# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-037478
**Filing Date:** 2023-2
**Character Count:** 195609
**Document Hash:** 51e1da06a5ac8e719de7d3ae439daf66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037478.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037478

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230223

**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:** 23661265

**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 ESG Screened S&P Mid-Cap ETF (Series ID: S000069533)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000221871 | iShares ESG Screened S&P Mid-Cap ETF | XJH             |

## Nport-Ex

Schedule of Investments (unaudited)

December 31, 2022

#### iShares® ESG Screened S&P Mid-Cap ETF

#### (Percentages shown are based on Net Assets)

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Aerospace & Defense — 1.6%** | **Aerospace & Defense — 1.6%** | **Aerospace & Defense — 1.6%** |
| Axon Enterprise, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3394 | &nbsp;&nbsp;&nbsp;&nbsp;$563167 |
| Curtiss-Wright Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320955 |
| Hexcel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248641 |
| Mercury Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130193 |
| Woodward, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291762 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554718 |
| **Air Freight & Logistics — 0.3%** | **Air Freight & Logistics — 0.3%** | **Air Freight & Logistics — 0.3%** |
| GXO Logistics, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254219 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| JetBlue Airways Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;16255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105332 |
| **Auto Components — 1.6%** | **Auto Components — 1.6%** | **Auto Components — 1.6%** |
| Adient PLC<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165090 |
| Dana, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96892 |
| Fox Factory Holding Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193590 |
| Gentex Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321077 |
| Goodyear Tire & Rubber Co.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;14197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144100 |
| Lear Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367843 |
| Visteon Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184732 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473324 |
| **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** |
| Harley-Davidson, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277763 |
| Thor Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203295 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481058 |
| **Banks — 7.8%** | **Banks — 7.8%** | **Banks — 7.8%** |
| Associated Banc-Corp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175576 |
| Bank of Hawaii Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157059 |
| Bank OZK<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223535 |
| Cadence Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190055 |
| Cathay General Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153533 |
| Commerce Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389633 |
| Cullen/Frost Bankers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431584 |
| East West Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466177 |
| First Financial Bankshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225389 |
| First Horizon Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;26932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659834 |
| FNB Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230737 |
| Fulton Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142735 |
| Glacier Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275072 |
| Hancock Whitney Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208077 |
| Home BancShares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218214 |
| International Bancshares Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121264 |
| Old National Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;14771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265583 |
| PacWest Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137034 |
| Pinnacle Financial Partners, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282223 |
| Prosperity Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333674 |
| Synovus Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274753 |
| Texas Capital Bancshares, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151016 |
| UMB Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182241 |
| Umpqua Holdings Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195404 |
| United Bankshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264197 |
| Valley National Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;21178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239523 |
| Washington Federal, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111252 |
| Webster Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413467 |
| Wintrust Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258885 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7377726 |
| **Beverages — 0.5%** | **Beverages — 0.5%** | **Beverages — 0.5%** |
| Boston Beer Co., Inc., Class A, NVS<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155863 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Celsius Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 | &nbsp;&nbsp;&nbsp;&nbsp;$210993 |
| Coca-Cola Consolidated, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118355 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485211 |
| **Biotechnology — 2.2%** | **Biotechnology — 2.2%** | **Biotechnology — 2.2%** |
| Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215495 |
| Exelixis, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;16189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259672 |
| Halozyme Therapeutics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386123 |
| Neurocrine Biosciences, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576298 |
| United Therapeutics Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635992 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073580 |
| **Building Products — 2.4%** | **Building Products — 2.4%** | **Building Products — 2.4%** |
| Builders FirstSource, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479204 |
| Carlisle Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611747 |
| Lennox International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387313 |
| Owens Corning<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400142 |
| Simpson Manufacturing Co., Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189555 |
| Trex Co., Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233154 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301115 |
| **Capital Markets — 2.2%** | **Capital Markets — 2.2%** | **Capital Markets — 2.2%** |
| Affiliated Managers Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300225 |
| Evercore, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195580 |
| Federated Hermes, Inc., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154027 |
| Interactive Brokers Group, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373543 |
| Janus Henderson Group PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157631 |
| Jefferies Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315205 |
| SEI Investments Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300187 |
| Stifel Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311929 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2108327 |
| **Chemicals — 2.5%** | **Chemicals — 2.5%** | **Chemicals — 2.5%** |
| Ashland, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268825 |
| Avient Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144864 |
| Cabot Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188756 |
| Chemours Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231946 |
| Ingevity Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1762 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124115 |
| NewMarket Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106400 |
| RPM International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631476 |
| Scotts Miracle-Gro Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98735 |
| Sensient Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153788 |
| Valvoline, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290063 |
| Westlake Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177292 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416260 |
| **Commercial Services & Supplies — 1.6%** | **Commercial Services & Supplies — 1.6%** | **Commercial Services & Supplies — 1.6%** |
| Brink's Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125198 |
| Clean Harbors, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288153 |
| IAA, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268560 |
| MSA Safety, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266752 |
| Stericycle, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230841 |
| Tetra Tech, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386060 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565564 |
| **Communications Equipment — 0.9%** | **Communications Equipment — 0.9%** | **Communications Equipment — 0.9%** |
| Calix, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196736 |
| Ciena Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379036 |
| Lumentum Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179830 |
| Viasat, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121378 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876980 |
| **Construction & Engineering — 2.1%** | **Construction & Engineering — 2.1%** | **Construction & Engineering — 2.1%** |
| AECOM<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595274 |
| Dycom Industries, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138528 |
| EMCOR Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354131 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® ESG Screened S&P Mid-Cap ETF

#### (Percentages shown are based on Net Assets)

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Construction & Engineering (continued)** | **Construction & Engineering (continued)** | **Construction & Engineering (continued)** |
| MasTec, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2959 | &nbsp;&nbsp;&nbsp;&nbsp;$252492 |
| MDU Resources Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309650 |
| Valmont Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353817 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003892 |
| **Construction Materials — 0.3%** | **Construction Materials — 0.3%** | **Construction Materials — 0.3%** |
| Eagle Materials, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245772 |
| **Consumer Finance — 0.3%** | **Consumer Finance — 0.3%** | **Consumer Finance — 0.3%** |
| Navient Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87333 |
| SLM Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209708 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297041 |
| **Containers & Packaging — 1.0%** | **Containers & Packaging — 1.0%** | **Containers & Packaging — 1.0%** |
| AptarGroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360515 |
| Greif, Inc., Class A, NVS<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86306 |
| Silgan Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217624 |
| Sonoco Products Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961499 |
| **Diversified Consumer Services — 1.2%** | **Diversified Consumer Services — 1.2%** | **Diversified Consumer Services — 1.2%** |
| Graham Holdings Co., Class B<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116008 |
| Grand Canyon Education, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162716 |
| H&R Block, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284924 |
| Service Corp. International<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533692 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097340 |
| **Diversified Financial Services — 0.3%** | **Diversified Financial Services — 0.3%** | **Diversified Financial Services — 0.3%** |
| Voya Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299887 |
| **Diversified Telecommunication Services — 0.6%** | **Diversified Telecommunication Services — 0.6%** | **Diversified Telecommunication Services — 0.6%** |
| Frontier Communications Parent, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;11190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285121 |
| Iridium Communications, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324180 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609301 |
| **Electric Utilities — 0.2%** | **Electric Utilities — 0.2%** | **Electric Utilities — 0.2%** |
| Hawaiian Electric Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229966 |
| **Electrical Equipment — 2.3%** | **Electrical Equipment — 2.3%** | **Electrical Equipment — 2.3%** |
| Acuity Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267294 |
| EnerSys<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151298 |
| Hubbell, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632462 |
| nVent Electric PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321648 |
| Regal Rexnord Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398334 |
| SunPower Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77367 |
| Sunrun, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;10695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256894 |
| Vicor Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60146 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2165443 |
| **Electronic Equipment, Instruments & Components — 3.4%** | **Electronic Equipment, Instruments & Components — 3.4%** | **Electronic Equipment, Instruments & Components — 3.4%** |
| Arrow Electronics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323435 |
| Avnet, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190935 |
| Belden, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154441 |
| Cognex Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408915 |
| Coherent Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245665 |
| IPG Photonics Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152798 |
| Jabil, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460964 |
| Littelfuse, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274149 |
| National Instruments Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243060 |
| Novanta, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244566 |
| TD SYNNEX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201069 |
| Vishay Intertechnology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141521 |
| Vontier Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154563 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3196081 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Energy Equipment & Services — 0.7%** | **Energy Equipment & Services — 0.7%** | **Energy Equipment & Services — 0.7%** |
| ChampionX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10007 | &nbsp;&nbsp;&nbsp;&nbsp;$290103 |
| NOV, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411846 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701949 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| World Wrestling Entertainment, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148825 |
| **Equity Real Estate Investment Trusts (REITs) — 7.9%** | **Equity Real Estate Investment Trusts (REITs) — 7.9%** | **Equity Real Estate Investment Trusts (REITs) — 7.9%** |
| Apartment Income REIT Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258217 |
| Brixmor Property Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;15054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341274 |
| Corporate Office Properties Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146354 |
| Cousins Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192229 |
| Douglas Emmett, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138345 |
| EastGroup Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323955 |
| EPR Properties<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142054 |
| First Industrial Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320012 |
| Healthcare Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368076 |
| Highwoods Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147734 |
| Independence Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189422 |
| JBG SMITH Properties<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94388 |
| Kilroy Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204139 |
| Kite Realty Group Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;10998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231508 |
| Lamar Advertising Co., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413566 |
| Life Storage, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420300 |
| Macerich Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121383 |
| Medical Properties Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;30013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334345 |
| National Retail Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410513 |
| National Storage Affiliates Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153185 |
| Omega Healthcare Investors, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328552 |
| Park Hotels & Resorts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133062 |
| Pebblebrook Hotel Trust<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88414 |
| Physicians Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;11458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165797 |
| PotlatchDeltic Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178336 |
| Rayonier, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242256 |
| Rexford Industrial Realty, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503234 |
| Sabra Health Care REIT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144101 |
| SL Green Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108882 |
| Spirit Realty Capital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279909 |
| STORE Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427584 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7551126 |
| **Food & Staples Retailing — 0.8%** | **Food & Staples Retailing — 0.8%** | **Food & Staples Retailing — 0.8%** |
| BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 448499 |
| Grocery Outlet Holding Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129720 |
| Sprouts Farmers Market, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172014 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750233 |
| **Food Products — 1.7%** | **Food Products — 1.7%** | **Food Products — 1.7%** |
| Darling Ingredients, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503537 |
| Flowers Foods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277140 |
| Ingredion, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322288 |
| Lancaster Colony Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196313 |
| Pilgrim's Pride Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53986 |
| Post Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246319 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599583 |
| **Gas Utilities — 1.3%** | **Gas Utilities — 1.3%** | **Gas Utilities — 1.3%** |
| New Jersey Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239615 |
| ONE Gas, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205807 |
| Southwest Gas Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191580 |
| Spire, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181377 |
| UGI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389569 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1207948 |
| **Health Care Equipment & Supplies — 3.9%** | **Health Care Equipment & Supplies — 3.9%** | **Health Care Equipment & Supplies — 3.9%** |
| Enovis Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127966 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® ESG Screened S&P Mid-Cap ETF

#### (Percentages shown are based on Net Assets)

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** | **Health Care Equipment & Supplies (continued)** |
| Envista Holdings Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8183 | &nbsp;&nbsp;&nbsp;&nbsp;$275522 |
| Globus Medical, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288539 |
| Haemonetics Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199771 |
| ICU Medical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159055 |
| Inari Medical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154069 |
| Integra LifeSciences Holdings Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204487 |
| Lantheus Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176118 |
| LivaNova PLC<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149180 |
| Masimo Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359222 |
| Neogen Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;10847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165200 |
| Omnicell, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113042 |
| Penumbra, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424009 |
| QuidelOrtho Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229938 |
| Shockwave Medical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372771 |
| STAAR Surgical Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117467 |
| Tandem Diabetes Care, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145099 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3661455 |
| **Health Care Providers & Services — 2.7%** | **Health Care Providers & Services — 2.7%** | **Health Care Providers & Services — 2.7%** |
| Acadia Healthcare Co., Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375955 |
| Amedisys, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136254 |
| Chemed Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 381291 |
| Encompass Health Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299529 |
| HealthEquity, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261477 |
| LHC Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251913 |
| Option Care Health, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233529 |
| Patterson Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121874 |
| Progyny, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117622 |
| R1 RCM, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75785 |
| Tenet Healthcare Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264832 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2520061 |
| **Hotels, Restaurants & Leisure — 3.0%** | **Hotels, Restaurants & Leisure — 3.0%** | **Hotels, Restaurants & Leisure — 3.0%** |
| Boyd Gaming Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217138 |
| Choice Hotels International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156682 |
| Churchill Downs, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349071 |
| Cracker Barrel Old Country Store, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105351 |
| Light & Wonder, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275479 |
| Marriott Vacations Worldwide Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258817 |
| Papa John's International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132848 |
| Penn Entertainment, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231215 |
| Texas Roadhouse, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305501 |
| Travel + Leisure Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148476 |
| Wendy's Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193554 |
| Wingstop, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206705 |
| Wyndham Hotels & Resorts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316046 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896883 |
| **Household Durables — 1.5%** | **Household Durables — 1.5%** | **Household Durables — 1.5%** |
| Helen of Troy Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133646 |
| KB Home<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132783 |
| Leggett & Platt, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214491 |
| Taylor Morrison Home Corp., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165074 |
| Tempur Sealy International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294620 |
| Toll Brothers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264077 |
| TopBuild Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251166 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455857 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| Energizer Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111554 |
| **Independent Power and Renewable Electricity Producers — 0.2%** | **Independent Power and Renewable Electricity Producers — 0.2%** | **Independent Power and Renewable Electricity Producers — 0.2%** |
| Ormat Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211617 |
| **Insurance — 4.4%** | **Insurance — 4.4%** | **Insurance — 4.4%** |
| American Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464418 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Brighthouse Financial, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3494 | &nbsp;&nbsp;&nbsp;&nbsp;$179137 |
| CNO Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132530 |
| First American Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272011 |
| Hanover Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242288 |
| Kemper Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159014 |
| Kinsale Capital Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283488 |
| Old Republic International Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343027 |
| Primerica, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263218 |
| Reinsurance Group of America, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476712 |
| RenaissanceRe Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404016 |
| RLI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266609 |
| Selective Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268577 |
| Unum Group<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385108 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140153 |
| **Interactive Media & Services — 0.3%** | **Interactive Media & Services — 0.3%** | **Interactive Media & Services — 0.3%** |
| TripAdvisor, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94665 |
| Ziff Davis, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187388 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282053 |
| **IT Services — 2.3%** | **IT Services — 2.3%** | **IT Services — 2.3%** |
| Concentrix Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284030 |
| Euronet Worldwide, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224341 |
| ExlService Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281932 |
| Genpact Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392284 |
| Kyndryl Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;10361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115214 |
| Maximus, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224097 |
| Western Union Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;19428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267524 |
| WEX, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358066 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147488 |
| **Leisure Products — 0.9%** | **Leisure Products — 0.9%** | **Leisure Products — 0.9%** |
| Brunswick Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262371 |
| Polaris, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276134 |
| Topgolf Callaway Brands Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137421 |
| YETI Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178872 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854798 |
| **Life Sciences Tools & Services — 1.5%** | **Life Sciences Tools & Services — 1.5%** | **Life Sciences Tools & Services — 1.5%** |
| Azenta, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219198 |
| Bruker Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343185 |
| Medpace Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268699 |
| Repligen Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438852 |
| Syneos Health, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189452 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459386 |
| **Machinery — 5.1%** | **Machinery — 5.1%** | **Machinery — 5.1%** |
| AGCO Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431049 |
| Chart Industries, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241637 |
| Crane Holdings Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240578 |
| Donaldson Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361815 |
| Esab Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121710 |
| Flowserve Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201261 |
| Graco, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568952 |
| ITT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336727 |
| Kennametal, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97347 |
| Lincoln Electric Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418732 |
| Middleby Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362199 |
| Oshkosh Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289528 |
| Terex Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144693 |
| Timken Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234766 |
| Toro Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 592036 |
| Watts Water Technologies, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200335 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4843365 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® ESG Screened S&P Mid-Cap ETF

#### (Percentages shown are based on Net Assets)

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Marine — 0.2%** | **Marine — 0.2%** | **Marine — 0.2%** |
| Kirby Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007 | &nbsp;&nbsp;&nbsp;&nbsp;$193500 |
| **Media — 1.2%** | **Media — 1.2%** | **Media — 1.2%** |
| Cable One, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172270 |
| John Wiley & Sons, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86530 |
| New York Times Co., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268184 |
| Nexstar Media Group, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331332 |
| TEGNA, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237286 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095602 |
| **Metals & Mining — 2.6%** | **Metals & Mining — 2.6%** | **Metals & Mining — 2.6%** |
| Alcoa Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403774 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;25864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416669 |
| Commercial Metals Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284487 |
| Reliance Steel & Aluminum Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596388 |
| Royal Gold, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371412 |
| United States Steel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294563 |
| Worthington Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75858 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443151 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.5%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.5%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.5%** |
| Annaly Capital Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;23483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495022 |
| **Multiline Retail — 0.7%** | **Multiline Retail — 0.7%** | **Multiline Retail — 0.7%** |
| Kohl's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147814 |
| Macy's, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;13602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280881 |
| Nordstrom, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90287 |
| Ollie's Bargain Outlet Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136820 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655802 |
| **Oil, Gas & Consumable Fuels — 1.1%** | **Oil, Gas & Consumable Fuels — 1.1%** | **Oil, Gas & Consumable Fuels — 1.1%** |
| DT Midstream, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268398 |
| Equitrans Midstream Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;21723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145544 |
| HF Sinclair Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350205 |
| PBF Energy, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233955 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998102 |
| **Paper & Forest Products — 0.2%** | **Paper & Forest Products — 0.2%** | **Paper & Forest Products — 0.2%** |
| Louisiana-Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213002 |
| **Personal Products — 0.3%** | **Personal Products — 0.3%** | **Personal Products — 0.3%** |
| BellRing Brands, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174301 |
| Coty, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;18347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157050 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331351 |
| **Pharmaceuticals — 0.8%** | **Pharmaceuticals — 0.8%** | **Pharmaceuticals — 0.8%** |
| Jazz Pharmaceuticals PLC<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503260 |
| Perrigo Co. PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230415 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733675 |
| **Professional Services — 1.6%** | **Professional Services — 1.6%** | **Professional Services — 1.6%** |
| ASGN, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204026 |
| FTI Consulting, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274406 |
| Insperity, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203344 |
| KBR, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363634 |
| ManpowerGroup, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211187 |
| Science Applications International Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563651 |
| **Real Estate Management & Development — 0.4%** | **Real Estate Management & Development — 0.4%** | **Real Estate Management & Development — 0.4%** |
| Jones Lang LaSalle, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379619 |
| **Road & Rail — 1.9%** | **Road & Rail — 1.9%** | **Road & Rail — 1.9%** |
| Avis Budget Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204912 |
| Knight-Swift Transportation Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422687 |
| Landstar System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293709 |
| RXO, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99468 |
| Ryder System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210680 |
| Saia, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278455 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Road & Rail (continued)** | **Road & Rail (continued)** | **Road & Rail (continued)** |
| Werner Enterprises, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;$118767 |
| XPO, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192449 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821127 |
| **Semiconductors & Semiconductor Equipment — 2.7%** | **Semiconductors & Semiconductor Equipment — 2.7%** | **Semiconductors & Semiconductor Equipment — 2.7%** |
| Amkor Technology, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120883 |
| Cirrus Logic, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207055 |
| Lattice Semiconductor Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446375 |
| MACOM Technology Solutions Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162866 |
| MKS Instruments, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243175 |
| Power Integrations, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207127 |
| Silicon Laboratories, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227790 |
| SiTime Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83329 |
| Synaptics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190320 |
| Universal Display Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235635 |
| Wolfspeed, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430326 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554881 |
| **Software — 3.4%** | **Software — 3.4%** | **Software — 3.4%** |
| ACI Worldwide, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131054 |
| Aspen Technology, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300089 |
| Blackbaud, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131788 |
| CommVault Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141767 |
| Dynatrace, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;10113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387328 |
| Envestnet, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117847 |
| Fair Isaac Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751218 |
| Manhattan Associates, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380225 |
| NCR Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162699 |
| Paylocity Holding Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402118 |
| Qualys, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194719 |
| Teradata Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274100 |
| **Specialty Retail — 2.7%** | **Specialty Retail — 2.7%** | **Specialty Retail — 2.7%** |
| AutoNation, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184342 |
| Five Below, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492760 |
| Foot Locker, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150442 |
| GameStop Corp., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;12687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234202 |
| Gap, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119433 |
| Lithia Motors, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281108 |
| Murphy U.S.A., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291560 |
| RH<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257838 |
| Victoria's Secret & Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145875 |
| Williams-Sonoma, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384867 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2542427 |
| **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** |
| Xerox Holdings Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82081 |
| **Textiles, Apparel & Luxury Goods — 2.5%** | **Textiles, Apparel & Luxury Goods — 2.5%** | **Textiles, Apparel & Luxury Goods — 2.5%** |
| Capri Holdings Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370459 |
| Carter's, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142878 |
| Columbia Sportswear Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155717 |
| Crocs, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335916 |
| Deckers Outdoor Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530484 |
| Hanesbrands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111389 |
| PVH Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231041 |
| Skechers U.S.A., Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282575 |
| Under Armour, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96358 |
| Under Armour, Inc., Class C, NVS<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88406 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345223 |
| **Thrifts & Mortgage Finance — 0.7%** | **Thrifts & Mortgage Finance — 0.7%** | **Thrifts & Mortgage Finance — 0.7%** |
| Essent Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211157 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® ESG Screened S&P Mid-Cap ETF

#### (Percentages shown are based on Net Assets)

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Thrifts & Mortgage Finance (continued)** | **Thrifts & Mortgage Finance (continued)** | **Thrifts & Mortgage Finance (continued)** |
| MGIC Investment Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;14393 | &nbsp;&nbsp;&nbsp;&nbsp;$187109 |
| New York Community Bancorp, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;34217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294266 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692532 |
| **Trading Companies & Distributors — 1.1%** | **Trading Companies & Distributors — 1.1%** | **Trading Companies & Distributors — 1.1%** |
| GATX Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187797 |
| MSC Industrial Direct Co., Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193629 |
| Univar Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260410 |
| Watsco, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416498 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058334 |
| **Water Utilities — 0.6%** | **Water Utilities — 0.6%** | **Water Utilities — 0.6%** |
| Essential Utilities, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571853 |
| **Total Long-Term Investments — 99.7%<br>(Cost: $103,199,063)<br>** | **Total Long-Term Investments — 99.7%<br>(Cost: $103,199,063)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;94769005 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 3.2%** | **Money Market Funds — 3.2%** | **Money Market Funds — 3.2%** |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.53%<sup>(c)(d)(e)</sup><br>| 2934317 | &nbsp;&nbsp;&nbsp;&nbsp; 2935198 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.12%<sup>(c)(d)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;110760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110760 |
| **Total Short-Term Securities — 3.2%<br>(Cost: $3,044,910)<br>** | **Total Short-Term Securities — 3.2%<br>(Cost: $3,044,910)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045958 |
| **Total Investments — 102.9%<br>(Cost: $106,243,973)<br>** | **Total Investments — 102.9%<br>(Cost: $106,243,973)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;97814963 |
| **Liabilities in Excess of Other Assets — (2.9)%<br>** | **Liabilities in Excess of Other Assets — (2.9)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;(2763113) |
| **Net Assets — 100.0%<br>** | **Net Assets — 100.0%<br>** | $95051850 |

---

<sup>(a)</sup> Non-income producing security.

<sup>(b)</sup> All or a portion of this security is on loan.

<sup>(c)</sup> Affiliate of the Fund.

<sup>(d)</sup> Annualized 7-day yield as of period end.

<sup>(e)</sup> All or a portion of this security was purchased with the cash collateral from loaned securities.

#### Affiliates
Investments in issuers considered to be affiliate(s) of the Fund during the period ended December 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | &nbsp;&nbsp;*Value at<br> 03/31/22* | &nbsp;&nbsp;&nbsp;&nbsp;*Proceeds<br> from Sale* | &nbsp;&nbsp;&nbsp;&nbsp;*Net<br> Realized<br> Gain (Loss)* | &nbsp;&nbsp;&nbsp;&nbsp;*Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | &nbsp;&nbsp;&nbsp;&nbsp;*Value at<br> 12/31/22* | &nbsp;&nbsp;&nbsp;&nbsp;*Shares<br> Held at<br> 12/31/22* | &nbsp;&nbsp;&nbsp;&nbsp;*Income* | &nbsp;&nbsp;&nbsp;&nbsp;*Capital<br> Gain<br> Distributions<br> from Underlying<br> Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares<br>| &nbsp;&nbsp;$815271 &nbsp;&nbsp;&nbsp;&nbsp;$2118837<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$937 | &nbsp;&nbsp;&nbsp;&nbsp;$2935198 | &nbsp;&nbsp;&nbsp;&nbsp;2934317 | &nbsp;&nbsp;&nbsp;&nbsp;$27958<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| BlackRock Cash Funds: Treasury, SL Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 90000 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20760<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 110760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110760 | &nbsp;&nbsp;&nbsp;&nbsp; 3181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$937 | &nbsp;&nbsp;&nbsp;&nbsp;$3045958 |  | &nbsp;&nbsp;&nbsp;&nbsp;$31139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

<sup>(a)</sup> Represents net amount purchased (sold).

<sup>(b)</sup> All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities.

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® ESG Screened S&P Mid-Cap ETF

#### Derivative Financial Instruments Outstanding as of Period End

#### Futures Contracts

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp;*Number of<br> Contracts* | &nbsp;&nbsp;&nbsp;&nbsp;*Expiration<br> Date* | &nbsp;&nbsp;&nbsp;&nbsp;*Notional<br> Amount<br> (000)* | &nbsp;&nbsp;&nbsp;&nbsp;*Value/<br> Unrealized<br> Appreciation<br> (Depreciation)* |
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;S&P MidCap 400 E-Mini Index<br>| &nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;$244 | &nbsp;&nbsp;&nbsp;&nbsp;$(1712) |

---

#### Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 — Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access;

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

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.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;*Level 1* | &nbsp;&nbsp;*Level 2* | &nbsp;&nbsp;*Level 3* | &nbsp;&nbsp;*Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$94769005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$94769005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3045958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3045958 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97814963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$97814963 |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity Contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1712) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1712) |

---

<sup>(a)</sup> Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| NVS | &nbsp;&nbsp;Non-Voting Shares |
| REIT | &nbsp;&nbsp;Real Estate Investment Trust |
| S&P | &nbsp;&nbsp;Standard & Poor's |

---

## 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:** 415-670-2000

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

- **a. Name of Series:** iShares ESG Screened S&P Mid-Cap ETF

- **b. EDGAR series identifier (if any):** S000069533

- **c. LEI of Series:** 549300EJMZIVNMEFO783

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $96291165.87

**Total Liabilities:** $2878098.33

**Net Assets:** $93413067.54

**Cash Not Reported:** $15712.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221871 | 10.35%               | 6.20%                | -5.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $178134.11               | $8428953.85                                |
| Month 2  | $531164.84               | $4696643.23                                |
| Month 3  | $-129749.99              | $-5204394.03                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Axon Enterprise Inc              | Axon Enterprise Inc                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      3335 | NS      | $553376.55    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I   | Hawaiian Electric Industries Inc              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      5400 | NS      | $225990.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc         | EastGroup Properties Inc                      | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      2150 | NS      | $318329.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                  | Macerich Co/The                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     10594 | NS      | $119288.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The             | Western Union Co/The                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     19093 | NS      | $262910.61    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                          | XPO Inc                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      5681 | NS      | $189120.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc           | Power Integrations Inc                        | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2838 | NS      | $203541.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc             | Cleveland-Cliffs Inc                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     25418 | NS      | $409483.98    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                    | Cable One Inc                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       238 | NS      | $169422.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                 | Boyd Gaming Corp                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      3913 | NS      | $213375.89    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                     | Omnicell Inc                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      2203 | NS      | $111075.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                      | Kemper Corp                                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      3176 | NS      | $156259.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho   | Knight-Swift Transportation Holdings Inc      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7926 | NS      | $415401.66    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                       | R1 RCM Inc                                    | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6802 | NS      | $74481.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                     | Oshkosh Corp                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3226 | NS      | $284500.94    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                    | H&R Block Inc                                 | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7669 | NS      | $279995.19    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc       | Coca-Cola Consolidated Inc                    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       227 | NS      | $116305.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                       | Sunrun Inc                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     10511 | NS      | $252474.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV         | United Bankshares Inc/WV                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      6525 | NS      | $264197.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                | Middleby Corp/The                             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2658 | NS      | $355906.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                       | Ciena Corp                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      7307 | NS      | $372510.86    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc       | Brixmor Property Group Inc                    | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     14794 | NS      | $335379.98    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd               | Capri Holdings Ltd                            | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | GB        |      6352 | NS      | $364096.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp            | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      4922 | NS      | $294384.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc            | Avis Budget Group Inc                         | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      1228 | NS      | $201306.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                 | Ryder System Inc                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2478 | NS      | $207086.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc             | Federated Hermes Inc                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4169 | NS      | $151376.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc    | Interactive Brokers Group Inc                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5074 | NS      | $367103.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc             | Dycom Industries Inc                          | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1454 | NS      | $136094.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp            | Stifel Financial Corp                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      5252 | NS      | $306559.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                      | Gap Inc/The                                   | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     10405 | NS      | $117368.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                    | Valvoline Inc                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      8731 | NS      | $285067.15    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc    | Selective Insurance Group Inc                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2979 | NS      | $263969.19    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co             | Lamar Advertising Co                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      4305 | NS      | $406392.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                          | ITT Inc                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4080 | NS      | $330888.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc         | Tandem Diabetes Care Inc                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      3172 | NS      | $142581.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                    | Repligen Corp                                 | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2547 | NS      | $431232.57    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                       | Belden Inc                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2111 | NS      | $151780.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc         | Manhattan Associates Inc                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3078 | NS      | $373669.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc             | Celsius Holdings Inc                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1993 | NS      | $207351.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                    | Synaptics Inc                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1966 | NS      | $187084.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                       | Viasat Inc                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      3769 | NS      | $119288.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                | Patterson Cos Inc                             | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      4273 | NS      | $119772.19    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc              | Thor Industries Inc                           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2647 | NS      | $199822.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                    | GameStop Corp                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     12468 | NS      | $230159.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Kyndryl Holdings Inc             | Kyndryl Holdings Inc                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     10182 | NS      | $113223.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc             | Univar Solutions Inc                          | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      8048 | NS      | $255926.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc           | Penn Entertainment Inc                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7651 | NS      | $227234.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                        | Calix Inc                                     | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2825 | NS      | $193314.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                     | Exelixis Inc                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     15910 | NS      | $255196.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                | Crane Holdings Co                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2354 | NS      | $236459.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc     | Simpson Manufacturing Co Inc                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      2101 | NS      | $186274.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp                      | Avient Corp                                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      4217 | NS      | $142365.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol   | MACOM Technology Solutions Holdings Inc       | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2541 | NS      | $160032.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                | GXO Logistics Inc                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      5852 | NS      | $249821.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc    | Affiliated Managers Group Inc                 | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1862 | NS      | $294996.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc              | MKS Instruments Inc                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2821 | NS      | $239023.33    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                      | Hexcel Corp                                   | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4152 | NS      | $244345.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc       | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1513 | NS      | $159863.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                         | Coty Inc                                      | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     18031 | NS      | $154345.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                  | Foot Locker Inc                               | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      3912 | NS      | $147834.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc       | Sabra Health Care REIT Inc                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     11393 | NS      | $141614.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc              | Harley-Davidson Inc                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      6562 | NS      | $272979.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc    | Arrowhead Pharmaceuticals Inc                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      5221 | NS      | $211763.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I   | BJ's Wholesale Club Holdings Inc              | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      6662 | NS      | $440757.92    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc             | Aspen Technology Inc                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      1436 | NS      | $294954.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp    | International Bancshares Corp                 | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2604 | NS      | $119159.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                  | ICU Medical Inc                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       993 | NS      | $156377.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In   | Pinnacle Financial Partners Inc               | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3779 | NS      | $277378.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                   | Perrigo Co PLC                                | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      6642 | NS      | $226425.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                     | Wingstop Inc                                  | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1476 | NS      | $203127.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The    | Goodyear Tire & Rubber Co/The                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     13952 | NS      | $141612.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Jefferies Financial Group Inc    | Jefferies Financial Group Inc                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      9036 | NS      | $309754.08    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp           | Louisiana-Pacific Corp                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3536 | NS      | $209331.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc    | Lincoln Electric Holdings Inc                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2848 | NS      | $411507.52    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc              | Churchill Downs Inc                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1623 | NS      | $343150.89    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust          | Pebblebrook Hotel Trust                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      6489 | NS      | $86887.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Inari Medical Inc                | Inari Medical Inc                             | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2382 | NS      | $151399.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc               | Douglas Emmett Inc                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8671 | NS      | $135961.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                      | ONE Gas Inc                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2671 | NS      | $202248.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US    | Service Corp International/US                 | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7586 | NS      | $524496.04    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                        | Lear Corp                                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2915 | NS      | $361518.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                 | QuidelOrtho Corp                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2638 | NS      | $225997.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                | Syneos Health Inc                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      5076 | NS      | $186187.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp             | Deckers Outdoor Corp                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1306 | NS      | $521302.96    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                      | FNB Corp/PA                                   | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     17376 | NS      | $226756.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                    | Coherent Corp                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      6878 | NS      | $241417.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                         | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1996 | NS      | $262014.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp             | JetBlue Airways Corp                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     15975 | NS      | $103518.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                    | TopBuild Corp                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1577 | NS      | $246784.73    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                 | Under Armour Inc                              | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9320 | NS      | $94691.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                | Post Holdings Inc                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2682 | NS      | $242077.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                         | Dana Inc                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      6294 | NS      | $95228.22     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                    | Wolfspeed Inc                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      6126 | NS      | $422939.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc      | Healthcare Realty Trust Inc                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     18772 | NS      | $361736.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                         | ASGN Inc                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2461 | NS      | $200522.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp              | PotlatchDeltic Corp                           | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      3984 | NS      | $175256.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp              | Bank of Hawaii Corp                           | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      1990 | NS      | $154344.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp            | Fulton Financial Corp                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      8335 | NS      | $140278.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                   | Littelfuse Inc                                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1224 | NS      | $269524.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                      | Enovis Corp                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2350 | NS      | $125772.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                  | Fair Isaac Corp                               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1233 | NS      | $738049.14    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                 | Life Storage Inc                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      4193 | NS      | $413010.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                              | World Wrestling Entertainment Inc             | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2135 | NS      | $146290.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp            | Envista Holdings Corp                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      8042 | NS      | $270774.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc     | Medical Properties Trust Inc                  | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     29496 | NS      | $328585.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                      | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       734 | NS      | $374655.62    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                   | MSA Safety Inc                                | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1818 | NS      | $262137.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                    | Blackbaud Inc                                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      2200 | NS      | $129492.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc           | Washington Federal Inc                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3259 | NS      | $109339.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN          | Old National Bancorp/IN                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     14516 | NS      | $260997.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                     | LivaNova PLC                                  | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      2640 | NS      | $146625.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                    | Nordstrom Inc                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      5498 | NS      | $88737.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp           | Synovus Financial Corp                        | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      7191 | NS      | $270022.05    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc              | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      4126 | NS      | $213891.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                      | Bruker Corp                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4934 | NS      | $337238.90    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                     | Penumbra Inc                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1873 | NS      | $416667.58    | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Amkor Technology Inc             | Amkor Technology Inc                          | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4954 | NS      | $118796.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The        | Scotts Miracle-Gro Co/The                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1997 | NS      | $97034.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR           | Home BancShares Inc/AR                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9410 | NS      | $214453.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC               | nVent Electric PLC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8217 | NS      | $316107.99    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                      | Genpact Ltd                                   | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      8323 | NS      | $385521.36    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc        | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      6669 | NS      | $379466.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc       | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4742 | NS      | $566384.48    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                | Lithia Motors Inc                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1349 | NS      | $276194.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc              | BellRing Brands Inc                           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      6681 | NS      | $171300.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co           | Columbia Sportswear Co                        | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1747 | NS      | $153002.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                   | Wendy's Co/The                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      8406 | NS      | $190227.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                 | HealthEquity Inc                              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      4169 | NS      | $256977.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                      | Gentex Corp                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     11571 | NS      | $315541.17    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp       | Lattice Semiconductor Corp                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      6761 | NS      | $438653.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co     | Reliance Steel & Aluminum Co                  | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2895 | NS      | $586063.80    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties             | JBG SMITH Properties                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4887 | NS      | $92755.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                   | EPR Properties                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      3701 | NS      | $139601.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                        | TEGNA Inc                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     11005 | NS      | $233195.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp           | Cathay General Bancorp                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3699 | NS      | $150882.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                   | Royal Gold Inc                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3238 | NS      | $364987.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                     | Evercore Inc                                  | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1762 | NS      | $192198.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp           | Webster Financial Corp                        | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      8583 | NS      | $406319.22    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                      | SiTime Corp                                   | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $81905.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                          | NOV Inc                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     19375 | NS      | $404743.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                   | Five Below Inc                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2738 | NS      | $484270.06    | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Reinsurance Group of America I   | Reinsurance Group of America Inc              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3297 | NS      | $468470.73    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                        | AGCO Corp                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3054 | NS      | $423559.26    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc        | Park Hotels & Resorts Inc                     | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     11091 | NS      | $130762.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                    | Ingevity Corp                                 | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1732 | NS      | $122002.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co             | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      5788 | NS      | $279560.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc           | Option Care Health Inc                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7627 | NS      | $229496.43    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc              | Texas Roadhouse Inc                           | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3301 | NS      | $300225.95    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc            | Arrow Electronics Inc                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3040 | NS      | $317892.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc          | Nexstar Media Group Inc                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1860 | NS      | $325555.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp            | Lancaster Colony Corp                         | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       978 | NS      | $192959.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                     | Rayonier Inc                                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      7223 | NS      | $238070.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc             | Chart Industries Inc                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      2061 | NS      | $237489.03    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp              | Curtiss-Wright Corp                           | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1889 | NS      | $315444.11    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc       | Southwest Gas Holdings Inc                    | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3043 | NS      | $188300.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc    | Independence Realty Trust Inc                 | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     11041 | NS      | $186151.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc    | Annaly Capital Management Inc                 | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     23078 | NS      | $486484.24    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                   | Brink's Co/The                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      2291 | NS      | $123049.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                    | Westlake Corp                                 | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1699 | NS      | $174215.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc   | New York Community Bancorp Inc                | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     33627 | NS      | $289192.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                       | Qualys Inc                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1705 | NS      | $191352.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc         | Lennox International Inc                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1591 | NS      | $380614.93    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                 | Under Armour Inc                              | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9740 | NS      | $86880.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                  | Hanesbrands Inc                               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     17212 | NS      | $109468.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK GLOBAL                 | BLACKROCK GLOBAL                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2866913 | NS      | $2867773.36   | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc               | FTI Consulting Inc                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1698 | NS      | $269642.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                          | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4097 | NS      | $130489.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                      | Neogen Corp                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     10660 | NS      | $162351.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp             | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     14393 | NS      | $187109.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp    | First American Financial Corp                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      5107 | NS      | $267300.38    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                      | Progyny Inc                                   | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3711 | NS      | $115597.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                      | Trex Co Inc                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5413 | NS      | $229132.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                    | Primerica Inc                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1824 | NS      | $258679.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust          | Physicians Realty Trust                       | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     11260 | NS      | $162932.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc           | Valmont Industries Inc                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1052 | NS      | $347864.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc          | MDU Resources Group Inc                       | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10030 | NS      | $304310.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc           | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2405 | NS      | $207984.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc       | Iridium Communications Inc                    | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      6198 | NS      | $318577.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O   | American Financial Group Inc/OH               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3383 | NS      | $464418.24    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp               | UMB Financial Corp                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2144 | NS      | $179066.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                | Helen of Troy Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1184 | NS      | $131317.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                  | TripAdvisor Inc                               | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      5174 | NS      | $93028.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                         | Saia Inc                                      | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1305 | NS      | $273632.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                   | Flowserve Corp                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      6447 | NS      | $197793.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc    | Papa John's International Inc                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1586 | NS      | $130543.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                   | TD SYNNEX Corp                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2086 | NS      | $197565.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp           | Paylocity Holding Corp                        | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      2034 | NS      | $395124.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent   | Frontier Communications Parent Inc            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10997 | NS      | $280203.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Industries Inc       | Worthington Industries Inc                    | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1500 | NS      | $74565.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                       | Terex Corp                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3329 | NS      | $142214.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                         | PVH Corp                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3217 | NS      | $227088.03    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                       | Kirby Corp                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2955 | NS      | $190154.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                     | Visteon Corp                                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1388 | NS      | $181592.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc             | Medpace Holdings Inc                          | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1243 | NS      | $264025.63    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding   | Ollie's Bargain Outlet Holdings Inc           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      2871 | NS      | $134477.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr   | Corporate Office Properties Trust             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      5545 | NS      | $143837.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                       | Cabot Corp                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2775 | NS      | $185481.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                        | Crocs Inc                                     | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3045 | NS      | $330169.35    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc               | Globus Medical Inc                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      3818 | NS      | $283562.86    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp             | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4226 | NS      | $204496.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                     | Cadence Bank                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      7707 | NS      | $190054.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc              | Leggett & Platt Inc                           | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      6540 | NS      | $210784.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                          | IAA Inc                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      6598 | NS      | $263920.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                      | Maximus Inc                                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      3003 | NS      | $220209.99    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                       | Alcoa Corp                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      8727 | NS      | $396816.69    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                      | Polaris Inc                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2687 | NS      | $271387.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp              | Xerox Holdings Corp                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      5525 | NS      | $80665.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                      | Cognex Corp                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      8530 | NS      | $401848.30    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                    | Insperity Inc                                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1759 | NS      | $199822.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                 | Cirrus Logic Inc                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2732 | NS      | $203479.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati   | Science Applications International Corp       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      2720 | NS      | $301729.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc            | Lumentum Holdings Inc                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3388 | NS      | $176751.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                     | Carter's Inc                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1882 | NS      | $140416.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                        | GATX Corp                                     | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1736 | NS      | $184606.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp       | Sensient Technologies Corp                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      2073 | NS      | $151163.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                      | Masimo Corp                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2386 | NS      | $353008.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In   | Choice Hotels International Inc               | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      1367 | NS      | $153978.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                          | KBR Inc                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      6768 | NS      | $357350.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc               | Voya Financial Inc                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      4793 | NS      | $294721.57    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc         | Cullen/Frost Bankers Inc                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      3172 | NS      | $424096.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                   | AutoNation Inc                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $181122.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                | YETI Holdings Inc                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      4255 | NS      | $175774.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc            | John Wiley & Sons Inc                         | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2123 | NS      | $85047.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc          | Essential Utilities Inc                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     11774 | NS      | $561973.02    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc              | Landstar System Inc                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1772 | NS      | $288658.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp      | Grocery Outlet Holding Corp                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4367 | NS      | $127472.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc           | Werner Enterprises Inc                        | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      2899 | NS      | $116713.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc         | Highwoods Properties Inc                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      5189 | NS      | $145188.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co               | SEI Investments Co                            | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      5060 | NS      | $294998.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor   | Old Republic International Corp               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     13959 | NS      | $337109.85    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc     | Watts Water Technologies Inc                  | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1346 | NS      | $196825.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                 | DT Midstream Inc                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4773 | NS      | $263755.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                | Clean Harbors Inc                             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2481 | NS      | $283131.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co           | Victoria's Secret & Co                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      4007 | NS      | $143370.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc              | Mercury Systems Inc                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      2860 | NS      | $127956.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc     | Wyndham Hotels & Resorts Inc                  | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      4356 | NS      | $310626.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp               | First Horizon Corp                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     26468 | NS      | $648466.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                    | SunPower Corp                                 | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      4217 | NS      | $76032.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                               | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       948 | NS      | $253296.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Glacier Bancorp Inc              | Glacier Bancorp Inc                           | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5470 | NS      | $270327.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp               | STORE Capital Corp                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     13107 | NS      | $420210.42    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                | Toll Brothers Inc                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5199 | NS      | $259534.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                    | LHC Group Inc                                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1531 | NS      | $247547.39    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr   | National Storage Affiliates Trust             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4168 | NS      | $150548.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                    | Timken Co/The                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3265 | NS      | $230737.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C   | Marriott Vacations Worldwide Corp             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1890 | NS      | $254375.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                     | Amedisys Inc                                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1603 | NS      | $133914.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto   | Cracker Barrel Old Country Store Inc          | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1093 | NS      | $103550.82    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc            | Lantheus Holdings Inc                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      3396 | NS      | $173060.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                   | Ziff Davis Inc                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2328 | NS      | $184144.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp       | Apartment Income REIT Corp                    | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7396 | NS      | $253756.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc          | ExlService Holdings Inc                       | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1635 | NS      | $277018.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc           | Energizer Holdings Inc                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      3268 | NS      | $109641.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co               | Graham Holdings Co                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       189 | NS      | $114195.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                         | SLM Corp                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12415 | NS      | $206089.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc            | Shockwave Medical Inc                         | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1782 | NS      | $366397.02    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS             | BLACKROCK CASH FUNDS                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    110760 | NS      | $110760.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp        | National Instruments Corp                     | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      6473 | NS      | $238853.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co               | Sonoco Products Co                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4809 | NS      | $291954.39    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                        | Esab Corp                                     | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2549 | NS      | $119599.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                      | Ashland Inc                                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      2457 | NS      | $264201.21    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The            | New York Times Co/The                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      8120 | NS      | $263575.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc           | Jones Lang LaSalle Inc                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2341 | NS      | $373085.17    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp         | Fox Factory Holding Corp                      | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      2085 | NS      | $190214.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc            | RPM International Inc                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      6368 | NS      | $620561.60    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp          | Valley National Bancorp                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     20813 | NS      | $235395.03    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                | STAAR Surgical Co                             | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2378 | NS      | $115428.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                      | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      5753 | NS      | $145263.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc         | Acadia Healthcare Co Inc                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      4488 | NS      | $369452.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                 | Essent Group Ltd                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      5337 | NS      | $207502.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings    | Integra LifeSciences Holdings Corp            | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      3584 | NS      | $200954.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                  | Chemours Co/The                               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      7444 | NS      | $227935.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                        | Spire Inc                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2589 | NS      | $178278.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                        | Jabil Inc                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      6642 | NS      | $452984.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                       | Unum Group                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      9224 | NS      | $378460.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                       | Azenta Inc                                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      3700 | NS      | $215414.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                       | MasTec Inc                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2908 | NS      | $248139.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                    | Teradata Corp                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5058 | NS      | $170252.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                       | Watsco Inc                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1641 | NS      | $409265.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc              | Eagle Materials Inc                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1818 | NS      | $241521.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                  | Concentrix Corp                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2096 | NS      | $279103.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                | Acuity Brands Inc                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $262657.46    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                        | Greif Inc                                     | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1265 | NS      | $84830.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                | ACI Worldwide Inc                             | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      5600 | NS      | $128800.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp             | Associated Banc-Corp                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      7473 | NS      | $172551.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc        | Spirit Realty Capital Inc                     | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6889 | NS      | $275077.77    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                      | Hubbell Inc                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2649 | NS      | $621667.32    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                          | RXO Inc                                       | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      5683 | NS      | $97747.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank OZK                         | Bank OZK                                      | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      5484 | NS      | $219689.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp         | Equitrans Midstream Corp                      | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     21348 | NS      | $143031.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc         | Builders FirstSource Inc                      | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7259 | NS      | $470963.92    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                   | Murphy USA Inc                                | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1025 | NS      | $286528.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc   | Omega Healthcare Investors Inc                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     11552 | NS      | $322878.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                      | Novanta Inc                                   | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1769 | NS      | $240354.03    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp          | Wintrust Financial Corp                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      3010 | NS      | $254405.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                | Flowers Foods Inc                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      9477 | NS      | $272368.98    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th   | Hanover Insurance Group Inc/The               | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1762 | NS      | $238099.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                   | Stericycle Inc                                | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      4547 | NS      | $226849.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                | ManpowerGroup Inc                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2494 | NS      | $207525.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                        | Avnet Inc                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4513 | NS      | $187650.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc   | National Retail Properties Inc                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      8816 | NS      | $403420.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                | Brunswick Corp/DE                             | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      3577 | NS      | $257830.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp               | Regal Rexnord Corp                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3263 | NS      | $391494.74    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC. | CME E-MINI STANDARD & POOR'S MIDCAP 400 INDEX | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1712.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                 | Haemonetics Corp                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2496 | NS      | $196310.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc   | Tempur Sealy International Inc                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      8434 | NS      | $289539.22    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp               | IPG Photonics Corp                            | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1586 | NS      | $150146.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc          | CNO Financial Group Inc                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5700 | NS      | $130245.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                   | NewMarket Corp                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       336 | NS      | $104532.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp             | Umpqua Holdings Corp                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     10758 | NS      | $192030.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp        | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      5345 | NS      | $162220.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc              | Williams-Sonoma Inc                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3291 | NS      | $378201.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                 | HF Sinclair Corp                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6633 | NS      | $344186.37    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc       | Vishay Intertechnology Inc                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      6448 | NS      | $139083.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp         | United Therapeutics Corp                      | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2248 | NS      | $625146.32    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc               | Light & Wonder Inc                            | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4620 | NS      | $270732.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC         | Jazz Pharmaceuticals PLC                      | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |      3105 | NS      | $494657.55    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc            | CommVault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2217 | NS      | $139316.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp        | New Jersey Resources Corp                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      4746 | NS      | $235496.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                   | Kennametal Inc                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      3976 | NS      | $95662.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                         | NCR Corp                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      6830 | NS      | $159890.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc     | Texas Capital Bancshares Inc                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2461 | NS      | $148422.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                  | PacWest Bancorp                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      5868 | NS      | $134670.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                          | WEX Inc                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2150 | NS      | $351847.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc            | Euronet Worldwide Inc                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      2336 | NS      | $220471.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                   | ChampionX Corp                                | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      9834 | NS      | $285087.66    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc       | Sprouts Farmers Market Inc                    | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      5222 | NS      | $169036.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp     | Topgolf Callaway Brands Corp                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      6838 | NS      | $135050.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc   | First Financial Bankshares Inc                | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      6439 | NS      | $221501.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The           | Boston Beer Co Inc/The                        | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       465 | NS      | $153226.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc          | Darling Ingredients Inc                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      7906 | NS      | $494836.54    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Tetra Tech Inc                   | Tetra Tech Inc                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2613 | NS      | $379381.47    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                  | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2350 | NS      | $348058.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                   | AptarGroup Inc                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      3221 | NS      | $354245.58    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                       | Adient PLC                                    | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      4677 | NS      | $162245.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinsale Capital Group Inc        | Kinsale Capital Group Inc                     | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1065 | NS      | $278518.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                         | UGI Corp                                      | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10328 | NS      | $382858.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc        | Prosperity Bancshares Inc                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4512 | NS      | $327932.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc     | MSC Industrial Direct Co Inc                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      2329 | NS      | $190279.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC        | Janus Henderson Group PLC                     | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |      6586 | NS      | $154902.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                    | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3234 | NS      | $316705.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp               | Kilroy Realty Corp                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      5188 | NS      | $200619.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co              | Travel + Leisure Co                           | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      4009 | NS      | $145927.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                          | EnerSys                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2014 | NS      | $148713.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                       | Vicor Corp                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1100 | NS      | $59125.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                     | Woodward Inc                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2968 | NS      | $286738.48    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                       | Macy's Inc                                    | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     13367 | NS      | $276028.55    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc         | Silicon Laboratories Inc                      | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1650 | NS      | $223855.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc        | Brighthouse Financial Inc                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      3434 | NS      | $176061.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                     | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      5217 | NS      | $85819.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO       | Commerce Bancshares Inc/MO                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5625 | NS      | $382893.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp           | Universal Display Corp                        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $231529.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust    | First Industrial Realty Trust Inc             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6517 | NS      | $314510.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                 | Carlisle Cos Inc                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2551 | NS      | $601143.15    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                 | Donaldson Co Inc                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      6040 | NS      | $355574.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc    | Rexford Industrial Realty Inc                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      9051 | NS      | $494546.64    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd       | RenaissanceRe Holdings Ltd                    | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |      2155 | NS      | $397015.65    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                    | Envestnet Inc                                 | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      1910 | NS      | $117847.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                        | Graco Inc                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      8313 | NS      | $559132.38    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                   | PBF Energy Inc                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      5638 | NS      | $229917.64    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                      | Toro Co/The                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      5140 | NS      | $581848.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp             | Pilgrim's Pride Corp                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2236 | NS      | $53060.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust          | Kite Realty Group Trust                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10808 | NS      | $227508.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                    | Owens Corning                                 | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4610 | NS      | $393233.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc            | East West Bancorp Inc                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6952 | NS      | $458136.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc           | Cousins Properties Inc                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      7470 | NS      | $188916.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                            | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6888 | NS      | $584997.84    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp             | SL Green Realty Corp                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      3173 | NS      | $106993.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                 | Skechers USA Inc                              | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      6620 | NS      | $277709.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp            | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5334 | NS      | $260245.86    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                     | Vontier Corp                                  | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      7858 | NS      | $151895.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp         | United States Steel Corp                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     11556 | NS      | $289477.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                    | Dynatrace Inc                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9939 | NS      | $380663.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** iShares Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer