# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-039561
**Filing Date:** 2023-2
**Character Count:** 203242
**Document Hash:** ef3e172acfe31eef5aaede757882435e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039561.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039561

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20230331

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23665684

**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            |

## Nport-Ex

# Schedule of Investments (unaudited)

December 31, 2022

# iShares® US Small Cap Value Factor ETF
(Percentages shown are based on Net Assets)

| Security | Shares | Value |
| --- | --- | --- |
| Common Stocks |  |  |
| Aerospace & Defense- 0.4% |  |  |
| Schedule of Investments | 6,361 | $558,241 |
| Air Freight & Logistics- 1.3% |  |  |
| Air Transport Services Group, Inc. (a) | 16,700 | 433,866 |
| Atlas Air Worldwide Holdings, Inc. (a)(b) | 6,467 | 651,873 |

| Security | Shares | Value |
| --- | --- | --- |
| Banks (continued) |  |  |
| Home BancShares, Inc. | 24,739 | 563,802 |
| HomeStreet, Inc. | 14,221 | 309,478 |
| Hope Bancorp, Inc. | 21,989 | 577,024 |
| Horizon Bancorp, Inc. | 23,937 | 451,148 |
| Independent Bank Corp. | 25,396 | 607,472 |
| Independent Bank Group, Inc. (b) | 7,829 | 470,366 |

SCHEDULE OF INVESTMENTS

1

2

(unaudited) (continued)

December 31, 2022

| Security | Shares | Value |
| --- | --- | --- |
| HOLD Group, Inc., Class A (1) | 6,967 | 553,807 |
| Commercial Services & Supplies- 1.9% |  | 1,639,546 |
| Allis Holdings, Inc. | 12,133 | 538,948 |
| Sequiflex Holdings, Inc. (2) | 14,082 | 1,863,065 |
| CoreCivic, Inc. (3) | 50,001 | 578,012 |
| Auto Components- 0.4% | 41,139 | 406,042 |
| Sequiflex International Corp., Class A | 12,080 | 4,523,394 |
|  |  | 2,331,451 |

| Leisure Bancorp, Inc. | 38,643 | 588,000 |
| --- | --- | --- |
| National Bank Holdings Corp., Class A | 13,525 | 568,997 |
| Equity Real Estate Investment Trusts (REITs) (continued) | 14,715 | 638,925 |
| Refiner Bank Corp., Inc. (1)(3) | 5,969 | 4,460,074 |
| Refiner Bank Corp., Inc. | 39,824 | 5,804,672 |
| OceanFirst Financial Corp. | 27,786 | 2,994,541 |
| OFG Bancorp | 19,957 | 550,015 |
| Food & Shells Retailing- 0.9% | 34,097 | 613,064 |
| Sequiflex Bank Corp. | 34,097 | 613,064 |
| OFG Bancorp Bancorp, Inc. | 34,097 | 613,064 |

(unaudited) (continued)

December 31, 2022

| Subsidiaries | Shares | Value |
| --- | --- | --- |
| Communications Equipment-0.8% |  |  |
| Humphrey Industries, Inc. | 10,340 | 544,918 |
| Metals & Mining-1.6% | 22,671 | 408,761 |
| National Business, Inc. | 17,415 | 566,964 |
| Business Systems, Inc. | 17,415 | 566,964 |
| 1st Source Corp. Industries, Inc., Class A | 17,415 | 566,964 |
| 1st Source Corp. Industries, Inc., Class A | 17,415 | 566,964 |
| Construction & Engineering-0.9% | 17,415 | 566,964 |
| Waring, Inc. | 17,415 | 566,964 |
| Allergy, Inc. | 17,415 | 566,964 |
| Associated Data Corp. | 17,415 | 566,964 |
| Sanitary Industries, Inc. | 17,415 | 566,964 |

| Service Farmers Market, Inc. (W) | 17,466 | 565,374 |
| --- | --- | --- |
| Origin Bancorp, Inc. (W) | 13,229 | 485,504 |
| Pacific Premier Bancorp, Inc. | 15,087 | 1,077,396 |
| Specialty Retail (continued) |  | 475,515 |
| Ford Products-0.5% | 4,243 | 597,202 |
| Interim | 4,243 | 597,202 |
| Indy, Inc. | 4,243 | 597,202 |
| Indy, Inc. | 4,243 | 597,202 |
| Indy, Inc. | 4,243 | 597,202 |
| Indy, Inc. | 4,243 | 597,202 |
| Indy, Inc. | 4,243 | 597,202 |
| Indy, Inc. | 4,243 | 597,202 |

| Indy, Inc. | 16,072 | 594,531 |
| --- | --- | --- |
| Indy, Inc. | 16,072 | 594,531 |
| Indy, Inc. | 16,072 | 594,531 |
| Indy, Inc. | 16,072 | 594,531 |
| Indy, Inc. | 16,072 | 594,531 |
| Indy, Inc. | 16,072 | 594,531 |

| Indy, Inc. | 17,961 | 593,743 |
| --- | --- | --- |
| Indy, Inc. | 17,961 | 593,743 |
| Indy, Inc. | 17,961 | 593,743 |
| Indy, Inc. | 17,961 | 593,743 |
| Indy, Inc. | 17,961 | 593,743 |

| Indy, Inc. | 18,215 | 496,905 |
| --- | --- | --- |
| Indy, Inc. | 18,215 | 496,905 |
| Indy, Inc. | 18,215 | 496,905 |
| Indy, Inc. | 18,215 | 496,905 |
| Indy, Inc. | 18,215 | 496,905 |

| Indy, Inc. | 19,003 | 595,274 |
| --- | --- | --- |
| Indy, Inc. | 19,003 | 595,274 |
| Indy, Inc. | 19,003 | 595,274 |
| Indy, Inc. | 19,003 | 595,274 |

| Indy, Inc. | 22,246 | 530,567 |
| --- | --- | --- |

# Schedule of Investments

iShares® US Small Cap Value Factor ETF
(Percentages shown are based on Net Assets)

(unaudited) (continued)

December 31, 2022

| Myers, Inc. & Co. | 15,226 | 535,042 | Hotels, Restaurants & Leisure-0.8% | 15,824 | 534,415 |
| --- | --- | --- | --- | --- | --- |
| Affiliates | 25,143 | 1,100,000 | Electricity, Inc. | 16,484 | 534,415 |
| Data Corporation, Inc. | 25,143 | 978,545 | Electricity, Inc. | 16,484 | 534,415 |
| Commodity Materials-0.8% | 6,011 | 601,000 | Electricity, Inc. | 16,484 | 6,000,000 |
| Commodity Materials-0.8% | 6,011 | 601,000 | Electricity, Inc. | 16,484 | 6,000,000 |
| Commodity Materials-0.8% | 10,082 | 463,600 | Electricity, Inc. | 16,484 | 6,000,000 |
| Debtors, Inc. | 10,082 | 463,600 | Debtors, Inc. | 16,484 | 6,000,000 |
| Debtors, Inc. | 10,082 | 463,600 | Debtors, Inc. | 16,484 | 6,000,000 |
| Commodity Packaging-0.5% | 9,088 | 430,832 | Debtors, Inc. | 12,434 | 428,010 |
| Debtors, Inc. | 9,088 | 1,603,561 | Debtors, Inc. | 26,564 | 493,970 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 46,718 | 576,264 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 10,428 | 571,504 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 13,135 | 458,775 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 21,424 | 458,775 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 6,849 | 458,775 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 55,574 | 458,775 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 55,574 | 458,775 |
| Debtors, Inc. | 26,606 | 498,826 | Debtors, Inc. | 55,574 | 458,775 |

SCHEDULE OF INVESTMENTS

3

# Schedule of Investments

iShares® US Small Cap Value Factor ETF

(unaudited) (continued)

December 31, 2022

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds | 31,878 | Realized |
| --- | --- | --- | --- | --- | --- | --- |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds | 31,878 | Realized |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds | 31,878 | Realized |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds | 31,878 | Realized |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

| Equity, Inc. Class A/B | Value at | Purchases | 31,878 | Proceeds |  |  |
| --- | --- | --- | --- | --- | --- | --- |

4

# Schedule of Investments

iShares® US Small Cap Value Factor ETF

(unaudited) (continued)

December 31, 2022

| Other financial instruments, the individual long positions and related | Valley National Bancorp | 42,904 | 485,244 |
| --- | --- | --- | --- |
| Cash and cash equivalents underlying the total return swap with | Common Stock | 7,810,863 | 7,014,214 |
| Common Stock | Common Stock | 7,810,863 | 7,014,214 |
| Cash and cash equivalents underlying the total return swap with | Common Stock | 7,810,863 | 7,014,214 |
| Common Stock | Common Stock | 7,810,863 | 7,014,214 |
| Cash and cash equivalents underlying the total return swap with | Common Stock |  |  |
| Common Stock | Common Stock |  |  |
| Cash and cash equivalents underlying the total return swap with | Common Stock |  |  |
| Common Stock | Common Stock |  |  |
| Cash and cash equivalents underlying the total return swap with | Common Stock |  |  |
| Common Stock | Common Stock |  |  |
| Cash and cash equivalents underlying the total return swap with | Common Stock |  |  |

Reference Entity - Long

SCHEDULE OF INVESTMENTS

5

# Schedule of Investments

iShares® US Small Cap Value Factor ETF

(unaudited) (continued)

December 31, 2022[{"box_2d": [11, 85, 944, 190], "label": "table", "caption": "

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- | --- |
| First National Bank of America, Inc. | 524 | 38,005 | 3,464,000 | 3,464,000 |
| First National Bank of America, Inc. | 692 | 38,005 | 3,464,000 | 3,464,000 |
| First National Bank of America, Inc. | 692 | 38,005 | 3,464,000 | 3,464,000 |
| First National Bank of America, Inc. | 692 | 38,005 | 3,464,000 | 3,464,000 |
| First National Bank of America, Inc. | 692 | 38,005 |  |  |
| First National Bank of America, Inc. | 692 | 38,005 |  |  |
| First National Bank of America, Inc. | 692 | 38,005 |  |  |
| First National Bank of America, Inc. | 692 | 38,005 |  |  |
| First National Bank of America, Inc. | 692 | 38,005 |  |  |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

| Particulars | Provisional Shareholders' Equity | Provisional Shareholders' Equity | Provisional Shareholders' Equity |
| --- | --- | --- | --- |
| First National Bank of America, Inc. | 1,183 | 12,998 | 1,114,000 |

<table><thead><tr><

Schedule of Investments

iShares® US Small Cap Value Factor ETF

| Northwest Borrowers, Inc. | 1,989 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |
| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

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

| Northwest Borrowers, Finance | 1,009 | 13,817 | 7,806 | 791,524 |
| --- | --- | --- | --- | --- |

[{"box, [11, [11, 873, [11, 884, 993, 1,000,000,000, 1,000,000, 1,000,000, 1,000,000, 1,000,000, 1,000,000, 1,000,000, 1,000,000, 1,000,000, 1,000,000"}]

SCHEDULE OF INVESTMENTS

7

[{"box_2d": [10, 83, 972, 187], "label": "table", "caption": "

| Equity Securities Long | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Equity Commodity Banks, Inc. | 49 | 2,5 | 2,5 | 2,5 | 2,5 | 34 | 1,149 |
| Equity Real Estate Investment Trusts (REITs) | 2.5% | 2,5% | 2,5% | 2,5% | 2,5% | 34 | 1,149 |
| Valuation Notes | 2.5% | 2,5% | 2,5% | 2,5% | 2,5% | 34 | 1,149 |
| Debtors' Notes | 2.5% | 2,5% | 2,5% | 2,5% | 2,5% | 34 | 1,149 |
| Debtors' Notes for financial relief | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |
| Debtors' Notes for investment trusts | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |
| Debtors' Notes for investment trusts | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |
| Debtors' Notes for investment trusts | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |

| Debtors' Notes for investment trusts | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Debtors' Notes for investment trusts | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |

| Debtors' Notes for investment trusts | Monthly | Goldman Sachs Bank USA ® | 02/27/20 | $1,002,212 | $31,534 ® | $1,028,710 | 0.0% |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Debtors' Notes for investment trusts | Monthly |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- |

<table><tr><

| Horace Manufacturing Group | 129 | 4,821 | 0.5 | Thulys & Mortgage Finance | 1 |
| --- | --- | --- | --- | --- | --- |
| Cashflow 2 - On cash flow inputs based on the best information available in the circumstance, the cash flows may be input and not available (excluding the valuation for American Funds as one of net dividends, increased for tobacco and tobacco) and the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital of the capital | 129 | 4,821 | 0.5 | Capital Federal Financial, Inc. | 2,471 |
| Corp. Commission's assumptions used in determining the fair value of financial instruments | 129 | 4,821 | 0.5 | Capital Federal Financial, Inc. | 2,471 |
| General Information Services | 129 | 4,821 | 0.5 | Northfield Bancorp, Inc. | 952 |
| Investment in Group Inc. market dividends, payable for returnable securities and financing fees | 129 | 4,821 | 0.5 | Northfield Bancorp, Inc. | 952 |
| The fair value covered by financial priority to an unsecured related prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to an unsecured interest rate in active markets. | 129 | 4,821 | 0.5 | Northfield Bancorp, Inc. | 952 |
| Investment in Group Inc. market dividends, payable for returnable securities and financing fees | 129 | 4,821 | 0.5 | Northfield Bancorp, Inc. | 952 |
| The fair value covered by financial priority to an unsecured related prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to an unsecured interest rate in active markets. | 129 | 4,821 | 0.5 | Northfield Bancorp, Inc. | 952 |
| Investment in Group Inc. market dividends, payable for returnable securities and financing fees | 129 | 4,821 | 0.5 | Northfield Bancorp, Inc. | 952 |

Range: 65 basis points 65 basis points 65 basis points

The following transparency of the financial instruments and the investment in the financial instruments are based on the following table: (1) The financial instruments are based on the following table: (2) The financial instruments are based on the following table: (3) The financial instruments are based on the following table: (4) The financial instruments are based on the following table: (5) The financial instruments are based on the following table: (6) The financial instruments are based on the following table: (7) The financial instruments are based on the following table: (8) The financial instruments are based on the following table: (9) The financial instruments are based on the following table: (10) The financial instruments are based on the following table: (11) The financial instruments are based on the following table: (12) The financial instruments are based on the following table: (13) The financial instruments are based on the following table: (14) The financial 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are based on the following table: (61) The financial instruments are based on the following table: (62) The financial instruments are based on the following table: (63) The financial instruments are based on the following table: (64) The financial instruments are based on the following table: (65) The financial instruments are based on the following table: (66) The financial instruments are based on the following table: (67) The financial instruments are based on the following table: (68) The financial instruments are based on the following table: (69) The financial instruments are based on the following table: (70) The financial instruments are based on the following table: (71) The financial instruments are based on the following table: (72) The financial instruments are based on the following table: (73) The financial instruments are based on the following table: (74) The financial instruments are based on the following table: (75) The financial instruments are based on the following table: (76) The financial instruments are based on the following table: (77) The financial instruments are based on the following table: (78) The financial instruments are based on the following table: (79) The financial instruments are based on the following table: (80) The financial instruments are based on the following table: (81) The financial instruments are based on the following table: (82) The financial instruments are based on the following table: (83) The financial instruments are based on the following table: (84) The financial instruments are based on the following table: (85) The financial instruments are based on the following table: (86) The financial instruments are based on the following table: (87) The financial instruments are based on the following table: (88) The financial instruments are based on the following table: (89) The financial instruments are based on the following table: (90) The financial instruments are based on the following table: (91) The financial instruments are based on the following table: (92) The financial instruments are based on the following table: (93) The financial instruments are based on the following table: (94) The financial instruments are based on the following table: (95) The financial instruments are based on the following table: (96) The financial instruments are based on the following table: (97) The financial instruments are based on the following table: (98) The financial instruments are based on the following table: (99) The financial instruments are based on the following table: (100)

**Net Value of Reference Entity - Goldman Sachs Bank**

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

|  | Level 1 | Level 2 | Level 3 | Total |
| --- | --- | --- | --- | --- |

Assets

# **Investments**

# **Long-Term Investments**

| Common Stocks | $ | 122,737,472 | $ | - | $ | - | $ | 122,737,472 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |

# **Short-Term Securities**

| Money Market Funds |  | 7,810,863 |  | - |  | - |  | 7,810,863 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  | $ | 130,548,335 | $ | - | $ | - | $ | 130,548,335 |

# **Derivative Financial Instruments$^{(a)}$**

# **Assets**

| Equity Contracts | $ | - | $ | 31,534 | $ | - | $ | 31,534 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Liabilities |  |  |  |  |  |  |  |  |
| Equity Contracts |  | (6,311) |  | (22,255) |  | - |  | (28,566) |
|  | $ | (6,311) | $ | 9,279 | $ | - | $ | 2,968 |

## 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:** 2023-03-31

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $133104661.48

**Total Liabilities:** $7949357.50

**Net Assets:** $125155303.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222498 | 13.74%               | 3.69%                | -6.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-620.13                 | $14941082.76                               |
| Month 2  | $-34.67                  | $4139664.18                                |
| Month 3  | $132464.91               | $-9048034.52                               |

### 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        |     42904 | NS      | $485244.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                                                 | ADEIA INC                                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32248 | NS      | $305711.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                                       | BYLINE BANCORP INC                                | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     20934 | NS      | $480853.98    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                                     | TTM TECHNOLOGIES INC                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     37691 | NS      | $568380.28    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                                      | ATLANTIC UNION BANKSHARES CORP                    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15226 | NS      | $535041.64    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                                           | BANKUNITED INC                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     12094 | NS      | $410833.18    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                   | CHORD ENERGY CORP                                 | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      7774 | NS      | $1063560.94   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                                           | TAYLOR MORRISON HOME CORP                         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     20518 | NS      | $622721.30    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                                     | AMKOR TECHNOLOGY INC                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     25714 | NS      | $616621.72    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                                            | HUB GROUP INC                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6967 | NS      | $553806.83    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP, INC.                                               | GREAT SOUTHERN BANCORP INC                        | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      9475 | NS      | $563667.75    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                                                 | POTLATCHDELTIC CORP                               | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     10595 | NS      | $466074.05    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                                                  | ANYWHERE REAL ESTATE INC                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     35502 | NS      | $226857.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                                       | UFP INDUSTRIES INC                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      7238 | NS      | $573611.50    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                                              | STANDARD MOTOR PRODUCTS INC                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     12949 | NS      | $450625.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                                     | MURPHY OIL CORP                                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     13828 | NS      | $594742.28    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP, INC.                                             | COVENANT LOGISTICS GROUP INC                      | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25941 | NS      | $896780.37    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                                 | MINERALS TECHNOLOGIES INC                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      8445 | NS      | $512780.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                                       | RENASANT CORP                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     15894 | NS      | $597455.46    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LL FLOORING HOLDINGS, INC.                                                 | LL FLOORING HOLDINGS INC                          | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39912 | NS      | $224305.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                                       | CITY HOLDING CO                                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $628822.95    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                                  | CENTURY COMMUNITIES INC                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     10428 | NS      | $521504.28    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                                                   | INSTEEL INDUSTRIES INC                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     15054 | NS      | $414286.08    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP, INC.                                                      | HORIZON BANCORP INC IN                            | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     29917 | NS      | $451148.36    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CONTAINER STORE GROUP, INC.                                            | CONTAINER STORE GROUP INC                         | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     68458 | NS      | $295053.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                    | KB HOME                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     17249 | NS      | $549380.65    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                                                      | CHATHAM LODGING TRUST                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40514 | NS      | $497106.78    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                                                      | HOME BANCSHARES INC AR                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24739 | NS      | $563801.81    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                                            | DORIAN LPG LTD                                    | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     38544 | NS      | $730408.80    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                   | STEWART INFORMATION SERVICES CORP                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      8772 | NS      | $374827.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                                      | TRUSTCO BANK CORP NY                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16650 | NS      | $625873.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                                              | COLUMBIA BANKING SYSTEM INC                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16475 | NS      | $496391.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                                        | COMPUTER PROGRAMS AND SYSTEMS INC                 | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     16216 | NS      | $441399.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                  | COMMERCIAL METALS CO                              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     13420 | NS      | $648186.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                                                | FIRST MERCHANTS CORP                              | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     13429 | NS      | $552066.19    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                                            | WORLD FUEL SERVICES CORP                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     20611 | NS      | $563298.63    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                                                  | METHODE ELECTRONICS INC                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     12915 | NS      | $573038.55    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                                                | HANMI FINANCIAL CORP                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     21587 | NS      | $534278.25    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA                                    | SEACOAST BANKING CORP OF FLORIDA                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     15169 | NS      | $473121.11    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                               | FULTON FINANCIAL CORP                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     33607 | NS      | $565605.81    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                                               | INDEPENDENT BANK GROUP INC                        | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7829 | NS      | $470366.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| VISHAY INTERTECHNOLOGY, INC.                                               | VISHAY INTERTECHNOLOGY INC                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     28525 | NS      | $615284.25    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT, INC.                                                     | CITY OFFICE REIT INC                              | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     31644 | NS      | $265176.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                                       | ASSOCIATED BANC CORP                              | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     24540 | NS      | $566628.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                                   | GROUP 1 AUTOMOTIVE INC                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3328 | NS      | $600271.36    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                                                     | LAKELAND BANCORP INC                              | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     33443 | NS      | $588931.23    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                                       | ECHOSTAR CORP                                     | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     22949 | NS      | $382789.32    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| HILLENBRAND, INC.                                                          | HILLENBRAND INC                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     12648 | NS      | $539690.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                                     | WARRIOR MET COAL INC                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     15053 | NS      | $521435.92    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                                             | INNOVIVA INC                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     28864 | NS      | $382448.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                                      | TRUSTMARK CORP                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     17494 | NS      | $610715.54    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                                             | WESBANCO INC                                      | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16254 | NS      | $601072.92    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC.                                                      | FIRST FOUNDATION INC                              | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     23015 | NS      | $329804.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                                         | ENTERPRISE FINANCIAL SERVICES CORP                | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     11806 | NS      | $578021.76    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                                            | CAPITOL FEDERAL FINANCIAL INC                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48864 | NS      | $422673.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                                                  | PARK NATIONAL CORP                                | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      4243 | NS      | $597202.25    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                                  | UMB FINANCIAL CORP                                | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      5750 | NS      | $480240.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS WORLDWIDE, INC.                                                     | KRONOS WORLDWIDE INC                              | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     36014 | NS      | $338531.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                                                | ARGAN INC                                         | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     13760 | NS      | $507468.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                                     | SOUTH STATE CORP                                  | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      6848 | NS      | $522913.28    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                                                 | BROADSTONE NET LEASE INC                          | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     25649 | NS      | $415770.29    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                                     | ITEOS THERAPEUTICS INC                            | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17364 | NS      | $339118.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                                               | SAFETY INSURANCE GROUP INC                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      5852 | NS      | $493089.52    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                                                    | UNITED BANKSHARES INC WV                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     16191 | NS      | $655573.59    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                                       | HOSTESS BRANDS INC                                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25456 | NS      | $571232.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                                        | ACADIA REALTY TRUST                               | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24534 | NS      | $352062.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                                         | SIMMONS FIRST NATIONAL CORP                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     40719 | NS      | $878716.02    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, INC.                                                              | NETGEAR INC                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     22571 | NS      | $408760.81    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                                                         | NMI HOLDINGS INC                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     27088 | NS      | $566139.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                                   | WERNER ENTERPRISES INC                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     13624 | NS      | $548502.24    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| CONNECTONE BANCORP, INC.                                                   | CONNECTONE BANCORP INC                            | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     17451 | NS      | $422488.71    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                                        | S T BANCORP INC                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17973 | NS      | $614317.14    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                                           | TRICO BANCSHARES                                  | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13953 | NS      | $711463.47    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORPORATION                                                | CAMDEN NATIONAL CORP                              | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     11875 | NS      | $495068.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                                                   | NICOLET BANKSHARES INC                            | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5969 | NS      | $476266.51    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| EAGLE BANCORP, INC.                                                        | EAGLE BANCORP INC                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      9325 | NS      | $410952.75    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP, INC.                                                   | OLD SECOND BANCORP INC                            | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     38491 | NS      | $617395.64    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                                    | FIRST BUSEY CORP                                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     22068 | NS      | $545520.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                                          | TEREX CORP                                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     15662 | NS      | $669080.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCFIRST CORPORATION                                                      | BANCFIRST CORP                                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      6712 | NS      | $591864.16    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.                                         | ATLAS AIR WORLDWIDE HOLDINGS INC                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      6467 | NS      | $651873.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| DHT HOLDINGS, INC.                                                         | DHT HOLDINGS INC                                  | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     96293 | NS      | $855081.84    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL, INC.                                                    | CRA INTERNATIONAL INC                             | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6629 | NS      | $811588.47    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                                                        | SHOE CARNIVAL INC                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19144 | NS      | $457733.04    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                                  | XPERI INC                                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12854 | NS      | $110672.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                                              | GERMAN AMERICAN BANCORP INC                       | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14703 | NS      | $548421.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                                           | PHOTRONICS INC                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     32918 | NS      | $554009.94    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                                                | BENCHMARK ELECTRONICS INC                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     22305 | NS      | $595320.45    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                                                | GREIF INC                                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      8594 | NS      | $576313.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                                                | HANCOCK WHITNEY CORP                              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     10686 | NS      | $517095.54    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                                                | ABM INDUSTRIES INC                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     12133 | NS      | $538947.86    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                                   | MUELLER INDUSTRIES INC                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     10311 | NS      | $608349.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                                            | M I HOMES INC                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     12593 | NS      | $581544.74    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                                            | CORECIVIC INC                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     50001 | NS      | $578011.56    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                                           | NBT BANCORP INC                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14715 | NS      | $638925.30    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                                             | HERITAGE FINANCIAL CORP WA                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21215 | NS      | $650027.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                                       | QUANEX BUILDING PRODUCTS CORP                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     26608 | NS      | $630077.44    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                                                | FIRST FINANCIAL CORP IN                           | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12905 | NS      | $594662.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO, INC.                                                                | FUNKO INC                                         | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     32336 | NS      | $352785.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                                      | HILLTOP HOLDINGS INC                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     18997 | NS      | $570099.97    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                                            | INTERFACE INC                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     41139 | NS      | $406041.93    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                                              | UNIVEST FINANCIAL CORP                            | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     20875 | NS      | $545463.75    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES, INC.                                                      | DXP ENTERPRISES INC                               | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20619 | NS      | $568053.45    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                                                    | ENCORE WIRE CORP                                  | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4896 | NS      | $673493.76    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| SITIO ROYALTIES CORP                                                       | SITIO ROYALTIES CORP A                            | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |     20671 | NS      | $596358.35    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIFIC PREMIER BANCORP, INC.                                              | PACIFIC PREMIER BANCORP INC                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     15067 | NS      | $475514.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                                             | WASHINGTON TRUST BANCORP INC                      | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     10639 | NS      | $501948.02    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                                          | ALPHA OMEGA SEMICONDUCTOR LTD                     | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     10223 | NS      | $292071.11    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BULK SHIPPING INC.                                                   | EAGLE BULK SHIPPING INC                           | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |      8201 | NS      | $409557.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                                         | BRISTOW GROUP INC                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     15062 | NS      | $408632.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                                              | SKYWEST INC                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     19385 | NS      | $320046.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                                          | FIRST INTERSTATE BANCSYSTEM INC                   | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     15189 | NS      | $587054.85    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC.                                                                | ZUMIEZ INC                                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     14628 | NS      | $318012.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                                        | SPARTANNASH CO                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     16932 | NS      | $512023.68    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS, INC.                                                         | QCR HOLDINGS INC                                  | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      9871 | NS      | $489996.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                                              | ADTALEM GLOBAL EDUCATION INC                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     18798 | NS      | $667329.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                                    | SIGNET JEWELERS LTD                               | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      7682 | NS      | $522376.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                                 | WINNEBAGO INDUSTRIES INC                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     10340 | NS      | $544918.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                                                    | CTO REALTY GROWTH INC                             | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25245 | NS      | $461478.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                                                 | SOUTHSIDE BANCSHARES INC                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     13135 | NS      | $472728.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP, INC.                                                    | HARBORONE BANCORP INC                             | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     39840 | NS      | $553776.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                                          | HAVERTY FURNITURE COS INC                         | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     20368 | NS      | $609003.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                                         | VISTA OUTDOOR INC                                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     15642 | NS      | $381195.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                                            | CENTRAL PACIFIC FINANCIAL CORP                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     19055 | NS      | $386435.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                             | TEXAS CAPITAL BANCSHARES INC                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      9746 | NS      | $587781.26    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK-GLADSTONE FINANCIAL CORPORATION                                    | PEAPACK GLADSTONE FINANCIAL CORP                  | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     16072 | NS      | $598199.84    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                                     | URBAN OUTFITTERS INC                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     22246 | NS      | $530567.10    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                                               | INDEPENDENT BANK CORP MI                          | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25396 | NS      | $607472.32    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                                         | BANNER CORP                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9083 | NS      | $574045.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.                                           | SCHNITZER STEEL INDUSTRIES INC                    | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     10758 | NS      | $329732.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                                           | HOMESTREET INC                                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11221 | NS      | $309475.18    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION                                         | MATTHEWS INTERNATIONAL CORP                       | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     17260 | NS      | $525394.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                                     | TRI POINTE HOMES INC                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27816 | NS      | $517099.44    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                                      | BLOOMIN BRANDS INC                                | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     25461 | NS      | $512275.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                                         | UNITIL CORP                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11173 | NS      | $573845.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                                   | EMPLOYERS HOLDINGS INC                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12961 | NS      | $559007.93    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC FIRST BANCORP, INC.                                               | REPUBLIC FIRST BANCORP INC                        | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |    107869 | NS      | $231918.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNET BANCORP                                                     | FIRST INTERNET BANCORP                            | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     12998 | NS      | $315591.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                                                         | BGC PARTNERS INC                                  | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    126934 | NS      | $478541.18    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                                           | ZIFF DAVIS INC                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      5774 | NS      | $456723.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                                          | RADIAN GROUP INC                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     25148 | NS      | $479572.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC.                                                       | TITAN MACHINERY INC                               | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     19763 | NS      | $785183.99    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.                                         | AIR TRANSPORT SERVICES GROUP INC                  | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     16700 | NS      | $433866.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                                               | GENESCO INC                                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      8781 | NS      | $404101.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                                            | SELECTIVE INSURANCE GROUP INC                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      6250 | NS      | $553812.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                                                        | KNOWLES CORP                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     25946 | NS      | $426033.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                  | MATADOR RESOURCES CO                              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     10542 | NS      | $603424.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS, INC.                                                         | SAFE BULKERS INC                                  | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |    117389 | NS      | $341601.99    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                                         | KULICKE SOFFA INDUSTRIES INC                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      9973 | NS      | $441404.98    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP, INC.                                                       | ORIGIN BANCORP INC                                | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     13229 | NS      | $485504.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| HORACE MANN EDUCATORS CORPORATION                                          | HORACE MANN EDUCATORS CORP                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     12710 | NS      | $474972.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                 | MERITAGE HOMES CORP                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      7049 | NS      | $649917.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN                                                                  | BLK_CFD_EQ: SVAL-JMC                              | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DE               |  | US        |     32734 | OU      | $474594.89    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                                               | SPROUTS FARMERS MARKET INC                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     17466 | NS      | $565374.42    | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| KEARNY FINANCIAL CORP.                                                     | KEARNY FINANCIAL CORP MD                          | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43362 | NS      | $440124.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                                 | NORTHWEST BANCSHARES INC                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39352 | NS      | $550140.96    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                                   | NORTHFIELD BANCORP INC                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37942 | NS      | $596827.66    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                    | BLK_CFD_EQ: SVAL-GSC                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DE               |  | US        |     45326 | OU      | $1239991.05   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                                     | RUSH ENTERPRISES INC                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     10970 | NS      | $573511.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC.                                                         | HERC HOLDINGS INC                                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      3343 | NS      | $439838.51    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC GLOBAL INC.                                                            | MRC GLOBAL INC                                    | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     46897 | NS      | $543067.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                                      | BOISE CASCADE CO                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      8041 | NS      | $552175.47    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                                                  | G III APPAREL GROUP LTD                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     20647 | NS      | $283070.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                                      | STELLAR BANCORP INC                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     35746 | NS      | $1053077.16   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                                            | DIME COMMUNITY BANCSHARES INC                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16117 | NS      | $513004.11    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES, INC.                                                   | EASTERN BANKSHARES INC                            | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     25947 | NS      | $447585.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                                            | MARINEMAX INC                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     13523 | NS      | $422188.06    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                                                | OFG BANCORP                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     19957 | NS      | $550014.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                                                  | BRIGHTVIEW HOLDINGS INC                           | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     41082 | NS      | $283054.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                                         | PROVIDENT FINANCIAL SERVICES INC                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     22720 | NS      | $485299.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST BANCSHARES, INC.                                                 | FIRST BANCSHARES INC THE                          | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     16596 | NS      | $531237.96    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| MARTEN TRANSPORT, LTD.                                                     | MARTEN TRANSPORT LTD                              | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31447 | NS      | $622021.66    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERANT BANCORP INC.                                                       | AMERANT BANCORP INC                               | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     17663 | NS      | $474074.92    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                                                 | OCEANFIRST FINANCIAL CORP                         | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27786 | NS      | $590452.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                                     | CATHAY GENERAL BANCORP                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     12500 | NS      | $509875.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                                              | STERLING INFRASTRUCTURE INC                       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     20839 | NS      | $683519.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY CORPORATION (BRY)                                                    | BERRY CORP                                        | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54079 | NS      | $432632.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                                                  | MOOG INC                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      6361 | NS      | $558241.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                                             | AMERIS BANCORP                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     12116 | NS      | $571148.24    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS, INC.                                            | MASTERCRAFT BOAT HOLDINGS INC                     | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     22695 | NS      | $587119.65    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                                                | BRINKER INTERNATIONAL INC                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     14636 | NS      | $467034.76    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| ARGO GROUP INTERNATIONAL HOLDINGS, LTD.                                    | ARGO GROUP INTERNATIONAL HOLDINGS LTD             | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     13537 | NS      | $349931.45    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC.                                              | TRAVELCENTERS OF AMERICA INC                      | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     13003 | NS      | $582274.34    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                  | CNO FINANCIAL GROUP INC                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     22246 | NS      | $508321.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                                                   | BANC OF CALIFORNIA INC                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     28143 | NS      | $448317.99    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                    | CUSTOMERS BANCORP INC                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     10196 | NS      | $288954.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                                                 | COHU INC                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     18848 | NS      | $604078.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                                                 | SANDY SPRING BANCORP INC                          | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12434 | NS      | $438049.82    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                                         | NATIONAL BANK HOLDINGS CORP                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13525 | NS      | $568996.75    | 0.45%             |  |  |  | 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        |   4873413 | NS      | $4874875.39   | 3.90%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                                    | HEARTLAND EXPRESS INC                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     39735 | NS      | $609534.90    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| A-MARK PRECIOUS METALS, INC.                                               | A MARK PRECIOUS METALS INC                        | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     14446 | NS      | $501709.58    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                                   | PATHWARD FINANCIAL INC                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      9480 | NS      | $408114.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                                               | CLEARWATER PAPER CORP                             | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     19926 | NS      | $753402.06    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| E MINI RUSS 2000 MAR23                                                     | E MINI RUSS 2000 MAR23                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-6310.98     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.                                              | HEARTLAND FINANCIAL USA INC                       | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     11665 | NS      | $543822.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                                          | PORTLAND GENERAL ELECTRIC CO                      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     10127 | NS      | $496223.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                                                 | GOPRO INC                                         | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     65524 | NS      | $326309.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                                         | SITE CENTERS CORP                                 | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     33424 | NS      | $456571.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                                               | CENTRAL GARDEN PET CO                             | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     13683 | NS      | $489851.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS, INC.                                                     | SUMMIT MATERIALS INC                              | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     18287 | NS      | $519167.93    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CONN'S, INC.                                                               | CONN S INC                                        | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     36264 | NS      | $249496.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC BANK PLC                                                              | BLK_CFD_EQ: SVAL-HSC                              | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | N/A              | DE               |  | US        |     29983 | OU      | $780536.16    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST BANCORP                                                              | FIRST BANCORP NC                                  | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12718 | NS      | $544839.12    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                                 | WSFS FINANCIAL CORP                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     11104 | NS      | $503455.36    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                                              | FIRST BANCORP PUERTO RICO                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     40522 | NS      | $515439.84    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                                      | OXFORD INDUSTRIES INC                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6172 | NS      | $575106.96    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                                        | CVB FINANCIAL CORP                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23288 | NS      | $599666.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                                         | HOPE BANCORP INC                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     33062 | NS      | $423524.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                                   | WASHINGTON FEDERAL INC                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17018 | NS      | $570953.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                                  | CNX RESOURCES CORP                                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     26955 | NS      | $453922.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| GENCO SHIPPING & TRADING LIMITED                                           | GENCO SHIPPING TRADING LTD                        | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |     23656 | NS      | $363356.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                                     | 1ST SOURCE CORP                                   | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12076 | NS      | $641114.84    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP, INC.                                                    | BROOKLINE BANCORP INC                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33606 | NS      | $475524.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                                              | COMMUNITY TRUST BANCORP INC                       | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13556 | NS      | $622627.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                                        | ODP CORP THE                                      | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12177 | NS      | $554540.58    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FINANCIAL CORP.                                                    | PREMIER FINANCIAL CORP                            | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18415 | NS      | $496652.55    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                                       | PEOPLES BANCORP INC OH                            | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17867 | NS      | $504742.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                                                 | TOWNE BANK PORTSMOUTH VA                          | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     18654 | NS      | $575289.36    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                                               | STRIDE INC                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     15379 | NS      | $481055.12    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                               | CADENCE BANK                                      | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     18159 | NS      | $447800.94    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINANCIAL, INC.                                                 | WATERSTONE FINANCIAL INC                          | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     28859 | NS      | $497529.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                                   | PROASSURANCE CORP                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     19778 | NS      | $345521.66    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF N.T. BUTTERFIELD & SON LIMITED (THE)                               | BANK OF NT BUTTERFIELD SON LTD THE                | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     15553 | NS      | $463634.93    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                                               | UNITED COMMUNITY BANKS INC GA                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     15266 | NS      | $515990.80    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                                                     | GLATFELTER CORP                                   | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     44903 | NS      | $124830.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                                              | ADVANSIX INC                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     10932 | NS      | $415634.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                                 | ATKORE INC                                        | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      5674 | NS      | $643545.08    | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST FINANCIAL BANCORP.                                                   | FIRST FINANCIAL BANCORP                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     23048 | NS      | $558453.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP, INC.                                                    | UNITED FIRE GROUP INC                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17536 | NS      | $479784.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                                           | CVR ENERGY INC                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     21868 | NS      | $685343.12    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                                               | CALERES INC                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     28893 | NS      | $643736.04    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                                                     | PROPETRO HOLDING CORP                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40078 | NS      | $415608.86    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES, INC.                                                        | PNM RESOURCES INC                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     11716 | NS      | $571623.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                                                 | ETHAN ALLEN INTERIORS INC                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21424 | NS      | $566022.08    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                                        | SANMINA CORP                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     13817 | NS      | $791575.93    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                                                 | ARKO CORP                                         | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61388 | NS      | $531620.08    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                                     | NETSCOUT SYSTEMS INC                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     17412 | NS      | $566064.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                                       | OLD NATIONAL BANCORP IN                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     34097 | NS      | $613064.06    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORPORATION                                                    | TIMKENSTEEL CORP                                  | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     25519 | NS      | $463680.23    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                                        | NEWMARK GROUP INC                                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35132 | NS      | $280002.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                                              | AMERICAN VANGUARD CORP                            | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     27486 | NS      | $596721.06    | 0.48%             |  |  |  | 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        |   2860288 | NS      | $2860287.73   | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                                 | MATSON INC                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4636 | NS      | $289796.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer