# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-25-204359
**Filing Date:** 2025-8
**Character Count:** 93008
**Document Hash:** 5c9dbfc26b4218f0255000ddde110548
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204359.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204359

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 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:** 251254494

**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 US Small Cap Value Factor ETF (Series ID: S000069740)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000222498 | iShares US Small Cap Value Factor ETF | SVAL            |

## 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 US Small Cap Value Factor ETF

- **b. EDGAR series identifier (if any):** S000069740

- **c. LEI of Series:** 5493005K2T73QX32JU52

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $134375077.44

**Total Liabilities:** $2382677.59

**Net Assets:** $131992399.85

**Cash Not Reported:** $8443.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222498 | -4.91%               | 4.95%                | 4.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-500204.95              | $-6394919.32                               |
| Month 2  | $-2103.70                | $5581538.11                                |
| Month 3  | $-168306.30              | $5394123.44                                |

**Designated Index Information**

- **Index Name:** Russell 2000 Focused Value Select Index

- **Index Identifier:** R2FVSTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VALLEY NATIONAL BANCORP                                                    | VALLEY NATIONAL BANCORP                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     58234 | NS      | $520029.62    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                                       | BYLINE BANCORP INC                                | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     25291 | NS      | $676028.43    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                                     | TTM TECHNOLOGIES INC                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     38702 | NS      | $1579815.64   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                                      | ATLANTIC UNION BANKSHARES CORP                    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55992 | NS      | $1751429.76   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                                           | TAYLOR MORRISON HOME CORP                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     11699 | NS      | $718552.58    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                                              | AMERICAN WOODMARK CORP                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      6593 | NS      | $351868.41    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                                            | HUB GROUP INC                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12694 | NS      | $424360.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                                          | MILLERKNOLL INC                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     20388 | NS      | $395934.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                                       | EASTERLY GOVERNMENT PROPERTIES INC                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     17445 | NS      | $387279.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                                       | UFP INDUSTRIES INC                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      4868 | NS      | $483684.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                                         | UNIVERSAL INSURANCE HOLDINGS INC                  | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     35555 | NS      | $985940.15    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                                     | MURPHY OIL CORP                                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     10992 | NS      | $247320.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP, INC.                                             | COVENANT LOGISTICS GROUP INC                      | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22736 | NS      | $548164.96    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                                       | RENASANT CORP                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     19033 | NS      | $683855.69    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                                  | CENTURY COMMUNITIES INC                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      7465 | NS      | $420428.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                                                   | INSTEEL INDUSTRIES INC                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     15357 | NS      | $571433.97    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP, INC.                                                      | HORIZON BANCORP INC IN                            | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     46674 | NS      | $717846.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                    | KB HOME                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     10771 | NS      | $570539.87    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                                                      | HOME BANCSHARES INC AR                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23805 | NS      | $677490.30    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                                                | INTERNATIONAL SEAWAYS INC                         | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     11077 | NS      | $404088.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                            | DORIAN LPG LTD                                    | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     17351 | NS      | $423017.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                   | STEWART INFORMATION SERVICES CORP                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     11381 | NS      | $740903.10    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                                      | TRUSTCO BANK CORP NY                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18266 | NS      | $610449.72    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                                                        | TEEKAY TANKERS LTD                                | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |     11974 | NS      | $499555.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                                                | FIRST MERCHANTS CORP                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     17918 | NS      | $686259.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                                                   | WORLD KINECT CORP                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     22224 | NS      | $630050.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                                | HANMI FINANCIAL CORP                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     30713 | NS      | $757996.84    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA                                    | SEACOAST BANKING CORP OF FLORIDA                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     22699 | NS      | $626946.38    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                               | FULTON FINANCIAL CORP                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     40740 | NS      | $734949.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                                               | FRESH DEL MONTE PRODUCE INC                       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     19291 | NS      | $625414.22    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                                               | VISHAY INTERTECHNOLOGY INC                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     20165 | NS      | $320220.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                       | ASSOCIATED BANC CORP                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     29134 | NS      | $710578.26    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS, INC.                                                       | ENACT HOLDINGS INC                                | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     18306 | NS      | $680067.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES, INC.                                              | WORTHINGTON ENTERPRISES INC                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      8063 | NS      | $513129.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                                     | WARRIOR MET COAL INC                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      9759 | NS      | $447254.97    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                                             | INNOVIVA INC                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     38374 | NS      | $770933.66    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                                      | TRUSTMARK CORP                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     22939 | NS      | $836355.94    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                                              | ASBURY AUTOMOTIVE GROUP INC                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2167 | NS      | $516916.18    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                                 | KORN FERRY                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     10508 | NS      | $770551.64    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                                           | CALIFORNIA RESOURCES CORP                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      8900 | NS      | $406463.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank plc                                                              | WSFS FINANCIAL CORP                               | CUSIP: 929328102<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DE               |  | US        |         4 | NC      | $220.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                                         | ENTERPRISE FINANCIAL SERVICES CORP                | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     13293 | NS      | $732444.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                                                       | JBG SMITH PROPERTIES                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33425 | NS      | $578252.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                                          | TALOS ENERGY INC                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     30321 | NS      | $257122.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS PACIFIC, INC.                                                        | JAKKS PACIFIC INC                                 | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |     26814 | NS      | $557194.92    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                                                | WABASH NATIONAL CORP                              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     23602 | NS      | $250889.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                                            | CAPITOL FEDERAL FINANCIAL INC                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104503 | NS      | $637468.30    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORPORATION                                                  | UMB FINANCIAL CORP                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     17349 | NS      | $1824420.84   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                                                 | BROADSTONE NET LEASE INC                          | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     34859 | NS      | $559486.95    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                                                          | DANA INC                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     33980 | NS      | $582757.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                                                    | UNITED BANKSHARES INC WV                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     18067 | NS      | $658180.81    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON STEEL, INC.                                                    | WORTHINGTON STEEL INC                             | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      8063 | NS      | $240519.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                                       | THRYV HOLDINGS INC                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26557 | NS      | $322933.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                                             | LCI INDUSTRIES                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4245 | NS      | $387101.55    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                                        | ACADIA REALTY TRUST                               | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     34737 | NS      | $645066.09    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                                         | SIMMONS FIRST NATIONAL CORP                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     29391 | NS      | $557253.36    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                                                         | NMI HOLDINGS INC                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     18401 | NS      | $776338.19    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                                   | WERNER ENTERPRISES INC                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     12798 | NS      | $350153.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                     | WSFS FINANCIAL CORP                               | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | DE               |  | US        |      -205 | NC      | $-205.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | CADENCE BANK                                      | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | DE               |  | US        |    -33627 | NC      | $-33627.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank plc                                                              | WSFS FINANCIAL CORP                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Short            | DE               |  | US        |      -213 | NC      | $-212.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                     | WSFS FINANCIAL CORP                               | CUSIP: 929328102<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DE               |  | US        |         4 | NC      | $220.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                                            | AMERICAN EAGLE OUTFITTERS INC                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     30011 | NS      | $288705.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP, INC.                                                   | CONNECTONE BANCORP INC                            | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     27957 | NS      | $647484.12    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                                                 | RESOURCES CONNECTION INC                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33433 | NS      | $179535.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                                        | S T BANCORP INC                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18407 | NS      | $696152.74    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                                           | TRICO BANCSHARES                                  | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15563 | NS      | $630145.87    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                                                   | NICOLET BANKSHARES INC                            | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7144 | NS      | $882141.12    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                                              | BERKSHIRE HILLS BANCORP INC                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     24606 | NS      | $616134.24    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                                   | FIRST COMMONWEALTH FINANCIAL CORP                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     40826 | NS      | $662605.98    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                                        | EAGLE BANCORP INC                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     23239 | NS      | $452695.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP, INC.                                                   | OLD SECOND BANCORP INC                            | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     36626 | NS      | $649745.24    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                 | PATTERSON UTI ENERGY INC                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     36017 | NS      | $213580.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                                    | FIRST BUSEY CORP                                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     25936 | NS      | $593545.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                                             | STEELCASE INC                                     | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     44627 | NS      | $465459.61    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                                 | UNITED NATURAL FOODS INC                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     35253 | NS      | $821747.43    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                                              | GERMAN AMERICAN BANCORP INC                       | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18401 | NS      | $708622.51    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                                 | NORTHERN OIL AND GAS INC                          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     12391 | NS      | $351284.85    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                                                | GREIF INC                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      7461 | NS      | $484890.39    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                                             | TRUEBLUE INC                                      | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33980 | NS      | $220190.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                                                | HANCOCK WHITNEY CORP                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     13476 | NS      | $773522.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN ENERGY GROUP, INC.                                            | NORTHWESTERN CORP                                 | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     10372 | NS      | $532083.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORPORATION                                             | FLUSHING FINANCIAL CORP                           | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37964 | NS      | $451012.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                                            | M I HOMES INC                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      5931 | NS      | $664983.72    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                                           | ESSENT GROUP LTD                                  | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     10541 | NS      | $640154.93    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                                            | CORECIVIC INC                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     44309 | NS      | $933590.63    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                                           | NBT BANCORP INC                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15729 | NS      | $653539.95    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                                             | HERITAGE FINANCIAL CORP WA                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30562 | NS      | $728598.08    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES, INC.                                               | CORE NATURAL RESOURCES INC                        | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      8625 | NS      | $601507.50    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                                       | QUANEX BUILDING PRODUCTS CORP                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     17695 | NS      | $334435.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                                                     | VERITEX HOLDINGS INC                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     27770 | NS      | $724797.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                                                | FIRST FINANCIAL CORP                              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14744 | NS      | $798977.36    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank plc                                                              | PREFERRED BANK                                    | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Short            | DE               |  | US        |   -252317 | NC      | $-252317.00   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                                      | HILLTOP HOLDINGS INC                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     17577 | NS      | $533461.95    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                                            | INTERFACE INC                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     50813 | NS      | $1063516.09   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                                              | UNIVEST FINANCIAL CORP                            | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     28681 | NS      | $861577.24    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                                              | PACIFIC PREMIER BANCORP INC                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     22908 | NS      | $483129.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                                             | WASHINGTON TRUST BANCORP INC                      | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     18932 | NS      | $535396.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                                              | PEDIATRIX MEDICAL GROUP INC                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39220 | NS      | $562807.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                                       | KELLY SERVICES INC                                | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     27404 | NS      | $320900.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                                          | ALPHA OMEGA SEMICONDUCTOR LTD                     | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     16661 | NS      | $427521.26    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORPORATION                                               | ARDMORE SHIPPING CORP                             | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |     38315 | NS      | $367824.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE MOLDING TECHNOLOGIES, INC.                                            | CORE MOLDING TECHNOLOGIES INC                     | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |     17497 | NS      | $290275.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                                              | SKYWEST INC                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     11886 | NS      | $1223901.42   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                                          | FIRST INTERSTATE BANCSYSTEM INC                   | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     19987 | NS      | $576025.34    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.                           | BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA     | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | PA        |     23513 | NS      | $947573.90    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                                                       | AXOS FINANCIAL INC                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     13166 | NS      | $1001142.64   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                                        | XEROX HOLDINGS CORP                               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     31771 | NS      | $167433.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                                        | SPARTANNASH CO                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     22658 | NS      | $600210.42    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS, INC.                                                         | QCR HOLDINGS INC                                  | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     10274 | NS      | $697604.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                                                    | SIGNET JEWELERS LTD                               | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      6942 | NS      | $552236.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                                                          | MERCHANTS BANCORP IN                              | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     17983 | NS      | $594697.81    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LIMITED                                                          | GOLAR LNG LTD                                     | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     20547 | NS      | $846330.93    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                                 | WINNEBAGO INDUSTRIES INC                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      8385 | NS      | $243165.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES, INC.                                                     | RAMACO RESOURCES INC                              | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     45358 | NS      | $596004.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, LTD.                                           | JAMES RIVER GROUP HOLDINGS LTD                    | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     32474 | NS      | $190297.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                                                 | SOUTHSIDE BANCSHARES INC                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     17368 | NS      | $511140.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                                            | CENTRAL PACIFIC FINANCIAL CORP                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     29578 | NS      | $829071.34    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                             | TEXAS CAPITAL BANCSHARES INC                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      8463 | NS      | $671962.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK-GLADSTONE FINANCIAL CORPORATION                                    | PEAPACK GLADSTONE FINANCIAL CORP                  | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     19434 | NS      | $549010.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC.                                                                   | GMS INC                                           | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      7792 | NS      | $847380.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                                         | BANNER CORP                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11762 | NS      | $754532.30    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                                             | MAGNOLIA OIL GAS CORP                             | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21758 | NS      | $489119.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                                                   | ARIS WATER SOLUTIONS INC                          | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49948 | NS      | $1181270.20   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES, INC.                                                  | HUDSON TECHNOLOGIES INC                           | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37480 | NS      | $304337.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                                                        | VAALCO ENERGY INC                                 | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    113549 | NS      | $409911.89    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                                     | TRI POINTE HOMES INC                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18226 | NS      | $582320.70    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                                                     | INDEPENDENT BANK CORP                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     10154 | NS      | $638534.29    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                                   | EMPLOYERS HOLDINGS INC                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12349 | NS      | $582625.82    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                                      | LA Z BOY INC                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     16143 | NS      | $600035.31    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                                        | ARCBEST CORP                                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      4904 | NS      | $377657.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                                           | SIRIUSPOINT LTD                                   | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     48511 | NS      | $989139.29    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                                          | RADIAN GROUP INC                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     19852 | NS      | $715069.04    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                                   | PATRICK INDUSTRIES INC                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      9962 | NS      | $919193.74    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                                    | DELEK US HOLDINGS INC                             | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     17546 | NS      | $371624.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                                                         | AVIENT CORP                                       | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     14113 | NS      | $455991.03    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES, INC.                                                 | RESIDEO TECHNOLOGIES INC                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     31549 | NS      | $695970.94    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Oak Bancshares, Inc.                                                  | LIVE OAK BANCSHARES INC                           | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17219 | NS      | $513126.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP, INC.                                                       | ORIGIN BANCORP INC                                | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     17266 | NS      | $617086.84    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                          | HORACE MANN EDUCATORS CORP                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     16792 | NS      | $721552.24    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                 | MERITAGE HOMES CORP                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      8146 | NS      | $545537.62    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES, INC.                                                       | LSB INDUSTRIES INC                                | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     48727 | NS      | $380070.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Hallador Energy Company                                                    | HALLADOR ENERGY CO                                | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     34569 | NS      | $547227.27    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHWEST BANCSHARES, INC.                                                 | NORTHWEST BANCSHARES INC                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48727 | NS      | $622731.06    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                                   | NORTHFIELD BANCORP INC                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52749 | NS      | $605558.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                                                   | TARGET HOSPITALITY CORP                           | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31390 | NS      | $223496.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC                                                         | ANDERSONS INC THE                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      9677 | NS      | $355629.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                                      | BOISE CASCADE CO                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4838 | NS      | $420035.16    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                                      | STELLAR BANCORP INC                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     23381 | NS      | $654200.38    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                                            | DIME COMMUNITY BANCSHARES INC                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24961 | NS      | $672449.34    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES, INC.                                                   | EASTERN BANKSHARES INC                            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     79412 | NS      | $1212621.24   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                                          | SM ENERGY CO                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     12572 | NS      | $310654.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                                 | WESTAMERICA BANCORP                               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     11525 | NS      | $558271.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                               | APPLE HOSPITALITY REIT INC                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     32495 | NS      | $379216.65    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                                | OFG BANCORP                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     16522 | NS      | $707141.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                                             | OIL STATES INTERNATIONAL INC                      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     59556 | NS      | $319220.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                                         | PROVIDENT FINANCIAL SERVICES INC                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     63925 | NS      | $1120605.25   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRO EMIN RUS2000SEP25                                                    | MICRO EMIN RUS2000SEP25                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        35 | NC      | $10993.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                                                      | GREEN DOT CORP                                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35785 | NS      | $385762.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | JBG SMITH PROPERTIES                              | CUSIP: 46590V100<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DE               |  | US        |       694 | NC      | $12006.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA, INC.                                                     | BEAZER HOMES USA INC                              | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     20011 | NS      | $447646.07    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank plc                                                              | PREFERRED BANK                                    | CUSIP: 740367404<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DE               |  | US        |      2986 | NC      | $258423.37    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE, INC.                                        | SOLARIS ENERGY INFRASTRUCTURE INC                 | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     46762 | NS      | $1322896.98   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                                         | RMR GROUP INC THE                                 | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     20330 | NS      | $332395.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                                     | CATHAY GENERAL BANCORP                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     14259 | NS      | $649212.27    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORPORATION (BRY)                                                    | BERRY CORP                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60790 | NS      | $168388.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                                             | AMERIS BANCORP                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     12984 | NS      | $840064.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                                    | GRAHAM HOLDINGS CO                                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       855 | NS      | $808975.35    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                  | CNO FINANCIAL GROUP INC                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     21006 | NS      | $810411.48    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                                                 | PAR PACIFIC HOLDINGS INC                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     13870 | NS      | $367971.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                                                   | BANC OF CALIFORNIA INC                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     40264 | NS      | $565709.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORPORATION                                                    | LENDINGCLUB CORP                                  | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     81718 | NS      | $983067.54    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PROVIDENT FINANCIAL SERVICES INC                  | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | DE               |  | US        |    -14559 | NC      | $-14558.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                                         | NATIONAL BANK HOLDINGS CORP                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16750 | NS      | $629967.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES, INC.                                                 | FIRST MID BANCSHARES INC                          | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18768 | NS      | $703612.32    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III: BlackRock Cash Funds: Institutional; SL Agency Shares | BLACKROCK CASH FUNDS INSTITUTIONAL FUND SL AGENCY | CUSIP: 066922519<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1643642 | NS      | $1644299.62   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                                    | HEARTLAND EXPRESS INC                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     33933 | NS      | $293181.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                                             | TOMPKINS FINANCIAL CORP                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     10175 | NS      | $638277.75    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP, INC.                                                      | GLACIER BANCORP INC                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     17491 | NS      | $753512.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                                   | PATHWARD FINANCIAL INC                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     10813 | NS      | $855524.56    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LIMITED                                                       | ENSTAR GROUP LTD                                  | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      2060 | NS      | $692901.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | CADENCE BANK                                      | CUSIP: 12740C103<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DE               |  | US        |      1083 | NC      | $34634.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                             | CONSTELLIUM SE                                    | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     27389 | NS      | $364273.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                                       | SCORPIO TANKERS INC                               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      9211 | NS      | $360426.43    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                                               | CLEARWATER PAPER CORP                             | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     13751 | NS      | $374577.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                                     | HERITAGE COMMERCE CORP                            | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     58852 | NS      | $584400.36    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.                                        | ALPHA METALLURGICAL RESOURCES INC                 | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1919 | NS      | $215849.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                                               | ALLETE INC                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      9441 | NS      | $604884.87    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS, INC.                                                     | FULGENT GENETICS INC                              | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     18642 | NS      | $370602.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC.                                                              | STAGWELL INC                                      | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |    106286 | NS      | $478287.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST BANCORP                                                              | FIRST BANCORP SOUTHERN PINES NC                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17714 | NS      | $781010.26    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                                 | WSFS FINANCIAL CORP                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     13541 | NS      | $744755.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                                             | FIRST BANCORP PUERTO RICO                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     37028 | NS      | $771293.24    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHPEAK ENERGY, INC.                                                      | HIGHPEAK ENERGY INC                               | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     29531 | NS      | $289403.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| PERDOCEO EDUCATION CORPORATION                                             | PERDOCEO EDUCATION CORP                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     28851 | NS      | $943139.19    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                                             | MEDIFAST INC                                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      6689 | NS      | $93980.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                                        | CVB FINANCIAL CORP                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30083 | NS      | $595342.57    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                                                     | MARCUS CORP THE                                   | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     32160 | NS      | $542217.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                                         | HOPE BANCORP INC                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     56325 | NS      | $604367.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc                                                                  | WAFD INC                                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19257 | NS      | $563844.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                  | CNX RESOURCES CORP                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     22076 | NS      | $743519.68    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                                          | RLJ LODGING TRUST                                 | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50917 | NS      | $370675.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                                                  | TITAN INTERNATIONAL INC                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     37117 | NS      | $381191.59    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| RAMACO RESOURCES, INC.                                                     | RAMACO RESOURCES INC                              | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       106 | NS      | $867.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                                     | 1ST SOURCE CORP                                   | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11843 | NS      | $735095.01    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP, INC.                                                    | BROOKLINE BANCORP INC                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54717 | NS      | $577264.35    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                                                         | PROG HOLDINGS INC                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     15010 | NS      | $440543.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                                              | COMMUNITY TRUST BANCORP INC                       | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14550 | NS      | $769986.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| RILEY EXPLORATION PERMIAN, INC.                                            | RILEY EXPLORATION PERMIAN INC                     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |     15680 | NS      | $411286.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                                        | ODP CORP THE                                      | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10801 | NS      | $195822.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                                       | PEOPLES BANCORP INC OH                            | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19641 | NS      | $599836.14    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TowneBank                                                                  | TOWNE BANK PORTSMOUTH VA                          | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     21739 | NS      | $743039.02    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PROVIDENT FINANCIAL SERVICES INC                  | CUSIP: 74386T105<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DE               |  | US        |       863 | NC      | $15128.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadence Bank                                                               | CADENCE BANK                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     22167 | NS      | $708900.66    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC.                                                        | FORESTAR GROUP INC                                | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     18503 | NS      | $370060.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited                                 | BANK OF NT BUTTERFIELD SON LTD THE                | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     18408 | NS      | $815106.24    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                                              | ADVANSIX INC                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     16039 | NS      | $380926.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                                       | SUNCOKE ENERGY INC                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     49111 | NS      | $421863.49    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                                      | CAL MAINE FOODS INC                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     10295 | NS      | $1025690.85   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUELINX HOLDINGS INC.                                                     | BLUELINX HOLDINGS INC                             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      6072 | NS      | $451635.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| RYERSON HOLDING CORPORATION                                                | RYERSON HOLDING CORP                              | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     17136 | NS      | $369623.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                                   | FB FINANCIAL CORP                                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     17577 | NS      | $796238.10    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                                 | ATKORE INC                                        | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      3341 | NS      | $235707.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                                   | FIRST FINANCIAL BANCORP                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     25432 | NS      | $616980.32    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                                                | MONRO INC                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17950 | NS      | $267634.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COASTAL FINANCIAL CORPORATION                                              | COASTAL FINANCIAL CORP WA                         | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |     11617 | NS      | $1125338.79   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                                           | CVR ENERGY INC                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     14648 | NS      | $393298.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                                               | CALERES INC                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     17332 | NS      | $211797.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                                                 | ETHAN ALLEN INTERIORS INC                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16672 | NS      | $464315.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                                                 | ARKO CORP                                         | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69718 | NS      | $294907.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                                       | OLD NATIONAL BANCORP IN                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     34283 | NS      | $731599.22    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                     | PREFERRED BANK                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Short            | DE               |  | US        |   -399269 | NC      | $-399268.76   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                    | HELMERICH PAYNE INC                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     11824 | NS      | $179251.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| METALLUS INC.                                                              | METALLUS INC                                      | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     22950 | NS      | $353659.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC.                                                            | DMC GLOBAL INC                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     20371 | NS      | $164190.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III: BlackRock Cash Funds: Treasury; SL Agency Shares      | BLACKROCK CASH FUNDS TREASURY                     | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    998717 | NS      | $998717.35    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | JBG SMITH PROPERTIES                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Short            | DE               |  | US        |    -12096 | NC      | $-12096.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.                                   | HEIDRICK STRUGGLES INTERNATIONAL INC              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     19923 | NS      | $911676.48    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                                 | MATSON INC                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5619 | NS      | $625675.65    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                     | PREFERRED BANK                                    | CUSIP: 740367404<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DE               |  | US        |      4939 | NC      | $427445.76    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer