# EDGAR Filing Document

**Accession Number:** 0000355916
**File Stem:** 0001752724-23-039191
**Filing Date:** 2023-2
**Character Count:** 87946
**Document Hash:** 2d02cd03e319dad381a4565fdb772e2f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039191.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039191

**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:** 23665134

**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 Large Cap Value V.I. Fund (Series ID: S000002878)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007911 | Class I      |  |
| C000007912 | Class II     |  |
| C000007913 | 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 Large Cap Value V.I. Fund

- **b. EDGAR series identifier (if any):** S000002878

- **c. LEI of Series:** T5D8YQNN0LUF0THBUO53

**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:** $96469975.19

**Total Liabilities:** $2710999.92

**Net Assets:** $93758975.27

**Cash Not Reported:** $30070.62

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007913 | 10.75%               | 6.03%                | -3.85%               |
| Class ID C000007911 | 10.80%               | 5.96%                | -3.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-353140.20              | $9351847.53                                |
| Month 2  | $322816.03               | $5094416.03                                |
| Month 3  | $145482.70               | $-4133532.89                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Intercontinental Exchange, Inc.               | Intercontinental Exchange, Inc.               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       893 | NS      | $91612.87     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Eaton Corp. plc                               | Eaton Corp. plc                               | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      4346 | NS      | $682104.70    | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                           | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      6200 | NS      | $203732.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Archer-Daniels-Midland Co.                    | Archer-Daniels-Midland Co.                    | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1712 | NS      | $158959.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7, Inc.                                  | Rapid7, Inc.                                  | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       610 | NS      | $20727.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Exxon Mobil Corp.                             | Exxon Mobil Corp.                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     22039 | NS      | $2430901.70   | 2.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class A                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5227 | NS      | $461178.21    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Walmart, Inc.                                 | Walmart, Inc.                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      5249 | NS      | $744255.71    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group, Inc.                               | CME Group, Inc.                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3795 | NS      | $638167.20    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp.                           | Valero Energy Corp.                           | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      1905 | NS      | $241668.30    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| PayPal Holdings, Inc.                         | PayPal Holdings, Inc.                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      9650 | NS      | $687273.00    | 0.73%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                   | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     14235 | NS      | $200713.50    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com, Inc.                              | Amazon.com, Inc.                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       626 | NS      | $52584.00     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                 | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1063 | NS      | $110009.87    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Resources Corp.                    | New Jersey Resources Corp.                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       442 | NS      | $21932.04     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Timken Co. (The)                              | Timken Co. (The)                              | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     11246 | NS      | $794754.82    | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Xylem, Inc.                                   | Xylem, Inc.                                   | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8270 | NS      | $914413.90    | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Essex Property Trust, Inc.                    | Essex Property Trust, Inc.                    | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      4287 | NS      | $908501.04    | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                         | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5643 | NS      | $479259.99    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Horizon Therapeutics plc                      | Horizon Therapeutics plc                      | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |        78 | NS      | $8876.40      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RingCentral, Inc.                             | RingCentral, Inc., Class A                    | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |       882 | NS      | $31222.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Northrop Grumman Corp.                        | Northrop Grumman Corp.                        | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |       486 | NS      | $265166.46    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp.                          | Curtiss-Wright Corp.                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1133 | NS      | $189199.67    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bristol-Myers Squibb Co.                      | Bristol-Myers Squibb Co.                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      7192 | NS      | $517464.40    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co.                               | Eli Lilly & Co.                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1020 | NS      | $373156.80    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Danaher Corp.                                 | Danaher Corp.                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4885 | NS      | $1296576.70   | 1.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet, Inc.                                | Alphabet, Inc., Class C                       | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3534 | NS      | $313571.82    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Intel Corp.                                   | Intel Corp.                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     32934 | NS      | $870445.62    | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Boston Scientific Corp.                       | Boston Scientific Corp.                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |      7891 | NS      | $365116.57    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuit, Inc.                                  | Intuit, Inc.                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        94 | NS      | $36586.68     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens Corning                                 | Owens Corning                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       945 | NS      | $80608.50     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       435 | NS      | $120460.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SBA Communications Corp.                      | SBA Communications Corp.                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |       286 | NS      | $80168.66     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services, Inc.                       | Republic Services, Inc.                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       992 | NS      | $127958.08    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Automatic Data Processing, Inc.               | Automatic Data Processing, Inc.               | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       306 | NS      | $73091.16     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy, Inc.                          | NextEra Energy, Inc.                          | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1508 | NS      | $126068.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co.                        | Southwest Airlines Co.                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |      2631 | NS      | $88585.77     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                           | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1135 | NS      | $56659.20     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class A                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     35902 | NS      | $1090343.74   | 1.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                 | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |       432 | NS      | $145212.48    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap-on, Inc.                                 | Snap-on, Inc.                                 | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3806 | NS      | $869632.94    | 0.93%             |  |  |  | No            | 1                  | On Loan: —       |
| American Express Co.                          | American Express Co.                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9873 | NS      | $1458735.75   | 1.56%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Airways Corp.                         | JetBlue Airways Corp.                         | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      4783 | NS      | $30993.84     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Uber Technologies, Inc.                       | Uber Technologies, Inc.                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |      3933 | NS      | $97263.09     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                         | Spotify Technology SA                         | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |       463 | NS      | $36553.85     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      9962 | NS      | $444105.96    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp. (The)                          | Allstate Corp. (The)                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      2566 | NS      | $347949.60    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                          | Edison International                          | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      4287 | NS      | $272738.94    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                             | Johnson & Johnson                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11879 | NS      | $2098425.35   | 2.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Merck & Co., Inc.                             | Merck & Co., Inc.                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4596 | NS      | $509926.20    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Blueprint Medicines Corp.                     | Blueprint Medicines Corp.                     | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       862 | NS      | $37764.22     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co.                                | DTE Energy Co.                                | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      9520 | NS      | $1118885.60   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                    | AT&T, Inc.                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     32527 | NS      | $598822.07    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Pfizer, Inc.                                  | Pfizer, Inc.                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     27604 | NS      | $1414428.96   | 1.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      9255 | NS      | $226284.75    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health, Inc.                          | Teladoc Health, Inc.                          | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     10701 | NS      | $253078.65    | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Regions Financial Corp.                       | Regions Financial Corp.                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     13976 | NS      | $301322.56    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Lululemon Athletica, Inc.                     | Lululemon Athletica, Inc.                     | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       551 | NS      | $176529.38    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour, Inc.                            | Under Armour, Inc., Class C                   | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       998 | NS      | $8902.16      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co.                      | Becton Dickinson and Co.                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      5350 | NS      | $1360505.00   | 1.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Juniper Networks, Inc.                        | Juniper Networks, Inc.                        | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     18456 | NS      | $589853.76    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptiv plc                                     | Aptiv plc                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |       595 | NS      | $55412.35     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| United Parcel Service, Inc.                   | United Parcel Service, Inc., Class B          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1426 | NS      | $247895.84    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TopBuild Corp.                                | TopBuild Corp.                                | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1065 | NS      | $166661.85    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co.                             | Genuine Parts Co.                             | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       277 | NS      | $48062.27     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      7674 | NS      | $901541.52    | 0.96%             |  |  |  | No            | 1                  | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     39395 | NS      | $628744.20    | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                          | Steel Dynamics, Inc.                          | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      2676 | NS      | $261445.20    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson Controls International plc            | Johnson Controls International plc            | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |      3555 | NS      | $227520.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                             | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      1653 | NS      | $64268.64     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The) | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      7733 | NS      | $586393.39    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech, Inc.                              | Tetra Tech, Inc.                              | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       614 | NS      | $89146.66     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings, Inc.                       | Bill.com Holdings, Inc.                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       859 | NS      | $93596.64     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Bros Discovery, Inc.                   | Warner Bros Discovery, Inc.                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      3163 | NS      | $29985.24     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp.                       | Paylocity Holding Corp.                       | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       201 | NS      | $39046.26     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                        | Home Depot, Inc. (The)                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      3039 | NS      | $959898.54    | 1.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmont Corp.                                 | Newmont Corp.                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      9140 | NS      | $431408.00    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1262 | NS      | $20242.48     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Trane Technologies plc                        | Trane Technologies plc                        | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       808 | NS      | $135816.72    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Williams Cos., Inc. (The)                     | Williams Cos., Inc. (The)                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      5250 | NS      | $172725.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)      | PNC Financial Services Group, Inc. (The)      | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       512 | NS      | $80865.28     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| WW Grainger, Inc.                             | WW Grainger, Inc.                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |       691 | NS      | $384368.75    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Travelers Cos., Inc. (The)                    | Travelers Cos., Inc. (The)                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4148 | NS      | $777708.52    | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Adobe, Inc.                                   | Adobe, Inc.                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       589 | NS      | $198216.17    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp.                         | Regency Centers Corp.                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      2559 | NS      | $159937.50    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.               | Ultragenyx Pharmaceutical, Inc.               | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      1549 | NS      | $71765.17     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                            | Altria Group, Inc.                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      1627 | NS      | $74370.17     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PerkinElmer, Inc.                             | PerkinElmer, Inc.                             | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |       758 | NS      | $106286.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeva Systems, Inc.                           | Veeva Systems, Inc., Class A                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |       835 | NS      | $134752.30    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM          | Liberty Media Corp.-Liberty SiriusXM, Class A | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $10770.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| General Dynamics Corp.                        | General Dynamics Corp.                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      2958 | NS      | $733909.38    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Ralph Lauren Corp.                            | Ralph Lauren Corp.                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |       142 | NS      | $15005.14     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| Deere & Co.                                   | Deere & Co.                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1505 | NS      | $645283.80    | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corp.                                | Huntsman Corp.                                | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1165 | NS      | $32014.20     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders FirstSource, Inc.                    | Builders FirstSource, Inc.                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      1034 | NS      | $67085.92     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Lyft, Inc.                                    | Lyft, Inc., Class A                           | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      3542 | NS      | $39032.84     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      2036 | NS      | $91721.80     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners plc            | Coca-Cola Europacific Partners plc            | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      4509 | NS      | $249437.88    | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Sherwin-Williams Co. (The)                    | Sherwin-Williams Co. (The)                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       394 | NS      | $93508.02     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                               | Citigroup, Inc.                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     22508 | NS      | $1018036.84   | 1.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System, Inc.                            | Ryder System, Inc.                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       246 | NS      | $20558.22     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Corteva, Inc.                                 | Corteva, Inc.                                 | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     11516 | NS      | $676910.48    | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corp.                          | Exact Sciences Corp.                          | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      3378 | NS      | $167244.78    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| HEICO Corp.                                   | HEICO Corp.                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1248 | NS      | $191742.72    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TD SYNNEX Corp.                               | TD SYNNEX Corp.                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1035 | NS      | $98024.85     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| S&P Global, Inc.                              | S&P Global, Inc.                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       212 | NS      | $71007.28     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Linde plc                                     | Linde plc                                     | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |      1513 | NS      | $493510.34    | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| Valvoline, Inc.                               | Valvoline, Inc.                               | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      1500 | NS      | $48975.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                   | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      3105 | NS      | $303762.15    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Darden Restaurants, Inc.                      | Darden Restaurants, Inc.                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1051 | NS      | $145384.83    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Corp.                                     | Fox Corp., Class B                            | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       739 | NS      | $21024.55     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment, Inc.               | Live Nation Entertainment, Inc.               | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2612 | NS      | $182160.88    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ANSYS, Inc.                                   | ANSYS, Inc.                                   | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        83 | NS      | $20051.97     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp.                               | Whirlpool Corp.                               | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2917 | NS      | $412638.82    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Abbott Laboratories                           | Abbott Laboratories                           | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      5099 | NS      | $559819.21    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms, Inc.                          | Meta Platforms, Inc., Class A                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      8664 | NS      | $1042625.76   | 1.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Medtronic plc                                 | Medtronic plc                                 | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     11055 | NS      | $859194.60    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp.                   | Capital One Financial Corp.                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5571 | NS      | $517880.16    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| VMware, Inc.                                  | VMware, Inc., Class A                         | CUSIP: 928563402<br>LEI: 549300BUDHS3LRWBE814 | Long             | EC               | CORP              | US        |       287 | NS      | $35232.12     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot, Inc.                                 | HubSpot, Inc.                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       105 | NS      | $30358.65     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB Financial Group                           | SVB Financial Group                           | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       157 | NS      | $36131.98     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Oil Corp.                            | Marathon Oil Corp.                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |      7462 | NS      | $201996.34    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Comcast Corp.                                 | Comcast Corp., Class A                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     26973 | NS      | $943245.81    | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Xcel Energy, Inc.                             | Xcel Energy, Inc.                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      5793 | NS      | $406147.23    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Ulta Beauty, Inc.                             | Ulta Beauty, Inc.                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        57 | NS      | $26736.99     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Enovis Corp.                                  | Enovis Corp.                                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       293 | NS      | $15681.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Bancorp                                    | US Bancorp                                    | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     17256 | NS      | $752534.16    | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Activision Blizzard, Inc.                     | Activision Blizzard, Inc.                     | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |      1590 | NS      | $121714.50    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                             | Wells Fargo & Co.                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     27247 | NS      | $1125028.63   | 1.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Co. plc                               | Perrigo Co. plc                               | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      1773 | NS      | $60441.57     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                       | KeyCorp                                       | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      4927 | NS      | $85828.34     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| WR Berkley Corp.                              | WR Berkley Corp.                              | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |       870 | NS      | $63135.90     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Travel + Leisure Co.                          | Travel + Leisure Co.                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     14280 | NS      | $519792.00    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp.                               | Starbucks Corp.                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1078 | NS      | $106937.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)              | Goodyear Tire & Rubber Co. (The)              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      3103 | NS      | $31495.45     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PepsiCo, Inc.                                 | PepsiCo, Inc.                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      7012 | NS      | $1266787.92   | 1.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognizant Technology Solutions Corp.          | Cognizant Technology Solutions Corp., Class A | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11058 | NS      | $632407.02    | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                          | JPMorgan Chase & Co.                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      7032 | NS      | $942991.20    | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories, Inc.                    | Silicon Laboratories, Inc.                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       374 | NS      | $50740.58     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway, Inc.                      | Berkshire Hathaway, Inc., Class B             | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      7653 | NS      | $2364011.70   | 2.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Lowe's Cos., Inc.                             | Lowe's Cos., Inc.                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      1486 | NS      | $296070.64    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Analog Devices, Inc.                          | Analog Devices, Inc.                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8241 | NS      | $1351771.23   | 1.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National, Inc.                      | Schneider National, Inc., Class B             | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      6396 | NS      | $149666.40    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Schlumberger Ltd.                             | Schlumberger Ltd.                             | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |      7688 | NS      | $411000.48    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Colgate-Palmolive Co.                         | Colgate-Palmolive Co.                         | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     14631 | NS      | $1152776.49   | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Cboe Global Markets, Inc.                     | Cboe Global Markets, Inc.                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      3559 | NS      | $446547.73    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Cellular Corp.                  | United States Cellular Corp.                  | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      6039 | NS      | $125913.15    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates, Inc.                    | Manhattan Associates, Inc.                    | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       186 | NS      | $22580.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Brown-Forman Corp.                            | Brown-Forman Corp., Class B                   | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |       983 | NS      | $64563.44     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp.                                 | Chevron Corp.                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14198 | NS      | $2548399.02   | 2.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp.                                   | Cigna Corp.                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      4447 | NS      | $1473468.98   | 1.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Target Corp.                                  | Target Corp.                                  | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       258 | NS      | $38452.32     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker, Inc.                  | Stanley Black & Decker, Inc.                  | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       821 | NS      | $61673.52     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Twilio, Inc.                                  | Twilio, Inc., Class A                         | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |       651 | NS      | $31872.96     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Halliburton Co.                               | Halliburton Co.                               | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     12515 | NS      | $492465.25    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| ConocoPhillips                                | ConocoPhillips                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      1236 | NS      | $145848.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Co.                         | Commercial Metals Co.                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1149 | NS      | $55496.70     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                     | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     39733 | NS      | $852670.18    | 0.91%             |  |  |  | No            | 1                  | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class A                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       238 | NS      | $21539.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     11343 | NS      | $706101.75    | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| MSC Industrial Direct Co., Inc.               | MSC Industrial Direct Co., Inc., Class A      | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       115 | NS      | $9395.50      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Hotels & Resorts, Inc.                   | Park Hotels & Resorts, Inc.                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      2031 | NS      | $23945.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co.                 | Reliance Steel & Aluminum Co.                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       879 | NS      | $177944.76    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp.                                  | Vistra Corp.                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     19835 | NS      | $460172.00    | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris, Inc.                                 | Viatris, Inc.                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |      3612 | NS      | $40201.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp.                              | CMS Energy Corp.                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     15928 | NS      | $1008720.24   | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                   | Marsh & McLennan Cos., Inc.                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      6449 | NS      | $1067180.52   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Penske Automotive Group, Inc.                 | Penske Automotive Group, Inc.                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       833 | NS      | $95736.69     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| ServiceNow, Inc.                              | ServiceNow, Inc.                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       372 | NS      | $144436.44    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corp.                                    | Lear Corp.                                    | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2930 | NS      | $363378.60    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co. (The)                    | Procter & Gamble Co. (The)                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      6259 | NS      | $948614.04    | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Liquidity Funds                     | T-Fund, Institutional Class                   | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    750821 | NS      | $750821.08    | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies, Inc.                    | Agilent Technologies, Inc.                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      3955 | NS      | $591865.75    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       339 | NS      | $46537.92     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class C                | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       406 | NS      | $12939.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| LPL Financial Holdings, Inc.                  | LPL Financial Holdings, Inc.                  | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |       191 | NS      | $41288.47     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife, Inc.                                 | MetLife, Inc.                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17473 | NS      | $1264521.01   | 1.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications, Inc.                  | Verizon Communications, Inc.                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19424 | NS      | $765305.60    | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Kellogg Co.                                   | Kellogg Co.                                   | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1430 | NS      | $101873.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co. (The)                         | Walt Disney Co. (The)                         | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       722 | NS      | $62727.36     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                              | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $69423.10     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana, Inc.                                  | Humana, Inc.                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        38 | NS      | $19463.22     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Amgen, Inc.                                   | Amgen, Inc.                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1802 | NS      | $473277.28    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Microsoft Corp.                               | Microsoft Corp.                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1339 | NS      | $321118.98    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron, Inc.                                 | Textron, Inc.                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      4446 | NS      | $314776.80    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment, Inc.                   | Caesars Entertainment, Inc.                   | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       502 | NS      | $20883.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                         | Bank of America Corp.                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     35320 | NS      | $1169798.40   | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Evergy, Inc.                                  | Evergy, Inc.                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     13413 | NS      | $844080.09    | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis, Inc.                                | Prologis, Inc.                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      9479 | NS      | $1068567.67   | 1.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations, Inc.                  | Hilton Grand Vacations, Inc.                  | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1024 | NS      | $39464.96     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)           | Bank of New York Mellon Corp. (The)           | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     19506 | NS      | $887913.12    | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| TE Connectivity Ltd.                          | TE Connectivity Ltd.                          | CUSIP: N/A<br>LEI: 894500ZRIX9K13RHXR17       | Long             | EC               | CORP              | CH        |       111 | NS      | $12742.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup, Inc.                           | ManpowerGroup, Inc.                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1161 | NS      | $96606.81     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Honeywell International, Inc.                 | Honeywell International, Inc.                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       455 | NS      | $97506.50     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Coupang, Inc.                                 | Coupang, Inc.                                 | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       516 | NS      | $7590.36      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle West Capital Corp.                   | Pinnacle West Capital Corp.                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      1793 | NS      | $136339.72    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Unum Group                                    | Unum Group                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       559 | NS      | $22935.77     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab, Inc.                                  | Ecolab, Inc.                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      4930 | NS      | $717610.80    | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                            | Equity Residential                            | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     19050 | NS      | $1123950.00   | 1.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health, Inc.                         | Elevance Health, Inc.                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      1515 | NS      | $777149.55    | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International, Inc.                  | Mondelez International, Inc., Class A         | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     12902 | NS      | $859918.30    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp, Inc.                       | East West Bancorp, Inc.                       | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $25305.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Marathon Petroleum Corp.                      | Marathon Petroleum Corp.                      | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      8014 | NS      | $932749.46    | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| PACCAR, Inc.                                  | PACCAR, Inc.                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      5206 | NS      | $515237.82    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.               | Regeneron Pharmaceuticals, Inc.               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        67 | NS      | $48339.83     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       119 | NS      | $14898.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings, Inc.           | Allison Transmission Holdings, Inc.           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       339 | NS      | $14102.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3364 | NS      | $779001.48    | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Zillow Group, Inc.                            | Zillow Group, Inc., Class A                   | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       280 | NS      | $8738.80      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources, Inc.                           | EOG Resources, Inc.                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      3735 | NS      | $483757.20    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                         | Gilead Sciences, Inc.                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6350 | NS      | $545147.50    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                           | S&P 500 E-Mini Index                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $3343.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                      | UnitedHealth Group, Inc.                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       154 | NS      | $81647.72     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Co.                            | General Motors Co.                            | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      5293 | NS      | $178056.52    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                | Thermo Fisher Scientific, Inc.                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      2271 | NS      | $1250616.99   | 1.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagen, Inc.                                  | Seagen, Inc.                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       463 | NS      | $59500.13     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial, Inc.                          | Voya Financial, Inc.                          | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     11282 | NS      | $693730.18    | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Illinois Tool Works, Inc.                     | Illinois Tool Works, Inc.                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       165 | NS      | $36349.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                              | McDonald's Corp.                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       756 | NS      | $199228.68    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Paycom Software, Inc.                         | Paycom Software, Inc.                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        98 | NS      | $30410.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy, Inc.                    | Patterson-UTI Energy, Inc.                    | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      7377 | NS      | $124228.68    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| StoneCo Ltd.                                  | StoneCo Ltd., Class A                         | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | KY        |      2917 | NS      | $27536.48     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum! Brands, Inc.                             | Yum! Brands, Inc.                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        72 | NS      | $9221.76      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp.                              | CVS Health Corp.                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      8333 | NS      | $776552.27    | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      5641 | NS      | $227050.25    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     10304 | NS      | $307471.36    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell Technologies, Inc.                       | Dell Technologies, Inc., Class C              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1203 | NS      | $48384.66     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp.                                     | FMC Corp.                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2651 | NS      | $330844.80    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Lam Research Corp.                            | Lam Research Corp.                            | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        68 | NS      | $28580.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NRG Energy, Inc.                              | NRG Energy, Inc.                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      2412 | NS      | $76749.84     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mosaic Co. (The)                              | Mosaic Co. (The)                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       774 | NS      | $33955.38     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AmerisourceBergen Corp.                       | AmerisourceBergen Corp.                       | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2475 | NS      | $410132.25    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Lockheed Martin Corp.                         | Lockheed Martin Corp.                         | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2167 | NS      | $1054223.83   | 1.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SL Liquidity Series, LLC                      | Money Market Series                           | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |   1396919 | NS      | $1396779.20   | 1.49%             |  |  |  | No            | N/A                | On Loan: No      |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      5635 | NS      | $127745.45    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Moderna, Inc.                                 | Moderna, Inc.                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       239 | NS      | $42929.18     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Salesforce, Inc.                              | Salesforce, Inc.                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      6516 | NS      | $863956.44    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Information Services, Inc.  | Fidelity National Information Services, Inc.  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3451 | NS      | $234150.35    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Workday, Inc.                                 | Workday, Inc., Class A                        | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |       632 | NS      | $105752.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       432 | NS      | $40780.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CSX Corp.                                     | CSX Corp.                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     14256 | NS      | $441650.88    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Snap, Inc.                                    | Snap, Inc., Class A                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     10701 | NS      | $95773.95     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunrun, Inc.                                  | Sunrun, Inc.                                  | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      1400 | NS      | $33628.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay, Inc.                                    | eBay, Inc.                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      8723 | NS      | $361742.81    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Cintas Corp.                                  | Cintas Corp.                                  | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $111098.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Masterbrand, Inc.                             | Masterbrand, Inc.                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |       655 | NS      | $4945.25      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Best Buy Co., Inc.                            | Best Buy Co., Inc.                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2616 | NS      | $209829.36    | 0.22%             |  |  |  | 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