;136389 | &nbsp;&nbsp; 2907813 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43649 | &nbsp;&nbsp; 1972062 |
| Viper Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;34232 | &nbsp;&nbsp; 1608562 |
|  |  | **$23136700** |
| Paper & Forest Products — 0.1% | Paper & Forest Products — 0.1% |  |
| Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11615 | $844991 |
|  |  | **$844991** |
| Passenger Airlines — 0.3% | Passenger Airlines — 0.3% |  |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21119 | &nbsp;&nbsp;&nbsp;&nbsp;$776757 |
| American Airlines Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;121642 | &nbsp;&nbsp;&nbsp;&nbsp;1306435 |
|  |  | &nbsp;&nbsp;&nbsp;**$2083192** |
| Personal Care Products — 0.2% | Personal Care Products — 0.2% |  |
| BellRing Brands, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21604 | &nbsp;&nbsp;&nbsp;&nbsp;$347608 |
| Coty, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;68675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138037 |
| e.l.f. Beauty, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662467 |
|  |  | &nbsp;&nbsp;&nbsp;**$1148112** |
| Pharmaceuticals — 0.7% | Pharmaceuticals — 0.7% |  |
| Elanco Animal Health, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;91533 | &nbsp;&nbsp;&nbsp;$2190384 |
| Jazz Pharmaceuticals PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11194 | &nbsp;&nbsp;&nbsp;&nbsp;2116226 |
|  |  | &nbsp;&nbsp;&nbsp;**$4306610** |
| Professional Services — 2.5% | Professional Services — 2.5% |  |
| Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22231 | &nbsp;&nbsp;&nbsp;$1734685 |
| CACI International, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4069 | &nbsp;&nbsp;&nbsp;&nbsp;2213007 |
| Concentrix Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221643 |
| ExlService Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885638 |
| Exponent, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;9143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596581 |
| FTI Consulting, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985316 |
| Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29184 | &nbsp;&nbsp;&nbsp;&nbsp;1087104 |
| KBR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857843 |
| Maximus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644141 |
| Parsons Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528591 |
| Paylocity Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872207 |
| Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789070 |
| TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;35444 | &nbsp;&nbsp;&nbsp;&nbsp;2452370 |
| UL Solutions, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;14232 | &nbsp;&nbsp;&nbsp;&nbsp;1219825 |
|  |  | **$15088021** |
| Real Estate Management & Development — 0.4% | Real Estate Management & Development — 0.4% |  |
| Jones Lang LaSalle, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8694 | &nbsp;&nbsp;&nbsp;$2645758 |
|  |  | &nbsp;&nbsp;&nbsp;**$2645758** |
| Residential REITs — 0.7% | Residential REITs — 0.7% |  |
| American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp;&nbsp;60059 | &nbsp;&nbsp;&nbsp;$1676847 |
| Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35709 | &nbsp;&nbsp;&nbsp;&nbsp;2228956 |

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Residential REITs (continued) | Residential REITs (continued) |  |
| Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43756 | $651527 |
|  |  | **$4557330** |
| Retail REITs — 0.9% | Retail REITs — 0.9% |  |
| Agree Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22076 | $1664089 |
| Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56480 | &nbsp;&nbsp; 1626624 |
| Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;&nbsp;39885 | &nbsp;&nbsp; 979177 |
| NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34991 | &nbsp;&nbsp; 1470671 |
|  |  | **$5740561** |
| Semiconductors & Semiconductor Equipment — 3.5% | Semiconductors & Semiconductor Equipment — 3.5% |  |
| Allegro MicroSystems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;22731 | &nbsp;&nbsp;&nbsp;&nbsp;$716708 |
| Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943694 |
| Cirrus Logic, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9397 | &nbsp;&nbsp;&nbsp;&nbsp;1358994 |
| Entegris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28002 | &nbsp;&nbsp;&nbsp;&nbsp;3282954 |
| Lattice Semiconductor Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;25199 | &nbsp;&nbsp;&nbsp;&nbsp;2337459 |
| MACOM Technology Solutions Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11884 | &nbsp;&nbsp;&nbsp;&nbsp;2639080 |
| MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12374 | &nbsp;&nbsp;&nbsp;&nbsp;2843669 |
| Onto Innovation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9147 | &nbsp;&nbsp;&nbsp;&nbsp;1875775 |
| Rambus, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19831 | &nbsp;&nbsp;&nbsp;&nbsp;1706061 |
| Silicon Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;1263679 |
| SiTime Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4070 | &nbsp;&nbsp;&nbsp;&nbsp;1405575 |
| Synaptics, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500436 |
| Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742721 |
|  |  | **$21616805** |
| Software — 2.9% | Software — 2.9% |  |
| AppFolio, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4483 | &nbsp;&nbsp;&nbsp;&nbsp;$707507 |
| Bentley Systems, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;27436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963552 |
| Bill Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621150 |
| Blackbaud, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254594 |
| Commvault Systems, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629429 |
| Docusign, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;36856 | &nbsp;&nbsp;&nbsp;&nbsp;1747343 |
| Dolby Laboratories, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673453 |
| Dropbox, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;31966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726268 |
| Dynatrace, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;54944 | &nbsp;&nbsp;&nbsp;&nbsp;2031829 |
| Guidewire Software, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15662 | &nbsp;&nbsp;&nbsp;&nbsp;2342409 |
| InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4732 | &nbsp;&nbsp;&nbsp;&nbsp;1429064 |
| Manhattan Associates, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11043 | &nbsp;&nbsp;&nbsp;&nbsp;1470044 |
| Nutanix, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;49813 | &nbsp;&nbsp;&nbsp;&nbsp;1893392 |
| Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714880 |
| Qualys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577350 |
| UiPath, Inc., Class A<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;78886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875635 |
|  |  | **$17657899** |
| Specialized REITs — 1.3% | Specialized REITs — 1.3% |  |
| CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp;42009 | &nbsp;&nbsp;&nbsp;$1539630 |
| EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;13954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697142 |
| Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52136 | &nbsp;&nbsp;&nbsp;&nbsp;2313274 |
| Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;16002 | &nbsp;&nbsp;&nbsp;&nbsp;2026813 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Specialized REITs (continued) | Specialized REITs (continued) |  |
| National Storage Affiliates Trust | &nbsp;&nbsp;&nbsp;&nbsp;12974 | $489639 |
| Rayonier, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51239 | &nbsp;&nbsp; 1056548 |
|  |  | **$8123046** |
| Specialty Retail — 3.3% | Specialty Retail — 3.3% |  |
| Abercrombie & Fitch Co., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8448 | $771894 |
| AutoNation, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796 | &nbsp;&nbsp; 936467 |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37788 | &nbsp;&nbsp; 705502 |
| Burlington Stores, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;11455 | &nbsp;&nbsp; 3727228 |
| Chewy, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;43941 | &nbsp;&nbsp;&nbsp;&nbsp;1186407 |
| Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12232 | &nbsp;&nbsp;&nbsp;&nbsp;2425483 |
| Five Below, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;10161 | &nbsp;&nbsp;&nbsp;&nbsp;2321585 |
| Floor & Decor Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;19851 | &nbsp;&nbsp;&nbsp;&nbsp;1008431 |
| GameStop Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;75930 | &nbsp;&nbsp;&nbsp;&nbsp;1749427 |
| Gap, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41795 | &nbsp;&nbsp;&nbsp;&nbsp;1011439 |
| Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;4467 | &nbsp;&nbsp;&nbsp;&nbsp;1115499 |
| Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3112 | &nbsp;&nbsp;&nbsp;&nbsp;1537235 |
| Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505377 |
| RH<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393873 |
| Valvoline, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789931 |
|  |  | **$20185778** |
| Technology Hardware, Storage & Peripherals — 0.6% | Technology Hardware, Storage & Peripherals — 0.6% |  |
| Everpure, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57784 | &nbsp;&nbsp;&nbsp;$3411567 |
|  |  | &nbsp;&nbsp;&nbsp;**$3411567** |
| Textiles, Apparel & Luxury Goods — 0.5% | Textiles, Apparel & Luxury Goods — 0.5% |  |
| Capri Holdings Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21835 | &nbsp;&nbsp;&nbsp;&nbsp;$384733 |
| Columbia Sportswear Co. | &nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254428 |
| Crocs, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768267 |
| PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588635 |
| VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60546 | &nbsp;&nbsp;&nbsp;&nbsp;1028676 |
|  |  | &nbsp;&nbsp;&nbsp;**$3024739** |
| Trading Companies & Distributors — 1.7% | Trading Companies & Distributors — 1.7% |  |
| Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6872 | &nbsp;&nbsp;&nbsp;$1823279 |
| Core & Main, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;34782 | &nbsp;&nbsp;&nbsp;&nbsp;1718231 |
| GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6577 | &nbsp;&nbsp;&nbsp;&nbsp;1122957 |
| MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;8384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773592 |
| Watsco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6434 | &nbsp;&nbsp;&nbsp;&nbsp;2340625 |
| WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;8962 | &nbsp;&nbsp;&nbsp;&nbsp;2452182 |
|  |  | **$10230866** |
| Water Utilities — 0.3% | Water Utilities — 0.3% |  |
| Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52130 | &nbsp;&nbsp;&nbsp;$2099275 |
|  |  | &nbsp;&nbsp;&nbsp;**$2099275** |
| Total Common Stocks<br> (identified cost $402,027,116) |  | **$587888887** |

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

Exchange-Traded Funds — 2.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
| Equity Funds — 2.1% | Equity Funds — 2.1% |  |
| State Street SPDR S&P MidCap 400 ETF Trust<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;21000 | $12951960 |
| Total Exchange-Traded Funds<br> (identified cost $11,070,909) |  | **$12951960** |

---

---

| | | |
|:---|:---|:---|
| Short-Term Investments — 2.3% |  |  |
| Affiliated Fund — 1.6% | Affiliated Fund — 1.6% | Affiliated Fund — 1.6% |
| **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>(3)</sup> | 9975939 | $9975939 |
| Total Affiliated Fund<br> (identified cost $9,975,939) |  | **$9975939** |

---

---

| | | |
|:---|:---|:---|
| Securities Lending Collateral — 0.4% | Securities Lending Collateral — 0.4% | Securities Lending Collateral — 0.4% |
| **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>(4)</sup> | 2229508 | $2229508 |
| Total Securities Lending Collateral<br> (identified cost $2,229,508) |  | **$2229508** |
| U.S. Treasury Obligations — 0.3% | U.S. Treasury Obligations — 0.3% | U.S. Treasury Obligations — 0.3% |
| **Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| U.S. Treasury Bills, 0.00%, 7/23/26<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | $1977484 |
| Total U.S. Treasury Obligations<br> (identified cost $1,977,819) |  | **$1977484** |
| Total Short-Term Investments<br> (identified cost $14,183,266) |  | **$14182931** |
| Total Investments — 100.3%<br> (identified cost $427,281,291) |  | **$615023778** |
| Other Assets, Less Liabilities — (0.3)% |  | **$(2086266)** |
| Net Assets — 100.0% |  | **$612937512** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Schedule of Investments is based on net assets. | The percentage shown for each investment category in the Schedule of Investments is based on net assets. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at March 31, 2026. The aggregate market value of securities on loan at March 31, 2026 was $8,642,865 and the total market value of the collateral received by the Fund was $8,548,082, comprised of cash of $2,229,508 and U.S. government and/or agencies securities of $6,318,574. |
| <sup>(3)</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>(4)</sup> | Represents investment of cash collateral received in connection with securities lending. |
| <sup>(5)</sup> | Security (or a portion thereof) has been pledged to cover margin requirements on open futures contracts. |

---

---

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

---

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

#### Futures Contracts

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/<br> Unrealized<br> Appreciation<br> (Depreciation)** |
| **Equity Futures** |  |  |  |  |  |
| E-mini S&P MidCap 400 Index | &nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;$12567050 | &nbsp;&nbsp;&nbsp;&nbsp;$148315 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$148315** |

---

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

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

Affiliated Investments

At March 31, 2026, the value of the Fund's investment in funds that may be deemed to be affiliated was $9,975,939, which represents 1.6% 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> | $11831088 | $18696616 | $(20551765) | $— | $— | $9975939 | $82343 | 9975939 |

---

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

Fair Value Measurements

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

Level 1 - quoted prices in active markets for identical securities

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

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

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

The following table summarizes the market value of the Fund's holdings as of 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** | &nbsp;&nbsp;**Total** |
| Common Stocks | &nbsp;&nbsp;$587888887<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;$587888887 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12951960 | &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;12951960 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975939 | &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;9975939 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2229508 | &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;2229508 |
| &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;1977484 |
| **Total Investments** | &nbsp;&nbsp;**$613046294** | &nbsp;&nbsp;**$1977484** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$615023778** |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$148315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$148315 |
| **Total** | &nbsp;&nbsp;**$613194609** | &nbsp;&nbsp;**$1977484** | &nbsp;&nbsp;**$—** | &nbsp;&nbsp;**$615172093** |

---

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

------

CVT

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

March 31, 2026

Schedule of Investments (Unaudited) — continued

------

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20036

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $616181268.65

**Total Liabilities:** $2814798.29

**Net Assets:** $613366470.36

**Cash Not Reported:** $231265.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030368 | 4.03%                | 4.12%                | -5.42%               |
| Class ID C000053062 | 4.01%                | 4.10%                | -5.44%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $632046.39               | $23200660.24                               |
| Month 2  | $7377371.79              | $17860679.68                               |
| Month 3  | $15687813.20             | $-51640084.16                              |

**Designated Index Information**

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

- **Index Identifier:** MIDCAPD

### Schedule of Portfolio Investments

| Name                                       | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                   | AAON Inc                                                                    | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12466 | NS      | $1031561.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp                                  | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     11070 | NS      | $1282680.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                             | API Group Corp                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     70687 | NS      | $2864237.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      8448 | NS      | $771893.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                                 | Acuity Inc                                                                  | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5612 | NS      | $1572594.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                                                       | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     23818 | NS      | $2020242.76   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc              | Advanced Drainage Systems Inc                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     13202 | NS      | $1810390.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries Inc                                              | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      6953 | NS      | $2243802.63   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                          | AeroVironment Inc                                                           | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      5860 | NS      | $1072673.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc              | Affiliated Managers Group Inc                                               | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      5182 | NS      | $1433859.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     22076 | NS      | $1664088.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                       | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     21119 | NS      | $776756.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                         | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     68165 | NS      | $1161531.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                 | Alcoa Corp                                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     47707 | NS      | $3164405.31   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                    | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     25029 | NS      | $3640718.34   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                   | Allegro MicroSystems Inc                                                    | CUSIP: 01749D105<br>LEI: 54930004TGPV6DR3LE12 | Long             | EC               | CORP              | US        |     22731 | NS      | $716708.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                         | Ally Financial Inc                                                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     51716 | NS      | $2028818.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                | American Airlines Group Inc                                                 | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    121642 | NS      | $1306435.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH            | American Financial Group Inc/OH                                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     12753 | NS      | $1628685.63   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                      | American Homes 4 Rent                                                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     60059 | NS      | $1676847.28   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                       | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     20957 | NS      | $943693.71    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc              | Annaly Capital Management Inc                                               | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    132342 | NS      | $2799033.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                      | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     53995 | NS      | $2291547.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                      | Antero Midstream Corp                                                       | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61100 | NS      | $1393080.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                               | Appfolio Inc                                                                | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      4483 | NS      | $707507.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies Inc                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      6872 | NS      | $1823279.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                             | AptarGroup Inc                                                              | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     11860 | NS      | $1494597.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                    | Aramark                                                                     | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     48420 | NS      | $1962946.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                      | Arrow Electronics Inc                                                       | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      9440 | NS      | $1353790.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | Arrowhead Pharmaceuticals Inc                                               | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     25797 | NS      | $1617471.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                | Ashland Inc                                                                 | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      8376 | NS      | $465789.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     29963 | NS      | $774843.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                                | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     12661 | NS      | $1331430.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                             | AutoNation Inc                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4796 | NS      | $936466.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                | Avantor Inc                                                                 | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125649 | NS      | $985088.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     16781 | NS      | $609150.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                      | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3097 | NS      | $451697.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Avnet Inc                                  | Avnet Inc                                                                   | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     15081 | NS      | $929291.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc           | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     24096 | NS      | $2371528.32   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                       | BWX Technologies Inc                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     16843 | NS      | $3444225.07   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     19115 | NS      | $877187.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     37788 | NS      | $705501.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                 | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      7202 | NS      | $827005.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                        | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     21604 | NS      | $347608.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                        | Bentley Systems Inc                                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     27436 | NS      | $963552.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                          | BILL Holdings Inc                                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     16218 | NS      | $621149.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                   | Bio-Rad Laboratories Inc                                                    | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      3332 | NS      | $928795.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                | BioMarin Pharmaceutical Inc                                                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     35392 | NS      | $1999294.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                           | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     13904 | NS      | $965076.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | Blackbaud Inc                                                               | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      6594 | NS      | $254594.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                              | H&R Block Inc                                                               | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     23352 | NS      | $741192.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp           | Booz Allen Hamilton Holding Corp                                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     22231 | NS      | $1734684.93   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     38143 | NS      | $2069639.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                     | Boston Beer Co Inc/The                                                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      1410 | NS      | $324864.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                           | Boyd Gaming Corp                                                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     10595 | NS      | $870697.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                  | Brighthouse Financial Inc                                                   | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     10478 | NS      | $627422.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                             | Brink's Co/The                                                              | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      7614 | NS      | $789038.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                 | Brixmor Property Group Inc                                                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     56480 | NS      | $1626624.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                | Bruker Corp                                                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     20328 | NS      | $734247.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                          | Brunswick Corp/DE                                                           | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     11919 | NS      | $867226.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                      | Burlington Stores Inc                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     11455 | NS      | $3727227.90   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     17475 | NS      | $717523.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                         | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     26227 | NS      | $1011050.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                 | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      9620 | NS      | $724482.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                     | CACI International Inc                                                      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      4069 | NS      | $2213007.03   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                                                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     41156 | NS      | $1508367.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                           | Carlisle Cos Inc                                                            | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      7515 | NS      | $2507154.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                      | Carlyle Group Inc/The                                                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     47805 | NS      | $2313283.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp                                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      9176 | NS      | $3616720.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                 | Casey's General Stores Inc                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      6829 | NS      | $4970555.94   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                             | Cava Group Inc                                                              | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18376 | NS      | $1486618.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                       | Celsius Holdings Inc                                                        | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29444 | NS      | $1044673.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                       | Chart Industries Inc                                                        | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      8281 | NS      | $1712096.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                | Chemed Corp                                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2609 | NS      | $985523.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                  | Chewy Inc                                                                   | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     43941 | NS      | $1186407.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc            | Choice Hotels International Inc                                             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      3789 | NS      | $392161.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                        | Churchill Downs Inc                                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     12203 | NS      | $1096195.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                           | Cirrus Logic Inc                                                            | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      9397 | NS      | $1358994.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                          | Clean Harbors Inc                                                           | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      9253 | NS      | $2653112.69   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                       | Cleveland-Cliffs Inc                                                        | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    105078 | NS      | $887909.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                 | Coca-Cola Consolidated Inc                                                  | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     10421 | NS      | $1998122.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                | Cognex Corp                                                                 | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     30527 | NS      | $1495517.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     54423 | NS      | $1492822.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                     | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4642 | NS      | $254428.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                 | Commerce Bancshares Inc/MO                                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25246 | NS      | $1242103.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     20431 | NS      | $1255076.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                      | Commvault Systems Inc                                                       | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      8081 | NS      | $629429.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                            | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      8101 | NS      | $221643.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Corebridge Financial Inc                   | Corebridge Financial Inc                                                    | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     47031 | NS      | $1122159.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                            | Core & Main Inc                                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34782 | NS      | $1718230.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                    | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     20704 | NS      | $633542.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                   | Coty Inc                                                                    | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     68675 | NS      | $138036.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                     | Cousins Properties Inc                                                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     30783 | NS      | $694772.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                   | Crane Co                                                                    | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      9019 | NS      | $1542249.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                               | Crane NXT Co                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      9051 | NS      | $367380.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | Crocs Inc                                                                   | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      9254 | NS      | $768267.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                         | Crown Holdings Inc                                                          | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     20650 | NS      | $2070162.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     42009 | NS      | $1539629.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                   | Cullen/Frost Bankers Inc                                                    | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     11643 | NS      | $1596022.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                        | Curtiss-Wright Corp                                                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      6792 | NS      | $4626167.04   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     22524 | NS      | $1484556.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                           | DT Midstream Inc                                                            | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18731 | NS      | $2522503.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                    | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     29141 | NS      | $1802370.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                        | DENTSPLY SIRONA Inc                                                         | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     36574 | NS      | $424258.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                  | Dick's Sporting Goods Inc                                                   | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     12232 | NS      | $2425483.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                               | Docusign Inc                                                                | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     36856 | NS      | $1747342.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                     | Dolby Laboratories Inc                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     11213 | NS      | $673452.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                           | Donaldson Co Inc                                                            | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     21228 | NS      | $1801620.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                | Dropbox Inc                                                                 | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     31966 | NS      | $726267.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | Duolingo Inc                                                                | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7333 | NS      | $722813.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                               | Doximity Inc                                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24651 | NS      | $574368.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                             | Dutch Bros Inc                                                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23402 | NS      | $1185545.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                       | Dycom Industries Inc                                                        | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5521 | NS      | $1870625.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                              | Dynatrace Inc                                                               | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     54944 | NS      | $2031829.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     10930 | NS      | $662467.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     13954 | NS      | $697141.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                        | Eagle Materials Inc                                                         | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      5790 | NS      | $1096915.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc                                                       | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     25346 | NS      | $2705938.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                   | EastGroup Properties Inc                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      9809 | NS      | $1815547.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                   | Elanco Animal Health Inc                                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     91533 | NS      | $2190384.69   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                      | Encompass Health Corp                                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     18536 | NS      | $1792987.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      6764 | NS      | $1175042.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     10625 | NS      | $2140937.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                               | Entegris Inc                                                                | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     28002 | NS      | $3282954.48   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                      | Envista Holdings Corp                                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     30134 | NS      | $764499.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                     | Equitable Holdings Inc                                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     52190 | NS      | $1936770.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc            | Equity LifeStyle Properties Inc                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     35709 | NS      | $2228955.78   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                  | Esab Corp                                                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     10513 | NS      | $1016186.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                    | Essential Utilities Inc                                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     52130 | NS      | $2099275.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                      | Euronet Worldwide Inc                                                       | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      7166 | NS      | $475607.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                               | Evercore Inc                                                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      7125 | NS      | $2126883.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                               | Exelixis Inc                                                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     47844 | NS      | $2052029.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                    | ExlService Holdings Inc                                                     | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     29085 | NS      | $885638.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent Inc                                                                | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      9143 | NS      | $596580.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     65635 | NS      | $1097417.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                         | FTI Consulting Inc                                                          | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      5574 | NS      | $985315.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                       | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     13544 | NS      | $768080.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc            | Fidelity National Financial Inc                                             | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     46987 | NS      | $2179257.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp              | First American Financial Corp                                               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     18772 | NS      | $1131763.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc             | First Financial Bankshares Inc                                              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     23883 | NS      | $703354.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                         | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     89347 | NS      | $2033537.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc          | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     24414 | NS      | $1412349.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                     | FirstCash Holdings Inc                                                      | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7118 | NS      | $1338184.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                             | Five Below Inc                                                              | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     10161 | NS      | $2321585.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                 | Floor & Decor Holdings Inc                                                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     19851 | NS      | $1008430.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                 | Fluor Corp                                                                  | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     29693 | NS      | $1385178.45   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                          | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     38708 | NS      | $315470.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                             | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     23402 | NS      | $1720281.02   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     22017 | NS      | $858002.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                  | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      6577 | NS      | $1122956.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                          | GXO Logistics Inc                                                           | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     21096 | NS      | $1093827.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc          | Gaming and Leisure Properties Inc                                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |     52136 | NS      | $2313274.32   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                              | GameStop Corp                                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     75930 | NS      | $1749427.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     41795 | NS      | $1011439.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | Gentex Corp                                                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     40125 | NS      | $876731.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                        | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     23704 | NS      | $1058857.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                         | Globus Medical Inc                                                          | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     20524 | NS      | $1768347.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The              | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     52444 | NS      | $347703.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                  | Graco Inc                                                                   | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     30543 | NS      | $2585464.95   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                         | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       623 | NS      | $658672.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                 | Grand Canyon Education Inc                                                  | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5064 | NS      | $861031.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co               | Graphic Packaging Holding Co                                                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54087 | NS      | $537624.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                  | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      4560 | NS      | $305839.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc               | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |     32683 | NS      | $1541330.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                     | Guidewire Software Inc                                                      | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     15662 | NS      | $2342408.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     28804 | NS      | $1797081.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                           | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      8579 | NS      | $483512.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc                                                   | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     21664 | NS      | $1400144.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                          | Hamilton Lane Inc                                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      7494 | NS      | $744903.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                       | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     15154 | NS      | $963642.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The            | Hanover Insurance Group Inc/The                                             | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      6521 | NS      | $1130415.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                                                         | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     21652 | NS      | $437803.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                           | HealthEquity Inc                                                            | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     15733 | NS      | $1314806.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     64442 | NS      | $1094869.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                            | Hecla Mining Co                                                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    123447 | NS      | $2299817.61   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                | Hexcel Corp                                                                 | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     13977 | NS      | $1131158.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                 | Hilton Grand Vacations Inc                                                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     10974 | NS      | $429302.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                     | Hims & Hers Health Inc                                                      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     38176 | NS      | $792533.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                     | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33702 | NS      | $907594.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                         | Houlihan Lokey Inc                                                          | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      9991 | NS      | $1434907.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                          | Hyatt Hotels Corp                                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      7615 | NS      | $1094960.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                         | IPG Photonics Corp                                                          | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4634 | NS      | $531010.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                    | ITT Inc                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     15843 | NS      | $3018566.79   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      9956 | NS      | $1423409.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                               | Illumina Inc                                                                | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     28167 | NS      | $3471864.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc              | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     43756 | NS      | $651526.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                              | Ingredion Inc                                                               | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     11602 | NS      | $1307081.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                                                            | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4732 | NS      | $1429064.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp              | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      9912 | NS      | $666978.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc              | Jefferies Financial Group Inc                                               | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     30462 | NS      | $1257166.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                     | Jones Lang LaSalle Inc                                                      | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      8694 | NS      | $2645758.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                    | KBR Inc                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     23273 | NS      | $857842.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     11638 | NS      | $602266.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                         | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     19947 | NS      | $562704.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                  | Kinsale Capital Group Inc                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      4071 | NS      | $1390897.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                 | Kirby Corp                                                                  | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      9985 | NS      | $1326806.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     39885 | NS      | $979176.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                           | Knife River Corp                                                            | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10385 | NS      | $847935.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc   | Knight-Swift Transportation Holdings Inc                                    | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29906 | NS      | $1721987.48   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc    | Kratos Defense & Security Solutions Inc                                     | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     34010 | NS      | $2398045.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                       | Kyndryl Holdings Inc                                                        | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     41888 | NS      | $549570.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                       | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     16002 | NS      | $2026813.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                       | Marzetti Company/The                                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3728 | NS      | $515694.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                        | Landstar System Inc                                                         | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      6294 | NS      | $1008991.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     12153 | NS      | $921805.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                 | Lattice Semiconductor Corp                                                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     25199 | NS      | $2337459.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      9345 | NS      | $1131492.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc              | Lincoln Electric Holdings Inc                                               | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     10137 | NS      | $2524923.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                          | Lithia Motors Inc                                                           | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      4467 | NS      | $1115499.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                             | Littelfuse Inc                                                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4587 | NS      | $1556598.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                     | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     11615 | NS      | $844991.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                       | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     40412 | NS      | $1060815.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                    | MKS Inc                                                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     12374 | NS      | $2843668.94   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                          | MP Materials Corp                                                           | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     24814 | NS      | $1197523.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                             | MSA Safety Inc                                                              | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      6715 | NS      | $1100924.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc               | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8384 | NS      | $773591.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc    | MACOM Technology Solutions Holdings Inc                                     | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11884 | NS      | $2639079.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     49209 | NS      | $890190.81    | 0.15%             |  |  |  | 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        |   9975939 | NS      | $9975938.84   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                   | Manhattan Associates Inc                                                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     11043 | NS      | $1470044.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                              | Maplebear Inc                                                               | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33855 | NS      | $1268208.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                | Masimo Corp                                                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      8411 | NS      | $1496064.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                 | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     11300 | NS      | $3635662.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                       | Matador Resources Co                                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     21520 | NS      | $1359633.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                 | Mattel Inc                                                                  | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     56960 | NS      | $827628.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                | Maximus Inc                                                                 | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     10049 | NS      | $644140.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                       | Medpace Holdings Inc                                                        | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      4130 | NS      | $1983184.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                          | Middleby Corp/The                                                           | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      8537 | NS      | $1131835.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                   | Moog Inc                                                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      5237 | NS      | $1532555.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                            | Morningstar Inc                                                             | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      4229 | NS      | $714912.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     20451 | NS      | $2265970.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     24708 | NS      | $1019205.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                             | Murphy USA Inc                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      3112 | NS      | $1537234.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                    | NOV Inc                                                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     66394 | NS      | $1248871.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                       | National Fuel Gas Co                                                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     17505 | NS      | $1644769.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                               | NNN REIT Inc                                                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     34991 | NS      | $1470671.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                                           | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     12974 | NS      | $489638.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                 | Neurocrine Biosciences Inc                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     18489 | NS      | $2435740.86   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                           | Viper Energy Inc                                                            | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34232 | NS      | $1608561.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                  | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     18578 | NS      | $1020303.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                           | Flagstar Bank NA                                                            | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     54860 | NS      | $722506.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                      | New York Times Co/The                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     29764 | NS      | $2492139.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                             | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1429 | NS      | $915917.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                              | Nextpower Inc                                                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27352 | NS      | $3297283.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                    | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      5251 | NS      | $949538.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc              | Northwestern Energy Group Inc                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     11254 | NS      | $742088.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                | Novanta Inc                                                                 | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6556 | NS      | $774329.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                | Nutanix Inc                                                                 | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     49813 | NS      | $1893392.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                            | OGE Energy Corp                                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     37852 | NS      | $1815381.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                          | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     10476 | NS      | $1489477.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                   | Okta Inc                                                                    | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     31218 | NS      | $2457168.78   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                    | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     63738 | NS      | $1408609.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp            | Old Republic International Corp                                             | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     41939 | NS      | $1673366.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                  | Olin Corp                                                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     20915 | NS      | $621802.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc        | Ollie's Bargain Outlet Holdings Inc                                         | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     11299 | NS      | $1039959.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc             | Omega Healthcare Investors Inc                                              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |     54450 | NS      | $2385999.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     10996 | NS      | $947085.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation Inc                                                         | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      9147 | NS      | $1875775.29   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                     | Option Care Health Inc                                                      | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     29091 | NS      | $783129.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                     | Ormat Technologies Inc                                                      | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     11197 | NS      | $1253168.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                               | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     11653 | NS      | $1715438.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc                                                                 | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     51152 | NS      | $3036382.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                                               | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     15142 | NS      | $1638667.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     15294 | NS      | $728300.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                            | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     18059 | NS      | $1055729.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                   | PVH Corp                                                                    | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      8438 | NS      | $588634.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                  | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     36639 | NS      | $385808.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Parsons Corp                               | Parsons Corp                                                                | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      9758 | NS      | $528590.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                     | Paylocity Holding Corp                                                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      8073 | NS      | $872206.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                            | Pegasystems Inc                                                             | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     16797 | NS      | $714880.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      3380 | NS      | $505377.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                               | Penumbra Inc                                                                | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      7227 | NS      | $2373129.99   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                  | Performance Food Group Co                                                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     28941 | NS      | $2479086.06   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                     | Permian Resources Corp                                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    136389 | NS      | $2907813.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                       | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7931 | NS      | $299474.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc            | Pinnacle Financial Partners Inc                                             | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     27733 | NS      | $2388920.62   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                              | Pinterest Inc                                                               | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |    107854 | NS      | $1978042.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                         | Planet Fitness Inc                                                          | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     15287 | NS      | $1137047.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                                                 | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      9793 | NS      | $533718.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co               | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     20723 | NS      | $1093552.71   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                          | Post Holdings Inc                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7775 | NS      | $768636.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                              | Primerica Inc                                                               | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      5880 | NS      | $1472822.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc                                                   | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18614 | NS      | $1250488.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc                               | Everpure Inc                                                                | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     57784 | NS      | $3411567.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | Qualys Inc                                                                  | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6572 | NS      | $577350.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                              | RB Global Inc                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     34208 | NS      | $3278836.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                   | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     16919 | NS      | $965059.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                                          | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2817 | NS      | $393872.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                      | RPM International Inc                                                       | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     23594 | NS      | $2345243.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     19831 | NS      | $1706060.93   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                       | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     43649 | NS      | $1972061.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                               | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     51239 | NS      | $1056548.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                           | RBC Bearings Inc                                                            | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5825 | NS      | $3163674.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                         | Regal Rexnord Corp                                                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     12232 | NS      | $2290564.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                                            | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     12106 | NS      | $2471560.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                               | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      9632 | NS      | $2927357.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                              | Repligen Corp                                                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      9748 | NS      | $1148509.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc              | Rexford Industrial Realty Inc                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |     42412 | NS      | $1388144.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                             | Royal Gold Inc                                                              | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     14926 | NS      | $3798517.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                | Ryan Specialty Holdings Inc                                                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21011 | NS      | $708911.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                           | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      7263 | NS      | $1486808.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                         | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     17054 | NS      | $1338227.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                   | SLM Corp                                                                    | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36697 | NS      | $785682.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street SPDR S&P MidCap 400 ETF Trust | State Street SPDR S&P MidCap 400 ETF Trust                                  | CUSIP: 78467Y107<br>LEI: 5493003TT35P3SIWJJ72 | Long             | EC               | RF                | US        |     21000 | NS      | $12951960.00  | 2.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SPX Technologies Inc                       | SPX Technologies Inc                                                        | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      9181 | NS      | $1835649.14   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                 | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     46451 | NS      | $893252.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia Inc                                                                    | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4908 | NS      | $1724082.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp    | Science Applications International Corp                                     | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      8313 | NS      | $789069.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                  | Scotts Miracle-Gro Co/The                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      8233 | NS      | $500648.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc                                               | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     11071 | NS      | $834642.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US              | Service Corp International/US                                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     25691 | NS      | $2119764.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | Shift4 Payments Inc                                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12383 | NS      | $541508.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                   | Silicon Laboratories Inc                                                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      6071 | NS      | $1263678.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                        | Silgan Holdings Inc                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     16073 | NS      | $623632.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc               | Simpson Manufacturing Co Inc                                                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      7638 | NS      | $1310833.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                | SiTime Corp                                                                 | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4070 | NS      | $1405574.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc            | Solstice Advanced Materials Inc                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |     29245 | NS      | $2227299.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                         | Sonoco Products Co                                                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     18076 | NS      | $977730.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                           | Sotera Health Co                                                            | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42688 | NS      | $612145.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                       | SOUTHSTATE BANK CORP                                                        | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     18263 | NS      | $1689692.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                 | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     11835 | NS      | $1028461.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                  | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     10887 | NS      | $985708.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                 | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     17937 | NS      | $1383480.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                        | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     35193 | NS      | $1269059.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                           | StandardAero Inc                                                            | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34938 | NS      | $902448.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                | Starwood Property Trust Inc                                                 | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     64130 | NS      | $1104318.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                | Sterling Infrastructure Inc                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      5659 | NS      | $2304740.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                      | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     28093 | NS      | $2076634.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                              | Synaptics Inc                                                               | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7145 | NS      | $500435.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                             | TD SYNNEX Corp                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     13813 | NS      | $2330391.23   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     19036 | NS      | $1854487.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                          | Talen Energy Corp                                                           | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |      8417 | NS      | $2686958.91   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     18003 | NS      | $1048494.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc               | Somnigroup International Inc                                                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     38670 | NS      | $2858486.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                      | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     16190 | NS      | $3055214.90   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                 | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     20946 | NS      | $1237908.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                             | Tetra Tech Inc                                                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     47910 | NS      | $1443049.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc               | Texas Capital Bancshares Inc                                                | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8138 | NS      | $772133.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                        | Texas Roadhouse Inc                                                         | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     12186 | NS      | $2012396.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                        | Thor Industries Inc                                                         | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      9734 | NS      | $777649.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                              | Timken Co/The                                                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11677 | NS      | $1174355.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                          | Toll Brothers Inc                                                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     17455 | NS      | $2382083.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                              | TopBuild Corp                                                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      5142 | NS      | $1806384.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                | Toro Co/The                                                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     17935 | NS      | $1675846.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                 | TransUnion                                                                  | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     35444 | NS      | $2452370.36   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                        | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     11789 | NS      | $815680.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                | Trex Co Inc                                                                 | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19656 | NS      | $715871.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                                 | Twilio Inc                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     27930 | NS      | $3514152.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                   | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     39541 | NS      | $1440083.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                         | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     13154 | NS      | $1483639.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     10677 | NS      | $983565.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                                 | UiPath Inc                                                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     78886 | NS      | $875634.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| UL Solutions Inc                           | UL Solutions Inc                                                            | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     14232 | NS      | $1219824.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                   | United Bankshares Inc/WV                                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     25674 | NS      | $1063417.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                      | US Foods Holding Corp                                                       | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     40629 | NS      | $3746400.09   | 0.61%             |  |  |  | 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   | 0.32%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                   | United Therapeutics Corp                                                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      7932 | NS      | $4703517.36   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                     | Universal Display Corp                                                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8103 | NS      | $742720.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     28083 | NS      | $2050901.49   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                    | VF Corp                                                                     | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     60546 | NS      | $1028676.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                           | Vail Resorts Inc                                                            | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      6589 | NS      | $845500.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp                    | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     87889 | NS      | $1079276.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                     | Valmont Industries Inc                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      3629 | NS      | $1450039.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                              | Valvoline Inc                                                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     23454 | NS      | $789930.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                 | Vicor Corp                                                                  | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      4185 | NS      | $673785.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                               | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      5001 | NS      | $455641.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                               | Vontier Corp                                                                | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     26086 | NS      | $925270.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust                                                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     29566 | NS      | $768420.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                         | Voya Financial Inc                                                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     17317 | NS      | $1183097.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                               | WP Carey Inc                                                                | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |     40371 | NS      | $2743613.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                    | Warner Music Group Corp                                                     | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27074 | NS      | $691469.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                 | Watsco Inc                                                                  | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      6434 | NS      | $2340624.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc               | Watts Water Technologies Inc                                                | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      5053 | NS      | $1466835.37   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                     | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     29703 | NS      | $2061982.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                    | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      8962 | NS      | $2452182.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     18917 | NS      | $1340269.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                              | Westlake Corp                                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      6112 | NS      | $714003.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                    | WEX Inc                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      6317 | NS      | $966753.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     11680 | NS      | $629785.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                               | Wingstop Inc                                                                | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      5119 | NS      | $793291.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     12338 | NS      | $1714241.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                               | Woodward Inc                                                                | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     10990 | NS      | $3933540.80   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc               | Wyndham Hotels & Resorts Inc                                                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     13918 | NS      | $1130559.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                    | XPO Inc                                                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     21581 | NS      | $4198583.55   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                          | YETI Holdings Inc                                                           | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     14260 | NS      | $521773.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                                            | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     27201 | NS      | $1567321.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | S+P MID 400 EMINI JUN26                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        40 | NC      | $150535.00    | 0.02%             |  |  |  | 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        |   2229508 | NS      | $2229508.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                 | Axalta Coating Systems Ltd                                                  | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     39313 | NS      | $1088970.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                         | Capri Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     21835 | NS      | $384732.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     17585 | NS      | $1027667.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                                    | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      6600 | NS      | $3442032.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                | Genpact Ltd                                                                 | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     29184 | NS      | $1087104.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                  | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     22648 | NS      | $1163427.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC              | Weatherford International PLC                                               | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     13212 | NS      | $1249590.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | Jazz Pharmaceuticals PLC                                                    | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     11194 | NS      | $2116225.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                               | LivaNova PLC                                                                | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     10008 | NS      | $636108.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                         | nVent Electric PLC                                                          | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |     29726 | NS      | $3515991.28   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                 | RenaissanceRe Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      8012 | NS      | $2381406.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                       | Roivant Sciences Ltd                                                        | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     83064 | NS      | $2300872.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC           | Sensata Technologies Holding PLC                                            | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     26698 | NS      | $940303.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                             | TechnipFMC PLC                                                              | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |     74521 | NS      | $5151636.73   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                | Valaris Ltd                                                                 | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |     11859 | NS      | $1162656.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                                           | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    163026 | NS      | $1793286.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                   | Flex Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |     67771 | NS      | $4436289.66   | 0.72%             |  |  |  | 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