# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-037488
**Filing Date:** 2023-2
**Character Count:** 263783
**Document Hash:** 56bcfff1273cafcffa2a099753a58d8a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037488.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037488

**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:** 23661282

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

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

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

## Series and Classes Contracts Data

### iShares S&P Small-Cap 600 Value ETF (Series ID: S000004316)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000012046 | iShares S&P Small-Cap 600 Value ETF | IJS             |

## Nport-Ex

Schedule of Investments (unaudited)

December 31, 2022

#### iShares® S&P Small-Cap 600 Value ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** |
| AAR Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543464 | &nbsp;&nbsp;&nbsp;&nbsp;$24401534 |
| Kaman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10108144 |
| Moog, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16143189 |
| National Presto Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5696625 |
| Park Aerospace Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1982910 |
| Triumph Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1057914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11129255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69461657 |
| **Air Freight & Logistics — 0.7%** | **Air Freight & Logistics — 0.7%** | **Air Freight & Logistics — 0.7%** |
| Atlas Air Worldwide Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23300021 |
| Hub Group, Inc., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23081909 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46381930 |
| **Airlines — 0.6%** | **Airlines — 0.6%** | **Airlines — 0.6%** |
| Allegiant Travel Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17360227 |
| Hawaiian Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8592791 |
| SkyWest, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13582579 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39535597 |
| **Auto Components — 1.2%** | **Auto Components — 1.2%** | **Auto Components — 1.2%** |
| American Axle & Manufacturing Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1862630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14565767 |
| Gentherm, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13744524 |
| LCI Industries<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19180786 |
| Motorcar Parts of America, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3794572 |
| Patrick Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21215454 |
| Standard Motor Products, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10632548 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83133651 |
| **Automobiles — 0.2%** | **Automobiles — 0.2%** | **Automobiles — 0.2%** |
| Winnebago Industries, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14176616 |
| **Banks — 7.7%** | **Banks — 7.7%** | **Banks — 7.7%** |
| Ameris Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18519750 |
| Banc of California, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11555319 |
| BankUnited, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1091959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37093847 |
| Berkshire Hills Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9176161 |
| Brookline Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11485145 |
| Central Pacific Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4299319 |
| Columbia Banking System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18458813 |
| Community Bank System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23674236 |
| Customers Bancorp, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3638828 |
| Eagle Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8060535 |
| FB Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10359531 |
| First Bancorp/Southern Pines NC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9908635 |
| First Commonwealth Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8292033 |
| First Financial Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16711625 |
| First Hawaiian, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25950188 |
| Hilltop Holdings, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22378067 |
| HomeStreet, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6184787 |
| Hope Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1674253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21447181 |
| Independent Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30018496 |
| Independent Bank Group, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;576095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34611788 |
| National Bank Holdings Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8246940 |
| Northwest Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13797519 |
| Pacific Premier Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31240802 |
| Pathward Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1530255 |
| Renasant Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;784030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29471688 |
| S&T Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6707005 |
| Seacoast Banking Corp. of Florida<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12883560 |
| Simmons First National Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;1798159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38804271 |
| Southside Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6073600 |
| Tompkins Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5698329 |
| Triumph Financial, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6999992 |
| Trustmark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10705326 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| United Community Banks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537687 | &nbsp;&nbsp;&nbsp;&nbsp;$18173821 |
| Veritex Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4287844 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526445236 |
| **Beverages — 0.1%** | **Beverages — 0.1%** | **Beverages — 0.1%** |
| National Beverage Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5687595 |
| **Biotechnology — 1.1%** | **Biotechnology — 1.1%** | **Biotechnology — 1.1%** |
| Anika Therapeutics, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3427177 |
| Avid Bioservices, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4360491 |
| Coherus Biosciences, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4126280 |
| Eagle Pharmaceuticals, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1624896 |
| Emergent BioSolutions, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8553770 |
| Enanta Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9012878 |
| Ironwood Pharmaceuticals, Inc., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9966776 |
| Myriad Genetics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1317641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19118971 |
| Organogenesis Holdings, Inc., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1170474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3148575 |
| Progenics Pharmaceuticals, Inc., CVR<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| Vanda Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6836437 |
| Vericel Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8725283 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78901536 |
| **Building Products — 1.6%** | **Building Products — 1.6%** | **Building Products — 1.6%** |
| American Woodmark Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13205099 |
| Apogee Enterprises, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6938605 |
| Gibraltar Industries, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23105076 |
| Insteel Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4682748 |
| Masterbrand, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2106702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15905600 |
| Quanex Building Products Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5523597 |
| Resideo Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2375826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39082338 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108443063 |
| **Capital Markets — 0.5%** | **Capital Markets — 0.5%** | **Capital Markets — 0.5%** |
| B Riley Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4574216 |
| Brightsphere Investment Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5239586 |
| Donnelley Financial Solutions, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7896775 |
| Virtus Investment Partners, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10385045 |
| WisdomTree, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4323616 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32419238 |
| **Chemicals — 2.1%** | **Chemicals — 2.1%** | **Chemicals — 2.1%** |
| AdvanSix, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17041857 |
| FutureFuel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460262 |
| HB Fuller Co.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22351241 |
| Koppers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9597306 |
| Mativ Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18737561 |
| Minerals Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32130959 |
| Rayonier Advanced Materials, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1043201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10014730 |
| Stepan Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12798195 |
| Tredegar Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4220594 |
| Trinseo PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12916244 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141268949 |
| **Commercial Services & Supplies — 3.9%** | **Commercial Services & Supplies — 3.9%** | **Commercial Services & Supplies — 3.9%** |
| ABM Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1077216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47849935 |
| Brady Corp., Class A, NVS<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12438733 |
| CoreCivic, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1875293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21678387 |
| Deluxe Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11919451 |
| GEO Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1738911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19041075 |
| Harsco Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1296543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8155255 |
| Healthcare Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1204638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14455656 |
| HNI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19188715 |
| Interface, Inc., Class A<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;947816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9354944 |
| KAR Auction Services, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1776163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23178927 |
| Matthews International Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15147918 |
| MillerKnoll, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1231788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25879866 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® S&P Small-Cap 600 Value ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Pitney Bowes, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2083630 | &nbsp;&nbsp;&nbsp;&nbsp;$7917794 |
| UniFirst Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19399355 |
| Viad Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8213894 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263819905 |
| **Communications Equipment — 0.6%** | **Communications Equipment — 0.6%** | **Communications Equipment — 0.6%** |
| ADTRAN Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6726294 |
| Comtech Telecommunications Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5500986 |
| NETGEAR, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8466715 |
| Viavi Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1773253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18636889 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39330884 |
| **Construction & Engineering — 0.8%** | **Construction & Engineering — 0.8%** | **Construction & Engineering — 0.8%** |
| Arcosa, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14525734 |
| Granite Construction, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25004138 |
| MYR Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12435711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51965583 |
| **Consumer Finance — 1.5%** | **Consumer Finance — 1.5%** | **Consumer Finance — 1.5%** |
| Bread Financial Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12403924 |
| Encore Capital Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18229233 |
| Enova International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19695436 |
| EZCORP, Inc., Class A, NVS<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7078210 |
| LendingTree, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3750219 |
| PRA Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21408717 |
| PROG Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13740116 |
| World Acceptance Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3599796 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99905651 |
| **Containers & Packaging — 0.3%** | **Containers & Packaging — 0.3%** | **Containers & Packaging — 0.3%** |
| O-I Glass, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1366224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22638332 |
| **Diversified Consumer Services — 0.6%** | **Diversified Consumer Services — 0.6%** | **Diversified Consumer Services — 0.6%** |
| Frontdoor, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13230464 |
| Mister Car Wash, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5860994 |
| Perdoceo Education Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5658440 |
| Strategic Education, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12190508 |
| WW International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;886801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3423052 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40363458 |
| **Diversified Telecommunication Services — 0.3%** | **Diversified Telecommunication Services — 0.3%** | **Diversified Telecommunication Services — 0.3%** |
| Cogent Communications Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16327049 |
| Consolidated Communications Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1212126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4339411 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20666460 |
| **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** | **Electrical Equipment — 0.3%** |
| AZZ, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16320115 |
| Powell Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5227255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21547370 |
| **Electronic Equipment, Instruments & Components — 3.9%** | **Electronic Equipment, Instruments & Components — 3.9%** | **Electronic Equipment, Instruments & Components — 3.9%** |
| Arlo Technologies, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2585434 |
| Benchmark Electronics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15265319 |
| ePlus, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10092121 |
| FARO Technologies, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9003313 |
| Insight Enterprises, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49476727 |
| Itron, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37277792 |
| Knowles Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1482945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24349957 |
| Methode Electronics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12669765 |
| OSI Systems, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9889584 |
| PC Connection, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8642169 |
| Rogers Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22659683 |
| Sanmina Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29003234 |
| ScanSource, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11972165 |
| TTM Technologies, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1661924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25061814 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267949077 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Energy Equipment & Services — 2.5%** | **Energy Equipment & Services — 2.5%** | **Energy Equipment & Services — 2.5%** |
| Archrock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2175985 | &nbsp;&nbsp;&nbsp;&nbsp;$19540345 |
| Bristow Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10405522 |
| Core Laboratories NV<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7980563 |
| DMC Global, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5916486 |
| Dril-Quip, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7086561 |
| Helix Energy Solutions Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2320366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17124301 |
| Helmerich & Payne, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35714441 |
| Nabors Industries Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7246058 |
| Oceaneering International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8024849 |
| Oil States International, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1043761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7786457 |
| Patterson-UTI Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1128165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18998299 |
| ProPetro Holding Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1564572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16224612 |
| U.S. Silica Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6430137 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168478631 |
| **Entertainment — 0.3%** | **Entertainment — 0.3%** | **Entertainment — 0.3%** |
| Cinemark Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1742694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15091730 |
| Marcus Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5743222 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20834952 |
| **Equity Real Estate Investment Trusts (REITs) — 10.5%** | **Equity Real Estate Investment Trusts (REITs) — 10.5%** | **Equity Real Estate Investment Trusts (REITs) — 10.5%** |
| Acadia Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;1030727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14790932 |
| Agree Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31668826 |
| Alexander & Baldwin, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1179585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22093627 |
| American Assets Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22497414 |
| Armada Hoffler Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4410227 |
| Brandywine Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;2448087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15055735 |
| CareTrust REIT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11147647 |
| Centerspace<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14375030 |
| Chatham Lodging Trust<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9752969 |
| Community Healthcare Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5521649 |
| DiamondRock Hospitality Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3404571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27883437 |
| Easterly Government Properties, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1480743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21130203 |
| Elme Communities<br>| &nbsp;&nbsp;&nbsp;&nbsp;1423054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25330361 |
| Essential Properties Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2315214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54338073 |
| Four Corners Property Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11679987 |
| Franklin Street Properties Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1510749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4124345 |
| Getty Realty Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8410506 |
| Global Net Lease, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1693010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21281136 |
| Hersha Hospitality Trust, Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4596497 |
| Hudson Pacific Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2092231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20357408 |
| Industrial Logistics Properties Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;1079194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3528964 |
| iStar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1411371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10768761 |
| LTC Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8213577 |
| LXP Industrial Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;4483549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44925161 |
| NexPoint Residential Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7591759 |
| Office Properties Income Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10488828 |
| Orion Office REIT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7824493 |
| Outfront Media, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1096064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18172741 |
| Retail Opportunity Investments Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2029607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30504993 |
| RPT Realty<br>| &nbsp;&nbsp;&nbsp;&nbsp;1387236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13927849 |
| Safehold, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11294769 |
| Saul Centers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3719983 |
| Service Properties Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;2690268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19612054 |
| SITE Centers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3011437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41136229 |
| Summit Hotel Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1747765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12618863 |
| Sunstone Hotel Investors, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;3421270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33049468 |
| Tanger Factory Outlet Centers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13696759 |
| Uniti Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2121929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11734267 |
| Universal Health Realty Income Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3498514 |
| Urban Edge Properties<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13183689 |
| Urstadt Biddle Properties, Inc., Class A<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4005083 |
| Veris Residential, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9052047 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® S&P Small-Cap 600 Value ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** | **Equity Real Estate Investment Trusts (REITs) (continued)** |
| Whitestone REIT<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;758119 | &nbsp;&nbsp;&nbsp;&nbsp;$7308267 |
| Xenia Hotels & Resorts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1852620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24417532 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714720659 |
| **Food & Staples Retailing — 1.4%** | **Food & Staples Retailing — 1.4%** | **Food & Staples Retailing — 1.4%** |
| Andersons, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9937055 |
| Chefs' Warehouse, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7034028 |
| PriceSmart, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;408136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24806506 |
| SpartanNash Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17344666 |
| United Natural Foods, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36771635 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95893890 |
| **Food Products — 1.3%** | **Food Products — 1.3%** | **Food Products — 1.3%** |
| B&G Foods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1171272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13059683 |
| Calavo Growers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8494189 |
| Fresh Del Monte Produce, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13045213 |
| Hain Celestial Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1452259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23497551 |
| John B Sanfilippo & Son, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4649471 |
| Seneca Foods Corp., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5287351 |
| TreeHouse Foods, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21478917 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89512375 |
| **Gas Utilities — 0.3%** | **Gas Utilities — 0.3%** | **Gas Utilities — 0.3%** |
| Chesapeake Utilities Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11154301 |
| Northwest Natural Holding Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9797639 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20951940 |
| **Health Care Equipment & Supplies — 3.3%** | **Health Care Equipment & Supplies — 3.3%** | **Health Care Equipment & Supplies — 3.3%** |
| AngioDynamics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8787794 |
| Artivion, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7971785 |
| Avanos Medical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20458902 |
| Cardiovascular Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9228176 |
| CONMED Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22406242 |
| Cutera, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3768782 |
| Embecta Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12669986 |
| Glaukos Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11193437 |
| Heska Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10300471 |
| Inogen, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7373117 |
| Integer Holdings Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539742 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36950737 |
| LeMaitre Vascular, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4536790 |
| Mesa Laboratories, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5193231 |
| NuVasive, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35030617 |
| OraSure Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1188357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5727881 |
| Orthofix Medical, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6645171 |
| Surmodics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3700007 |
| Varex Imaging Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;649153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13177806 |
| Zimvie, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3226578 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228347510 |
| **Health Care Providers & Services — 2.8%** | **Health Care Providers & Services — 2.8%** | **Health Care Providers & Services — 2.8%** |
| Agiliti, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4903080 |
| Apollo Medical Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19103955 |
| Community Health Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2044541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8832417 |
| CorVel Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7600759 |
| Enhabit, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10629700 |
| Fulgent Genetics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5290774 |
| Joint Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1281603 |
| ModivCare, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18564509 |
| Owens & Minor, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1243030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24276376 |
| Pediatrix Medical Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1332117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19795259 |
| Pennant Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5071761 |
| RadNet, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14927859 |
| Select Medical Holdings Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1695969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42110910 |
| U.S. Physical Therapy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6712039 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189101001 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Health Care Technology — 0.2%** | **Health Care Technology — 0.2%** | **Health Care Technology — 0.2%** |
| Computer Programs and Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110689 | &nbsp;&nbsp;&nbsp;&nbsp;$3012955 |
| HealthStream, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3562528 |
| OptimizeRx Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1958006 |
| Simulations Plus, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3197205 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11730694 |
| **Hotels, Restaurants & Leisure — 1.9%** | **Hotels, Restaurants & Leisure — 1.9%** | **Hotels, Restaurants & Leisure — 1.9%** |
| BJ's Restaurants, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10046032 |
| Bloomin' Brands, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12067071 |
| Brinker International, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22846762 |
| Cheesecake Factory, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24657030 |
| Chuy's Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3857120 |
| Dave & Buster's Entertainment, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10657269 |
| Dine Brands Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6618981 |
| El Pollo Loco Holdings, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3230426 |
| Golden Entertainment, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5243330 |
| Ruth's Hospitality Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3710928 |
| Shake Shack, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11842985 |
| Six Flags Entertainment Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15975633 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130753567 |
| **Household Durables — 4.1%** | **Household Durables — 4.1%** | **Household Durables — 4.1%** |
| Century Communities, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22994298 |
| Installed Building Products, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11106600 |
| iRobot Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21376795 |
| La-Z-Boy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16035135 |
| LGI Homes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30929048 |
| M/I Homes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20596049 |
| MDC Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29362878 |
| Meritage Homes Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54898739 |
| Sonos, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2073401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35040477 |
| Tri Pointe Homes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1644580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30572742 |
| Universal Electronics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4120692 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277033453 |
| **Household Products — 0.4%** | **Household Products — 0.4%** | **Household Products — 0.4%** |
| Central Garden & Pet Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3134902 |
| Central Garden & Pet Co., Class A, NVS<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12552626 |
| WD-40 Co.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12463951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28151479 |
| **Insurance — 3.4%** | **Insurance — 3.4%** | **Insurance — 3.4%** |
| Ambac Financial Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12762644 |
| American Equity Investment Life Holding Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24783978 |
| AMERISAFE, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7318883 |
| Assured Guaranty Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29743345 |
| Employers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9327898 |
| Genworth Financial, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;7058725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37340655 |
| HCI Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4511914 |
| Horace Mann Educators Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21416822 |
| James River Group Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11036256 |
| Mercury General Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14779564 |
| ProAssurance Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13210814 |
| Safety Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8608676 |
| SiriusPoint Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1374234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8107981 |
| Stewart Information Services Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11827963 |
| United Fire Group, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9599584 |
| Universal Insurance Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4708833 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229085810 |
| **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** |
| QuinStreet, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5695042 |
| Shutterstock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10714127 |
| Yelp, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13015644 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29424813 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® S&P Small-Cap 600 Value ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Internet & Direct Marketing Retail — 0.1%** | **Internet & Direct Marketing Retail — 0.1%** | **Internet & Direct Marketing Retail — 0.1%** |
| Liquidity Services, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196877 | &nbsp;&nbsp;&nbsp;&nbsp;$2768091 |
| PetMed Express, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6099951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868042 |
| **IT Services — 1.0%** | **IT Services — 1.0%** | **IT Services — 1.0%** |
| EVERTEC, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12025543 |
| Payoneer Global, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1853523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10138771 |
| Perficient, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16975044 |
| Sabre Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;3310342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20457914 |
| TTEC Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6809965 |
| Unisys Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1110651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5675427 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72082664 |
| **Leisure Products — 0.3%** | **Leisure Products — 0.3%** | **Leisure Products — 0.3%** |
| Sturm Ruger & Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5707962 |
| Vista Outdoor, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12336143 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18044105 |
| **Life Sciences Tools & Services — 0.3%** | **Life Sciences Tools & Services — 0.3%** | **Life Sciences Tools & Services — 0.3%** |
| NeoGenomics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2061213 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19045608 |
| **Machinery — 3.5%** | **Machinery — 3.5%** | **Machinery — 3.5%** |
| 3D Systems Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2132667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15781736 |
| Alamo Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6434587 |
| Astec Industries, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15015087 |
| Barnes Group, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33658684 |
| CIRCOR International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7960399 |
| Enerpac Tool Group Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8035176 |
| ESCO Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11784722 |
| Greenbrier Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17873267 |
| John Bean Technologies Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;518799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47381913 |
| Proto Labs, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11264347 |
| SPX Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18329414 |
| Standex International Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6425818 |
| Tennant Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18616859 |
| Trinity Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16046811 |
| Wabash National Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7428281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242037101 |
| **Media — 0.8%** | **Media — 0.8%** | **Media — 0.8%** |
| AMC Networks, Inc., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7169291 |
| EW Scripps Co., Class A, NVS<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12436284 |
| Gannett Co., Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2396596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4865090 |
| Scholastic Corp., NVS<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19138889 |
| Thryv Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9503363 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53112917 |
| **Metals & Mining — 2.5%** | **Metals & Mining — 2.5%** | **Metals & Mining — 2.5%** |
| Arconic Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1651440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34944470 |
| ATI, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23942853 |
| Carpenter Technology Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29166864 |
| Century Aluminum Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6845130 |
| Compass Minerals International, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22755041 |
| Haynes International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3039756 |
| Materion Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12566611 |
| Olympic Steel, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5199829 |
| SunCoke Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1357368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11714086 |
| TimkenSteel Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6700351 |
| Warrior Met Coal, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12804295 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169679286 |
| **Mortgage Real Estate Investment Trusts (REITs) — 2.3%** | **Mortgage Real Estate Investment Trusts (REITs) — 2.3%** | **Mortgage Real Estate Investment Trusts (REITs) — 2.3%** |
| Apollo Commercial Real Estate Finance, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2109540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22698650 |
| Ellington Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11555596 |
| Franklin BSP Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1341124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17300500 |
| Granite Point Mortgage Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4539448 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Mortgage Real Estate Investment Trusts (REITs) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** |
| Invesco Mortgage Capital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314548 | &nbsp;&nbsp;&nbsp;&nbsp;$4004196 |
| KKR Real Estate Finance Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13090711 |
| New York Mortgage Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;6033444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15445617 |
| PennyMac Mortgage Investment Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;1445975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17915630 |
| Ready Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1599282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17816002 |
| Redwood Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1844148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12466440 |
| Two Harbors Investment Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1404478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22148618 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158981408 |
| **Multiline Retail — 0.1%** | **Multiline Retail — 0.1%** | **Multiline Retail — 0.1%** |
| Big Lots, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6945471 |
| **Multi-Utilities — 0.7%** | **Multi-Utilities — 0.7%** | **Multi-Utilities — 0.7%** |
| Avista Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1021610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45298187 |
| **Oil, Gas & Consumable Fuels — 1.4%** | **Oil, Gas & Consumable Fuels — 1.4%** | **Oil, Gas & Consumable Fuels — 1.4%** |
| Callon Petroleum Co.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15490156 |
| Green Plains, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23237645 |
| Par Pacific Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21048132 |
| Talos Energy, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9230866 |
| World Fuel Services Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1006838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27516883 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96523682 |
| **Paper & Forest Products — 0.4%** | **Paper & Forest Products — 0.4%** | **Paper & Forest Products — 0.4%** |
| Clearwater Paper Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10307951 |
| Mercer International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4399326 |
| Sylvamo Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11246496 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25953773 |
| **Personal Products — 0.9%** | **Personal Products — 0.9%** | **Personal Products — 0.9%** |
| Edgewell Personal Care Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16887842 |
| Nu Skin Enterprises, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;805200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33947232 |
| USANA Health Sciences, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9656226 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60491300 |
| **Pharmaceuticals — 0.5%** | **Pharmaceuticals — 0.5%** | **Pharmaceuticals — 0.5%** |
| ANI Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3888350 |
| Ligand Pharmaceuticals, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8050402 |
| Nektar Therapeutics<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1581130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3573354 |
| Phibro Animal Health Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4485122 |
| Prestige Consumer Healthcare, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15122720 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35119948 |
| **Professional Services — 1.4%** | **Professional Services — 1.4%** | **Professional Services — 1.4%** |
| Exponent, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25359906 |
| Forrester Research, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6570936 |
| Heidrick & Struggles International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9054616 |
| Kelly Services, Inc., Class A, NVS<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9526783 |
| Korn Ferry<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22914459 |
| Resources Connection, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9601620 |
| TrueBlue, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10435083 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93463403 |
| **Real Estate Management & Development — 0.7%** | **Real Estate Management & Development — 0.7%** | **Real Estate Management & Development — 0.7%** |
| Anywhere Real Estate, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1771173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11317795 |
| Cushman & Wakefield PLC<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1963891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24470082 |
| Douglas Elliman, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1108486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4511538 |
| Marcus & Millichap, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| RE/MAX Holdings, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5568290 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45867705 |
| **Road & Rail — 0.5%** | **Road & Rail — 0.5%** | **Road & Rail — 0.5%** |
| ArcBest Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27876831 |
| Heartland Express, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4109632 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31986463 |
| **Semiconductors & Semiconductor Equipment — 1.3%** | **Semiconductors & Semiconductor Equipment — 1.3%** | **Semiconductors & Semiconductor Equipment — 1.3%** |
| CEVA, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3803900 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

#### iShares® S&P Small-Cap 600 Value ETF

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Cohu, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263983 | &nbsp;&nbsp;&nbsp;&nbsp;$8460655 |
| FormFactor, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1256571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27933573 |
| Ichor Holdings Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;468353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12561227 |
| Semtech Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13288261 |
| SMART Global Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11766152 |
| Ultra Clean Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11043923 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88857691 |
| **Software — 1.2%** | **Software — 1.2%** | **Software — 1.2%** |
| 8x8, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4274925 |
| Adeia, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1708211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16193840 |
| Cerence, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11874469 |
| Consensus Cloud Solutions, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4980488 |
| Digital Turbine, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8065313 |
| Ebix, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7654021 |
| LivePerson, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5516099 |
| LiveRamp Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11413592 |
| OneSpan, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3328443 |
| Xperi, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5873200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79174390 |
| **Specialty Retail — 7.6%** | **Specialty Retail — 7.6%** | **Specialty Retail — 7.6%** |
| Aaron's Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5955617 |
| Abercrombie & Fitch Co., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18422091 |
| Academy Sports & Outdoors, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36172214 |
| American Eagle Outfitters, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2837757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39615088 |
| America's Car-Mart, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6844539 |
| Asbury Automotive Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35551370 |
| Bed Bath & Beyond, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899488 |
| Boot Barn Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11829909 |
| Buckle, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6791253 |
| Caleres, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13219637 |
| Chico's FAS, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;2025458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9965253 |
| Children's Place, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7745186 |
| Designer Brands, Inc., Class A<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8113292 |
| Genesco, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9319510 |
| Group 1 Automotive, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42834809 |
| Guess?, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10273930 |
| Haverty Furniture Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3135493 |
| Hibbett, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6715645 |
| Leslie's, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10317841 |
| MarineMax, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10885446 |
| Monro, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23118354 |
| National Vision Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20888152 |
| ODP Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29920281 |
| Rent-A-Center, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18438661 |
| Sally Beauty Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1740088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21785902 |
| Shoe Carnival, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6692959 |
| Signet Jewelers Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51204204 |
| Sleep Number Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9311674 |
| Sonic Automotive, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13373652 |
| Urban Outfitters, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23235219 |
| Zumiez, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5550613 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519127282 |
| **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** |
| Avid Technology, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5928320 |
| Corsair Gaming, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3770465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9698785 |
| **Textiles, Apparel & Luxury Goods — 1.6%** | **Textiles, Apparel & Luxury Goods — 1.6%** | **Textiles, Apparel & Luxury Goods — 1.6%** |
| G-III Apparel Group Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9550372 |
| Kontoor Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32168516 |
| Movado Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8359652 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** |
| Oxford Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73299 | &nbsp;&nbsp;&nbsp;&nbsp;$6830001 |
| Steven Madden Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1192568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38114473 |
| Wolverine World Wide, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1287358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14070823 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109093837 |
| **Thrifts & Mortgage Finance — 2.0%** | **Thrifts & Mortgage Finance — 2.0%** | **Thrifts & Mortgage Finance — 2.0%** |
| Axos Financial, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15277184 |
| Capitol Federal Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1809597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15653014 |
| NMI Holdings, Inc., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13918815 |
| Northfield Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4925204 |
| Provident Financial Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16817988 |
| TrustCo Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3936989 |
| Walker & Dunlop, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39248633 |
| WSFS Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27165234 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136943061 |
| **Tobacco — 0.5%** | **Tobacco — 0.5%** | **Tobacco — 0.5%** |
| Universal Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21151989 |
| Vector Group Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1198015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14208458 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35360447 |
| **Trading Companies & Distributors — 1.3%** | **Trading Companies & Distributors — 1.3%** | **Trading Companies & Distributors — 1.3%** |
| DXP Enterprises, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7092059 |
| GMS, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34407916 |
| NOW, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;1795785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22806469 |
| Veritiv Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26751006 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91057450 |
| **Water Utilities — 0.6%** | **Water Utilities — 0.6%** | **Water Utilities — 0.6%** |
| American States Water Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17242343 |
| California Water Service Group<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20541557 |
| Middlesex Water Co.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6018255 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43802155 |
| **Wireless Telecommunication Services — 0.5%** | **Wireless Telecommunication Services — 0.5%** | **Wireless Telecommunication Services — 0.5%** |
| Gogo, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5451739 |
| Shenandoah Telecommunications Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13002147 |
| Telephone & Data Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1629193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17090234 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35544120 |
| **Total Long-Term Investments — 95.9%<br>(Cost: $7,464,105,823)<br>** | **Total Long-Term Investments — 95.9%<br>(Cost: $7,464,105,823)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;6540222843 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 8.3%** | **Money Market Funds — 8.3%** | **Money Market Funds — 8.3%** |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.53%<sup>(d)(e)(f)</sup><br>| 291850381 | &nbsp;&nbsp;&nbsp;&nbsp; 291937936 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.12%<sup>(d)(e)</sup><br>| 272922643 | &nbsp;&nbsp;&nbsp;&nbsp; 272922643 |
| **Total Short-Term Securities — 8.3%<br>(Cost: $564,712,507)<br>** | **Total Short-Term Securities — 8.3%<br>(Cost: $564,712,507)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564860579 |
| **Total Investments — 104.2%<br>(Cost: $8,028,818,330)<br>** | **Total Investments — 104.2%<br>(Cost: $8,028,818,330)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;7105083422 |
| **Liabilities in Excess of Other Assets — (4.2)%<br>** | **Liabilities in Excess of Other Assets — (4.2)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284452301) |
| **Net Assets — 100.0%<br>** | **Net Assets — 100.0%<br>** | $6820631121 |

---

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

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

<sup>(c)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

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

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

<sup>(f)</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® S&P Small-Cap 600 Value 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;*Proceeds<br> from Sale* | &nbsp;&nbsp;&nbsp;&nbsp;*Net<br> Realized<br> Gain (Loss)* | &nbsp;&nbsp;&nbsp;&nbsp;*Change in<br> Unrealized<br> Appreciation<br> (Depreciation)* | &nbsp;&nbsp;&nbsp;&nbsp;*Value at<br> 12/31/22* | &nbsp;&nbsp;&nbsp;&nbsp;*Shares<br> Held at<br> 12/31/22* | &nbsp;&nbsp;&nbsp;&nbsp;*Income* | &nbsp;&nbsp;&nbsp;&nbsp;*Capital<br> Gain<br> Distributions<br> from Underlying<br> Funds* |
| BlackRock Cash Funds: Institutional, SL Agency Shares<br>| &nbsp;&nbsp;$274022994 &nbsp;&nbsp;&nbsp;&nbsp;$17781371<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4248) | &nbsp;&nbsp;&nbsp;&nbsp;$137819 | &nbsp;&nbsp;&nbsp;&nbsp;$291937936 | &nbsp;&nbsp;&nbsp;&nbsp;291850381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$804784<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| BlackRock Cash Funds: Treasury, SL Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 68870000 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204052643<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 272922643 | &nbsp;&nbsp;&nbsp;&nbsp;272922643 | &nbsp;&nbsp;&nbsp;&nbsp; 1464839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4248) | &nbsp;&nbsp;&nbsp;&nbsp;$137819 | &nbsp;&nbsp;&nbsp;&nbsp;$564860579 |  | &nbsp;&nbsp;&nbsp;&nbsp;$2269623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$219 |

---

<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.

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

#### Futures Contracts

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | &nbsp;&nbsp;*Number of<br> Contracts* | &nbsp;&nbsp;&nbsp;&nbsp;*Expiration<br> Date* | &nbsp;&nbsp;&nbsp;&nbsp;*Notional<br> Amount<br> (000)* | &nbsp;&nbsp;&nbsp;&nbsp;*Value/<br> Unrealized<br> Appreciation<br> (Depreciation)* |
| Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Russel 2000 E-Mini Index<br>| &nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;$21074 | &nbsp;&nbsp;&nbsp;&nbsp;$(20418) |

---

#### OTC Total Return Swaps

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | &nbsp;&nbsp;*Payment<br> Frequency* | &nbsp;&nbsp;&nbsp;&nbsp;*Counterparty<sup>(a)</sup>* | &nbsp;&nbsp;&nbsp;&nbsp;*Termination<br> Date* | &nbsp;&nbsp;&nbsp;&nbsp;*Net<br> Notional* | &nbsp;&nbsp;&nbsp;&nbsp;*Accrued<br> Unrealized<br> Appreciation<br> (Depreciation)* | &nbsp;&nbsp;&nbsp;&nbsp;*Net Value of<br> Reference<br> Entity* | &nbsp;&nbsp;&nbsp;&nbsp;*Gross Notional<br> Amount<br> Net Asset<br> Percentage* |
| Equity Securities Long/Short<br>|  | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;01/23/23–01/23/23 | &nbsp;&nbsp;&nbsp;&nbsp;$62616357 | &nbsp;&nbsp;&nbsp;&nbsp;$309005<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$63020151 | &nbsp;&nbsp;&nbsp;&nbsp;0.9% |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank PLC<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;01/23/23–01/23/23 | &nbsp;&nbsp;&nbsp;&nbsp; 57838307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231851<sup>(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 58175552 | &nbsp;&nbsp;&nbsp;&nbsp;0.8 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank NA<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;01/23/23–01/23/23 | &nbsp;&nbsp;&nbsp;&nbsp; 135024173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596175<sup>(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 136765337 | &nbsp;&nbsp;&nbsp;&nbsp;2.0 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$2137031 | &nbsp;&nbsp;&nbsp;&nbsp;$257961040 |  |

---

<sup>(a)</sup> The Fund receives the total return on a portfolio of long positions underlying the total return swap. The Fund pays the total return on a portfolio of short positions underlying the total return swap. In addition, the Fund pays or receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying positions.

<sup>(c)</sup> Amount includes $(94789) of net dividends payable for referenced securities purchased and financing fees.

<sup>(e)</sup> Amount includes $(105394) of net dividends payable for referenced securities purchased and financing fees.

<sup>(g)</sup> Amount includes $(144989) of net dividends payable for referenced securities purchased and financing fees.

---

| | | | |
|:---|:---|:---|:---|
| The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest: | The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest: | The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest: | The following are the specified benchmarks (plus or minus a range) used in determining the variable rate of interest: |
|  | (b) | (d) | (f) |
| Range: | 65 basis points | 65 basis points | 65 basis points |
| Benchmarks: | USD - 1D Overnight Fed Funds Effective Rate | USD - 1D Overnight Bank Funding Rate | USD - 1D Overnight Bank Funding Rate |
|  | (FEDL01) | (OBFR01) | (OBFR01) |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® S&P Small-Cap 600 Value ETF

The following table represents the individual long positions and related values of the equity securities underlying the total return swap with Goldman Sachs Bank USA as of period end, termination date February 27, 2023.

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Reference Entity — Long** |  |  |  |
| **Common Stocks** |  |  |  |
| **Banks** |  |  |  |
| Ameris Bancorp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7308 | &nbsp;&nbsp;$344499 | &nbsp;&nbsp;&nbsp;0.5% |
| BankUnited, Inc.<br>| 153787 | &nbsp;&nbsp;&nbsp;&nbsp; 5224144 | &nbsp;&nbsp;&nbsp;8.3 |
| Berkshire Hills Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70983 | &nbsp;&nbsp;&nbsp;0.1 |
| Brookline Bancorp, Inc.<br>| 243424 | &nbsp;&nbsp;&nbsp;&nbsp; 3444450 | &nbsp;&nbsp;&nbsp;5.5 |
| Customers Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;73152 | &nbsp;&nbsp;&nbsp;&nbsp; 2073128 | &nbsp;&nbsp;&nbsp;3.3 |
| First Commonwealth Financial Corp.<br>| &nbsp;&nbsp;&nbsp;90844 | &nbsp;&nbsp;&nbsp;&nbsp; 1269091 | &nbsp;&nbsp;&nbsp;2.0 |
| First Financial Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;4781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115844 | &nbsp;&nbsp;&nbsp;0.2 |
| Hope Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;48971 | &nbsp;&nbsp;&nbsp;&nbsp; 627318 | &nbsp;&nbsp;&nbsp;1.0 |
| Northwest Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69159 | &nbsp;&nbsp;&nbsp;0.1 |
| Pacific Premier Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;21796 | &nbsp;&nbsp;&nbsp;&nbsp; 687882 | &nbsp;&nbsp;&nbsp;1.1 |
| Renasant Corp.<br>| &nbsp;&nbsp;&nbsp;99006 | &nbsp;&nbsp;&nbsp;&nbsp; 3721635 | &nbsp;&nbsp;&nbsp;5.9 |
| Simmons First National Corp., Class A<br>| &nbsp;&nbsp;&nbsp;43712 | &nbsp;&nbsp;&nbsp;&nbsp; 943305 | &nbsp;&nbsp;&nbsp;1.5 |
| United Community Banks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59826 | &nbsp;&nbsp;&nbsp;0.1 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18651264 |  |
| **Commercial Services & Supplies** |  |  |  |
| Pitney Bowes, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10834 | &nbsp;&nbsp;&nbsp;0.0 |
| **Consumer Finance** |  |  |  |
| Bread Financial Holdings, Inc.<br>| 373214 | &nbsp;&nbsp;&nbsp;&nbsp; 14055239 | 22.3 |
| Green Dot Corp., Class A<br>| &nbsp;&nbsp;&nbsp;24813 | &nbsp;&nbsp;&nbsp;&nbsp; 392542 | &nbsp;&nbsp;&nbsp;0.6 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14447781 |  |
| **Equity Real Estate Investment Trusts (REITs)** |  |  |  |
| Outfront Media, Inc.<br>| 209235 | &nbsp;&nbsp;&nbsp;&nbsp; 3469116 | &nbsp;&nbsp;&nbsp;5.5 |
| **Insurance** |  |  |  |
| Horace Mann Educators Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65360 | &nbsp;&nbsp;&nbsp;0.1 |
| James River Group Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;66390 | &nbsp;&nbsp;&nbsp;&nbsp; 1388215 | &nbsp;&nbsp;&nbsp;2.2 |
| ProAssurance Corp.<br>| 101852 | &nbsp;&nbsp;&nbsp;&nbsp; 1779354 | &nbsp;&nbsp;&nbsp;2.8 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3232929 |  |
| **Oil, Gas & Consumable Fuels** |  |  |  |
| Green Plains, Inc.<br>| 122209 | &nbsp;&nbsp;&nbsp;&nbsp; 3727374 | &nbsp;&nbsp;&nbsp;5.9 |
| **Semiconductors & Semiconductor Equipment** |  |  |  |
| Semtech Corp.<br>| 203632 | &nbsp;&nbsp;&nbsp;&nbsp; 5842202 | &nbsp;&nbsp;&nbsp;9.3 |
| **Specialty Retail** |  |  |  |
| MarineMax, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67373 | &nbsp;&nbsp;&nbsp;0.1 |
| **Thrifts & Mortgage Finance** |  |  |  |
| Provident Financial Services, Inc.<br>| 193010 | &nbsp;&nbsp;&nbsp;&nbsp; 4122694 | &nbsp;&nbsp;&nbsp;6.6 |
| WSFS Financial Corp.<br>| 208394 | &nbsp;&nbsp;&nbsp;&nbsp; 9448584 | 15.0 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13571278 |  |
| **Net Value of Reference Entity —<br>Goldman Sachs Bank USA<br>**  |  | &nbsp;&nbsp;$63020151 |  |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® S&P Small-Cap 600 Value ETF

The following table represents the individual long positions and related values of the equity securities underlying the total return swap with HSBC Bank PLC as of period end, termination date February 10, 2023.

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Reference Entity — Long** |  |  |  |
| **Common Stocks** |  |  |  |
| **Air Freight & Logistics** |  |  |  |
| Hub Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1879 | &nbsp;&nbsp;$149362 | &nbsp;&nbsp;&nbsp;0.3% |
| **Banks** |  |  |  |
| Ameris Bancorp<br>| &nbsp;&nbsp;&nbsp;13551 | &nbsp;&nbsp;&nbsp;&nbsp; 638794 | &nbsp;&nbsp;&nbsp;1.1 |
| Banc of California, Inc.<br>| 181772 | &nbsp;&nbsp;&nbsp;&nbsp; 2895628 | &nbsp;&nbsp;&nbsp;5.0 |
| BankUnited, Inc.<br>| &nbsp;&nbsp;&nbsp;11650 | &nbsp;&nbsp;&nbsp;&nbsp; 395751 | &nbsp;&nbsp;&nbsp;0.7 |
| Brookline Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;8488 | &nbsp;&nbsp;&nbsp;&nbsp; 120105 | &nbsp;&nbsp;&nbsp;0.2 |
| Central Pacific Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77754 | &nbsp;&nbsp;&nbsp;0.1 |
| Columbia Banking System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69178 | &nbsp;&nbsp;&nbsp;0.1 |
| Eagle Bancorp., Inc.<br>| 235395 | &nbsp;&nbsp;&nbsp;&nbsp; 10373858 | 17.8 |
| First Bancorp./Southern Pines NC<br>| &nbsp;&nbsp;&nbsp;&nbsp;1633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69958 | &nbsp;&nbsp;&nbsp;0.1 |
| Hope Bancorp., Inc.<br>| 221078 | &nbsp;&nbsp;&nbsp;&nbsp; 2832009 | &nbsp;&nbsp;&nbsp;4.9 |
| Independent Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81306 | &nbsp;&nbsp;&nbsp;0.1 |
| Pacific Premier Bancorp., Inc.<br>| 308686 | &nbsp;&nbsp;&nbsp;&nbsp; 9742130 | 16.8 |
| Pathward Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68794 | &nbsp;&nbsp;&nbsp;0.1 |
| Renasant Corp.<br>| &nbsp;&nbsp;&nbsp;27474 | &nbsp;&nbsp;&nbsp;&nbsp; 1032748 | &nbsp;&nbsp;&nbsp;1.8 |
| S&T Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68702 | &nbsp;&nbsp;&nbsp;0.1 |
| Seacoast Banking Corp. of Florida<br>| &nbsp;&nbsp;&nbsp;&nbsp;4905 | &nbsp;&nbsp;&nbsp;&nbsp; 152987 | &nbsp;&nbsp;&nbsp;0.3 |
| Simmons First National Corp., Class A<br>| &nbsp;&nbsp;&nbsp;19185 | &nbsp;&nbsp;&nbsp;&nbsp; 414012 | &nbsp;&nbsp;&nbsp;0.7 |
| Southside Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27316 | &nbsp;&nbsp;&nbsp;0.1 |
| Trustmark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71147 | &nbsp;&nbsp;&nbsp;0.1 |
| United Community Banks, Inc.<br>| &nbsp;&nbsp;&nbsp;12288 | &nbsp;&nbsp;&nbsp;&nbsp; 415334 | &nbsp;&nbsp;&nbsp;0.7 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29547511 |  |
| **Commercial Services & Supplies** |  |  |  |
| GEO Group, Inc.<br>| &nbsp;&nbsp;&nbsp;54991 | &nbsp;&nbsp;&nbsp;&nbsp; 602151 | &nbsp;&nbsp;&nbsp;1.0 |
| Pitney Bowes, Inc.<br>| 547570 | &nbsp;&nbsp;&nbsp;&nbsp; 2080766 | &nbsp;&nbsp;&nbsp;3.6 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2682917 |  |
| **Consumer Finance** |  |  |  |
| Green Dot Corp., Class A<br>| 147975 | &nbsp;&nbsp;&nbsp;&nbsp; 2340965 | &nbsp;&nbsp;&nbsp;4.0 |
| **Electronic Equipment, Instruments & Components** |  |  |  |
| Rogers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2456 | &nbsp;&nbsp;&nbsp;&nbsp; 293099 | &nbsp;&nbsp;&nbsp;0.5 |
| ScanSource, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67878 | &nbsp;&nbsp;&nbsp;0.1 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360977 |  |
| **Equity Real Estate Investment Trusts (REITs)** |  |  |  |
| Brandywine Realty Trust<br>| 317332 | &nbsp;&nbsp;&nbsp;&nbsp; 1951592 | &nbsp;&nbsp;&nbsp;3.4 |
| Getty Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66820 | &nbsp;&nbsp;&nbsp;0.1 |
| Outfront Media, Inc.<br>| &nbsp;&nbsp;&nbsp;22661 | &nbsp;&nbsp;&nbsp;&nbsp; 375719 | &nbsp;&nbsp;&nbsp;0.6 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2394131 |  |
| **Gas Utilities** |  |  |  |
| Chesapeake Utilities Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp; 104589 | &nbsp;&nbsp;&nbsp;0.2 |
| **Insurance** |  |  |  |
| Employers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71164 | &nbsp;&nbsp;&nbsp;0.1 |
| Genworth Financial, Inc., Class A<br>| 160544 | &nbsp;&nbsp;&nbsp;&nbsp; 849278 | &nbsp;&nbsp;&nbsp;1.5 |
| Horace Mann Educators Corp.<br>| &nbsp;&nbsp;&nbsp;18332 | &nbsp;&nbsp;&nbsp;&nbsp; 685067 | &nbsp;&nbsp;&nbsp;1.2 |
| James River Group Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;3209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67100 | &nbsp;&nbsp;&nbsp;0.1 |
| ProAssurance Corp.<br>| &nbsp;&nbsp;&nbsp;22857 | &nbsp;&nbsp;&nbsp;&nbsp; 399312 | &nbsp;&nbsp;&nbsp;0.7 |
| Safety Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80721 | &nbsp;&nbsp;&nbsp;0.1 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® S&P Small-Cap 600 Value ETF

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Insurance (continued)** |  |  |  |
| Stewart Information Services Corp.<br>| 164624 | &nbsp;&nbsp;$7034383 | 12.1% |
| United Fire Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66485 | &nbsp;&nbsp;&nbsp;0.1 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9253510 |  |
| **Multi-Utilities** |  |  |  |
| Avista Corp.<br>| &nbsp;&nbsp;&nbsp;23108 | &nbsp;&nbsp;&nbsp;&nbsp; 1024609 | &nbsp;&nbsp;&nbsp;1.8 |
| **Oil, Gas & Consumable Fuels** |  |  |  |
| Green Plains, Inc.<br>| &nbsp;&nbsp;&nbsp;83089 | &nbsp;&nbsp;&nbsp;&nbsp; 2534215 | &nbsp;&nbsp;&nbsp;4.4 |
| **Thrifts & Mortgage Finance** |  |  |  |
| Capitol Federal Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;63407 | &nbsp;&nbsp;&nbsp;&nbsp; 548470 | &nbsp;&nbsp;&nbsp;0.9 |
| Northfield Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72122 | &nbsp;&nbsp;&nbsp;0.1 |
| Provident Financial Services, Inc.<br>| 244563 | &nbsp;&nbsp;&nbsp;&nbsp; 5223866 | &nbsp;&nbsp;&nbsp;9.0 |
| TrustCo Bank Corp. NY<br>| &nbsp;&nbsp;&nbsp;&nbsp;1824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68564 | &nbsp;&nbsp;&nbsp;0.1 |
| WSFS Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;4997 | &nbsp;&nbsp;&nbsp;&nbsp; 226564 | &nbsp;&nbsp;&nbsp;0.4 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6139586 |  |
| **Water Utilities** |  |  |  |
| Middlesex Water Co.<br>| &nbsp;&nbsp;&nbsp;20887 | &nbsp;&nbsp;&nbsp;&nbsp; 1643180 | &nbsp;&nbsp;&nbsp;2.8 |
| **Net Value of Reference Entity —<br>HSBC Bank PLC<br>**  |  | &nbsp;&nbsp;$58175552 |  |

---

The following table represents the individual long positions and related values of the equity securities underlying the total return swap with JPMorgan Chase Bank NA as of period end, termination date February 8, 2023.

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Reference Entity — Long** |  |  |  |
| **Common Stocks** |  |  |  |
| **Banks** |  |  |  |
| Banc of California, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3616 | &nbsp;&nbsp;$57603 | &nbsp;&nbsp;&nbsp;0.0% |
| Brookline Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;186881 | &nbsp;&nbsp;&nbsp;&nbsp; 2644366 | &nbsp;&nbsp;&nbsp;1.9 |
| Central Pacific Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;227274 | &nbsp;&nbsp;&nbsp;&nbsp; 4609117 | &nbsp;&nbsp;&nbsp;3.4 |
| Customers Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;48410 | &nbsp;&nbsp;&nbsp;&nbsp; 1371939 | &nbsp;&nbsp;&nbsp;1.0 |
| Eagle Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;101112 | &nbsp;&nbsp;&nbsp;&nbsp; 4456006 | &nbsp;&nbsp;&nbsp;3.3 |
| HomeStreet, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;65192 | &nbsp;&nbsp;&nbsp;&nbsp; 1797995 | &nbsp;&nbsp;&nbsp;1.3 |
| National Bank Holdings Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;12868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541357 | &nbsp;&nbsp;&nbsp;0.4 |
| Pacific Premier Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;225739 | &nbsp;&nbsp;&nbsp;&nbsp; 7124323 | &nbsp;&nbsp;&nbsp;5.2 |
| Pathward Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;94685 | &nbsp;&nbsp;&nbsp;&nbsp; 4076189 | &nbsp;&nbsp;&nbsp;3.0 |
| Seacoast Banking Corp. of Florida<br>| &nbsp;&nbsp;&nbsp;&nbsp;114477 | &nbsp;&nbsp;&nbsp;&nbsp; 3570538 | &nbsp;&nbsp;&nbsp;2.6 |
| Simmons First National Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;205096 | &nbsp;&nbsp;&nbsp;&nbsp; 4425972 | &nbsp;&nbsp;&nbsp;3.2 |
| Southside Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;40578 | &nbsp;&nbsp;&nbsp;&nbsp; 1460402 | &nbsp;&nbsp;&nbsp;1.1 |
| United Community Banks, Inc./GA<br>| &nbsp;&nbsp;&nbsp;&nbsp;52943 | &nbsp;&nbsp;&nbsp;&nbsp; 1789474 | &nbsp;&nbsp;&nbsp;1.3 |
| Veritex Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;295492 | &nbsp;&nbsp;&nbsp;&nbsp; 8297415 | &nbsp;&nbsp;&nbsp;6.1 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46222696 |  |
| **Commercial Services & Supplies** |  |  |  |
| GEO Group, Inc. (The)<br>| &nbsp;&nbsp;&nbsp;&nbsp;226361 | &nbsp;&nbsp;&nbsp;&nbsp; 2478653 | &nbsp;&nbsp;&nbsp;1.8 |
| **Consumer Finance** |  |  |  |
| Bread Financial Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;110534 | &nbsp;&nbsp;&nbsp;&nbsp; 4162710 | &nbsp;&nbsp;&nbsp;3.1 |
| Green Dot Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;588556 | &nbsp;&nbsp;&nbsp;&nbsp; 9310956 | &nbsp;&nbsp;&nbsp;6.8 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13473666 |  |
| **Electronic Equipment, Instruments & Components** |  |  |  |
| Rogers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;113792 | &nbsp;&nbsp;&nbsp;&nbsp; 13579937 | &nbsp;&nbsp;&nbsp;9.9 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® S&P Small-Cap 600 Value ETF

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Equity Real Estate Investment Trusts (REITs)** |  |  |  |
| Acadia Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;514485 | &nbsp;&nbsp;$7382860 | &nbsp;&nbsp;&nbsp;5.4% |
| Brandywine Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;26498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162963 | &nbsp;&nbsp;&nbsp;0.1 |
| Outfront Media, Inc.<br>| 1049442 | &nbsp;&nbsp;&nbsp;&nbsp; 17399748 | 12.7 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24945571 |  |
| **Insurance** |  |  |  |
| Genworth Financial, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;857974 | &nbsp;&nbsp;&nbsp;&nbsp; 4538682 | &nbsp;&nbsp;&nbsp;3.3 |
| Horace Mann Educators Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;72340 | &nbsp;&nbsp;&nbsp;&nbsp; 2703346 | &nbsp;&nbsp;&nbsp;2.0 |
| James River Group Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;12350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258239 | &nbsp;&nbsp;&nbsp;0.2 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500267 |  |
| **Multi-Utilities** |  |  |  |
| Avista Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;155821 | &nbsp;&nbsp;&nbsp;&nbsp; 6909103 | &nbsp;&nbsp;&nbsp;5.1 |
| **Semiconductors & Semiconductor Equipment** |  |  |  |
| Semtech Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;369209 | &nbsp;&nbsp;&nbsp;&nbsp; 10592606 | &nbsp;&nbsp;&nbsp;7.7 |
| **Thrifts & Mortgage Finance** |  |  |  |
| Capitol Federal Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;228441 | &nbsp;&nbsp;&nbsp;&nbsp; 1976015 | &nbsp;&nbsp;&nbsp;1.4 |
| WSFS Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;189654 | &nbsp;&nbsp;&nbsp;&nbsp; 8598912 | &nbsp;&nbsp;&nbsp;6.3 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10574927 |  |
| **Water Utilities** |  |  |  |
| Middlesex Water Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487911 | &nbsp;&nbsp;&nbsp;0.4 |
| **Net Value of Reference Entity —<br>JPMorgan Chase Bank NA<br>**  |  | &nbsp;&nbsp;$136765337 |  |

---

#### 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.

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® S&P Small-Cap 600 Value ETF

#### Fair Value Hierarchy as of Period End (continued)
**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;$6540222841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2 | &nbsp;&nbsp;&nbsp;&nbsp;$6540222843 |
| &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; 564860579 | &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; 564860579 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;$7105083420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2 | &nbsp;&nbsp;&nbsp;&nbsp;$7105083422 |
| Derivative Financial Instruments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity Contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(20418) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2137030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2116612 |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CVR | &nbsp;&nbsp;Contingent Value Rights |
| NVS | &nbsp;&nbsp;Non-Voting Shares |
| REIT | &nbsp;&nbsp;Real Estate Investment Trust |

---

## 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 S&P Small-Cap 600 Value ETF

- **b. EDGAR series identifier (if any):** S000004316

- **c. LEI of Series:** 549300XRN6BYGRPV6Y61

**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:** $7112755937.66

**Total Liabilities:** $292058810.44

**Net Assets:** $6820697127.22

**Cash Not Reported:** $2934000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012046 | 14.37%               | 3.94%                | -6.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1207692.53              | $844500927.68                              |
| Month 2  | $1514043.30              | $253891499.35                              |
| Month 3  | $19536573.36             | $-511215510.96                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Community Healthcare Trust Inc            | Community Healthcare Trust Inc             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |    154236 | NS      | $5521648.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                | El Pollo Loco Holdings Inc                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    324340 | NS      | $3230426.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                      | LXP Industrial Trust                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   4483549 | NS      | $44925160.98  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                           | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    758119 | NS      | $7308267.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| DMC Global Inc                            | DMC Global Inc                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    304346 | NS      | $5916486.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                 | Sonos Inc                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |   2073401 | NS      | $35040476.90  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc            | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     54247 | NS      | $10385045.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                 | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    104866 | NS      | $3135493.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I            | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    787359 | NS      | $16817988.24  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                     | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |    720485 | NS      | $35714441.45  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                               | Agiliti Inc                                | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300618 | NS      | $4903079.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Dine Brands Global Inc                    | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |    102461 | NS      | $6618980.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                             | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1366224 | NS      | $22638331.68  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE              | Eagle Pharmaceuticals Inc/DE               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     55590 | NS      | $1624895.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd                       | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |    753003 | NS      | $51204204.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp               | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    497632 | NS      | $15147918.08  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                            | SpartanNash Co                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    573567 | NS      | $17344666.08  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                  | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    269006 | NS      | $14176616.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings Ltd            | James River Group Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    527798 | NS      | $11036256.18  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                           | MillerKnoll Inc                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |   1231788 | NS      | $25879865.88  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                  | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    380251 | NS      | $18229232.94  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| 3D Systems Corp                           | 3D Systems Corp                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |   2132667 | NS      | $15781735.80  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightsphere Investment Group             | Brightsphere Investment Group Inc          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    254596 | NS      | $5239585.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                             | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    784030 | NS      | $29471687.70  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                              | Veritiv Corp                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |    219793 | NS      | $26751006.03  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc              | Ruth's Hospitality Group Inc               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    239724 | NS      | $3710927.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                              | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    532946 | NS      | $10435082.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                  | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |    183947 | NS      | $16143188.72  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co              | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    205876 | NS      | $9797638.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                             | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |    135068 | NS      | $12435710.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                       | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |   1581130 | NS      | $3573353.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| WisdomTree Inc                            | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    793324 | NS      | $4323615.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                  | OraSure Technologies Inc                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |   1188357 | NS      | $5727880.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                     | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |    134621 | NS      | $11784722.34  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                   | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    315724 | NS      | $8035175.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ePlus Inc                                 | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    227916 | NS      | $10092120.48  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                 | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |   1740088 | NS      | $21785901.76  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                            | Perficient Inc                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    243091 | NS      | $16975044.53  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Joint Corp/The                            | Joint Corp/The                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91674 | NS      | $1281602.52   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                         | Agree Realty Corp                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    446480 | NS      | $31668826.40  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                            | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    408136 | NS      | $24806506.08  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                      | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    271436 | NS      | $13373651.72  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                  | American States Water Co                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    186303 | NS      | $17242342.65  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                   | 8x8 Inc                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    989566 | NS      | $4274925.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                   | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    696599 | NS      | $9550372.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                              | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    398013 | NS      | $27876830.52  | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Buckle Inc/The                            | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    149752 | NS      | $6791253.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                      | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    328685 | NS      | $7428281.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                     | Hawaiian Holdings Inc                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    837504 | NS      | $8592791.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International Inc                  | CIRCOR International Inc                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |    332237 | NS      | $7960398.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp               | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196029 | NS      | $8246940.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications             | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    818775 | NS      | $13002147.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                           | OptimizeRx Corp                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116548 | NS      | $1958006.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                             | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    636080 | NS      | $13230464.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp                                  | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    674946 | NS      | $19188714.78  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust             | KKR Real Estate Finance Trust Inc          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    937730 | NS      | $13090710.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                           | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |   2121929 | NS      | $11734267.37  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc             | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    458825 | NS      | $8024849.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                           | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |    179614 | NS      | $1460261.82   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                           | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    485020 | NS      | $19138889.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                        | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    563715 | NS      | $9526783.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Integer Holdings Corp                     | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    539742 | NS      | $36950737.32  | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Callon Petroleum Co                       | Callon Petroleum Co                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    417637 | NS      | $15490156.33  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corp                 | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     94384 | NS      | $11154301.12  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                             | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    947816 | NS      | $9354943.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilltop Holdings Inc                      | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    745687 | NS      | $22378066.87  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine Inc                       | Digital Turbine Inc                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    529220 | NS      | $8065312.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Masterbrand Inc                           | Masterbrand Inc                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |   2106702 | NS      | $15905600.10  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| American Assets Trust Inc                 | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    848959 | NS      | $22497413.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                  | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    333150 | NS      | $11043922.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                  | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    476066 | NS      | $13015644.44  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                | Heska Corp                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |    165709 | NS      | $10300471.44  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor            | Franklin Street Properties Corp            | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |   1510749 | NS      | $4124344.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                           | LendingTree Inc                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |    175819 | NS      | $3750219.27   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Computer Programs and Systems             | Computer Programs and Systems Inc          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |    110689 | NS      | $3012954.58   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                      | Simulations Plus Inc                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87427 | NS      | $3197205.39   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters Inc             | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   2837757 | NS      | $39615087.72  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                  | CEVA Inc                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |    148706 | NS      | $3803899.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                        | Aaron's Co Inc/The                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    498378 | NS      | $5955617.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc              | Sunstone Hotel Investors Inc               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |   3421270 | NS      | $33049468.20  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Calavo Growers Inc                        | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    288918 | NS      | $8494189.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C            | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    276807 | NS      | $11827963.11  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                   | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    407082 | NS      | $5658439.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                              | Safehold Inc                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |    394646 | NS      | $11294768.52  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                   | Cushman & Wakefield PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1963891 | NS      | $24470081.86  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Thryv Holdings Inc                        | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500177 | NS      | $9503363.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Academy Sports & Outdoors Inc             | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    688470 | NS      | $36172213.80  | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems Inc            | Telephone and Data Systems Inc             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1629193 | NS      | $17090234.57  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                               | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    701970 | NS      | $11919450.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                           | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |    124366 | NS      | $9889584.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| NexPoint Residential Trust Inc            | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |    174443 | NS      | $7591759.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                  | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    522395 | NS      | $9601620.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                           | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     45442 | NS      | $6434587.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati            | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    323726 | NS      | $9054616.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc             | Consensus Cloud Solutions Inc              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92643 | NS      | $4980487.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                     | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    794863 | NS      | $9752969.01   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart Inc/TX                 | America's Car-Mart Inc/TX                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94721 | NS      | $6844539.46   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics Inc                      | Fulgent Genetics Inc                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |    177662 | NS      | $5290774.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                 | SMART Global Holdings Inc                  | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    790736 | NS      | $11766151.68  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Bioservices Inc                      | Avid Bioservices Inc                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    316666 | NS      | $4360490.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                            | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |   1091959 | NS      | $37093847.23  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                              | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    506253 | NS      | $29003234.37  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                   | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |   2448087 | NS      | $15055735.05  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    573102 | NS      | $21416821.74  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                         | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |   1192568 | NS      | $38114473.28  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                            | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    409725 | NS      | $11972164.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    777579 | NS      | $24657030.09  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs Inc                            | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    441220 | NS      | $11264346.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Genworth Financial Inc                    | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   7058725 | NS      | $37340655.25  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                        | PetMed Express Inc                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |    344630 | NS      | $6099951.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                    | Liquidity Services Inc                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |    196877 | NS      | $2768090.62   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp Inc                          | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |   1674253 | NS      | $21447180.93  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                   | US Physical Therapy Inc                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     82834 | NS      | $6712039.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                         | Vista Outdoor Inc                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    506202 | NS      | $12336142.74  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Retail Opportunity Investments            | Retail Opportunity Investments Corp        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2029607 | NS      | $30504993.21  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    264092 | NS      | $12438733.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                           | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    399112 | NS      | $5743221.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Movado Group Inc                          | Movado Group Inc                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    259214 | NS      | $8359651.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc              | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    538910 | NS      | $20888151.60  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Astec Industries Inc                      | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    369284 | NS      | $15015087.44  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corp                              | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    463167 | NS      | $13288261.23  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    452676 | NS      | $22914459.12  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA             | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    537687 | NS      | $18173820.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                     | Pennant Group Inc/The                      | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |    461909 | NS      | $5071760.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AngioDynamics Inc                         | AngioDynamics Inc                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    638184 | NS      | $8787793.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                            | LivePerson Inc                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    543994 | NS      | $5516099.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Corp/VA                         | Universal Corp/VA                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    400530 | NS      | $21151989.30  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                  | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   1128165 | NS      | $18998298.60  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                              | Big Lots Inc                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    472481 | NS      | $6945470.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc               | Berkshire Hills Bancorp Inc                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    306895 | NS      | $9176160.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties            | Easterly Government Properties Inc         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |   1480743 | NS      | $21130202.61  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Abercrombie & Fitch Co                    | Abercrombie & Fitch Co                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    804107 | NS      | $18422091.37  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                     | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     98583 | NS      | $4536789.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hain Celestial Group Inc/The              | Hain Celestial Group Inc/The               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |   1452259 | NS      | $23497550.62  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardiovascular Systems Inc                | Cardiovascular Systems Inc                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    677546 | NS      | $9228176.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |    102168 | NS      | $8608675.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group            | California Water Service Group             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    338746 | NS      | $20541557.44  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.          | CME E-MINI RUSSELL 2000 INDEX              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |       238 | NC      | $-20418.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                               | EVERTEC Inc                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    371388 | NS      | $12025543.44  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                       | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500110 | NS      | $39248632.80  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                | RadNet Inc                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    792770 | NS      | $14927859.10  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers             | Tanger Factory Outlet Centers Inc          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    763476 | NS      | $13696759.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                       | WSFS Financial Corp                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    599145 | NS      | $27165234.30  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                  | Children's Place Inc/The                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |    212663 | NS      | $7745186.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                   | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    405973 | NS      | $16320114.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                             | Surmodics Inc                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |    108441 | NS      | $3700006.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T            | PennyMac Mortgage Investment Trust         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |   1445975 | NS      | $17915630.25  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I            | Atlas Air Worldwide Holdings Inc           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |    231151 | NS      | $23300020.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                              | Vericel Corp                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    331256 | NS      | $8725283.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | TRS CFD EQUITY BASKET                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1632634.18   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cogent Communications Holdings            | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286038 | NS      | $16327049.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                        | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    649153 | NS      | $13177805.90  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Rayonier Advanced Materials In            | Rayonier Advanced Materials Inc            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |   1043201 | NS      | $10014729.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc               | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    305533 | NS      | $10632548.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                  | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    949926 | NS      | $36771635.46  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                    | Pathward Financial Inc                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     35546 | NS      | $1530255.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc               | Apollo Medical Holdings Inc                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |    645622 | NS      | $19103954.98  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Enanta Pharmaceuticals Inc                | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |    193742 | NS      | $9012877.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                         | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    283997 | NS      | $9937055.03   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                       | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |   1317641 | NS      | $19118970.91  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                     | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1564572 | NS      | $16224611.64  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                    | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |    189218 | NS      | $11829909.36  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                             | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |    140829 | NS      | $7318883.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc               | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |   1747765 | NS      | $12618863.30  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                      | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    974223 | NS      | $23235218.55  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings Inc              | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    329366 | NS      | $12403923.56  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                               | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    593341 | NS      | $13219637.48  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                              | Embecta Corp                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    500988 | NS      | $12669986.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc              | Invesco Mortgage Capital Inc               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |    314548 | NS      | $4004196.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                         | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |    383543 | NS      | $10405521.59  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Chico's FAS Inc                           | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |   2025458 | NS      | $9965253.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                         | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |   1738911 | NS      | $19041075.45  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                          | Elme Communities                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |   1423054 | NS      | $25330361.20  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                     | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    350862 | NS      | $9599584.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ADTRAN Holdings Inc                       | ADTRAN Holdings Inc                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    357972 | NS      | $6726293.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                        | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |   1599282 | NS      | $17816001.48  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                  | KAR Auction Services Inc                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |   1776163 | NS      | $23178927.15  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Anika Therapeutics Inc                    | Anika Therapeutics Inc                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |    115783 | NS      | $3427176.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| S&T Bancorp Inc                           | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196226 | NS      | $6707004.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                               | NETGEAR Inc                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    467516 | NS      | $8466714.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies Inc                      | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |   1661924 | NS      | $25061813.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Monro Inc                                 | Monro Inc                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    511468 | NS      | $23118353.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Park Aerospace Corp                       | Park Aerospace Corp                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |    147868 | NS      | $1982909.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                      | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340330 | NS      | $9597306.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                   | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |    155650 | NS      | $12190508.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                        | Middlesex Water Co                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76500 | NS      | $6018255.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Unisys Corp                               | Unisys Corp                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |   1110651 | NS      | $5675426.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                | Zumiez Inc                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    255318 | NS      | $5550613.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentherm Inc                              | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    210515 | NS      | $13744524.35  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                  | Service Properties Trust                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |   2690268 | NS      | $19612053.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust            | Office Properties Income Trust             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    785680 | NS      | $10488828.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                          | Saul Centers Inc                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91445 | NS      | $3719982.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                       | Avid Technology Inc                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    222953 | NS      | $5928320.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearwater Paper Corp                     | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |    272625 | NS      | $10307951.25  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Haynes International Inc                  | Haynes International Inc                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     66530 | NS      | $3039755.70   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                  | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    503598 | NS      | $23105076.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                              | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    702679 | NS      | $16035134.78  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                       | Mister Car Wash Inc                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    634994 | NS      | $5860994.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| CONMED Corp                               | CONMED Corp                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    252778 | NS      | $22406241.92  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corp                              | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |   1482945 | NS      | $24349956.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                           | SiriusPoint Ltd                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |   1374234 | NS      | $8107980.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                      | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    369639 | NS      | $12804294.96  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp               | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |   1404478 | NS      | $22148618.06  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                   | Coherus Biosciences Inc                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    520995 | NS      | $4126280.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                             | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |   1171272 | NS      | $13059682.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                   | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    513303 | NS      | $19695436.11  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                 | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |    198015 | NS      | $4120692.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                     | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    811671 | NS      | $11485144.65  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                     | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     46788 | NS      | $7246057.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK GLOBAL                          | BLACKROCK GLOBAL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 284463121 | NS      | $284548460.27 | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                              | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |   1651440 | NS      | $34944470.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Edge Properties                     | Urban Edge Properties                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    935677 | NS      | $13183688.93  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                | Cutera Inc                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     85228 | NS      | $3768782.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp              | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1695969 | NS      | $42110910.27  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                           | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |    285167 | NS      | $11842985.51  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Elliman Inc                       | Douglas Elliman Inc                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |   1108486 | NS      | $4511538.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc               | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    989886 | NS      | $31240802.16  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                  | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    168758 | NS      | $6073600.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                     | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54592 | NS      | $3599796.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing             | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1862630 | NS      | $14565766.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorcar Parts of America Inc             | Motorcar Parts of America Inc              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |    319947 | NS      | $3794571.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ODP Corp/The                              | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    657011 | NS      | $29920280.94  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                 | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    715975 | NS      | $22846762.25  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Hersha Hospitality Trust                  | Hersha Hospitality Trust                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |    539495 | NS      | $4596497.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                   | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    690922 | NS      | $34407915.60  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                          | TimkenSteel Corp                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    368759 | NS      | $6700351.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                             | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    334007 | NS      | $30929048.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N            | First Bancorp/Southern Pines NC            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231294 | NS      | $9908634.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                   | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    493435 | NS      | $49476727.45  | 0.73%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                 | Edgewell Personal Care Co                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    438190 | NS      | $16887842.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                    | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    542672 | NS      | $16046811.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc               | John B Sanfilippo & Son Inc                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     57175 | NS      | $4649471.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                       | Payoneer Global Inc                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1853523 | NS      | $10138770.81  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ's Restaurants Inc                      | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    380820 | NS      | $10046031.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Nu Skin Enterprises Inc                   | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    805200 | NS      | $33947232.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                               | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |   1021610 | NS      | $45298187.40  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In            | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    450443 | NS      | $11679986.99  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Propertie            | Industrial Logistics Properties Trust      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |   1079194 | NS      | $3528964.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                       | Century Aluminum Co                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    836813 | NS      | $6845130.34   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                      | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323681 | NS      | $6645170.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                        | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |   1096064 | NS      | $18172741.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                     | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    128399 | NS      | $3638827.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Donnelley Financial Solutions             | Donnelley Financial Solutions Inc          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |    204315 | NS      | $7896774.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                   | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    689708 | NS      | $16711624.84  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                             | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290375 | NS      | $23081908.75  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Tennant Co                                | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |    302369 | NS      | $18616859.33  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                      | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    279199 | NS      | $18329414.35  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                     | Bed Bath & Beyond Inc                      | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    756768 | NS      | $1899487.68   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                   | TRS CFD EQUITY BASKET                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $328333.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forrester Research Inc                    | Forrester Research Inc                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |    183751 | NS      | $6570935.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |    120515 | NS      | $8050402.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Itron Inc                                 | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    735988 | NS      | $37277792.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock Inc                          | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |    203227 | NS      | $10714127.44  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                               | Harsco Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |   1296543 | NS      | $8155255.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                         | Owens & Minor Inc                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |   1243030 | NS      | $24276375.90  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                             | Dril-Quip Inc                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    260823 | NS      | $7086560.91   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| AdvanSix Inc                              | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    448234 | NS      | $17041856.68  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| First Commonwealth Financial C            | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    593560 | NS      | $8292033.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                      | Sturm Ruger & Co Inc                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |    112761 | NS      | $5707961.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                      | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    432151 | NS      | $14779564.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                          | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    457517 | NS      | $7169291.39   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Heartland Express Inc                     | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    267903 | NS      | $4109632.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CorVel Corp                               | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52300 | NS      | $7600759.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                      | Global Net Lease Inc                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |   1693010 | NS      | $21281135.70  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                  | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    712978 | NS      | $25004138.46  | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group Inc                          | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    823958 | NS      | $33658684.30  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                  | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    986947 | NS      | $13797519.06  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                          | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |    143419 | NS      | $3562527.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I            | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |   2320366 | NS      | $17124301.08  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| UniFirst Corp/MA                          | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |    100520 | NS      | $19399354.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                       | Designer Brands Inc                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    829580 | NS      | $8113292.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Assured Guaranty Ltd                      | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    477728 | NS      | $29743345.28  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                               | Centerspace                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |    245015 | NS      | $14375030.05  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                          | MDC Holdings Inc                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    929205 | NS      | $29362878.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc               | Pediatrix Medical Group Inc                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1332117 | NS      | $19795258.62  | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| John Bean Technologies Corp               | John Bean Technologies Corp                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |    518799 | NS      | $47381912.67  | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust Inc                         | Redwood Trust Inc                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |   1844148 | NS      | $12466440.48  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                         | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    942857 | NS      | $12436283.83  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| FARO Technologies Inc                     | FARO Technologies Inc                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |    306131 | NS      | $9003312.71   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Rogers Corp                               | Rogers Corp                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |    189875 | NS      | $22659682.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                      | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1644580 | NS      | $30572742.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                         | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    756200 | NS      | $13210814.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                     | Arlo Technologies Inc                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    736591 | NS      | $2585434.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Banking System Inc               | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    612639 | NS      | $18458813.07  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                        | Corsair Gaming Inc                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    277853 | NS      | $3770465.21   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Triumph Group Inc                         | Triumph Group Inc                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |   1057914 | NS      | $11129255.28  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                   | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    459794 | NS      | $22994297.94  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| B Riley Financial Inc                     | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133749 | NS      | $4574215.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                      | Rent-A-Center Inc/TX                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    817679 | NS      | $18438661.45  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                            | HomeStreet Inc                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    224249 | NS      | $6184787.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                | Inogen Inc                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    374080 | NS      | $7373116.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International            | Compass Minerals International Inc         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    555001 | NS      | $22755041.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc                                 | Xperi Inc                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    682137 | NS      | $5873199.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WW International Inc                      | WW International Inc                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    886801 | NS      | $3423051.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                         | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |    154849 | NS      | $5199829.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                       | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    599755 | NS      | $12067070.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabre Corp                                | Sabre Corp                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |   3310342 | NS      | $20457913.56  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                            | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    207472 | NS      | $19180786.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                       | Chuy's Holdings Inc                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136294 | NS      | $3857120.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc                       | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |   1773253 | NS      | $18636889.03  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                   | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    934163 | NS      | $11555596.31  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                  | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     77315 | NS      | $12463951.15  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Organogenesis Holdings Inc                | Organogenesis Holdings Inc                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |   1170474 | NS      | $3148575.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp              | Six Flags Entertainment Corp               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    687124 | NS      | $15975633.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                        | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    399717 | NS      | $15277183.74  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc            | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83211 | NS      | $5696625.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp             | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    233260 | NS      | $5523596.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                    | DXP Enterprises Inc/TX                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257425 | NS      | $7092058.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                  | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |   2375826 | NS      | $39082337.70  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                         | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    286650 | NS      | $10359531.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                    | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    350090 | NS      | $21215454.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                   | ATI Inc                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    801837 | NS      | $23942852.82  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| ModivCare Inc                             | ModivCare Inc                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |    206893 | NS      | $18564508.89  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Plains Inc                          | Green Plains Inc                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    761890 | NS      | $23237645.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences Inc                 | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |    181508 | NS      | $9656225.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                        | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    756057 | NS      | $20458902.42  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                     | Mesa Laboratories Inc                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     31245 | NS      | $5193231.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Veris Residential Inc                     | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    568239 | NS      | $9052047.27   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr            | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |   2315214 | NS      | $54338072.58  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |   3404571 | NS      | $27883436.49  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                 | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    925093 | NS      | $6836437.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                              | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |   2175985 | NS      | $19540345.30  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     62746 | NS      | $6425817.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor            | Comtech Telecommunications Corp            | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    453129 | NS      | $5500986.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate             | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |   2109540 | NS      | $22698650.40  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                               | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    822688 | NS      | $13582578.88  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Ho            | Consolidated Communications Holdings Inc   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |   1212126 | NS      | $4339411.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Installed Building Products In            | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |    129750 | NS      | $11106600.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                        | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |    231173 | NS      | $8213576.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                  | Anywhere Real Estate Inc                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   1771173 | NS      | $11317795.47  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin BSP Realty Trust Inc             | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |   1341124 | NS      | $17300499.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                       | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1030727 | NS      | $14790932.45  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                 | iStar Inc                                  | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |   1411371 | NS      | $10768760.73  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                             | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |    113966 | NS      | $4511913.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income            | Universal Health Realty Income Trust       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     73298 | NS      | $3498513.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                          | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    665972 | NS      | $13918814.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Vector Group Ltd                          | Vector Group Ltd                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |   1198015 | NS      | $14208457.90  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori            | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    413067 | NS      | $12883559.73  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp                     | Independent Bank Corp                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    355543 | NS      | $30018495.49  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc               | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    198334 | NS      | $35551369.50  | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Powell Industries Inc                     | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |    148586 | NS      | $5227255.48   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                    | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |    237483 | NS      | $42834808.71  | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| NeoGenomics Inc                           | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2061213 | NS      | $19045608.12  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                  | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |    377949 | NS      | $4399326.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                    | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |    270264 | NS      | $13205099.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy Inc                        | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |   1357368 | NS      | $11714085.84  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                 | Carpenter Technology Corp                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    789574 | NS      | $29166863.56  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                          | Pitney Bowes Inc                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |   2083630 | NS      | $7917794.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc               | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |    498099 | NS      | $13045212.81  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                  | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    543464 | NS      | $24401533.60  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                       | RE/MAX Holdings Inc                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    298728 | NS      | $5568289.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc             | Urstadt Biddle Properties Inc              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |    211350 | NS      | $4005082.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                  | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    905296 | NS      | $21048132.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                | Kaman Corp                                 | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    453280 | NS      | $10108144.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                    | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216274 | NS      | $9327897.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                         | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |    184268 | NS      | $8642169.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                            | QuinStreet Inc                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    396867 | NS      | $5695041.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide Inc                  | Wolverine World Wide Inc                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |   1287358 | NS      | $14070822.94  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                               | iRobot Corp                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |    444147 | NS      | $21376795.11  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc              | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    804421 | NS      | $9966776.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corp                 | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |    334461 | NS      | $4485122.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                               | Cerence Inc                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    640824 | NS      | $11874468.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil States International Inc              | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |   1043761 | NS      | $7786457.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia Inc                                 | Adeia Inc                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1708211 | NS      | $16193840.28  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Dave & Buster's Entertainment             | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    300713 | NS      | $10657268.72  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group Inc                | Independent Bank Group Inc                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    576095 | NS      | $34611787.60  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Lif            | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    543270 | NS      | $24783977.40  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                   | NOW Inc                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |   1795785 | NS      | $22806469.50  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                              | Leslie's Inc                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    845032 | NS      | $10317840.72  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| OneSpan Inc                               | OneSpan Inc                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |    297448 | NS      | $3328443.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc                    | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    156064 | NS      | $6938605.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                   | Methode Electronics Inc                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    285548 | NS      | $12669764.76  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                              | Artivion Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    657738 | NS      | $7971784.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                     | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     73299 | NS      | $6830000.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                        | Mativ Holdings Inc                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    896534 | NS      | $18737560.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC BANK PLC                             | TRS CFD EQUITY BASKET                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |         1 | NC      | $247287.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesco Inc                               | Genesco Inc                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |    202510 | NS      | $9319510.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP Inc                                | EZCORP Inc                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    868492 | NS      | $7078209.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Entertainment Inc                  | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |    140196 | NS      | $5243330.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                       | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    595431 | NS      | $54898738.20  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc             | Hudson Pacific Properties Inc              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2092231 | NS      | $20357407.63  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                        | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    804414 | NS      | $32168515.86  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                              | Exponent Inc                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    255928 | NS      | $25359905.52  | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA Group Inc                             | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    633769 | NS      | $21408716.82  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenbrier Cos Inc/The                    | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    533053 | NS      | $17873267.09  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I            | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    444649 | NS      | $4708832.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                 | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    724282 | NS      | $8553770.42   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinseo PLC                               | Trinseo PLC                                | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |    568747 | NS      | $12916244.37  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                        | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    996551 | NS      | $25950188.04  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                     | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |   1742694 | NS      | $15091730.04  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp                  | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |   1006838 | NS      | $27516882.54  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                  | Chefs' Warehouse Inc/The                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    211359 | NS      | $7034027.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustmark Corp                            | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    306655 | NS      | $10705326.05  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                | Xenia Hotels & Resorts Inc                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |   1852620 | NS      | $24417531.60  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                               | Hibbett Inc                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     98441 | NS      | $6715645.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Point Mortgage Trust I            | Granite Point Mortgage Trust Inc           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |    846912 | NS      | $4539448.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                             | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    445995 | NS      | $20596049.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                    | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |    122235 | NS      | $5687594.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                    | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    725381 | NS      | $11555319.33  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                   | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1179585 | NS      | $22093627.05  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                         | Sleep Number Corp                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |    358417 | NS      | $9311673.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Seneca Foods Corp                         | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86749 | NS      | $5287351.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                     | Orion Office REIT Inc                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    916217 | NS      | $7824493.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                  | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    263983 | NS      | $8460655.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                 | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    571949 | NS      | $15265318.81  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                              | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    231457 | NS      | $11246495.63  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    267312 | NS      | $14525734.08  | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritex Holdings Inc                      | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    152701 | NS      | $4287844.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                     | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    486928 | NS      | $11413592.32  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                   | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     73451 | NS      | $5698328.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                    | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313109 | NS      | $4925204.57   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                 | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    120216 | NS      | $12798195.36  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                  | Ebix Inc                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |    383468 | NS      | $7654021.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc             | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |   1204638 | NS      | $14455656.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                            | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |   1256571 | NS      | $27933573.33  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    350632 | NS      | $12552625.60  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Gogo Inc                                  | Gogo Inc                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    369359 | NS      | $5451738.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Insteel Industries Inc                    | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    170158 | NS      | $4682748.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                         | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |    154316 | NS      | $6809965.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                         | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    248464 | NS      | $8410506.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival Inc                         | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279923 | NS      | $6692958.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                         | PROG Holdings Inc                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    813506 | NS      | $13740116.34  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    496565 | NS      | $10273929.85  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Health Systems Inc              | Community Health Systems Inc               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2044541 | NS      | $8832417.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGENIC PHARMACEUTICALS CVR              | PROGENIC PHARMACEUTICALS CVR               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181178 | NS      | $1.81         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| TrustCo Bank Corp NY                      | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104735 | NS      | $3936988.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                 | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    731803 | NS      | $12762644.32  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                            | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    392867 | NS      | $18519750.38  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                 | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    529166 | NS      | $32130959.52  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                              | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    312081 | NS      | $22351241.22  | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT Inc                        | CareTrust REIT Inc                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    599981 | NS      | $11147646.98  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     83709 | NS      | $3134902.05   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                     | Triumph Financial Inc                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    143237 | NS      | $6999992.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc                          | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    488923 | NS      | $9230866.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                             | Tredegar Corp                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    412974 | NS      | $4220594.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                 | Viad Corp                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |    336773 | NS      | $8213893.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |   1387236 | NS      | $13927849.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                 | Community Bank System Inc                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    376080 | NS      | $23674236.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                            | Gannett Co Inc                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |   2396596 | NS      | $4865089.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Enhabit Inc                               | Enhabit Inc                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    807728 | NS      | $10629700.48  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp            | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    211998 | NS      | $4299319.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                       | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    255335 | NS      | $17360226.65  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                        | Ichor Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |    468353 | NS      | $12561227.46  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| US Silica Holdings Inc                    | US Silica Holdings Inc                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    514411 | NS      | $6430137.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc             | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    383498 | NS      | $4410227.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                      | Core Laboratories NV                       | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |    393713 | NS      | $7980562.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Materion Corp                             | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |    143602 | NS      | $12566611.02  | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Federal Financial Inc             | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1809597 | NS      | $15653014.05  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                              | NuVasive Inc                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    849433 | NS      | $35030616.92  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                         | SITE Centers Corp                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |   3011437 | NS      | $41136229.42  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                | Zimvie Inc                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |    345458 | NS      | $3226577.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                              | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    256260 | NS      | $11193436.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                             | CoreCivic Inc                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |   1875293 | NS      | $21678387.08  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                       | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    434972 | NS      | $21478917.36  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Simmons First National Corp               | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |   1798159 | NS      | $38804271.22  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                        | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |   1077216 | NS      | $47849934.72  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS                      | BLACKROCK CASH FUNDS                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 272922643 | NS      | $272922643.30 | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                   | ANI Pharmaceuticals Inc                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     96653 | NS      | $3888350.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                             | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    348669 | NS      | $10885446.18  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                         | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    182903 | NS      | $8060535.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I            | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241577 | NS      | $15122720.20  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Mortgage Trust Inc               | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |   6033444 | NS      | $15445616.64  | 0.23%             |  |  |  | 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