# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-037475
**Filing Date:** 2023-2
**Character Count:** 108197
**Document Hash:** 62a78a85517b84736c67eac545f8ba57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037475.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037475

**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:** 23661263

**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 Factors US Value Style ETF (Series ID: S000066851)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000215211 | iShares Factors US Value Style ETF | STLV            |

## Nport-Ex

Schedule of Investments (unaudited)

December 31, 2022

#### iShares® Factors US Value Style ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Air Freight & Logistics — 2.2%** | **Air Freight & Logistics — 2.2%** | **Air Freight & Logistics — 2.2%** |
| CH Robinson Worldwide, Inc.<br>| &nbsp;&nbsp; 123 | &nbsp;&nbsp;&nbsp;&nbsp;$11262 |
| Expeditors International of Washington, Inc.<br>| &nbsp;&nbsp; 203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21096 |
| FedEx Corp.<br>| &nbsp;&nbsp; 114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19745 |
| United Parcel Service, Inc., Class B<br>| &nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36332 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88435 |
| **Banks — 2.3%** | **Banks — 2.3%** | **Banks — 2.3%** |
| Citigroup, Inc.<br>| &nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28857 |
| JPMorgan Chase & Co.<br>| &nbsp;&nbsp; 189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25345 |
| Popular, Inc.<br>| &nbsp;&nbsp; 576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92402 |
| **Biotechnology — 2.1%** | **Biotechnology — 2.1%** | **Biotechnology — 2.1%** |
| Amgen, Inc.<br>| &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16547 |
| Biogen, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6369 |
| Gilead Sciences, Inc.<br>| &nbsp;&nbsp; 326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27987 |
| Moderna, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26404 |
| Vertex Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4909 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82216 |
| **Building Products — 1.5%** | **Building Products — 1.5%** | **Building Products — 1.5%** |
| Lennox International, Inc.<br>| &nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28708 |
| Masco Corp.<br>| &nbsp;&nbsp; 553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25808 |
| Owens Corning<br>| &nbsp;&nbsp; 56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4777 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59293 |
| **Capital Markets — 8.9%** | **Capital Markets — 8.9%** | **Capital Markets — 8.9%** |
| Evercore, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80719 |
| Franklin Resources, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16672 |
| Goldman Sachs Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30561 |
| Jefferies Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;2261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77507 |
| Lazard Ltd., Class A<br>| &nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58003 |
| Morgan Stanley<br>| &nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25251 |
| MSCI, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14420 |
| Raymond James Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23614 |
| State Street Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7137 |
| Virtu Financial, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23145 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357029 |
| **Chemicals — 0.7%** | **Chemicals — 0.7%** | **Chemicals — 0.7%** |
| Chemours Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10503 |
| Huntsman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11514 |
| Mosaic Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1448 |
| Scotts Miracle-Gro Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3158 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26623 |
| **Commercial Services & Supplies — 0.5%** | **Commercial Services & Supplies — 0.5%** | **Commercial Services & Supplies — 0.5%** |
| Republic Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21154 |
| Waste Management, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21468 |
| **Communications Equipment — 1.2%** | **Communications Equipment — 1.2%** | **Communications Equipment — 1.2%** |
| Cisco Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6670 |
| Juniper Networks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1598 |
| Lumentum Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3078 |
| Motorola Solutions, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24482 |
| Ubiquiti, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10941 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46769 |
| **Consumer Finance — 2.9%** | **Consumer Finance — 2.9%** | **Consumer Finance — 2.9%** |
| Ally Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;1749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42763 |
| American Express Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4432 |
| Capital One Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16919 |
| OneMain Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20586 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| SLM Corp.<br>| &nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp;$10856 |
| Synchrony Financial<br>| &nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20965 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116521 |
| **Containers & Packaging — 0.7%** | **Containers & Packaging — 0.7%** | **Containers & Packaging — 0.7%** |
| Amcor PLC<br>| &nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12208 |
| Ball Corp.<br>| &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 460 |
| Silgan Holdings, Inc.<br>| &nbsp;&nbsp; 323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16744 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29412 |
| **Diversified Consumer Services — 0.5%** | **Diversified Consumer Services — 0.5%** | **Diversified Consumer Services — 0.5%** |
| H&R Block, Inc.<br>| &nbsp;&nbsp; 453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16539 |
| Service Corp. International<br>| &nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4494 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21033 |
| **Diversified Financial Services — 0.8%** | **Diversified Financial Services — 0.8%** | **Diversified Financial Services — 0.8%** |
| Voya Financial, Inc.<br>| &nbsp;&nbsp; 498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30622 |
| **Diversified Telecommunication Services — 3.1%** | **Diversified Telecommunication Services — 3.1%** | **Diversified Telecommunication Services — 3.1%** |
| AT&T Inc.<br>| &nbsp;&nbsp; 693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12758 |
| Lumen Technologies, Inc.<br>| &nbsp;&nbsp; 6745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35209 |
| Verizon Communications, Inc.<br>| &nbsp;&nbsp; 1976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77855 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125822 |
| **Electric Utilities — 2.5%** | **Electric Utilities — 2.5%** | **Electric Utilities — 2.5%** |
| Avangrid, Inc.<br>| &nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1118 |
| Duke Energy Corp.<br>| &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6488 |
| Entergy Corp.<br>| &nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16425 |
| Hawaiian Electric Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29002 |
| IDACORP, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8628 |
| NRG Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13778 |
| Pinnacle West Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7680 |
| Xcel Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15284 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98403 |
| **Electrical Equipment — 0.8%** | **Electrical Equipment — 0.8%** | **Electrical Equipment — 0.8%** |
| Acuity Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3809 |
| nVent Electric PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26583 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30392 |
| **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** |
| Avnet, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7443 |
| Jabil, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2796 |
| Vontier Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7635 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17874 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| Electronic Arts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5010 |
| Take-Two Interactive Software, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4061 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9071 |
| **Equity Real Estate Investment Trusts (REITs) — 2.5%** | **Equity Real Estate Investment Trusts (REITs) — 2.5%** | **Equity Real Estate Investment Trusts (REITs) — 2.5%** |
| Brixmor Property Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1315 |
| Equity Residential<br>| &nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16933 |
| Healthpeak Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5440 |
| Public Storage<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19613 |
| SBA Communications Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21584 |
| SL Green Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31630 |
| Vornado Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2372 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98887 |
| **Food & Staples Retailing — 4.0%** | **Food & Staples Retailing — 4.0%** | **Food & Staples Retailing — 4.0%** |
| Albertsons Cos., Inc., Class A<br>| &nbsp;&nbsp;&nbsp;1941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40256 |
| BJ's Wholesale Club Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9858 |
| Kroger Co.<br>| &nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47166 |
| Walgreens Boots Alliance, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5754 |
| Walmart, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56432 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159466 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® Factors US Value Style ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Food Products — 2.5%** | **Food Products — 2.5%** | **Food Products — 2.5%** |
| Campbell Soup Co.<sup>(b)</sup><br>| &nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;$4710 |
| Flowers Foods, Inc.<br>| &nbsp;&nbsp; 1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41213 |
| General Mills, Inc.<br>| &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7546 |
| Hershey Co.<br>| &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25936 |
| J M Smucker Co.<br>| &nbsp;&nbsp; 134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21234 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100639 |
| **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** | **Gas Utilities — 0.1%** |
| National Fuel Gas Co.<br>| &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2722 |
| **Health Care Equipment & Supplies — 0.6%** | **Health Care Equipment & Supplies — 0.6%** | **Health Care Equipment & Supplies — 0.6%** |
| Abbott Laboratories<br>| &nbsp;&nbsp; 222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24373 |
| **Health Care Providers & Services — 3.6%** | **Health Care Providers & Services — 3.6%** | **Health Care Providers & Services — 3.6%** |
| Chemed Corp.<br>| &nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10209 |
| CVS Health Corp.<br>| &nbsp;&nbsp; 637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59362 |
| Enhabit, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 1963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25833 |
| HCA Healthcare, Inc.<br>| &nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16797 |
| McKesson Corp.<br>| &nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20256 |
| Molina Healthcare, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11558 |
| Premier, Inc., Class A<br>| &nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1819 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145834 |
| **Hotels, Restaurants & Leisure — 1.8%** | **Hotels, Restaurants & Leisure — 1.8%** | **Hotels, Restaurants & Leisure — 1.8%** |
| Domino's Pizza, Inc.<br>| &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21823 |
| McDonald's Corp.<br>| &nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17656 |
| Yum! Brands, Inc.<br>| &nbsp;&nbsp; 244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31252 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70731 |
| **Household Durables — 0.3%** | **Household Durables — 0.3%** | **Household Durables — 0.3%** |
| Newell Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11288 |
| **Household Products — 0.6%** | **Household Products — 0.6%** | **Household Products — 0.6%** |
| Colgate-Palmolive Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4727 |
| Procter & Gamble Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19703 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24430 |
| **Independent Power and Renewable Electricity Producers — 0.3%** | **Independent Power and Renewable Electricity Producers — 0.3%** | **Independent Power and Renewable Electricity Producers — 0.3%** |
| Vistra Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13038 |
| **Insurance — 7.4%** | **Insurance — 7.4%** | **Insurance — 7.4%** |
| Aflac, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9928 |
| Allstate Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10848 |
| American Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26220 |
| Assurant, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11506 |
| Assured Guaranty Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18802 |
| Axis Capital Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12676 |
| Brighthouse Financial, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27019 |
| CNA Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5750 |
| F&G Annuities & Life, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;3668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73397 |
| Fidelity National Financial, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12001 |
| Hanover Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2027 |
| Hartford Financial Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1289 |
| Loews Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30798 |
| MetLife, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19974 |
| Principal Financial Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2853 |
| Travelers Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2625 |
| Unum Group<br>| &nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9560 |
| White Mountains Insurance Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16972 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294245 |
| **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** |
| Meta Platforms, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17690 |
| **Internet & Direct Marketing Retail — 0.5%** | **Internet & Direct Marketing Retail — 0.5%** | **Internet & Direct Marketing Retail — 0.5%** |
| eBay, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16795 |
| Wayfair, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3421 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20216 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **IT Services — 1.4%** | **IT Services — 1.4%** | **IT Services — 1.4%** |
| VeriSign, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;$36157 |
| Western Union Co.<br>| &nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18590 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54747 |
| **Leisure Products — 0.4%** | **Leisure Products — 0.4%** | **Leisure Products — 0.4%** |
| Hasbro, Inc.<br>| &nbsp;&nbsp; 258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15741 |
| **Life Sciences Tools & Services — 1.2%** | **Life Sciences Tools & Services — 1.2%** | **Life Sciences Tools & Services — 1.2%** |
| Danaher Corp.<br>| &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23888 |
| Thermo Fisher Scientific, Inc.<br>| &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23680 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47568 |
| **Machinery — 2.4%** | **Machinery — 2.4%** | **Machinery — 2.4%** |
| AGCO Corp.<br>| &nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4022 |
| Allison Transmission Holdings, Inc.<br>| &nbsp;&nbsp; 533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22173 |
| Esab Corp.<br>| &nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5255 |
| Illinois Tool Works, Inc.<br>| &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
| Otis Worldwide Corp.<br>| &nbsp;&nbsp; 811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63509 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95400 |
| **Media — 0.9%** | **Media — 0.9%** | **Media — 0.9%** |
| Altice U.S.A., Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp; 1729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7953 |
| Comcast Corp., Class A<br>| &nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16926 |
| Sirius XM Holdings, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9052 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33931 |
| **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** |
| Alcoa Corp.<br>| &nbsp;&nbsp; 104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4729 |
| Nucor Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11599 |
| Reliance Steel & Aluminum Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14373 |
| Steel Dynamics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16023 |
| United States Steel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2580 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49304 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.0%** |
| AGNC Investment Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 342 |
| **Multiline Retail — 1.3%** | **Multiline Retail — 1.3%** | **Multiline Retail — 1.3%** |
| Kohl's Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7297 |
| Macy's, Inc.<br>| &nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30562 |
| Target Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14606 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52465 |
| **Multi-Utilities — 2.1%** | **Multi-Utilities — 2.1%** | **Multi-Utilities — 2.1%** |
| Ameren Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30322 |
| CMS Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8043 |
| Consolidated Edison, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17918 |
| NiSource, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6937 |
| WEC Energy Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20065 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83285 |
| **Oil, Gas & Consumable Fuels — 6.4%** | **Oil, Gas & Consumable Fuels — 6.4%** | **Oil, Gas & Consumable Fuels — 6.4%** |
| Antero Midstream Corp.<br>| &nbsp;&nbsp;&nbsp;3830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41326 |
| APA Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5835 |
| Chesapeake Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61152 |
| Chevron Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27103 |
| ConocoPhillips<br>| &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14986 |
| Coterra Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12506 |
| Devon Energy Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31185 |
| DT Midstream, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26801 |
| Exxon Mobil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18641 |
| Kinder Morgan, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9817 |
| Marathon Oil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4900 |
| Range Resources Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2752 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257004 |
| **Paper & Forest Products — 1.3%** | **Paper & Forest Products — 1.3%** | **Paper & Forest Products — 1.3%** |
| Louisiana-Pacific Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52510 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® Factors US Value Style ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Pharmaceuticals — 9.2%** | **Pharmaceuticals — 9.2%** | **Pharmaceuticals — 9.2%** |
| Bristol-Myers Squibb Co.<br>| &nbsp;&nbsp; 569 | &nbsp;&nbsp;&nbsp;&nbsp;$40939 |
| Eli Lilly & Co.<br>| &nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16097 |
| Johnson & Johnson<br>| &nbsp;&nbsp; 723 | &nbsp;&nbsp;&nbsp;&nbsp; 127718 |
| Merck & Co., Inc.<br>| &nbsp;&nbsp; 862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95639 |
| Organon & Co.<br>| &nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1760 |
| Pfizer, Inc.<br>| &nbsp;&nbsp; 1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81881 |
| Royalty Pharma PLC, Class A<br>| &nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3715 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367749 |
| **Professional Services — 1.0%** | **Professional Services — 1.0%** | **Professional Services — 1.0%** |
| Dun & Bradstreet Holdings, Inc.<br>| &nbsp;&nbsp; 1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12370 |
| FTI Consulting, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18580 |
| ManpowerGroup, Inc.<br>| &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 749 |
| Robert Half International, Inc.<br>| &nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9672 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41371 |
| **Road & Rail — 2.5%** | **Road & Rail — 2.5%** | **Road & Rail — 2.5%** |
| Avis Budget Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9016 |
| RXO, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 3581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61593 |
| Schneider National, Inc., Class B<br>| &nbsp;&nbsp; 1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28197 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98806 |
| **Semiconductors & Semiconductor Equipment — 1.3%** | **Semiconductors & Semiconductor Equipment — 1.3%** | **Semiconductors & Semiconductor Equipment — 1.3%** |
| Cirrus Logic, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp; 167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12438 |
| Intel Corp.<br>| &nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
| Texas Instruments, Inc.<br>| &nbsp;&nbsp; 234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38662 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51470 |
| **Software — 1.7%** | **Software — 1.7%** | **Software — 1.7%** |
| Dropbox, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9377 |
| Gen Digital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6065 |
| Manhattan Associates, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24887 |
| Nutanix, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6695 |
| Oracle Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7275 |
| Teradata Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12319 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66618 |
| **Specialty Retail — 3.6%** | **Specialty Retail — 3.6%** | **Specialty Retail — 3.6%** |
| AutoNation, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15773 |
| AutoZone, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7399 |
| Bath & Body Works, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8133 |
| Best Buy Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14678 |
| Dick's Sporting Goods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15999 |
| Home Depot, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22426 |
| Leslie's, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6044 |
| Lowe's Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11954 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| Victoria's Secret & Co.<sup>(a)</sup><br>| &nbsp;&nbsp; 368 | &nbsp;&nbsp;&nbsp;&nbsp;$13167 |
| Williams-Sonoma, Inc.<br>| &nbsp;&nbsp; 242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27811 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143384 |
| **Technology Hardware, Storage & Peripherals — 2.2%** | **Technology Hardware, Storage & Peripherals — 2.2%** | **Technology Hardware, Storage & Peripherals — 2.2%** |
| Hewlett Packard Enterprise Co.<br>| &nbsp;&nbsp; 3313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52876 |
| HP, Inc.<br>| &nbsp;&nbsp; 1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36731 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89607 |
| **Textiles, Apparel & Luxury Goods — 1.0%** | **Textiles, Apparel & Luxury Goods — 1.0%** | **Textiles, Apparel & Luxury Goods — 1.0%** |
| Carter's, Inc.<br>| &nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3133 |
| Columbia Sportswear Co.<br>| &nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19618 |
| Deckers Outdoor Corp.<sup>(a)</sup><br>| &nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19160 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41911 |
| **Tobacco — 2.0%** | **Tobacco — 2.0%** | **Tobacco — 2.0%** |
| Altria Group, Inc.<br>| &nbsp;&nbsp; 644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29437 |
| Philip Morris International, Inc.<br>| &nbsp;&nbsp; 493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49897 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79334 |
| **Trading Companies & Distributors — 0.5%** | **Trading Companies & Distributors — 0.5%** | **Trading Companies & Distributors — 0.5%** |
| Watsco, Inc.<br>| &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18954 |
| **Total Long-Term Investments — 99.5%<br>(Cost: $4,305,928)<br>** | **Total Long-Term Investments — 99.5%<br>(Cost: $4,305,928)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;3978445 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.4%** | **Money Market Funds — 0.4%** | **Money Market Funds — 0.4%** |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.53%<sup>(c)(d)(e)</sup><br>| &nbsp;&nbsp;12172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12176 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.12%<sup>(c)(d)</sup><br>| &nbsp;&nbsp; 5513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5513 |
| **Total Short-Term Securities — 0.4%<br>(Cost: $17,684)<br>** | **Total Short-Term Securities — 0.4%<br>(Cost: $17,684)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17689 |
| **Total Investments — 99.9%<br>(Cost: $4,323,612)<br>** | **Total Investments — 99.9%<br>(Cost: $4,323,612)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;3996134 |
| **Other Assets Less Liabilities — 0.1%<br>** | **Other Assets Less Liabilities — 0.1%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4091 |
| **Net Assets — 100.0%<br>** | **Net Assets — 100.0%<br>** | $4000225 |

---

<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.

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® Factors US Value Style ETF

#### 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;*Purchases<br> at Cost* | &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;$105560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— &nbsp;&nbsp;&nbsp;&nbsp;$(93439)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(12) | &nbsp;&nbsp;&nbsp;&nbsp;$12176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$497<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| BlackRock Cash Funds: Treasury, SL Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4487)<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; 5513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5513 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(12) | &nbsp;&nbsp;&nbsp;&nbsp;$17689 |  | &nbsp;&nbsp;&nbsp;&nbsp;$580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |

---

<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.

#### 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;&nbsp;&nbsp;$3978445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &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;$3978445 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp; 17689 | &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;&nbsp;&nbsp;&nbsp;&nbsp; 17689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3996134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &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;$3996134 |

---

## 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 Factors US Value Style ETF

- **b. EDGAR series identifier (if any):** S000066851

- **c. LEI of Series:** 549300S4E5GS65F4JI06

**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:** $4013315.64

**Total Liabilities:** $13071.82

**Net Assets:** $4000243.82

**Cash Not Reported:** $88.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215211 | 10.60%               | 6.56%                | -5.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-41403.37               | $407287.64                                 |
| Month 2  | $-31170.00               | $279617.66                                 |
| Month 3  | $-27473.30               | $-195476.15                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| McDonald's Corp                | McDonald's Corp                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        67 | NS      | $17656.51     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co           | Colgate-Palmolive Co                       | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        60 | NS      | $4727.40      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                         | HP Inc                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      1367 | NS      | $36731.29     | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       189 | NS      | $25344.90     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       205 | NS      | $24887.00     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                     | Masco Corp                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       553 | NS      | $25808.51     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                    | Moderna Inc                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       147 | NS      | $26404.14     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                   | Comcast Corp                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       484 | NS      | $16925.48     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                    | Dropbox Inc                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       419 | NS      | $9377.22      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                     | Unum Group                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       233 | NS      | $9559.99      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                   | VeriSign Inc                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |       176 | NS      | $36157.44     | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                     | Pfizer Inc                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1598 | NS      | $81881.52     | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                  | McKesson Corp                              | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        54 | NS      | $20256.48     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                | CVS Health Corp                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       637 | NS      | $59362.03     | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp           | SL Green Realty Corp                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       938 | NS      | $31629.36     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp              | Marathon Oil Corp                          | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       181 | NS      | $4899.67      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                    | Enhabit Inc                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1963 | NS      | $25833.08     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc            | Gilead Sciences Inc                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       326 | NS      | $27987.10     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                        | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       323 | NS      | $16744.32     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc          | Lumentum Holdings Inc                      | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |        59 | NS      | $3078.03      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc          | Bath & Body Works Inc                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       193 | NS      | $8133.02      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                 | Merck & Co Inc                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       862 | NS      | $95638.90     | 2.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings  | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       533 | NS      | $22172.80     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       253 | NS      | $6937.26      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc              | Newell Brands Inc                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |       863 | NS      | $11288.04     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc         | Motorola Solutions Inc                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        95 | NS      | $24482.45     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                    | Nutanix Inc                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |       257 | NS      | $6694.85      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc            | Electronic Arts Inc                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |        41 | NS      | $5009.38      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                                 | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |        88 | NS      | $11599.28     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       289 | NS      | $7297.25      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                   | Evercore Inc                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       740 | NS      | $80719.20     | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc      | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       133 | NS      | $15998.57     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        43 | NS      | $2721.90      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                    | Popular Inc                                | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       576 | NS      | $38200.32     | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                     | Biogen Inc                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |        23 | NS      | $6369.16      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                  | Teradata Corp                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       366 | NS      | $12319.56     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC             | Royalty Pharma PLC                         | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |        94 | NS      | $3714.88      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                   | Ubiquiti Inc                               | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $10941.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr | Hartford Financial Services Group Inc/The  | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        17 | NS      | $1289.11      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp           | Deckers Outdoor Corp                       | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        48 | NS      | $19159.68     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc        | Consolidated Edison Inc                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       188 | NS      | $17918.28     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The           | Western Union Co/The                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1350 | NS      | $18589.50     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                 | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       101 | NS      | $7680.04      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                      | Amgen Inc                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        63 | NS      | $16546.32     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp              | State Street Corp                          | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        92 | NS      | $7136.44      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc        | Illinois Tool Works Inc                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |         2 | NS      | $440.60       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc   | Walgreens Boots Alliance Inc               | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       154 | NS      | $5753.44      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                     | Hasbro Inc                                 | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       258 | NS      | $15740.58     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc       | F&G Annuities & Life Inc                   | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3668 | NS      | $73396.68     | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The              | Allstate Corp/The                          | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        80 | NS      | $10848.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc      | CH Robinson Worldwide Inc                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       123 | NS      | $11261.88     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK GLOBAL               | BLACKROCK GLOBAL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     12185 | NS      | $12189.07     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1976 | NS      | $77854.40     | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc             | Coterra Energy Inc                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       509 | NS      | $12506.13     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc          | Republic Services Inc                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |       164 | NS      | $21154.36     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou | White Mountains Insurance Group Ltd        | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | US        |        12 | NS      | $16971.96     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc      | Brighthouse Financial Inc                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       527 | NS      | $27019.29     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                 | NRG Energy Inc                             | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       433 | NS      | $13778.06     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc          | Avis Budget Group Inc                      | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        55 | NS      | $9016.15      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co   | Reliance Steel & Aluminum Co               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        71 | NS      | $14373.24     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corp                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       887 | NS      | $52510.40     | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                  | Kroger Co/The                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      1058 | NS      | $47165.64     | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                     | Lazard Ltd                                 | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |      1673 | NS      | $58002.91     | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc              | Cisco Systems Inc                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       140 | NS      | $6669.60      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc             | HCA Healthcare Inc                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        70 | NS      | $16797.20     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc              | Acuity Brands Inc                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $3809.03      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc               | Altria Group Inc                           | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       644 | NS      | $29437.24     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                      | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        41 | NS      | $2796.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The             | J M Smucker Co/The                         | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       134 | NS      | $21233.64     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                 | Eli Lilly & Co                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        44 | NS      | $16096.96     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |       120 | NS      | $28707.60     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                 | AutoNation Inc                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $15773.10     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd           | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       302 | NS      | $18802.52     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1480 | NS      | $30562.00     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The          | Travelers Cos Inc/The                      | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        14 | NS      | $2624.86      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        20 | NS      | $10208.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       179 | NS      | $7442.82      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp               | Exxon Mobil Corp                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       169 | NS      | $18640.70     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        80 | NS      | $8628.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc         | Schneider National Inc                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1205 | NS      | $28197.00     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp        | SBA Communications Corp                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        77 | NS      | $21583.87     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc           | Juniper Networks Inc                       | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |        50 | NS      | $1598.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                    | Oracle Corp                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |        89 | NS      | $7274.86      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial            | Synchrony Financial                        | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       638 | NS      | $20964.68     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc              | ManpowerGroup Inc                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |         9 | NS      | $748.89       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd      | Axis Capital Holdings Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       234 | NS      | $12675.78     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                      | Ball Corp                                  | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |         9 | NS      | $460.26       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US  | Service Corp International/US              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |        65 | NS      | $4494.10      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp          | Antero Midstream Corp                      | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3830 | NS      | $41325.70     | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                    | Target Corp                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        98 | NS      | $14605.92     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc         | Sirius XM Holdings Inc                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      1550 | NS      | $9052.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Hershey Co/The                 | Hershey Co/The                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       112 | NS      | $25935.84     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                      | Amcor PLC                                  | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | GB        |      1025 | NS      | $12207.75     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                    | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $1818.96      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In | Philip Morris International Inc            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       493 | NS      | $49896.53     | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc            | Virtu Financial Inc                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1134 | NS      | $23144.94     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                       | eBay Inc                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |       405 | NS      | $16795.35     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                       | AT&T Inc                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       693 | NS      | $12758.13     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co               | Campbell Soup Co                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        83 | NS      | $4710.25      | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Steel Corp       | United States Steel Corp                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       103 | NS      | $2580.15      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc           | Waste Management Inc                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |         2 | NS      | $313.76       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co            | American Express Co                        | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        30 | NS      | $4432.50      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp             | CNA Financial Corp                         | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       136 | NS      | $5750.08      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc           | OneMain Holdings Inc                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       618 | NS      | $20585.58     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc    | Raymond James Financial Inc                | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       221 | NS      | $23613.85     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc         | Lumen Technologies Inc                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |      6745 | NS      | $35208.90     | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        43 | NS      | $23679.67     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc              | General Mills Inc                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        90 | NS      | $7546.50      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc  | Dun & Bradstreet Holdings Inc              | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $12370.34     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc  | Jefferies Financial Group Inc              | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      2261 | NS      | $77507.08     | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp         | Chesapeake Energy Corp                     | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       648 | NS      | $61151.76     | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                     | Watsco Inc                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        76 | NS      | $18954.40     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       398 | NS      | $56432.42     | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co  | Hewlett Packard Enterprise Co              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      3313 | NS      | $52875.48     | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                    | Wayfair Inc                                | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |       104 | NS      | $3420.56      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                   | AutoZone Inc                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         3 | NS      | $7398.54      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                   | Carter's Inc                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |        42 | NS      | $3133.62      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                | CMS Energy Corp                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       127 | NS      | $8042.91      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                    | Ameren Corp                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       341 | NS      | $30321.72     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |        31 | NS      | $14420.27     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust           | Vornado Realty Trust                       | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $2372.34      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories            | Abbott Laboratories                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       222 | NS      | $24373.38     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The        | Procter & Gamble Co/The                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       130 | NS      | $19702.80     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co        | Bristol-Myers Squibb Co                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       569 | NS      | $40939.55     | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                | Chemours Co/The                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       343 | NS      | $10502.66     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                   | Organon & Co                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |        63 | NS      | $1759.59      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $10856.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc              | Flowers Foods Inc                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      1434 | NS      | $41213.16     | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc     | Vertex Pharmaceuticals Inc                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        17 | NS      | $4909.26      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                      | Esab Corp                                  | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       112 | NS      | $5255.04      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc             | FTI Consulting Inc                         | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       117 | NS      | $18579.60     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software  | Take-Two Interactive Software Inc          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        39 | NS      | $4061.07      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                         | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       164 | NS      | $16022.80     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                    | Vistra Corp                                | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       562 | NS      | $13038.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                   | Avangrid Inc                               | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |        26 | NS      | $1117.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                     | Alcoa Corp                                 | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       104 | NS      | $4728.88      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co         | Columbia Sportswear Co                     | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       224 | NS      | $19617.92     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                  | H&R Block Inc                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       453 | NS      | $16539.03     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc              | Kinder Morgan Inc                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       543 | NS      | $9817.44      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Wa | Expeditors International of Washington Inc | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       203 | NS      | $21095.76     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                 | ConocoPhillips                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       127 | NS      | $14986.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The      | Scotts Miracle-Gro Co/The                  | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        65 | NS      | $3158.35      | 0.08%             |  |  |  | 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        |       149 | NS      | $9857.84      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                 | Public Storage                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        70 | NS      | $19613.30     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc             | Voya Financial Inc                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       498 | NS      | $30622.02     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                     | FedEx Corp                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |       114 | NS      | $19744.80     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                    | MetLife Inc                                | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       276 | NS      | $19974.12     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc          | Molina Healthcare Inc                      | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        35 | NS      | $11557.70     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                           | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       167 | NS      | $12438.16     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       693 | NS      | $29002.05     | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                     | Intel Corp                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |        14 | NS      | $370.02       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                  | Citigroup Inc                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       638 | NS      | $28856.74     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                         | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       147 | NS      | $17689.98     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc             | Ally Financial Inc                         | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1749 | NS      | $42763.05     | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                      | Aflac Inc                                  | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |       138 | NS      | $9927.72      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                   | Chevron Corp                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $27102.99     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                        | RXO Inc                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      3581 | NS      | $61593.20     | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       234 | NS      | $38661.48     | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                   | Entergy Corp                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       146 | NS      | $16425.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                  | Owens Corning                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |        56 | NS      | $4776.80      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                         | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        71 | NS      | $22426.06     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                | Yum! Brands Inc                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       244 | NS      | $31251.52     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        90 | NS      | $23887.80     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc  | Principal Financial Group Inc              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |        34 | NS      | $2853.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                 | Lowe's Cos Inc                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        60 | NS      | $11954.40     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O | American Financial Group Inc/OH            | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       191 | NS      | $26220.48     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                   | Leslie's Inc                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $6043.95      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC             | nVent Electric PLC                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       691 | NS      | $26582.77     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp              | Devon Energy Corp                          | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       507 | NS      | $31185.57     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                       | APA Corp                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |       125 | NS      | $5835.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co         | Victoria's Secret & Co                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       368 | NS      | $13167.04     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc     | Brixmor Property Group Inc                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |        58 | NS      | $1314.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc             | Albertsons Cos Inc                         | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      1941 | NS      | $40256.34     | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                 | Altice USA Inc                             | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      1729 | NS      | $7953.40      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc  | Robert Half International Inc              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       131 | NS      | $9671.73      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                      | AGCO Corp                                  | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        29 | NS      | $4022.01      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                         | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        63 | NS      | $21823.20     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                 | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |       182 | NS      | $16918.72     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The    | Goldman Sachs Group Inc/The                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        89 | NS      | $30560.82     | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       297 | NS      | $25250.94     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp               | Duke Energy Corp                           | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        63 | NS      | $6488.37      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc         | Franklin Resources Inc                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       632 | NS      | $16672.16     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       209 | NS      | $36332.56     | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential             | Equity Residential                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       287 | NS      | $16933.00     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                     | Loews Corp                                 | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       528 | NS      | $30798.24     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                   | Assurant Inc                               | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |        92 | NS      | $11505.52     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp           | AGNC Investment Corp                       | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |        33 | NS      | $341.55       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc               | DT Midstream Inc                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $26801.10     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th | Hanover Insurance Group Inc/The            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        15 | NS      | $2026.95      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc            | Williams-Sonoma Inc                        | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       242 | NS      | $27810.64     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       183 | NS      | $14678.43     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson              | Johnson & Johnson                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       723 | NS      | $127717.95    | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp           | Range Resources Corp                       | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       110 | NS      | $2752.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                   | Vontier Corp                               | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       395 | NS      | $7635.35      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc      | Healthpeak Properties Inc                  | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       217 | NS      | $5440.19      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |        33 | NS      | $1447.71      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                  | Huntsman Corp                              | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |       419 | NS      | $11514.12     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS           | BLACKROCK CASH FUNDS                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      5513 | NS      | $5513.21      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp            | Otis Worldwide Corp                        | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       811 | NS      | $63509.41     | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                | Gen Digital Inc                            | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       283 | NS      | $6064.69      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In | Fidelity National Financial Inc            | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       319 | NS      | $12000.78     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc           | WEC Energy Group Inc                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       214 | NS      | $20064.64     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                | Xcel Energy Inc                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       218 | NS      | $15283.98     | 0.38%             |  |  |  | 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