# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0001752724-23-039092
**Filing Date:** 2023-2
**Character Count:** 154336
**Document Hash:** c00fab5dae3368f159904cdabbb3f764
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039092.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039092

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds, Inc.
- **CENTRAL INDEX KEY:** 0000355916
- **IRS NUMBER:** 133093080
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03290
- **FILM NUMBER:** 23665051

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FAM Variable Series Funds, Inc.
- **DATE OF NAME CHANGE:** 20050720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH VARIABLE SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BlackRock Advantage SMID Cap V.I. Fund (Series ID: S000002879)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007914 | Class I      |  |
| C000007915 | Class II     |  |
| C000007916 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds, Inc.

- **b. Investment Company Act file number:** 811-03290

- **c. CIK number of Registrant:** 0000355916

- **d. LEI of Registrant:** 5493007IJN5JRPJ1DF61

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Advantage SMID Cap V.I. Fund

- **b. EDGAR series identifier (if any):** S000002879

- **c. LEI of Series:** 0WMWQ42KJW5IECP64J97

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $161668709.23

**Total Liabilities:** $18045356.94

**Net Assets:** $143623352.29

**Cash Not Reported:** $16965.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007914 | 9.77%                | 4.42%                | -5.09%               |
| Class ID C000007915 | 9.76%                | 4.39%                | -5.07%               |
| Class ID C000007916 | 9.80%                | 4.35%                | -5.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $434396.21               | $12648133.22                               |
| Month 2  | $-2563121.39             | $8762789.74                                |
| Month 3  | $-1932467.21             | $-5935173.94                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| NextCure, Inc.                          | NextCure, Inc.                               | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |     10077 | NS      | $14208.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crocs, Inc.                             | Crocs, Inc.                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2577 | NS      | $279424.11    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corp.                | Wintrust Financial Corp.                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      5253 | NS      | $443983.56    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corp.                             | Sabre Corp.                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      9595 | NS      | $59297.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Oak Valley Bancorp                      | Oak Valley Bancorp                           | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       545 | NS      | $12344.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate, Inc.              | Anywhere Real Estate, Inc.                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     13323 | NS      | $85133.97     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Carter's, Inc.                          | Carter's, Inc.                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      3600 | NS      | $268596.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| WesBanco, Inc.                          | WesBanco, Inc.                               | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $29103.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7, Inc.                            | Rapid7, Inc.                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      9237 | NS      | $313873.26    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Hancock Whitney Corp.                   | Hancock Whitney Corp.                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      9811 | NS      | $474754.29    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker, Inc.                       | Foot Locker, Inc.                            | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     11043 | NS      | $417314.97    | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| Passage Bio, Inc.                       | Passage Bio, Inc.                            | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5948 | NS      | $8208.24      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| United Therapeutics Corp.               | United Therapeutics Corp.                    | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1332 | NS      | $370415.88    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CubeSmart                               | CubeSmart                                    | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27474 | NS      | $1105828.50   | 0.77%             |  |  |  | No            | 1                  | On Loan: —       |
| Solid Biosciences, Inc.                 | Solid Biosciences, Inc.                      | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $2071.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion, Inc.                         | Ingredion, Inc.                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      6438 | NS      | $630473.34    | 0.44%             |  |  |  | No            | 1                  | On Loan: —       |
| Southern First Bancshares, Inc.         | Southern First Bancshares, Inc.              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $62677.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Nevro Corp.                             | Nevro Corp.                                  | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      1391 | NS      | $55083.60     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Heron Therapeutics, Inc.                | Heron Therapeutics, Inc.                     | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     12003 | NS      | $30007.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TEGNA, Inc.                             | TEGNA, Inc.                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      5108 | NS      | $108238.52    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MidWestOne Financial Group, Inc.        | MidWestOne Financial Group, Inc.             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $5143.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkeley Lights, Inc.                   | Berkeley Lights, Inc.                        | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      7901 | NS      | $21174.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Bancorp, Inc.                  | Lakeland Bancorp, Inc.                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      4415 | NS      | $77748.15     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| 4D Molecular Therapeutics, Inc.         | 4D Molecular Therapeutics, Inc.              | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $78134.78     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyndryl Holdings, Inc.                  | Kyndryl Holdings, Inc.                       | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     15874 | NS      | $176518.88    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Aligos Therapeutics, Inc.               | Aligos Therapeutics, Inc.                    | CUSIP: 01626L105<br>LEI: 549300UU2UJIKJYX0S67 | Long             | EC               | CORP              | US        |      1131 | NS      | $1077.73      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oscar Health, Inc.                      | Oscar Health, Inc., Class A                  | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17600 | NS      | $43296.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties, Inc.       | Equity LifeStyle Properties, Inc.            | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      9086 | NS      | $586955.60    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Cos., Inc.                     | Carlisle Cos., Inc.                          | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       844 | NS      | $198888.60    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co. (The)                        | Timken Co. (The)                             | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     14535 | NS      | $1027188.45   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercantile Bank Corp.                   | Mercantile Bank Corp.                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2127 | NS      | $71211.96     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| nVent Electric plc                      | nVent Electric plc                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3780 | NS      | $145416.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                   | AECOM                                        | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     21812 | NS      | $1852493.16   | 1.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corp.             | Lattice Semiconductor Corp.                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      4420 | NS      | $286769.60    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral, Inc.                       | RingCentral, Inc., Class A                   | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     27433 | NS      | $971128.20    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corp.                     | Varex Imaging Corp.                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      3447 | NS      | $69974.10     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Overstock.com, Inc.                     | Overstock.com, Inc.                          | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     13139 | NS      | $254371.04    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corp.                           | Semtech Corp.                                | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     37317 | NS      | $1070624.73   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp.                    | Curtiss-Wright Corp.                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4936 | NS      | $824262.64    | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Oncorus, Inc.                           | Oncorus, Inc.                                | CUSIP: 68236R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $334.10       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jazz Pharmaceuticals plc                | Jazz Pharmaceuticals plc                     | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       108 | NS      | $17205.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health, Inc.                | Option Care Health, Inc.                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     29666 | NS      | $892649.94    | 0.62%             |  |  |  | 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        |       257 | NS      | $17003.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenable Holdings, Inc.                  | Tenable Holdings, Inc.                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      5274 | NS      | $201203.10    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| TechnipFMC plc                          | TechnipFMC plc                               | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |     11017 | NS      | $134297.23    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp.                   | Deckers Outdoor Corp.                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2710 | NS      | $1081723.60   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Renewable Corp.              | Brookfield Renewable Corp.                   | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     22409 | NS      | $617143.86    | 0.43%             |  |  |  | No            | 1                  | On Loan: —       |
| Winnebago Industries, Inc.              | Winnebago Industries, Inc.                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       551 | NS      | $29037.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Intercept Pharmaceuticals, Inc.         | Intercept Pharmaceuticals, Inc.              | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      3036 | NS      | $37555.32     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp.                          | Repligen Corp.                               | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2975 | NS      | $503697.25    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences, Inc.            | Neurocrine Biosciences, Inc.                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      8188 | NS      | $977974.72    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Dyne Therapeutics, Inc.                 | Dyne Therapeutics, Inc.                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3092 | NS      | $35836.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                           | Owens Corning                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     19792 | NS      | $1688257.60   | 1.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Scorpio Tankers, Inc.                   | Scorpio Tankers, Inc.                        | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |      2335 | NS      | $125552.95    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LHC Group, Inc.                         | LHC Group, Inc.                              | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       810 | NS      | $130968.90    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK                                | Bank OZK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      5200 | NS      | $208312.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Bunge Ltd.                              | Bunge Ltd.                                   | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |      3047 | NS      | $303999.19    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Poseida Therapeutics, Inc.              | Poseida Therapeutics, Inc.                   | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |     11293 | NS      | $59852.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PagerDuty, Inc.                         | PagerDuty, Inc.                              | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     33541 | NS      | $890848.96    | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Federal, Inc.                | Washington Federal, Inc.                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $70253.70     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Comstock Resources, Inc.                | Comstock Resources, Inc.                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      9808 | NS      | $134467.68    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Atkore, Inc.                            | Atkore, Inc.                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      3566 | NS      | $404455.72    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Energy Corp.                 | Chesapeake Energy Corp.                      | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      5540 | NS      | $522809.80    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| SunPower Corp.                          | SunPower Corp.                               | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      4539 | NS      | $81838.17     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Devon Energy Corp.                      | Devon Energy Corp.                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      9294 | NS      | $571673.94    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| First Northwest Bancorp                 | First Northwest Bancorp                      | CUSIP: 335834107<br>LEI: 549300YDR3VSTKB9DQ65 | Long             | EC               | CORP              | US        |      1086 | NS      | $16680.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Pacific Land Corp.                | Texas Pacific Land Corp.                     | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $65638.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Merit Medical Systems, Inc.             | Merit Medical Systems, Inc.                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1582 | NS      | $111720.84    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd.            | Kiniksa Pharmaceuticals Ltd., Class A        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7630 | NS      | $114297.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital City Bank Group, Inc.           | Capital City Bank Group, Inc.                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       738 | NS      | $23985.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Editas Medicine, Inc.                   | Editas Medicine, Inc.                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      6654 | NS      | $59020.98     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Ironwood Pharmaceuticals, Inc.          | Ironwood Pharmaceuticals, Inc.               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      2769 | NS      | $34307.91     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp.                  | Stifel Financial Corp.                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     12798 | NS      | $747019.26    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Allogene Therapeutics, Inc.             | Allogene Therapeutics, Inc.                  | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3317 | NS      | $20863.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corp.                        | Fair Isaac Corp.                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       620 | NS      | $371119.60    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Chico's FAS, Inc.                       | Chico's FAS, Inc.                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     34381 | NS      | $169154.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Choice Hotels International, Inc.       | Choice Hotels International, Inc.            | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      6410 | NS      | $722022.40    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on, Inc.                           | Snap-on, Inc.                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      8364 | NS      | $1911090.36   | 1.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Borr Drilling Ltd.                      | Borr Drilling Ltd.                           | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | BM        |      4568 | NS      | $22702.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp.                   | JetBlue Airways Corp.                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     32015 | NS      | $207457.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Marqeta, Inc.                           | Marqeta, Inc., Class A                       | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16477 | NS      | $100674.47    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Recursion Pharmaceuticals, Inc.         | Recursion Pharmaceuticals, Inc., Class A     | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7096 | NS      | $54710.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Accuray, Inc.                           | Accuray, Inc.                                | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     14589 | NS      | $30491.01     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Newpark Resources, Inc.                 | Newpark Resources, Inc.                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     12441 | NS      | $51630.15     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Olema Pharmaceuticals, Inc.             | Olema Pharmaceuticals, Inc.                  | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21914 | NS      | $53689.30     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| MGIC Investment Corp.                   | MGIC Investment Corp.                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     18456 | NS      | $239928.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Model N, Inc.                           | Model N, Inc.                                | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      7426 | NS      | $301198.56    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Blueprint Medicines Corp.               | Blueprint Medicines Corp.                    | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      9095 | NS      | $398451.95    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Conduent, Inc.                          | Conduent, Inc.                               | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     40565 | NS      | $164288.25    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| American Homes 4 Rent                   | American Homes 4 Rent, Class A               | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     23313 | NS      | $702653.82    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Atara Biotherapeutics, Inc.             | Atara Biotherapeutics, Inc.                  | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      7661 | NS      | $25128.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp, Inc.            | Midland States Bancorp, Inc.                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     11738 | NS      | $312465.56    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| MacroGenics, Inc.                       | MacroGenics, Inc.                            | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     14283 | NS      | $95838.93     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Confluent, Inc.                         | Confluent, Inc., Class A                     | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |      1131 | NS      | $25153.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial, Inc.                    | Ally Financial, Inc.                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     18599 | NS      | $454745.55    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health, Inc.                    | Teladoc Health, Inc.                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     33368 | NS      | $789153.20    | 0.55%             |  |  |  | No            | 1                  | On Loan: —       |
| Kodiak Sciences, Inc.                   | Kodiak Sciences, Inc.                        | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     20775 | NS      | $148749.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nektar Therapeutics                     | Nektar Therapeutics                          | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     90759 | NS      | $205115.34    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| EastGroup Properties, Inc.              | EastGroup Properties, Inc.                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      4458 | NS      | $660051.48    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Reata Pharmaceuticals, Inc.             | Reata Pharmaceuticals, Inc., Class A         | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      1917 | NS      | $72826.83     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Repay Holdings Corp.                    | Repay Holdings Corp.                         | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5518 | NS      | $44419.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Financial Group, Inc.            | Summit Financial Group, Inc.                 | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2834 | NS      | $70538.26     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Amalgamated Financial Corp.             | Amalgamated Financial Corp.                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7436 | NS      | $171325.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group, Inc.                     | Mistras Group, Inc.                          | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8655 | NS      | $42669.15     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tabula Rasa HealthCare, Inc.            | Tabula Rasa HealthCare, Inc.                 | CUSIP: 873379101<br>LEI: 549300K6KY242XRMEF28 | Long             | EC               | CORP              | US        |      9668 | NS      | $47856.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Co.                | Central Garden & Pet Co., Class A            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     11070 | NS      | $396306.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Financial USA, Inc.           | Heartland Financial USA, Inc.                | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     12685 | NS      | $591374.70    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Assured Guaranty Ltd.                   | Assured Guaranty Ltd.                        | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      2020 | NS      | $125765.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks, Inc.                  | Juniper Networks, Inc.                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     36408 | NS      | $1163599.68   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.   | Allscripts Healthcare Solutions, Inc.        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     27750 | NS      | $489510.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Ooma, Inc.                              | Ooma, Inc.                                   | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11128 | NS      | $151563.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| OceanFirst Financial Corp.              | OceanFirst Financial Corp.                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23821 | NS      | $506196.25    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services, Inc.                    | Kelly Services, Inc., Class A                | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5716 | NS      | $96600.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Precision BioSciences, Inc.             | Precision BioSciences, Inc.                  | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |      7908 | NS      | $9410.52      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                    | Steel Dynamics, Inc.                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8149 | NS      | $796157.30    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Cardlytics, Inc.                        | Cardlytics, Inc.                             | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     10945 | NS      | $63262.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial, Inc.           | Raymond James Financial, Inc.                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       199 | NS      | $21263.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp.                      | Chord Energy Corp.                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       869 | NS      | $118887.89    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Sumo Logic, Inc.                        | Sumo Logic, Inc.                             | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     14505 | NS      | $117490.50    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Bruker Corp.                            | Bruker Corp.                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     15911 | NS      | $1087516.85   | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Box, Inc.                               | Box, Inc., Class A                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      9034 | NS      | $281228.42    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd.                       | Essent Group Ltd.                            | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     22002 | NS      | $855437.76    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech, Inc.                        | Tetra Tech, Inc.                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      9832 | NS      | $1427508.08   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingClub Corp.                       | LendingClub Corp.                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      7013 | NS      | $61714.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LivePerson, Inc.                        | LivePerson, Inc.                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     39601 | NS      | $401554.14    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings, Inc.                 | Bill.com Holdings, Inc.                      | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      6091 | NS      | $663675.36    | 0.46%             |  |  |  | No            | 1                  | On Loan: —       |
| International Game Technology plc       | International Game Technology plc            | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |      5269 | NS      | $119500.92    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corp.                           | Visteon Corp.                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       529 | NS      | $69209.07     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp.                 | Paylocity Holding Corp.                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      6928 | NS      | $1345833.28   | 0.94%             |  |  |  | No            | 1                  | On Loan: No      |
| GATX Corp.                              | GATX Corp.                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     10830 | NS      | $1151662.20   | 0.80%             |  |  |  | No            | 1                  | On Loan: —       |
| Sutro Biopharma, Inc.                   | Sutro Biopharma, Inc.                        | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      8905 | NS      | $71952.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Lions Gate Entertainment Corp.          | Lions Gate Entertainment Corp., Class A      | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      5736 | NS      | $32752.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bar Harbor Bankshares                   | Bar Harbor Bankshares                        | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2403 | NS      | $76992.12     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy, Inc.                   | Clearway Energy, Inc.                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      2394 | NS      | $71628.48     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SQZ Biotechnologies Co.                 | SQZ Biotechnologies Co.                      | CUSIP: 78472W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $444.74       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners, Inc.       | Pinnacle Financial Partners, Inc.            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     18523 | NS      | $1359588.20   | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis, Inc.                          | Exelixis, Inc.                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     50447 | NS      | $809169.88    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthEquity, Inc.                      | HealthEquity, Inc.                           | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       619 | NS      | $38155.16     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Greif, Inc.                             | Greif, Inc., Class A                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3318 | NS      | $222505.08    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular, Inc.                           | Popular, Inc.                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2850 | NS      | $189012.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Fate Therapeutics, Inc.                 | Fate Therapeutics, Inc.                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     19491 | NS      | $196664.19    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Vital Farms, Inc.                       | Vital Farms, Inc.                            | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     12849 | NS      | $191707.08    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Medical, Inc.                    | Globus Medical, Inc., Class A                | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      9122 | NS      | $677490.94    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Biosciences, Inc.               | Coherus Biosciences, Inc.                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      3049 | NS      | $24148.08     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp.                  | Lincoln National Corp.                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2431 | NS      | $74680.32     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass, Inc.                           | Compass, Inc., Class A                       | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7105 | NS      | $16554.65     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Investors Title Co.                     | Investors Title Co.                          | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $8853.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookdale Senior Living, Inc.           | Brookdale Senior Living, Inc.                | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      5001 | NS      | $13652.73     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Solar, Inc.                       | First Solar, Inc.                            | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |       716 | NS      | $107249.64    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Genpact Ltd.                            | Genpact Ltd.                                 | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     23121 | NS      | $1070964.72   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| PlayAGS, Inc.                           | PlayAGS, Inc.                                | CUSIP: 72814N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3494 | NS      | $17819.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corp.                     | Regal Rexnord Corp.                          | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      9813 | NS      | $1177363.74   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| PTC Therapeutics, Inc.                  | PTC Therapeutics, Inc.                       | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     10672 | NS      | $407350.24    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp.                   | Regency Centers Corp.                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     29397 | NS      | $1837312.50   | 1.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.         | Ultragenyx Pharmaceutical, Inc.              | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     18830 | NS      | $872393.90    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys, Inc.                            | Qualys, Inc.                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1925 | NS      | $216042.75    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Honest Co., Inc. (The)                  | Honest Co., Inc. (The)                       | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6818 | NS      | $20522.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ensign Group, Inc. (The)                | Ensign Group, Inc. (The)                     | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     18432 | NS      | $1743851.52   | 1.21%             |  |  |  | No            | 1                  | On Loan: No      |
| American Well Corp.                     | American Well Corp., Class A                 | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57295 | NS      | $162144.85    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesarstone Ltd.                        | Caesarstone Ltd.                             | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | IL        |     10845 | NS      | $61924.95     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Frequency Therapeutics, Inc.            | Frequency Therapeutics, Inc.                 | CUSIP: 35803L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5874 | NS      | $22614.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralph Lauren Corp.                      | Ralph Lauren Corp.                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      8587 | NS      | $907388.29    | 0.63%             |  |  |  | No            | 1                  | On Loan: —       |
| Livent Corp.                            | Livent Corp.                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     13450 | NS      | $267251.50    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp.                  | Independent Bank Corp.                       | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38188 | NS      | $913456.96    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Asana, Inc.                             | Asana, Inc., Class A                         | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11981 | NS      | $164978.37    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Eventbrite, Inc.                        | Eventbrite, Inc., Class A                    | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     29161 | NS      | $170883.46    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp.                          | Huntsman Corp.                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     21275 | NS      | $584637.00    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource, Inc.              | Builders FirstSource, Inc.                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     11048 | NS      | $716794.24    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Cabaletta Bio, Inc.                     | Cabaletta Bio, Inc.                          | CUSIP: 12674W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1797 | NS      | $16622.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupa Software, Inc.                    | Coupa Software, Inc.                         | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |       515 | NS      | $40772.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corp.                         | Brunswick Corp.                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      6344 | NS      | $457275.52    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth, Inc.                         | Bandwidth, Inc., Class A                     | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      7291 | NS      | $167328.45    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| UFP Industries, Inc.                    | UFP Industries, Inc.                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      5281 | NS      | $418519.25    | 0.29%             |  |  |  | No            | 1                  | On Loan: —       |
| CareDx, Inc.                            | CareDx, Inc.                                 | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      4190 | NS      | $47807.90     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Manitowoc Co., Inc. (The)               | Manitowoc Co., Inc. (The)                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      7133 | NS      | $65338.28     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Moog, Inc.                              | Moog, Inc., Class A                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       765 | NS      | $67136.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cooper-Standard Holdings, Inc.          | Cooper-Standard Holdings, Inc.               | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |      9138 | NS      | $82790.28     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Tactile Systems Technology, Inc.        | Tactile Systems Technology, Inc.             | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     11063 | NS      | $127003.24    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Axon Enterprise, Inc.                   | Axon Enterprise, Inc.                        | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1971 | NS      | $327048.03    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System, Inc.                      | Ryder System, Inc.                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1350 | NS      | $112819.50    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold, Inc.                        | Royal Gold, Inc.                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2982 | NS      | $336131.04    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries, Inc.                  | Chart Industries, Inc.                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       820 | NS      | $94488.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp.                    | Exact Sciences Corp.                         | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      4403 | NS      | $217992.53    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams-Sonoma, Inc.                   | Williams-Sonoma, Inc.                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      8537 | NS      | $981072.04    | 0.68%             |  |  |  | No            | 1                  | On Loan: —       |
| Laureate Education, Inc.                | Laureate Education, Inc.                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     18376 | NS      | $176777.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Towne Bank                              | Towne Bank                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       605 | NS      | $18658.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ExlService Holdings, Inc.               | ExlService Holdings, Inc.                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1761 | NS      | $298366.23    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics, Inc.                        | Photronics, Inc.                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2185 | NS      | $36773.55     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Nutrition Ltd.                | Herbalife Nutrition Ltd.                     | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |      5964 | NS      | $88744.32     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Business Financial Services, Inc. | First Business Financial Services, Inc.      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       899 | NS      | $32858.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp.                         | TD SYNNEX Corp.                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     15078 | NS      | $1428037.38   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Ajax Corp.                        | Great Ajax Corp.                             | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |     14590 | NS      | $105777.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Avaya Holdings Corp.                    | Avaya Holdings Corp.                         | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     35041 | NS      | $6868.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline, Inc.                         | Valvoline, Inc.                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      7846 | NS      | $256171.90    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)   | Interpublic Group of Cos., Inc. (The)        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     11176 | NS      | $372272.56    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Nature's Sunshine Products, Inc.        | Nature's Sunshine Products, Inc.             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1667 | NS      | $13869.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity, Inc.                         | Insperity, Inc.                              | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     15222 | NS      | $1729219.20   | 1.20%             |  |  |  | No            | 1                  | On Loan: No      |
| RealReal, Inc. (The)                    | RealReal, Inc. (The)                         | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     20219 | NS      | $25273.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Zillow Group, Inc.                      | Zillow Group, Inc., Class C                  | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      9842 | NS      | $317010.82    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Olaplex Holdings, Inc.                  | Olaplex Holdings, Inc.                       | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14277 | NS      | $74383.17     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Gap, Inc. (The)                         | Gap, Inc. (The)                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     30387 | NS      | $342765.36    | 0.24%             |  |  |  | No            | 1                  | On Loan: —       |
| Teradata Corp.                          | Teradata Corp.                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     16060 | NS      | $540579.60    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| 1Life Healthcare, Inc.                  | 1Life Healthcare, Inc.                       | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4884 | NS      | $81611.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Allovir, Inc.                           | Allovir, Inc.                                | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7773 | NS      | $39875.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.         | Deciphera Pharmaceuticals, Inc.              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     19755 | NS      | $323784.45    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group, Inc.                  | Alaska Air Group, Inc.                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       326 | NS      | $13998.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp.                | Magnolia Oil & Gas Corp., Class A            | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35511 | NS      | $832732.95    | 0.58%             |  |  |  | No            | 1                  | On Loan: —       |
| elf Beauty, Inc.                        | elf Beauty, Inc.                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      3799 | NS      | $210084.70    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| PhaseBio Pharmaceuticals, Inc.          | PhaseBio Pharmaceuticals, Inc.               | CUSIP: 717224109<br>LEI: 549300FC27CEJIY52K95 | Long             | EC               | CORP              | US        |      6971 | NS      | $209.83       | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Conn's, Inc.                            | Conn's, Inc.                                 | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     12193 | NS      | $83887.84     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alteryx, Inc.                           | Alteryx, Inc., Class A                       | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |      1010 | NS      | $51176.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Altra Industrial Motion Corp.           | Altra Industrial Motion Corp.                | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      2197 | NS      | $131270.75    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sangamo Therapeutics, Inc.              | Sangamo Therapeutics, Inc.                   | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     36151 | NS      | $113514.14    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp.                      | FB Financial Corp.                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      4121 | NS      | $148932.94    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bright Health Group, Inc.               | Bright Health Group, Inc.                    | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16307 | NS      | $10597.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quince Therapeutics, Inc.               | Quince Therapeutics, Inc.                    | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3368 | NS      | $2146.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Health Catalyst, Inc.                   | Health Catalyst, Inc.                        | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     13770 | NS      | $146375.10    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Diamond Therapeutics, Inc.        | Black Diamond Therapeutics, Inc.             | CUSIP: 09203E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9905 | NS      | $17829.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Karyopharm Therapeutics, Inc.           | Karyopharm Therapeutics, Inc.                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     25342 | NS      | $86162.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Oil Corp.                      | Marathon Oil Corp.                           | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     37029 | NS      | $1002375.03   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Super Micro Computer, Inc.              | Super Micro Computer, Inc.                   | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       392 | NS      | $32183.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Signet Jewelers Ltd.                    | Signet Jewelers Ltd.                         | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      5201 | NS      | $353668.00    | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| Entravision Communications Corp.        | Entravision Communications Corp., Class A    | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      5506 | NS      | $26428.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Paysafe Ltd.                            | Paysafe Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     22951 | NS      | $318789.39    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Domo, Inc.                              | Domo, Inc., Class B                          | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     14135 | NS      | $201282.40    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Beam Therapeutics, Inc.                 | Beam Therapeutics, Inc.                      | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161 | NS      | $45406.71     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Taysha Gene Therapies, Inc.             | Taysha Gene Therapies, Inc.                  | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11602 | NS      | $26220.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SiteOne Landscape Supply, Inc.          | SiteOne Landscape Supply, Inc.               | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      1381 | NS      | $162018.92    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corp.                       | Black Hills Corp.                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     23066 | NS      | $1622462.44   | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Outbrain, Inc.                          | Outbrain, Inc.                               | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      9264 | NS      | $33535.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ALX Oncology Holdings, Inc.             | ALX Oncology Holdings, Inc.                  | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $25177.18     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| News Corp.                              | News Corp., Class B                          | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     11736 | NS      | $216411.84    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp.                            | Enovis Corp.                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     30738 | NS      | $1645097.76   | 1.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Calix, Inc.                             | Calix, Inc.                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2203 | NS      | $150751.29    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MRC Global, Inc.                        | MRC Global, Inc.                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      6677 | NS      | $77319.66     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp.                 | Synovus Financial Corp.                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2361 | NS      | $88655.55     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Macy's, Inc.                            | Macy's, Inc.                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      4918 | NS      | $101556.70    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hackett Group, Inc. (The)               | Hackett Group, Inc. (The)                    | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      1811 | NS      | $36890.07     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co. plc                         | Perrigo Co. plc                              | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     15085 | NS      | $514247.65    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana, Inc.                              | Dana, Inc.                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      4147 | NS      | $62744.11     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GoPro, Inc.                             | GoPro, Inc., Class A                         | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     27598 | NS      | $137438.04    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| WR Berkley Corp.                        | WR Berkley Corp.                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      6264 | NS      | $454578.48    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co.                    | Travel + Leisure Co.                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     38803 | NS      | $1412429.20   | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic First Bancorp, Inc.            | Republic First Bancorp, Inc.                 | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |     36575 | NS      | $78636.25     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Goodyear Tire & Rubber Co. (The)        | Goodyear Tire & Rubber Co. (The)             | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     29697 | NS      | $301424.55    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Alector, Inc.                           | Alector, Inc.                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     23938 | NS      | $220947.74    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR, Inc.                               | KBR, Inc.                                    | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     17959 | NS      | $948235.20    | 0.66%             |  |  |  | No            | 1                  | On Loan: —       |
| Casey's General Stores, Inc.            | Casey's General Stores, Inc.                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       143 | NS      | $32082.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| First Industrial Realty Trust, Inc.     | First Industrial Realty Trust, Inc.          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36030 | NS      | $1738807.80   | 1.21%             |  |  |  | No            | 1                  | On Loan: —       |
| NuVasive, Inc.                          | NuVasive, Inc.                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      1165 | NS      | $48044.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories, Inc.              | Silicon Laboratories, Inc.                   | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      9896 | NS      | $1342590.32   | 0.93%             |  |  |  | No            | 1                  | On Loan: —       |
| Ginkgo Bioworks Holdings, Inc.          | Ginkgo Bioworks Holdings, Inc.               | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34326 | NS      | $58010.94     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises, Inc.                  | Rush Enterprises, Inc., Class A              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     23137 | NS      | $1209602.36   | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Western New England Bancorp, Inc.       | Western New England Bancorp, Inc.            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |      8847 | NS      | $83692.62     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanover Insurance Group, Inc. (The)     | Hanover Insurance Group, Inc. (The)          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1519 | NS      | $205262.47    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                     | Acadia Realty Trust                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $10288.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group, Inc.          | Covenant Logistics Group, Inc., Class A      | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3357 | NS      | $116051.49    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Affirm Holdings, Inc.                   | Affirm Holdings, Inc.                        | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8333 | NS      | $80580.11     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NanoString Technologies, Inc.           | NanoString Technologies, Inc.                | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      4748 | NS      | $37841.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Flywire Corp.                           | Flywire Corp.                                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      7957 | NS      | $194707.79    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corp.                        | 1st Source Corp.                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $60894.23     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ARS Pharmaceuticals, Inc.               | ARS Pharmaceuticals, Inc.                    | CUSIP: 82835W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5929 | NS      | $50574.37     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Applied Optoelectronics, Inc.           | Applied Optoelectronics, Inc.                | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |      3265 | NS      | $6170.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Horizon Bancorp, Inc.                   | Horizon Bancorp, Inc.                        | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      5688 | NS      | $85775.04     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Hub Group, Inc.                         | Hub Group, Inc., Class A                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11758 | NS      | $934643.42    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| UiPath, Inc.                            | UiPath, Inc., Class A                        | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |      4475 | NS      | $56877.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kohl's Corp.                            | Kohl's Corp.                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      2599 | NS      | $65624.75     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National, Inc.                | Schneider National, Inc., Class B            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      8598 | NS      | $201193.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger Ltd.                       | Schlumberger Ltd.                            | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      4804 | NS      | $256821.84    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets, Inc.               | Cboe Global Markets, Inc.                    | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     15544 | NS      | $1950305.68   | 1.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Wix.com Ltd.                            | Wix.com Ltd.                                 | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      2464 | NS      | $189309.12    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Revance Therapeutics, Inc.              | Revance Therapeutics, Inc.                   | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      1934 | NS      | $35701.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Cellular Corp.            | United States Cellular Corp.                 | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      9274 | NS      | $193362.90    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| AMN Healthcare Services, Inc.           | AMN Healthcare Services, Inc.                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3835 | NS      | $394314.70    | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Northrim BanCorp, Inc.                  | Northrim BanCorp, Inc.                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      1220 | NS      | $66575.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates, Inc.              | Manhattan Associates, Inc.                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     12561 | NS      | $1524905.40   | 1.06%             |  |  |  | No            | 1                  | On Loan: No      |
| X4 Pharmaceuticals, Inc.                | X4 Pharmaceuticals, Inc.                     | CUSIP: 98420X103<br>LEI: 549300R0UFVPXWP86U94 | Long             | EC               | CORP              | US        |      5307 | NS      | $5269.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics, Inc.                         | Synaptics, Inc.                              | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       931 | NS      | $88593.96     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillard's, Inc.                         | Dillard's, Inc., Class A                     | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       828 | NS      | $267609.60    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Schein, Inc.                      | Henry Schein, Inc.                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      4080 | NS      | $325869.60    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp.                      | Brown-Forman Corp., Class B                  | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      1286 | NS      | $84464.48     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegro MicroSystems, Inc.              | Allegro MicroSystems, Inc.                   | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $71717.78     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Appfolio, Inc.                          | Appfolio, Inc., Class A                      | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       200 | NS      | $21076.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| World Fuel Services Corp.               | World Fuel Services Corp.                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      8834 | NS      | $241433.22    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Wingstop, Inc.                          | Wingstop, Inc.                               | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       556 | NS      | $76516.72     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Origin Bancorp, Inc.                    | Origin Bancorp, Inc.                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      1999 | NS      | $73363.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Spruce Biosciences, Inc.                | Spruce Biosciences, Inc.                     | CUSIP: 85209E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $462.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings, Inc.                      | NMI Holdings, Inc., Class A                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1975 | NS      | $41277.50     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International, Inc.                 | RPM International, Inc.                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       287 | NS      | $27968.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Houlihan Lokey, Inc.                    | Houlihan Lokey, Inc.                         | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2006 | NS      | $174842.96    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Beacon Roofing Supply, Inc.             | Beacon Roofing Supply, Inc.                  | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |       636 | NS      | $33574.44     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co.                   | Commercial Metals Co.                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1377 | NS      | $66509.10     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| PGT Innovations, Inc.                   | PGT Innovations, Inc.                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |       205 | NS      | $3681.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Inozyme Pharma, Inc.                    | Inozyme Pharma, Inc.                         | CUSIP: 45790W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $2137.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cullen/Frost Bankers, Inc.              | Cullen/Frost Bankers, Inc.                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1724 | NS      | $230498.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Pure Storage, Inc.                      | Pure Storage, Inc., Class A                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     10495 | NS      | $280846.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts, Inc.             | Park Hotels & Resorts, Inc.                  | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     45964 | NS      | $541915.56    | 0.38%             |  |  |  | No            | 1                  | On Loan: —       |
| Avery Dennison Corp.                    | Avery Dennison Corp.                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4298 | NS      | $777938.00    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corp.               | Fox Factory Holding Corp.                    | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      3263 | NS      | $297683.49    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co.           | Reliance Steel & Aluminum Co.                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      6572 | NS      | $1330435.68   | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Eargo, Inc.                             | Eargo, Inc.                                  | CUSIP: 270087109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44028 | NS      | $25316.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Asbury Automotive Group, Inc.           | Asbury Automotive Group, Inc.                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       341 | NS      | $61124.25     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Shockwave Medical, Inc.                 | Shockwave Medical, Inc.                      | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       980 | NS      | $201497.80    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Shift Technologies, Inc.                | Shift Technologies, Inc., Class A            | CUSIP: 82452T107<br>LEI: 5493000DBZBX1I1QVY71 | Long             | EC               | CORP              | US        |     13287 | NS      | $1978.43      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vir Biotechnology, Inc.                 | Vir Biotechnology, Inc.                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8542 | NS      | $216198.02    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegion plc                            | Allegion plc                                 | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      4829 | NS      | $508300.54    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| AppLovin Corp.                          | AppLovin Corp., Class A                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     16886 | NS      | $177809.58    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| HomeTrust Bancshares, Inc.              | HomeTrust Bancshares, Inc.                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1946 | NS      | $47034.82     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HB Fuller Co.                           | HB Fuller Co.                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       897 | NS      | $64243.14     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| comScore, Inc.                          | comScore, Inc.                               | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8863 | NS      | $10281.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Papa John's International, Inc.         | Papa John's International, Inc.              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |        28 | NS      | $2304.68      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholar Rock Holding Corp.              | Scholar Rock Holding Corp.                   | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      5582 | NS      | $50517.10     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| Lear Corp.                              | Lear Corp.                                   | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2769 | NS      | $343411.38    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Beyondspring, Inc.                      | Beyondspring, Inc.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      5913 | NS      | $11116.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| BlackRock Liquidity Funds               | T-Fund, Institutional Class                  | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |   1252548 | NS      | $1252547.98   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp.                          | EchoStar Corp., Class A                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     34902 | NS      | $582165.36    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide, Inc.                     | ACI Worldwide, Inc.                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     23377 | NS      | $537671.00    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Farmers National Banc Corp.             | Farmers National Banc Corp.                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $6015.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PBF Energy, Inc.                        | PBF Energy, Inc., Class A                    | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4546 | NS      | $185385.88    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group, Inc.          | American Financial Group, Inc.               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3278 | NS      | $450003.84    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy, Inc.                   | Clearway Energy, Inc., Class C               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1196 | NS      | $38116.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Sorrento Therapeutics, Inc.             | Sorrento Therapeutics, Inc.                  | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     11700 | NS      | $10366.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Corcept Therapeutics, Inc.              | Corcept Therapeutics, Inc.                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1076 | NS      | $21853.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bridgebio Pharma, Inc.                  | Bridgebio Pharma, Inc.                       | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      5934 | NS      | $45217.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Dick's Sporting Goods, Inc.             | Dick's Sporting Goods, Inc.                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     11849 | NS      | $1425316.21   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings, Inc.            | LPL Financial Holdings, Inc.                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      3156 | NS      | $682232.52    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Beer Co., Inc. (The)             | Boston Beer Co., Inc. (The), Class A         | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        51 | NS      | $16805.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hubbell, Inc.                           | Hubbell, Inc.                                | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       615 | NS      | $144328.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp.                  | ProPetro Holding Corp.                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19109 | NS      | $198160.33    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Singular Genomics Systems, Inc.         | Singular Genomics Systems, Inc.              | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4854 | NS      | $9756.54      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FNCB Bancorp, Inc.                      | FNCB Bancorp, Inc.                           | CUSIP: 302578109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2151 | NS      | $17659.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Braemar Hotels & Resorts, Inc.          | Braemar Hotels & Resorts, Inc.               | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     30968 | NS      | $127278.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Vincerx Pharma, Inc.                    | Vincerx Pharma, Inc.                         | CUSIP: 92731L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5103 | NS      | $5205.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aaron's Co., Inc. (The)                 | Aaron's Co., Inc. (The)                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6975 | NS      | $83351.25     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co.                             | Kellogg Co.                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       474 | NS      | $33767.76     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation, Inc.                        | AutoNation, Inc.                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4797 | NS      | $514718.10    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Rocket Pharmaceuticals, Inc.            | Rocket Pharmaceuticals, Inc.                 | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      2089 | NS      | $40881.73     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Accolade, Inc.                          | Accolade, Inc.                               | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      7153 | NS      | $55721.87     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Infinity Pharmaceuticals, Inc.          | Infinity Pharmaceuticals, Inc.               | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |      4864 | NS      | $2699.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Group, Inc.                   | Paramount Group, Inc.                        | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     18728 | NS      | $111244.32    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BankFinancial Corp.                     | BankFinancial Corp.                          | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3288 | NS      | $34622.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Primo Water Corp.                       | Primo Water Corp.                            | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     58601 | NS      | $910659.54    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron, Inc.                           | Textron, Inc.                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1047 | NS      | $74127.60     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson, Inc.                            | Matson, Inc.                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1440 | NS      | $90014.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CF Industries Holdings, Inc.            | CF Industries Holdings, Inc.                 | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      4013 | NS      | $341907.60    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Hawaii Corp.                    | Bank of Hawaii Corp.                         | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      4118 | NS      | $319392.08    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems, Inc.                   | Varonis Systems, Inc.                        | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     11789 | NS      | $282228.66    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Graco, Inc.                             | Graco, Inc.                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     17675 | NS      | $1188820.50   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| CareMax, Inc.                           | CareMax, Inc.                                | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4418 | NS      | $16125.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Murphy USA, Inc.                        | Murphy USA, Inc.                             | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      2148 | NS      | $600451.92    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Crawford & Co.                          | Crawford & Co., Class A                      | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      1185 | NS      | $6588.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations, Inc.            | Hilton Grand Vacations, Inc.                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      4811 | NS      | $185415.94    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| PROS Holdings, Inc.                     | PROS Holdings, Inc.                          | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      1386 | NS      | $33624.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup, Inc.                     | ManpowerGroup, Inc.                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       187 | NS      | $15560.27     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors, Inc.                     | Lithia Motors, Inc., Class A                 | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2815 | NS      | $576343.10    | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| Federal Agricultural Mortgage Corp.     | Federal Agricultural Mortgage Corp., Class C | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |     10608 | NS      | $1195627.68   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Invitae Corp.                           | Invitae Corp.                                | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     13946 | NS      | $25939.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Privia Health Group, Inc.               | Privia Health Group, Inc.                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23606 | NS      | $536092.26    | 0.37%             |  |  |  | No            | 1                  | On Loan: —       |
| SSR Mining, Inc.                        | SSR Mining, Inc.                             | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     10308 | NS      | $161526.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Tapestry, Inc.                          | Tapestry, Inc.                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |      7129 | NS      | $271472.32    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource, Inc.                        | ScanSource, Inc.                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      4951 | NS      | $144668.22    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp.                       | Boyd Gaming Corp.                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     23132 | NS      | $1261387.96   | 0.88%             |  |  |  | No            | 1                  | On Loan: —       |
| Kronos Bio, Inc.                        | Kronos Bio, Inc.                             | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45468 | NS      | $73658.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Ardmore Shipping Corp.                  | Ardmore Shipping Corp.                       | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | MH        |     12741 | NS      | $183597.81    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolent Health, Inc.                    | Evolent Health, Inc., Class A                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     14401 | NS      | $404380.08    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.com, Inc.                 | 1-800-Flowers.com, Inc., Class A             | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9365 | NS      | $89529.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Stitch Fix, Inc.                        | Stitch Fix, Inc., Class A                    | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     34751 | NS      | $108075.61    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                              | Unum Group                                   | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     16578 | NS      | $680195.34    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Agenus, Inc.                            | Agenus, Inc.                                 | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     20850 | NS      | $50040.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MarineMax, Inc.                         | MarineMax, Inc.                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      6249 | NS      | $195093.78    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Allakos, Inc.                           | Allakos, Inc.                                | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |     10480 | NS      | $88241.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wendy's Co. (The)                       | Wendy's Co. (The)                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     38550 | NS      | $872386.50    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp, Inc.                 | East West Bancorp, Inc.                      | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13253 | NS      | $873372.70    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Lancaster Colony Corp.                  | Lancaster Colony Corp.                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       304 | NS      | $59979.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Molecular Transport, Inc.       | Applied Molecular Transport, Inc.            | CUSIP: 03824M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10991 | NS      | $4616.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International, Inc.         | Oceaneering International, Inc.              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2989 | NS      | $52277.61     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics, Inc.                 | Arrow Electronics, Inc.                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6867 | NS      | $718082.19    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Yelp, Inc.                              | Yelp, Inc.                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     15828 | NS      | $432737.52    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America, Inc.      | Reinsurance Group of America, Inc.           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      5305 | NS      | $753787.45    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Personalis, Inc.                        | Personalis, Inc.                             | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |     96442 | NS      | $190955.16    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Relay Therapeutics, Inc.                | Relay Therapeutics, Inc.                     | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3483 | NS      | $52036.02     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co., Inc.                     | Donaldson Co., Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      8806 | NS      | $518409.22    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corp.                          | Ingevity Corp.                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       362 | NS      | $25499.28     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings, Inc.     | Allison Transmission Holdings, Inc.          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     10659 | NS      | $443414.40    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group, Inc.                      | Zillow Group, Inc., Class A                  | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      1547 | NS      | $48281.87     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources, Inc.                     | EOG Resources, Inc.                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      8241 | NS      | $1067374.32   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne, Inc.                 | Helmerich & Payne, Inc.                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      2764 | NS      | $137011.48    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                     | S&P 500 E-Mini Index                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         8 | NC      | $-32201.65    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Zogenix, Inc.                           | Zogenix, Inc.                                | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             |  | CORP              | US        |      1527 | NS      | $1038.36      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Bumble, Inc.                            | Bumble, Inc., Class A                        | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2555 | NS      | $53782.75     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Puma Biotechnology, Inc.                | Puma Biotechnology, Inc.                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2139 | NS      | $9047.97      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enova International, Inc.               | Enova International, Inc.                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1077 | NS      | $41324.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Wayfair, Inc.                           | Wayfair, Inc., Class A                       | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       983 | NS      | $32330.87     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial, Inc.                    | Voya Financial, Inc.                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     26903 | NS      | $1654265.47   | 1.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Brighthouse Financial, Inc.             | Brighthouse Financial, Inc.                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      7152 | NS      | $366683.04    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Gaia, Inc.                              | Gaia, Inc.                                   | CUSIP: 36269P104<br>LEI: 529900QUX8SBA2D93M92 | Long             | EC               | CORP              | US        |      1999 | NS      | $4757.62      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Holdings, Inc.                    | Crown Holdings, Inc.                         | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      8669 | NS      | $712678.49    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings, Inc.                       | Q2 Holdings, Inc.                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2367 | NS      | $63601.29     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ASGN, Inc.                              | ASGN, Inc.                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       853 | NS      | $69502.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties, Inc.              | Highwoods Properties, Inc.                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     17143 | NS      | $479661.14    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics, Inc.               | Denali Therapeutics, Inc.                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      4128 | NS      | $114799.68    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic, Inc.                      | Cirrus Logic, Inc.                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     10176 | NS      | $757908.48    | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| Patterson-UTI Energy, Inc.              | Patterson-UTI Energy, Inc.                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     46928 | NS      | $790267.52    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse, Inc.                   | Texas Roadhouse, Inc.                        | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      7676 | NS      | $698132.20    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Hippo Holdings, Inc.                    | Hippo Holdings, Inc.                         | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3957 | NS      | $53815.20     | 0.04%             |  |  |  | No            | 1                  | On Loan: —       |
| StoneCo Ltd.                            | StoneCo Ltd., Class A                        | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |     75095 | NS      | $708896.80    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Toro Co. (The)                          | Toro Co. (The)                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       149 | NS      | $16866.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Portland General Electric Co.           | Portland General Electric Co.                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     32613 | NS      | $1598037.00   | 1.11%             |  |  |  | No            | 1                  | On Loan: —       |
| NextGen Healthcare, Inc.                | NextGen Healthcare, Inc.                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1963 | NS      | $36865.14     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Astec Industries, Inc.                  | Astec Industries, Inc.                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       254 | NS      | $10327.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kforce, Inc.                            | Kforce, Inc.                                 | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3199 | NS      | $175401.17    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Targa Resources Corp.                   | Targa Resources Corp.                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     10300 | NS      | $757050.00    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| PulteGroup, Inc.                        | PulteGroup, Inc.                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       795 | NS      | $36196.35     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NGM Biopharmaceuticals, Inc.            | NGM Biopharmaceuticals, Inc.                 | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     13765 | NS      | $69100.30     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner, Inc.                        | BorgWarner, Inc.                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      2450 | NS      | $98612.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group, Inc. (The)               | Carlyle Group, Inc. (The)                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     33410 | NS      | $996954.40    | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Foghorn Therapeutics, Inc.              | Foghorn Therapeutics, Inc.                   | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3141 | NS      | $20039.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hurco Cos., Inc.                        | Hurco Cos., Inc.                             | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |      1060 | NS      | $27697.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Vimeo, Inc.                             | Vimeo, Inc.                                  | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     20550 | NS      | $70486.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| MasTec, Inc.                            | MasTec, Inc.                                 | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      5978 | NS      | $510102.74    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Voyager Therapeutics, Inc.              | Voyager Therapeutics, Inc.                   | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |      5369 | NS      | $32750.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Atreca, Inc.                            | Atreca, Inc., Class A                        | CUSIP: 04965G109<br>LEI: 549300B5CQV1OOXFLU71 | Long             | EC               | CORP              | US        |     21316 | NS      | $17065.59     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Impel Pharmaceuticals, Inc.             | Impel Pharmaceuticals, Inc.                  | CUSIP: 45258K109<br>LEI: 549300OM070Y5YFLMR84 | Long             | EC               | CORP              | US        |      2621 | NS      | $9828.75      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent BioSolutions, Inc.             | Emergent BioSolutions, Inc.                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      7812 | NS      | $92259.72     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| LendingTree, Inc.                       | LendingTree, Inc.                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      9532 | NS      | $203317.56    | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Phreesia, Inc.                          | Phreesia, Inc.                               | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      6807 | NS      | $220274.52    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co. (The)                        | Mosaic Co. (The)                             | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      2207 | NS      | $96821.09     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Matrix Service Co.                      | Matrix Service Co.                           | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     18613 | NS      | $115772.86    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| MaxLinear, Inc.                         | MaxLinear, Inc.                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      9168 | NS      | $311253.60    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SL Liquidity Series, LLC                | Money Market Series                          | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |  17174631 | NS      | $17172913.23  | 11.96%            |  |  |  | No            | N/A                | On Loan: No      |
| Berry Global Group, Inc.                | Berry Global Group, Inc.                     | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     13100 | NS      | $791633.00    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Fastly, Inc.                            | Fastly, Inc., Class A                        | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      1919 | NS      | $15716.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tricida, Inc.                           | Tricida, Inc.                                | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |     14390 | NS      | $2200.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Brixmor Property Group, Inc.            | Brixmor Property Group, Inc.                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     80141 | NS      | $1816796.47   | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Metropolitan Bank Holding Corp.         | Metropolitan Bank Holding Corp.              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3003 | NS      | $176186.01    | 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        |      1961 | NS      | $204963.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| QIAGEN NV                               | QIAGEN NV                                    | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |      5988 | NS      | $298621.56    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp, Inc.                 | Customers Bancorp, Inc.                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       817 | NS      | $23153.78     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Metacrine, Inc.                         | Metacrine, Inc.                              | CUSIP: 59101E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4751 | NS      | $2127.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Akebia Therapeutics, Inc.               | Akebia Therapeutics, Inc.                    | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     41342 | NS      | $23854.33     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alkermes plc                            | Alkermes plc                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3335 | NS      | $87143.55     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co.                   | Lamar Advertising Co., Class A               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      4085 | NS      | $385624.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| H&R Block, Inc.                         | H&R Block, Inc.                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      8314 | NS      | $303544.14    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| Service Corp. International             | Service Corp. International                  | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2210 | NS      | $152799.40    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashford Hospitality Trust, Inc.         | Ashford Hospitality Trust, Inc.              | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6542 | NS      | $29242.74     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Valmont Industries, Inc.                | Valmont Industries, Inc.                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      4990 | NS      | $1650043.30   | 1.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Jefferies Financial Group, Inc.         | Jefferies Financial Group, Inc.              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     23933 | NS      | $820423.24    | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications, Inc.            | Iridium Communications, Inc.                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       899 | NS      | $46208.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies, Inc.   | Applied Industrial Technologies, Inc.        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      5064 | NS      | $638215.92    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| iRobot Corp.                            | iRobot Corp.                                 | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       718 | NS      | $34557.34     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun, Inc.                            | Sunrun, Inc.                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     19459 | NS      | $467405.18    | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| AO Smith Corp.                          | AO Smith Corp.                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     10433 | NS      | $597184.92    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** BlackRock Variable Series Funds, Inc.

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer