# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-039263
**Filing Date:** 2023-2
**Character Count:** 168472
**Document Hash:** 4f00ad92c392e6c5dd9c14ce029527b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039263.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039263

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23665321

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares S&P Mid-Cap 400 Value ETF (Series ID: S000004309)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000012039 | iShares S&P Mid-Cap 400 Value ETF | IJJ             |

## Nport-Ex

Schedule of Investments (unaudited)

December 01, 2022

ISherm® S&P Mid-Cap 401 Value ETF
(Percentages shown are based on last 4 years)

| Security | Shares | Value | Security | Shares | Value |
| --- | --- | --- | --- | --- | --- |
| Common Stocks |  |  | Building Products - 1.0% |  |  |
| Aggregated & Software - 1.0% |  |  | Enables Brands (Investments) Inc. | 541,885 | $53,056,444 |
| Schedule of Investments | 610,000 | $36,163,218 | Leisure International Inc. |  |  |
| Interest Expense, Inc.*** | 178,000 | 7,886,104 | Deposits (Coming) |  |  |
| Investment, Inc. | 600,000 | 60,787,928 | Taxes (Inc., Inc.)** |  |  |
|  |  |  |  |  | 100,000,000 |

<table><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr><tr><td></td><td></td><td></td><td></td><td></td><td></td></tr></table>

1

2

(итязной) (платный)

December 01, 2022

| План | Оценка | От 100,000 | Средний Месяц - 1,7% | Оценка | Месяц |
| --- | --- | --- | --- | --- | --- |
| All Wages & Legacies - 0,8% |  |  | All Wages & Legacies - 1,7% |  |  |
| Каналюд, 2022 | 873,885 | 91,288,048 | Каналюд, 2022 | 90,997 | 91,297,893 |
| Каналюд, 2023 | 240,000 | $11,750,400 | Каналюд, 2023 | 197,000 | 14,774,417 |
| Каналюд, 2024 | 1,000,000 | $11,750,400 | Каналюд, 2024 | 200,000 | $11,000,000 |
| Каналюд, 2025 | 1,000,000 | $11,750,400 | Каналюд, 2025 | 201,575 | 14,000,000 |
| Каналюд, 2026 | 1,000,000 | $11,750,400 | Каналюд, 2026 | 173,700 | 15,000,000 |
| Каналюд, 2027 | 1,000,000 | $11,750,400 | Каналюд, 2027 | 161,324 | 15,000,000 |
| Каналюд, 2028 | 1,000,000 | $11,750,400 | Каналюд, 2028 | 163,324 | 15,000,000 |
| Каналюд, 2029 | 1,000,000 | $11,750,400 | Каналюд, 2029 | 165,324 | 15,000,000 |
| Каналюд, 2030 | 1,000,000 | $11,750,400 | Каналюд, 2030 | 167,324 | 15,000,000 |

# Schedule of Investments

(unbundled) (continued)

ISherco® S&P Mid-Cap 401 Value ETF
(Percentages shown are based on last 4 years)

December 31, 2022

| Loans, No. | 1,000,000 | 14,000,000 | Eliminations in Loans, No. | 1,000,000 | 7,000,000 |
| --- | --- | --- | --- | --- | --- |
| Investments, No. | 1,000,000 | 31,000,000 | Investments in Loans, No. | 600,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 33,000,000 | Investments in the United States, No. | 600,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 34,000,000 | Investments in the United States, No. | 600,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 35,000,000 | Investments in the United States, No. | 1,000,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 36,000,000 | Investments in the United States, No. | 1,000,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 37,000,000 | Investments in the United States, No. | 1,000,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 38,000,000 | Investments in the United States, No. | 1,000,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 39,000,000 | Investments in the United States, No. | 1,000,000 | 20,000,000 |
| Investments in the United States, No. | 1,000,000 | 40,000,000 | Investments in the United States, No. | 1,000,000 | 20,000,000 |

3

# Schedule of Investments

(unaudited) (continued)

ISherre® S&P Mid-Cap 401 Value ETF
(Percentages shown are based on Net Assets)

December 31, 2022

| Investigation Finance Corp. | 716,240 | 18,000,000 | Investigation Finance Co. | 1,726,620 | 25,000,000 |
| --- | --- | --- | --- | --- | --- |
| Highway Industries (Lima, Inc. (The)) | 602,000 | 18,000,000 | Commercial Services & Properties - L.P.A. | 1,721,000 | 25,000,000 |
| Fullware (Interim) | 1,000,000 | 25,000,000 | Building and legal Services (Lima & Investment) | 344,000 | 9,000,000 |
| Interim (Interim) (Lima) | 1,000,000 | 25,000,000 | Public Law & Insurance & Properties - L.P.A. | 1,421,000 | 25,000,000 |
| Residential (Inc.) | 600,000 | 25,000,000 | Risk Factors | 201,000 | 25,000,000 |
| Interim (Interim) (Lima) | 1,000,000 | 25,000,000 | Building & legal Services | 1,221,000 | 25,000,000 |
| Interim (Interim) (Lima) | 1,000,000 | 25,000,000 | Building & legal Services - L.P.A. | 1,221,000 | 25,000,000 |
| Interim (Interim) (Lima) | 1,000,000 | 25,000,000 | Project Management & Planning - L.P.A. | 1,221,000 | 25,000,000 |
| Interim (Interim) (Lima) | 1,000,000 | 25,000,000 | Project Management & Planning - L.P.A. | 1,221,000 | 25,000,000 |

8

Schedule of Investments

(unpublished) (continued)

ISheron® S&P Mid-Cap 401 Value ETF

December 31, 2022[{"box_2d": [0, 32, 476, 93], "label": "table", "caption": "

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |  |  |  |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |

| Comprehensive Financial Instruments Outstanding per of Period Ended |
| --- |

| Comprehensive Financial Instruments Outstanding per of Period Ended |
| --- |

| Comprehensive Financial Instruments Outstanding per of Period Ended |
| --- |

| Comprehensive Financial Instruments Outstanding per of Period Ended |
| --- |

| Comprehensive Financial Instruments Outstanding per of Period Ended |
| --- |

| Comprehensive Financial Instruments Outstanding per of Period Ended |
| --- |

<table><thead><tr><th colspan=\"4\">Comprehensive Financial Instruments Outstanding per of Period Ended</th></

Schedule of Investments

(unaudited) (continued)

ISherro® S&P Mid-Cap 401 Value ETF

December 31, 2022[{"box_2d": [0, 32, 475, 387], "label": "table", "caption": "

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| US$1,000,000 | 1,000,000 | 1,000,000 |
| US$1,000,000 | 1,000,000 | 1,000,000 |
| US$1,000,000 | 1,000,000 | 1,000,000 |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| US$1,000,000 | 1,000,000 | 1,000,000 |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| US$1,000,000 | 1,000,000 | 1,000,000 |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| US$1,000,000 | 1,000,000 | 1,000,000 |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

| US$1,000,000 | 1,000,000 | 1,000,000 |
| --- | --- | --- |

<table><tr><td

Schedule of Investments

(unaudited) (continued)

ISheron® S&P Mid-Cap 401 Value ETF

December 31, 2022

Fair Value Ownership as of Period End

| 1. 2023 | 1. 2024 | 1. 2025 | 1. 2026 | 1. 2027 | 1. 2028 | 1. 2029 | 1. 2030 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2. 2024 | 2. 2025 | 2. 2026 | 2. 2027 | 2. 2028 | 2. 2029 | 2. 2030 | 2. 2031 |
| 3. 2025 | 3. 2026 | 3. 2027 | 3. 2028 | 3. 2029 | 3. 2030 | 3. 2031 | 3. 2032 |
| 4. 2026 | 4. 2027 | 4. 2028 | 4. 2029 | 4. 2030 | 4. 2031 | 4. 2032 | 4. 2033 |
| 5. 2027 | 5. 2028 | 5. 2029 | 5. 2030 | 5. 2031 | 5. 2032 | 5. 2033 | 5. 2034 |
| 6. 2028 | 6. 2029 | 6. 2030 | 6. 2031 | 6. 2032 | 6. 2033 | 6. 2034 | 6. 2035 |
| 7. 2029 | 7. 2030 | 7. 2031 | 7. 2032 | 7. 2033 | 7. 2034 | 7. 2035 | 7. 2036 |
| 8. 2030 | 8. 2031 | 8. 2032 | 8. 2033 | 8. 2034 | 8. 2035 | 8. 2036 | 8. 2037 |
| 9. 2031 | 9. 2032 | 9. 2033 | 9. 2034 | 9. 2035 | 9. 2036 | 9. 2037 | 9. 2038 |
| 10. 2032 | 10. 2033 | 10. 2034 | 10. 2035 | 10. 2036 | 10. 2037 | 10. 2038 | 10. 2039 |
| 11. 2033 | 11. 2034 | 11. 2035 | 11. 2036 | 11. 2037 | 11. 2038 | 11. 2039 | 11. 2040 |
| 12. 2034 | 12. 2035 | 12. 2036 | 12. 2037 | 12. 2038 | 12. 2039 | 12. 2040 | 12. 2041 |
| 13. 2035 | 13. 2036 | 13. 2037 | 13. 2038 | 13. 2039 | 13. 2040 | 13. 2041 | 13. 2042 |
| 14. 2036 | 14. 2037 | 14. 2038 | 14. 2039 | 14. 2040 | 14. 2041 | 14. 2042 | 14. 2043 |
| 15. 2037 | 15. 2038 | 15. 2039 | 15. 2040 | 15. 2041 | 15. 2042 | 15. 2043 | 15. 2044 |
| 16. 2038 | 16. 2039 | 16. 2040 | 16. 2041 | 16. 2042 | 16. 2043 | 16. 2044 | 16. 2045 |
| 17. 2039 | 17. 2040 | 17. 2041 | 17. 2042 | 17. 2043 | 17. 2044 | 17. 2045 | 17. 2046 |
| 18. 2040 | 18. 2041 | 18. 2042 | 18. 2043 | 18. 2044 | 18. 2045 | 18. 2046 | 18. 2047 |
| 19. 2041 | 19. 2042 | 19. 2043 | 19. 2044 | 19. 2045 | 19. 2046 | 19. 2047 | 19. 2048 |
| 20. 2042 | 20. 2043 | 20. 2044 | 20. 2045 | 20. 2046 | 20. 2047 | 20. 2048 | 20. 2049 |
| 21. 2043 | 21. 2044 | 21. 2045 | 21. 2046 | 21. 2047 | 21. 2048 | 21. 2049 | 21. 2050 |
| 22. 2044 | 22. 2045 | 22. 2046 | 22. 2047 | 22. 2048 | 22. 2049 | 22. 2050 | 22. 2051 |
| 23. 2045 | 23. 2046 | 23. 2047 | 23. 2048 | 23. 2049 | 23. 2050 | 23. 2051 | 23. 2052 |
| 24. 2046 | 24. 2047 | 24. 2048 | 24. 2049 | 24. 2050 | 24. 2051 | 24. 2052 | 24. 2053 |
| 25. 2047 | 25. 2048 | 25. 2049 | 25. 2050 | 25. 2051 | 25. 2052 | 25. 2053 | 25. 2054 |
| 26. 2048 | 26. 2049 | 26. 2050 | 26. 2051 | 26. 2052 | 26. 2053 | 26. 2054 | 26. 2055 |
| 27. 2049 | 27. 2050 | 27. 2051 | 27. 2052 | 27. 2053 | 27. 2054 | 27. 2055 | 27. 2056 |
| 28. 2050 | 28. 2051 | 28. 2052 | 28. 2053 | 28. 2054 | 28. 2055 | 28. 2056 | 28. 2057 |
| 29. 2051 | 29. 2052 | 29. 2053 | 29. 2054 | 29. 2055 | 29. 2056 | 29. 2057 | 29. 2058 |
| 30. 2052 | 30. 2053 | 30. 2054 | 30. 2055 | 30. 2056 | 30. 2057 | 30. 2058 | 30. 2059 |

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1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30. 31. 32. 33. 34. 35. 36. 37. 38. 39. 40. 41. 42. 43. 44. 45. 46. 47. 48. 49. 50. 51. 52. 53. 54. 55. 56. 57. 58. 59. 60. 61. 62. 63. 64. 65. 66. 67. 68. 69. 70. 71. 72. 73. 74. 75. 76. 77. 78. 79. 80. 81. 82. 83. 84. 85. 86. 87. 88. 89. 90. 91. 92. 93. 94. 95. 96. 97. 98. 99. 100.

| Company Name | 1000-000 | 12-000-000 | Balance at 31 March 2015 | 12-000-000 | 12-000-000 |
| --- | --- | --- | --- | --- | --- |
| Company Name | 1000-000 | 12-000-000 | Balance at 31 March 2015 | 12-000-000 | 12-000-000 |
| Company Name | 1000-000 | 12-000-000 | Balance at 31 March 2015 | 12-000-000 | 12-000-000 |

| Year | Description | Amount | Pre-2009 | Pre-2008 | Post-2007 | Post-2006 | Post-2005 | Post-2004 | Post-2003 | Post-2002 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | Alcoholic beverages | 2,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 2 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 3 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 4 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 5 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 6 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 7 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 8 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |
| 9 | Alcoholic beverages (Lung) | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 | 1,000.00 |

| Payments not issued per board (cont.) | % of Total | 7,082,824,448 | $ | - | $ | - | $ | 7,082,824,448 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Personal financial statements describe the nature of cash collected from loaned securities, net of fees and collateral investment expenses, and other |  |  |  |  |  |  |  |  |
| Professionals (Lack) for loans |  |  |  |  |  |  |  |  |
| Cash and cash equivalents |  | $ | - | $ | 243,776 | $ | - | $243,776 |
| Interest |  |  |  |  |  |  |  |  |
| Interest Reserve |  |  |  |  |  |  |  |  |
| Interest Reserve |  |  |  |  |  |  |  |  |
| Wages and other | 42,000 | 3,008,824 | 30.0 | (78,776) | - | - | - | 78,776 |
| Other |  |  |  |  |  |  |  |  |
| Software |  |  | 0 | (78,776) | 243,776 | $ | - | $241,302 |

| Eliminator, Inc. | 45,174 | 2,782,344 | 34.0 |
| --- | --- | --- | --- |
| For information financial instruments and swaps and futures contracts. Stamps and futures contracts are subject to the consolidated appreciation (depreciation) on the instrument. |  |  |  |
| Equity |  |  |  |
| Customer Bank | 161,968 | 2,073,514 | 32.2 |
| Total Reference Entity - Long |  | 6,020,078 |  |
| Currency Abbreviation |  |  |  |
| Net Sales of Reference Entity - 2006-04-01 Share |  |  |  |
| Bank Net | $ | 6,020,078 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares S&P Mid-Cap 400 Value ETF

- **b. EDGAR series identifier (if any):** S000004309

- **c. LEI of Series:** 549300RXJ5JGMYH3Y929

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

- **a. Date of fiscal year-end:** 2023-03-31

- **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:** $8015205309.61

**Total Liabilities:** $566991668.11

**Net Assets:** $7448213641.50

**Cash Not Reported:** $774442.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012039 | 11.51%               | 6.45%                | -5.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17372618.94             | $727767629.01                              |
| Month 2  | $79127076.77             | $373266574.58                              |
| Month 3  | $80900605.43             | $-546875357.92                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Werner Enterprises, Inc.                   | Werner Enterprises, Inc.                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |    432254 | NS      | $17402546.04  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    395214 | NS      | $10251851.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                   | Wintrust Financial Corp.                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |    446998 | NS      | $37780270.96  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                             | Carter's, Inc.                                        | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |    280568 | NS      | $20933178.48  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Hancock Whitney Corp.                      | Hancock Whitney Corp.                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    320099 | NS      | $15489590.61  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                               | Viasat, Inc.                                          | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    556050 | NS      | $17598982.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Foot Locker, Inc.                          | Foot Locker, Inc.                                     | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    583172 | NS      | $22038069.88  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                       | Xerox Holdings Corp.                                  | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    825378 | NS      | $12050518.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    760234 | NS      | $30599418.50  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |    482032 | NS      | $47205393.76  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.            | Interactive Brokers Group, Inc., Class A              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    332573 | NS      | $24061656.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA, Inc.                                | TEGNA, Inc.                                           | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |   1637917 | NS      | $34707461.23  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                         | Helen of Troy Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    176441 | NS      | $19569071.31  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Esab Corp.                                 | Esab Corp.                                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    379971 | NS      | $17828239.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Kyndryl Holdings, Inc.                     | Kyndryl Holdings, Inc.                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |   1501739 | NS      | $16699337.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Polaris, Inc.                              | Polaris, Inc.                                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |    192288 | NS      | $19421088.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentex Corp.                               | Gentex Corp.                                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    933271 | NS      | $25450300.17  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | New Jersey Resources Corp.                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    248192 | NS      | $12315287.04  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR Properties                             | EPR Properties                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |    551285 | NS      | $20794470.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                                   | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    523224 | NS      | $15037457.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                           | Timken Co. (The)                                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    248322 | NS      | $17548915.74  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                | Jabil, Inc.                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    990031 | NS      | $67520114.20  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                        | Syneos Health, Inc.                                   | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |    755785 | NS      | $27722193.80  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                          | ICU Medical, Inc.                                     | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |    148012 | NS      | $23308929.76  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| AECOM                                      | AECOM                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    472502 | NS      | $40129594.86  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                      | Glacier Bancorp, Inc.                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    374693 | NS      | $18517328.06  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Basket Swap                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     71189 | NS      | $30426.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.         | BJ's Wholesale Club Holdings, Inc.                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |    426469 | NS      | $28215189.04  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Harley-Davidson, Inc.                      | Harley-Davidson, Inc.                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    362147 | NS      | $15065315.20  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens Corning                              | Owens Corning                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |    316470 | NS      | $26994891.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                              | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    814527 | NS      | $32629951.62  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |   2154515 | NS      | $38738179.70  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                         | Crane Holdings Co.                                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    175535 | NS      | $17632490.75  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                 | Saia, Inc.                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     83778 | NS      | $17566571.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.       | Frontier Communications Parent, Inc.                  | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1639805 | NS      | $41782231.40  | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| Cracker Barrel Old Country Store, Inc.     | Cracker Barrel Old Country Store, Inc.                | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |    163103 | NS      | $15452378.22  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                   | Washington Federal, Inc.                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224880 | NS      | $7544724.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                            | PacWest Bancorp                                       | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    866128 | NS      | $19877637.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.               | Vishay Intertechnology, Inc.                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    952354 | NS      | $20542275.78  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                | Spirit Realty Capital, Inc.                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |   1027102 | NS      | $41012182.86  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                             | SunPower Corp.                                        | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |    275043 | NS      | $4959025.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp.                              | Navient Corp.                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    779164 | NS      | $12817247.80  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |    775229 | NS      | $38699431.68  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                     | Stifel Financial Corp.                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    781534 | NS      | $45618139.58  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                         | Life Storage, Inc.                                    | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |    243523 | NS      | $23987015.50  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc.                     | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     83216 | NS      | $9373450.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Univar Solutions, Inc.                     | Univar Solutions, Inc.                                | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   1200151 | NS      | $38164801.80  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                  | NCR Corp.                                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |   1009461 | NS      | $23631482.01  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                  | UGI Corp.                                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |   1539626 | NS      | $57073935.82  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                | Acadia Healthcare Co., Inc.                           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    280727 | NS      | $23109446.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| JetBlue Airways Corp.                      | JetBlue Airways Corp.                                 | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |   2382858 | NS      | $15440919.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC Investment Corp.                      | MGIC Investment Corp.                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   2181277 | NS      | $28356601.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                | Fluor Corp.                                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |   1045306 | NS      | $36230305.96  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumentum Holdings, Inc.                    | Lumentum Holdings, Inc.                               | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |    500915 | NS      | $26132735.55  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| TripAdvisor, Inc.                          | TripAdvisor, Inc.                                     | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |    771534 | NS      | $13872181.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                 | EastGroup Properties, Inc.                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    144130 | NS      | $21339887.80  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                             | Omnicell, Inc.                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    328522 | NS      | $16564079.24  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                                  | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |    205771 | NS      | $27552736.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Taylor Morrison Home Corp.                 | Taylor Morrison Home Corp.                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    795933 | NS      | $24156566.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |    147302 | NS      | $12738676.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO, Inc.                                  | RXO, Inc.                                             | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |    847605 | NS      | $14578806.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                        | IPG Photonics Corp.                                   | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |    236287 | NS      | $22369290.29  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     96424 | NS      | $14100081.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    610746 | NS      | $19452260.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Capri Holdings Ltd.                        | Capri Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    947048 | NS      | $54284791.36  | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour, Inc.                         | Under Armour, Inc., Class C                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1451397 | NS      | $12946461.24  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.           | New York Community Bancorp, Inc.                      | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |   5002672 | NS      | $43022979.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                               | ALLETE, Inc.                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |    419811 | NS      | $27082007.61  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                           | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    439862 | NS      | $28305119.70  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |    268901 | NS      | $10968471.79  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                             | TopBuild Corp.                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |    110524 | NS      | $17295900.76  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc.            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    591217 | NS      | $30985682.97  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | Omega Healthcare Investors, Inc.                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    877317 | NS      | $24521010.15  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Bruker Corp.                               | Bruker Corp.                                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |    301530 | NS      | $20609575.50  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                          | Brink's Co. (The)                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |    180307 | NS      | $9684288.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd.                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    790806 | NS      | $30746537.28  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp.                                     | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    554501 | NS      | $28773056.89  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                           | Tetra Tech, Inc.                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    167338 | NS      | $24295804.22  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                          | QuidelOrtho Corp.                                     | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    177211 | NS      | $15181666.37  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                       | Patterson Cos., Inc.                                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    637138 | NS      | $17858978.14  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    124431 | NS      | $13231992.54  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |    349000 | NS      | $55620130.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Stericycle, Inc.                           | Stericycle, Inc.                                      | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |    678229 | NS      | $33836844.81  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners, Inc.          | Pinnacle Financial Partners, Inc.                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    562305 | NS      | $41273187.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                | Terex Corp.                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    496156 | NS      | $21195784.32  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif, Inc.                                | Greif, Inc., Class A                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    188659 | NS      | $12651472.54  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                    | United Bankshares, Inc.                               | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |    514335 | NS      | $20825424.15  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                             | Coherent Corp.                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |   1020276 | NS      | $35811687.60  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Republic International Corp.           | Old Republic International Corp.                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |   2080973 | NS      | $50255497.95  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                      | Mercury Systems, Inc.                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |    178368 | NS      | $7980184.32   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Genpact Ltd.                               | Genpact Ltd.                                          | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |    532593 | NS      | $24669707.76  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                        | Regal Rexnord Corp.                                   | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |    486416 | NS      | $58360191.68  | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Acuity Brands, Inc.                        | Acuity Brands, Inc.                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118231 | NS      | $19580235.91  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                         | NorthWestern Corp.                                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    424467 | NS      | $25187871.78  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                      | Pilgrim's Pride Corp.                                 | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |    329074 | NS      | $7808926.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corp.                            | NewMarket Corp.                                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     22962 | NS      | $7143707.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                 | Lennox International, Inc.                            | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     90055 | NS      | $21543857.65  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | Performance Food Group Co.                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    629779 | NS      | $36772795.81  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | Universal Display Corp.                               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118429 | NS      | $12795069.16  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| UMB Financial Corp.                        | UMB Financial Corp.                                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    320362 | NS      | $26756634.24  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    121081 | NS      | $13019839.93  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                                   | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |    872687 | NS      | $37255008.03  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Mattel, Inc.                               | Mattel, Inc.                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |   2606172 | NS      | $46494108.48  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    218748 | NS      | $15767355.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                   | Cousins Properties, Inc.                              | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |   1112042 | NS      | $28123542.18  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                               | Cognex Corp.                                          | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |    609467 | NS      | $28711990.37  | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryder System, Inc.                         | Ryder System, Inc.                                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |    369776 | NS      | $30902180.32  | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Chart Industries, Inc.                     | Chart Industries, Inc.                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    168980 | NS      | $19471565.40  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour, Inc.                         | Under Armour, Inc., Class A                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |   1389227 | NS      | $14114546.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma, Inc.                      | Williams-Sonoma, Inc.                                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |    255395 | NS      | $29349993.40  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                            | Envestnet, Inc.                                       | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |    121460 | NS      | $7494082.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TD SYNNEX Corp.                            | TD SYNNEX Corp.                                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |    308697 | NS      | $29236692.87  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                     | Encompass Health Corp.                                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    395940 | NS      | $23681171.40  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                | Prosperity Bancshares, Inc.                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    671404 | NS      | $48797642.72  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | Columbia Sportswear Co.                               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |    260180 | NS      | $22786564.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Valvoline, Inc.                            | Valvoline, Inc.                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    702502 | NS      | $22936690.30  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Equitrans Midstream Corp.                  | Equitrans Midstream Corp.                             | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |   1722588 | NS      | $11541339.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                               | R1 RCM, Inc.                                          | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1006674 | NS      | $11023080.30  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient plc                                 | Adient plc                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    696532 | NS      | $24162695.08  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensient Technologies Corp.                | Sensient Technologies Corp.                           | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |    308902 | NS      | $22525133.84  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                            | Wolfspeed, Inc.                                       | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |    502493 | NS      | $34692116.72  | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Gap, Inc. (The)                            | Gap, Inc. (The)                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |   1551096 | NS      | $17496362.88  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                             | Teradata Corp.                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    404838 | NS      | $13626847.08  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                        | Kilroy Realty Corp.                                   | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |    774167 | NS      | $29937037.89  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    841267 | NS      | $19222950.95  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     69239 | NS      | $15246427.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Five Below, Inc.                           | Five Below, Inc.                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |    126463 | NS      | $22367510.81  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group, Inc.                  | MDU Resources Group, Inc.                             | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1495369 | NS      | $45369495.46  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P Midcap 400 E-Mini Index                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        60 | NC      | $-78772.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                               | Neogen Corp.                                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |   1587718 | NS      | $24180945.14  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| IAA, Inc.                                  | IAA, Inc.                                             | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    354646 | NS      | $14185840.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| LivaNova plc                               | LivaNova plc                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |    393373 | NS      | $21847936.42  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawaiian Electric Industries, Inc.         | Hawaiian Electric Industries, Inc.                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    805488 | NS      | $33709672.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                                   | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    351208 | NS      | $21321837.68  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     35007 | NS      | $17868623.01  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp.                      | Associated Banc-Corp.                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |   1104562 | NS      | $25504336.58  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.               | Grocery Outlet Holding Corp.                          | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    650916 | NS      | $19000238.04  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Super Micro Computer, Inc.                 | Super Micro Computer, Inc.                            | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     66692 | NS      | $5475413.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.         | Marriott Vacations Worldwide Corp.                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |    281864 | NS      | $37936075.76  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    191941 | NS      | $6969377.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.      | Ollie's Bargain Outlet Holdings, Inc.                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |    217421 | NS      | $10183999.64  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanesbrands, Inc.                          | Hanesbrands, Inc.                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |   2568239 | NS      | $16334000.04  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Hills Corp.                          | Black Hills Corp.                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    229873 | NS      | $16169266.82  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                             | GameStop Corp., Class A                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |   1859134 | NS      | $34319613.64  | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Topgolf Callaway Brands Corp.              | Topgolf Callaway Brands Corp.                         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |   1018953 | NS      | $20124321.75  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                               | Enovis Corp.                                          | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    350397 | NS      | $18753247.44  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust                               | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |    967884 | NS      | $12959966.76  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenet Healthcare Corp.                     | Tenet Healthcare Corp.                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |    795421 | NS      | $38808590.59  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                               | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |   1069912 | NS      | $40175195.60  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc.                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |   1993024 | NS      | $41155945.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                               | Azenta, Inc.                                          | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    551980 | NS      | $32136275.60  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                            | Perrigo Co. plc                                       | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |    990770 | NS      | $33775349.30  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |   1190384 | NS      | $29354869.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                 | Dana, Inc.                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    939145 | NS      | $14209263.85  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    588269 | NS      | $15083217.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Travel + Leisure Co.                       | Travel + Leisure Co.                                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |    597318 | NS      | $21742375.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)           | Goodyear Tire & Rubber Co. (The)                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |   2078667 | NS      | $21098470.05  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.               | Coca-Cola Consolidated, Inc.                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     33766 | NS      | $17300347.76  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |    254106 | NS      | $27946577.88  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                        | YETI Holdings, Inc.                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |    286033 | NS      | $11816023.23  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                     | Cleveland-Cliffs, Inc.                                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |   3789118 | NS      | $61042690.98  | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| First Industrial Realty Trust, Inc.        | First Industrial Realty Trust, Inc.                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    475726 | NS      | $22958536.76  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.               | Worthington Industries, Inc.                          | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |    113278 | NS      | $5631049.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                              | Oshkosh Corp.                                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |    480931 | NS      | $42413304.89  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc.                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |    115108 | NS      | $15616702.36  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanover Insurance Group, Inc. (The)        | Hanover Insurance Group, Inc. (The)                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |    107352 | NS      | $14506475.76  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                     | Fulton Financial Corp.                                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    625623 | NS      | $10529235.09  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                       | Light & Wonder, Inc., Class A                         | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |    371627 | NS      | $21777342.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Aspen Technology, Inc.                     | Aspen Technology, Inc.                                | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |    213598 | NS      | $43873029.20  | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA Safety, Inc.                           | MSA Safety, Inc.                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |    122023 | NS      | $17594496.37  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                             | Evercore, Inc., Class A                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    130862 | NS      | $14274426.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                | Ciena Corp.                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |   1089314 | NS      | $55533227.72  | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO Corp.                                 | AGCO Corp.                                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |    218801 | NS      | $30345510.69  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                        | Post Holdings, Inc.                                   | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    400045 | NS      | $36108061.70  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Primerica, Inc.                            | Primerica, Inc.                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     84308 | NS      | $11956560.56  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                               | Kohl's Corp.                                          | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    857098 | NS      | $21641724.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                         | Chemours Co. (The)                                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    477677 | NS      | $14626469.74  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | Sabra Health Care REIT, Inc.                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |   1697672 | NS      | $21102062.96  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                             | Penumbra, Inc.                                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |    103253 | NS      | $22969662.38  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Manhattan Associates, Inc.                 | Manhattan Associates, Inc.                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |    192547 | NS      | $23375205.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.            | Rexford Industrial Realty, Inc.                       | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    580627 | NS      | $31725459.28  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                            | Synaptics, Inc.                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |    293525 | NS      | $27931839.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.             | International Bancshares Corp.                        | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |    150806 | NS      | $6900882.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                 | Allegro MicroSystems, Inc.                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290610 | NS      | $8724112.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources, Inc.                        | PNM Resources, Inc.                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    240406 | NS      | $11729408.74  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                    | Physicians Realty Trust                               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |   1681682 | NS      | $24333938.54  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |    141406 | NS      | $26051227.38  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Independence Realty Trust, Inc.            | Independence Realty Trust, Inc.                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |   1647862 | NS      | $27782953.32  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.            | Arrowhead Pharmaceuticals, Inc.                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    405433 | NS      | $16444362.48  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                    | John Wiley & Sons, Inc., Class A                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |    316376 | NS      | $12674022.56  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                           | Ziff Davis, Inc.                                      | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    346535 | NS      | $27410918.50  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                      | MKS Instruments, Inc.                                 | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    420803 | NS      | $35654638.19  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Vontier Corp.                              | Vontier Corp.                                         | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |   1161108 | NS      | $22444217.64  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                      | Commercial Metals Co.                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    379678 | NS      | $18338447.40  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                      | SL Green Realty Corp.                                 | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |    473205 | NS      | $15956472.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc.                            | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |    156008 | NS      | $20858269.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Wyndham Hotels & Resorts, Inc.             | Wyndham Hotels & Resorts, Inc.                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |    311559 | NS      | $22217272.29  | 0.30%             |  |  |  | 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        |    173833 | NS      | $14202156.10  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                | Park Hotels & Resorts, Inc.                           | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |   1653326 | NS      | $19492713.54  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.        | Integra LifeSciences Holdings Corp.                   | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |    534833 | NS      | $29988086.31  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Masimo Corp.                               | Masimo Corp.                                          | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |    131564 | NS      | $19464893.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                             | Trex Co., Inc.                                        | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    379442 | NS      | $16061779.86  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | Science Applications International Corp.              | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |    133923 | NS      | $14856078.39  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                         | STAAR Surgical Co.                                    | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |    112966 | NS      | $5483369.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Janus Henderson Group plc                  | Janus Henderson Group plc                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    973705 | NS      | $22901541.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                      | Umpqua Holdings Corp.                                 | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |   1598112 | NS      | $28526299.20  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                | Apartment Income REIT Corp.                           | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1102755 | NS      | $37835524.05  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                  | XPO, Inc.                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |    845485 | NS      | $28146195.65  | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire, Inc.                                | Spire, Inc.                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |    197177 | NS      | $13577608.22  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                      | Thor Industries, Inc.                                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |    395001 | NS      | $29818625.49  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                        | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        | 563132258 | NS      | $563301197.89 | 7.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                            | Nordstrom, Inc.                                       | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    820343 | NS      | $13240336.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International, Inc.            | Papa John's International, Inc.                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |    129513 | NS      | $10660215.03  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                 | Lear Corp.                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |    434615 | NS      | $53900952.30  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                        | ACI Worldwide, Inc.                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |    826616 | NS      | $19012168.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Penn Entertainment, Inc.                   | Penn Entertainment, Inc.                              | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1141056 | NS      | $33889363.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Commerce Bancshares, Inc.                  | Commerce Bancshares, Inc.                             | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    267284 | NS      | $18194021.88  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| American Financial Group, Inc.             | American Financial Group, Inc.                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |    281999 | NS      | $38712822.72  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc.                           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |    204268 | NS      | $24571397.72  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| First American Financial Corp.             | First American Financial Corp.                        | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    762247 | NS      | $39896007.98  | 0.54%             |  |  |  | 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        |     21387 | NS      | $7047444.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Western Union Co. (The)                    | Western Union Co. (The)                               | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |   2840553 | NS      | $39114414.81  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.           | First Financial Bankshares, Inc.                      | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    449080 | NS      | $15448352.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.           | National Retail Properties, Inc.                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    618483 | NS      | $28301782.08  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1611983 | NS      | $33932242.15  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                                      | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135938 | NS      | $14586147.40  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co. (The)                         | Macerich Co. (The)                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |   1573081 | NS      | $17712892.06  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Alcoa Corp.                                | Alcoa Corp.                                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |   1301039 | NS      | $59158243.33  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | Avnet, Inc.                                           | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    673756 | NS      | $28014774.48  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                       | Bank of Hawaii Corp.                                  | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    144591 | NS      | $11214477.96  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                | Graco, Inc.                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    434248 | NS      | $29207520.48  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                        | ManpowerGroup, Inc.                                   | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |    372060 | NS      | $30959112.60  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                               | Hexcel Corp.                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    619222 | NS      | $36441214.70  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corp.                        | First Horizon Corp.                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |   1339394 | NS      | $32815153.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                             | Rayonier, Inc.                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    484781 | NS      | $15978381.76  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                        | Lithia Motors, Inc., Class A                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |    201045 | NS      | $41161953.30  | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT, Inc.                                  | ITT, Inc.                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |    328035 | NS      | $26603638.50  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc.                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |    366800 | NS      | $22121708.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Maximus, Inc.                              | Maximus, Inc.                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |    445538 | NS      | $32671301.54  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    239489 | NS      | $13059335.17  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.              | Healthcare Realty Trust, Inc.                         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |   2798400 | NS      | $53925168.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |   1375064 | NS      | $56418875.92  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                    | East West Bancorp, Inc.                               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    508198 | NS      | $33490248.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                 | National Instruments Corp.                            | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    403572 | NS      | $14891806.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| BlackRock Funds III                        | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |  15987145 | NS      | $15987145.48  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | Arrow Electronics, Inc.                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |    452278 | NS      | $47294710.46  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Steel Corp.                  | United States Steel Corp.                             | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |   1722803 | NS      | $43156215.15  | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Emmett, Inc.                       | Douglas Emmett, Inc.                                  | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1292126 | NS      | $20260535.68  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |    491475 | NS      | $69833682.75  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                       | JBG SMITH Properties                                  | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    728838 | NS      | $13833345.24  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                            | Blackbaud, Inc.                                       | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |    176387 | NS      | $10382138.82  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    324162 | NS      | $19083416.94  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | Affiliated Managers Group, Inc.                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     94287 | NS      | $14937889.41  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |   2581052 | NS      | $33682728.60  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Basket Swap                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     25273 | NS      | $34205.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDACORP, Inc.                              | IDACORP, Inc.                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |    174737 | NS      | $18845385.45  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    453083 | NS      | $28036776.04  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                    | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |    141388 | NS      | $37777459.72  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| EnerSys                                    | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |    300034 | NS      | $22154510.56  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                               | SiTime Corp.                                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54183 | NS      | $5506076.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International, Inc.                   | CACI International, Inc., Class A                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     62197 | NS      | $18695796.23  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| CommVault Systems, Inc.                    | CommVault Systems, Inc.                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |    107636 | NS      | $6763846.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide, Inc.                    | Euronet Worldwide, Inc.                               | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |    176815 | NS      | $16687799.70  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    660284 | NS      | $40600863.16  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    507803 | NS      | $26035059.81  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                | Vicor Corp.                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     93057 | NS      | $5001813.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Medical Properties Trust, Inc.             | Medical Properties Trust, Inc.                        | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |   4397199 | NS      | $48984796.86  | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal, Inc.                           | Kennametal, Inc.                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    593162 | NS      | $14271477.72  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                 | ASGN, Inc.                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    366380 | NS      | $29852642.40  | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties, Inc.                 | Highwoods Properties, Inc.                            | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    773116 | NS      | $21631785.68  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                  | PVH Corp.                                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |    479875 | NS      | $33874376.25  | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co.              | Portland General Electric Co.                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    655366 | NS      | $32112934.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.               | Sprouts Farmers Market, Inc.                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    358832 | NS      | $11615391.84  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                        | Total Return Basket Swap                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    192515 | NS      | $201481.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Leggett & Platt, Inc.                      | Leggett & Platt, Inc.                                 | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |    975581 | NS      | $31442975.63  | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Times Co. (The)                   | New York Times Co. (The), Class A                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |    605319 | NS      | $19648654.74  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| STORE Capital Corp.                        | STORE Capital Corp.                                   | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |   1014386 | NS      | $32521215.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |    433705 | NS      | $37008047.65  | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Webster Financial Corp.                    | Webster Financial Corp.                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |   1279531 | NS      | $60572997.54  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                             | Amedisys, Inc.                                        | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |    238932 | NS      | $19960379.28  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                             | Woodward, Inc.                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |    442475 | NS      | $42747509.75  | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Progyny, Inc.                              | Progyny, Inc.                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    349445 | NS      | $10885211.75  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |    942995 | NS      | $53854444.45  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                          | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    297739 | NS      | $14467138.01  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                               | Avient Corp.                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |    628305 | NS      | $21211576.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |   3092015 | NS      | $34970689.65  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                            | Flowserve Corp.                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    959732 | NS      | $29444577.76  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                      | Home BancShares, Inc.                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1395891 | NS      | $31812355.89  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.               | Brixmor Property Group, Inc.                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |   1126888 | NS      | $25546550.96  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                            | Cable One, Inc.                                       | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |     35522 | NS      | $25286690.92  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Energizer Holdings, Inc.                   | Energizer Holdings, Inc.                              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    487544 | NS      | $16357101.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                     | Dycom Industries, Inc.                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     69050 | NS      | $6463080.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                    | Victoria's Secret & Co.                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    596974 | NS      | $21359729.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| National Fuel Gas Co.                      | National Fuel Gas Co.                                 | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    202177 | NS      | $12797804.10  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                      | Lamar Advertising Co., Class A                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |    282005 | NS      | $26621272.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                         | Skechers USA, Inc., Class A                           | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    987092 | NS      | $41408509.40  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                     | Envista Holdings Corp.                                | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |   1199188 | NS      | $40376659.96  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                     | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    330029 | NS      | $11920647.48  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                        | Graham Holdings Co., Class B                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |     28229 | NS      | $17056244.09  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                 | Coty, Inc., Class A                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |   2686568 | NS      | $22997022.08  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corp.                               | Kemper Corp.                                          | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    470797 | NS      | $23163212.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp.                       | PotlatchDeltic Corp.                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    256004 | NS      | $11261615.96  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                               | Sunrun, Inc.                                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |   1566985 | NS      | $37638979.70  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Sotera Health Co.                          | Sotera Health Co.                                     | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    723162 | NS      | $6023939.46   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                 | Tandem Diabetes Care, Inc.                            | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    188357 | NS      | $8466647.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer