# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-037476
**Filing Date:** 2023-2
**Character Count:** 320484
**Document Hash:** 5a2580e3bc894bdbbdf76a6df9f5ce73
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-037476.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-037476

**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:** 23661267

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

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

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

## Series and Classes Contracts Data

### iShares ESG Screened S&P Small-Cap ETF (Series ID: S000069536)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000221874 | iShares ESG Screened S&P Small-Cap ETF | XJR             |

## Nport-Ex

Schedule of Investments (unaudited)

December 31, 2022

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Aerospace & Defense — 0.7%** | **Aerospace & Defense — 0.7%** | **Aerospace & Defense — 0.7%** |
| AAR Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;$72514 |
| AeroVironment, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104248 |
| Kaman Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30328 |
| National Presto Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16978 |
| Park Aerospace Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12632 |
| Triumph Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33149 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269849 |
| **Air Freight & Logistics — 0.9%** | **Air Freight & Logistics — 0.9%** | **Air Freight & Logistics — 0.9%** |
| Atlas Air Worldwide Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126000 |
| Forward Air Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135308 |
| Hub Group, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110173 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371481 |
| **Airlines — 0.4%** | **Airlines — 0.4%** | **Airlines — 0.4%** |
| Allegiant Travel Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51672 |
| Hawaiian Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25589 |
| SkyWest, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40499 |
| Sun Country Airlines Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25059 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142819 |
| **Auto Components — 1.3%** | **Auto Components — 1.3%** | **Auto Components — 1.3%** |
| American Axle & Manufacturing Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43432 |
| Dorman Products, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110873 |
| Gentherm, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105117 |
| LCI Industries<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114453 |
| Motorcar Parts of America, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11172 |
| Patrick Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63388 |
| Standard Motor Products, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31668 |
| XPEL, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57177 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537280 |
| **Automobiles — 0.2%** | **Automobiles — 0.2%** | **Automobiles — 0.2%** |
| Winnebago Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77996 |
| **Banks — 9.2%** | **Banks — 9.2%** | **Banks — 9.2%** |
| Ameris Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130389 |
| Banc of California, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37818 |
| BancFirst Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74865 |
| Bancorp, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67686 |
| BankUnited, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111388 |
| Banner Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91703 |
| Berkshire Hills Bancorp, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17372 |
| Brookline Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44006 |
| Central Pacific Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9410 |
| City Holding Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39843 |
| Columbia Banking System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98615 |
| Community Bank System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143526 |
| Customers Bancorp, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33810 |
| CVB Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143608 |
| Dime Community Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49973 |
| Eagle Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59935 |
| FB Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61691 |
| First BanCorp/Puerto Rico<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82362 |
| First Bancorp/Southern Pines NC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63103 |
| First Commonwealth Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24727 |
| First Financial Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93382 |
| First Hawaiian, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161240 |
| Hanmi Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31160 |
| Heritage Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43172 |
| Hilltop Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66772 |
| HomeStreet, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21126 |
| Hope Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41261 |
| Independent Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100050 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Independent Bank Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp;&nbsp;$103278 |
| Lakeland Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78662 |
| National Bank Holdings Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61633 |
| NBT Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75464 |
| Northwest Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75660 |
| OFG Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44592 |
| Pacific Premier Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127250 |
| Park National Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99088 |
| Pathward Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44040 |
| Preferred Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7984 |
| Renasant Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89239 |
| S&T Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34351 |
| Seacoast Banking Corp. of Florida<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79316 |
| ServisFirst Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163454 |
| Simmons First National Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77580 |
| Southside Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46643 |
| Stellar Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63516 |
| Tompkins Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43445 |
| Triumph Financial, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49163 |
| Trustmark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81270 |
| United Community Banks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148990 |
| Veritex Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52201 |
| Westamerica Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65088 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3655900 |
| **Beverages — 0.3%** | **Beverages — 0.3%** | **Beverages — 0.3%** |
| MGP Ingredients, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79785 |
| National Beverage Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52625 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132410 |
| **Biotechnology — 2.7%** | **Biotechnology — 2.7%** | **Biotechnology — 2.7%** |
| Anika Therapeutics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21016 |
| Arcus Biosciences, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52258 |
| Avid Bioservices, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41530 |
| Catalyst Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86341 |
| Coherus Biosciences, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24782 |
| Cytokinetics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210268 |
| Dynavax Technologies Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61233 |
| Eagle Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14761 |
| Emergent BioSolutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25439 |
| Enanta Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43915 |
| Ironwood Pharmaceuticals, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80200 |
| Myriad Genetics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57039 |
| Organogenesis Holdings, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9313 |
| REGENXBIO, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41414 |
| uniQure NV<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45272 |
| Vanda Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20271 |
| Vericel Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60292 |
| Vir Biotechnology, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93116 |
| Xencor, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75672 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1064132 |
| **Building Products — 2.2%** | **Building Products — 2.2%** | **Building Products — 2.2%** |
| AAON, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153879 |
| American Woodmark Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39430 |
| Apogee Enterprises, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47883 |
| Gibraltar Industries, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68958 |
| Griffon Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82245 |
| Insteel Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25979 |
| PGT Innovations, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52246 |
| Quanex Building Products Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38054 |
| Resideo Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116367 |
| UFP Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 237037 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862078 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Capital Markets — 1.1%** | **Capital Markets — 1.1%** | **Capital Markets — 1.1%** |
| B Riley Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774 | &nbsp;&nbsp;&nbsp;&nbsp;$26471 |
| Blucora, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59306 |
| Brightsphere Investment Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32228 |
| Donnelley Financial Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46960 |
| Piper Sandler Cos.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89441 |
| StoneX Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79671 |
| Virtus Investment Partners, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63558 |
| WisdomTree, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26988 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424623 |
| **Chemicals — 3.1%** | **Chemicals — 3.1%** | **Chemicals — 3.1%** |
| AdvanSix, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50871 |
| American Vanguard Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29265 |
| Balchem Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190369 |
| FutureFuel Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10130 |
| Hawkins, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35396 |
| HB Fuller Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185209 |
| Innospec, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123535 |
| Koppers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28567 |
| Livent Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172829 |
| Minerals Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95634 |
| Quaker Chemical Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110488 |
| Rayonier Advanced Materials, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29779 |
| Stepan Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109122 |
| Tredegar Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12611 |
| Trinseo PLC<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38539 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222344 |
| **Commercial Services & Supplies — 2.2%** | **Commercial Services & Supplies — 2.2%** | **Commercial Services & Supplies — 2.2%** |
| ABM Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142544 |
| Brady Corp., Class A, NVS<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105975 |
| Deluxe Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35505 |
| GEO Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57904 |
| Harsco Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24248 |
| Healthcare Services Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43128 |
| HNI Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57059 |
| Interface, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27853 |
| KAR Auction Services, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68917 |
| Matthews International Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45203 |
| MillerKnoll, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77002 |
| Pitney Bowes, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6984 |
| UniFirst Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141655 |
| Viad Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24463 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;858440 |
| **Communications Equipment — 1.6%** | **Communications Equipment — 1.6%** | **Communications Equipment — 1.6%** |
| ADTRAN Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64412 |
| Clearfield, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52530 |
| Comtech Telecommunications Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16292 |
| Digi International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62537 |
| Extreme Networks, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116598 |
| Harmonic, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66980 |
| NETGEAR, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25354 |
| NetScout Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108226 |
| Viavi Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;10976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115358 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628287 |
| **Construction & Engineering — 1.2%** | **Construction & Engineering — 1.2%** | **Construction & Engineering — 1.2%** |
| Arcosa, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127482 |
| Comfort Systems U.S.A., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199894 |
| Granite Construction, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74348 |
| MYR Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74208 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475932 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Consumer Finance — 0.6%** | **Consumer Finance — 0.6%** | **Consumer Finance — 0.6%** |
| Encore Capital Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp;$54316 |
| Enova International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58591 |
| Green Dot Corp., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13843 |
| LendingTree, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11348 |
| PRA Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63878 |
| PROG Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40975 |
| World Acceptance Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10616 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253567 |
| **Containers & Packaging — 0.4%** | **Containers & Packaging — 0.4%** | **Containers & Packaging — 0.4%** |
| Myers Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39369 |
| O-I Glass, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124640 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164009 |
| **Diversified Consumer Services — 0.9%** | **Diversified Consumer Services — 0.9%** | **Diversified Consumer Services — 0.9%** |
| Adtalem Global Education, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78207 |
| Frontdoor, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82222 |
| Perdoceo Education Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45286 |
| Strategic Education, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84507 |
| Stride, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62060 |
| WW International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10113 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362395 |
| **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** |
| ATN International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23606 |
| Cogent Communications Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118213 |
| Consolidated Communications Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12820 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154639 |
| **Electrical Equipment — 0.5%** | **Electrical Equipment — 0.5%** | **Electrical Equipment — 0.5%** |
| AZZ, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48441 |
| Encore Wire Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122703 |
| Powell Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15550 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186694 |
| **Electronic Equipment, Instruments & Components — 4.3%** | **Electronic Equipment, Instruments & Components — 4.3%** | **Electronic Equipment, Instruments & Components — 4.3%** |
| Advanced Energy Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155605 |
| Arlo Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15016 |
| Badger Meter, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155150 |
| Benchmark Electronics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45533 |
| CTS Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60904 |
| ePlus, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57741 |
| Fabrinet<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227590 |
| FARO Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26763 |
| Insight Enterprises, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147297 |
| Itron, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110923 |
| Knowles Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72429 |
| Methode Electronics, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78712 |
| OSI Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55425 |
| PC Connection, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25748 |
| Plexus Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138235 |
| Rogers Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95233 |
| Sanmina Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159553 |
| ScanSource, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31295 |
| TTM Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74767 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733919 |
| **Energy Equipment & Services — 2.3%** | **Energy Equipment & Services — 2.3%** | **Energy Equipment & Services — 2.3%** |
| Archrock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58271 |
| Bristow Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31010 |
| Core Laboratories NV<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45607 |
| DMC Global, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17457 |
| Dril-Quip, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44722 |
| Helix Energy Solutions Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51070 |
| Helmerich & Payne, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253154 |
| Nabors Industries Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67214 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** |
| Oil States International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$23118 |
| Patterson-UTI Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177073 |
| ProPetro Holding Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48376 |
| RPC, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35871 |
| U.S. Silica Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45900 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898843 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| Cinemark Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45023 |
| Marcus Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17009 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62032 |
| **Equity Real Estate Investment Trusts (REITs) — 7.3%** | **Equity Real Estate Investment Trusts (REITs) — 7.3%** | **Equity Real Estate Investment Trusts (REITs) — 7.3%** |
| Acadia Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58031 |
| Agree Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304644 |
| Alexander & Baldwin, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65911 |
| American Assets Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66886 |
| Armada Hoffler Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37778 |
| Brandywine Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44889 |
| CareTrust REIT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87419 |
| Centerspace<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42770 |
| Chatham Lodging Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29055 |
| Community Healthcare Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40884 |
| DiamondRock Hospitality Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83161 |
| Easterly Government Properties, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62802 |
| Elme Communities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75561 |
| Essential Properties Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162084 |
| Four Corners Property Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105561 |
| Franklin Street Properties Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12168 |
| Getty Realty Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61336 |
| Global Net Lease, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63277 |
| Hersha Hospitality Trust, Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13726 |
| Hudson Pacific Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60511 |
| Industrial Logistics Properties Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10484 |
| Innovative Industrial Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137633 |
| iStar, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32077 |
| LTC Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69817 |
| LXP Industrial Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;13371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133977 |
| NexPoint Residential Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48003 |
| Office Properties Income Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31439 |
| Orion Office REIT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23442 |
| Outfront Media, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12269 |
| Retail Opportunity Investments Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90796 |
| RPT Realty<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36315 |
| Safehold, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33657 |
| Saul Centers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25466 |
| Service Properties Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58488 |
| SITE Centers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122489 |
| Summit Hotel Properties, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37429 |
| Sunstone Hotel Investors, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;10203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98561 |
| Tanger Factory Outlet Centers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90794 |
| Uniti Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63606 |
| Universal Health Realty Income Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29449 |
| Urban Edge Properties<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80229 |
| Urstadt Biddle Properties, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27421 |
| Veris Residential, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61219 |
| Whitestone REIT<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21709 |
| Xenia Hotels & Resorts, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66730 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2921953 |
| **Food & Staples Retailing — 0.9%** | **Food & Staples Retailing — 0.9%** | **Food & Staples Retailing — 0.9%** |
| Andersons, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52835 |
| Chefs' Warehouse, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54978 |
| PriceSmart, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73848 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** |
| SpartanNash Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp;$51710 |
| United Natural Foods, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109472 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342843 |
| **Food Products — 2.2%** | **Food Products — 2.2%** | **Food Products — 2.2%** |
| B&G Foods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38757 |
| Calavo Growers, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25284 |
| Cal-Maine Foods, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100297 |
| Fresh Del Monte Produce, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38892 |
| Hain Celestial Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70060 |
| Hostess Brands, Inc., Class A<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145725 |
| J & J Snack Foods Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108989 |
| John B Sanfilippo & Son, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35212 |
| Seneca Foods Corp., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15725 |
| Simply Good Foods Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155201 |
| Tootsie Roll Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36610 |
| TreeHouse Foods, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120882 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891634 |
| **Gas Utilities — 0.8%** | **Gas Utilities — 0.8%** | **Gas Utilities — 0.8%** |
| Chesapeake Utilities Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33091 |
| Northwest Natural Holding Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80998 |
| South Jersey Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211439 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325528 |
| **Health Care Equipment & Supplies — 2.6%** | **Health Care Equipment & Supplies — 2.6%** | **Health Care Equipment & Supplies — 2.6%** |
| AngioDynamics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26108 |
| Artivion, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23683 |
| Avanos Medical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61020 |
| Cardiovascular Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27649 |
| CONMED Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131542 |
| Cutera, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38250 |
| Glaukos Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100988 |
| Heska Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30769 |
| Inogen, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21898 |
| Integer Holdings Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110015 |
| LeMaitre Vascular, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43213 |
| Meridian Bioscience, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70405 |
| Merit Medical Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195335 |
| Mesa Laboratories, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40389 |
| OraSure Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16981 |
| Orthofix Medical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19688 |
| Surmodics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23133 |
| Varex Imaging Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39301 |
| Zynex, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14661 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035028 |
| **Health Care Providers & Services — 3.2%** | **Health Care Providers & Services — 3.2%** | **Health Care Providers & Services — 3.2%** |
| AdaptHealth Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71575 |
| Addus HomeCare Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77901 |
| AMN Healthcare Services, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216230 |
| Apollo Medical Holdings, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56961 |
| Community Health Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26244 |
| CorVel Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64962 |
| Cross Country Healthcare, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45674 |
| Ensign Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254879 |
| Fulgent Genetics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28499 |
| Joint Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9940 |
| ModivCare, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55453 |
| Owens & Minor, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72202 |
| Pediatrix Medical Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59054 |
| Pennant Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15010 |
| RadNet, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44552 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Select Medical Holdings Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5048 | &nbsp;&nbsp;&nbsp;&nbsp;$125342 |
| U.S. Physical Therapy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51049 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275527 |
| **Health Care Technology — 0.6%** | **Health Care Technology — 0.6%** | **Health Care Technology — 0.6%** |
| Computer Programs and Systems, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18809 |
| HealthStream, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29113 |
| NextGen Healthcare, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49899 |
| OptimizeRx Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13994 |
| Simulations Plus, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28378 |
| Veradigm, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93474 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233667 |
| **Hotels, Restaurants & Leisure — 1.9%** | **Hotels, Restaurants & Leisure — 1.9%** | **Hotels, Restaurants & Leisure — 1.9%** |
| BJ's Restaurants, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29915 |
| Bloomin' Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85631 |
| Brinker International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68128 |
| Cheesecake Factory, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73567 |
| Chuy's Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24678 |
| Dave & Buster's Entertainment, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72156 |
| Dine Brands Global, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49160 |
| El Pollo Loco Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9751 |
| Golden Entertainment, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39756 |
| Jack in the Box, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69799 |
| Monarch Casino & Resort, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49517 |
| Ruth's Hospitality Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22740 |
| Shake Shack, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75086 |
| Six Flags Entertainment Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83491 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753375 |
| **Household Durables — 2.6%** | **Household Durables — 2.6%** | **Household Durables — 2.6%** |
| Cavco Industries, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91179 |
| Century Communities, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68564 |
| Ethan Allen Interiors, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29221 |
| Green Brick Partners, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31935 |
| Installed Building Products, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97841 |
| iRobot Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63532 |
| La-Z-Boy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47625 |
| LGI Homes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91952 |
| M/I Homes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61373 |
| MDC Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87342 |
| Meritage Homes Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163563 |
| Sonos, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104290 |
| Tri Pointe Homes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90979 |
| Universal Electronics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12132 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041528 |
| **Household Products — 0.5%** | **Household Products — 0.5%** | **Household Products — 0.5%** |
| Central Garden & Pet Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17714 |
| Central Garden & Pet Co., Class A, NVS<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71994 |
| WD-40 Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106721 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196429 |
| **Insurance — 2.5%** | **Insurance — 2.5%** | **Insurance — 2.5%** |
| Ambac Financial Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38037 |
| American Equity Investment Life Holding Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153557 |
| AMERISAFE, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48332 |
| Assured Guaranty Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180990 |
| Employers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34245 |
| Genworth Financial, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;14070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74430 |
| HCI Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13302 |
| Horace Mann Educators Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41032 |
| James River Group Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33247 |
| Mercury General Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44118 |
| Palomar Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55276 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| ProAssurance Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;$24790 |
| Safety Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49461 |
| SiriusPoint Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24314 |
| Stewart Information Services Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49182 |
| Trupanion, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81039 |
| United Fire Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25171 |
| Universal Insurance Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12930 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983453 |
| **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** |
| Cars.com, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41365 |
| QuinStreet, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35100 |
| Shutterstock, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61261 |
| Yelp, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92436 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230162 |
| **Internet & Direct Marketing Retail — 0.1%** | **Internet & Direct Marketing Retail — 0.1%** | **Internet & Direct Marketing Retail — 0.1%** |
| Liquidity Services, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18461 |
| PetMed Express, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18107 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36568 |
| **IT Services — 1.2%** | **IT Services — 1.2%** | **IT Services — 1.2%** |
| CSG Systems International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84027 |
| EVERTEC, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102418 |
| Perficient, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117244 |
| Sabre Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;15926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98423 |
| TTEC Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40864 |
| Unisys Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16725 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459701 |
| **Life Sciences Tools & Services — 0.2%** | **Life Sciences Tools & Services — 0.2%** | **Life Sciences Tools & Services — 0.2%** |
| BioLife Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30194 |
| NeoGenomics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56595 |
| OmniAb, Inc., 12.50 Earnout Shares<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| OmniAb, Inc., 15.00 Earnout Shares<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86789 |
| **Machinery — 4.9%** | **Machinery — 4.9%** | **Machinery — 4.9%** |
| 3D Systems Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47071 |
| Alamo Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70800 |
| Albany International Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148772 |
| Astec Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44807 |
| Barnes Group, Inc.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100164 |
| CIRCOR International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23649 |
| Enerpac Tool Group Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70191 |
| EnPro Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109668 |
| ESCO Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109688 |
| Federal Signal Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136715 |
| Franklin Electric Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150568 |
| Greenbrier Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53279 |
| Hillenbrand, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144139 |
| John Bean Technologies Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141014 |
| Lindsay Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86636 |
| Proto Labs, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33598 |
| SPX Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144299 |
| Standex International Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59500 |
| Tennant Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55598 |
| Titan International, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37825 |
| Trinity Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116683 |
| Wabash National Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52545 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937209 |
| **Marine — 0.3%** | **Marine — 0.3%** | **Marine — 0.3%** |
| Matson, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114956 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Media — 0.5%** | **Media — 0.5%** | **Media — 0.5%** |
| AMC Networks, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$21311 |
| EW Scripps Co., Class A, NVS<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37077 |
| Gannett Co., Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14342 |
| Scholastic Corp., NVS<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56862 |
| TechTarget, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57719 |
| Thryv Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28272 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215583 |
| **Metals & Mining — 1.8%** | **Metals & Mining — 1.8%** | **Metals & Mining — 1.8%** |
| Arconic Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95495 |
| ATI, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187461 |
| Carpenter Technology Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86809 |
| Century Aluminum Co.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20286 |
| Compass Minerals International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67691 |
| Haynes International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27597 |
| Kaiser Aluminum Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59021 |
| Materion Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87598 |
| Olympic Steel, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15783 |
| SunCoke Energy, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34917 |
| TimkenSteel Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34868 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717526 |
| **Mortgage Real Estate Investment Trusts (REITs) — 1.3%** | **Mortgage Real Estate Investment Trusts (REITs) — 1.3%** | **Mortgage Real Estate Investment Trusts (REITs) — 1.3%** |
| Apollo Commercial Real Estate Finance, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67487 |
| ARMOUR Residential REIT, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36077 |
| Ellington Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34438 |
| Franklin BSP Realty Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51613 |
| Granite Point Mortgage Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13743 |
| Invesco Mortgage Capital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21819 |
| KKR Real Estate Finance Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38851 |
| New York Mortgage Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;17996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46070 |
| PennyMac Mortgage Investment Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53450 |
| Ready Capital Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53149 |
| Redwood Trust, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37160 |
| Two Harbors Investment Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66076 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519933 |
| **Multiline Retail — 0.0%** | **Multiline Retail — 0.0%** | **Multiline Retail — 0.0%** |
| Big Lots, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20609 |
| **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** |
| Avista Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138828 |
| Unitil Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39907 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178735 |
| **Oil, Gas & Consumable Fuels — 0.7%** | **Oil, Gas & Consumable Fuels — 0.7%** | **Oil, Gas & Consumable Fuels — 0.7%** |
| Dorian LPG Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29278 |
| Green Plains, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65727 |
| Par Pacific Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62566 |
| REX American Resources Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23959 |
| World Fuel Services Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82044 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263574 |
| **Paper & Forest Products — 0.3%** | **Paper & Forest Products — 0.3%** | **Paper & Forest Products — 0.3%** |
| Clearwater Paper Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30702 |
| Mercer International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22803 |
| Sylvamo Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77938 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131443 |
| **Personal Products — 1.3%** | **Personal Products — 1.3%** | **Personal Products — 1.3%** |
| Edgewell Personal Care Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96890 |
| elf Beauty, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134932 |
| Inter Parfums, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83876 |
| Medifast, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61135 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Personal Products (continued)** | **Personal Products (continued)** | **Personal Products (continued)** |
| Nu Skin Enterprises, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 | &nbsp;&nbsp;&nbsp;&nbsp;$101058 |
| USANA Health Sciences, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28834 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506725 |
| **Pharmaceuticals — 1.9%** | **Pharmaceuticals — 1.9%** | **Pharmaceuticals — 1.9%** |
| Amphastar Pharmaceuticals, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51221 |
| ANI Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23856 |
| Cara Therapeutics, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23499 |
| Collegium Pharmaceutical, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37793 |
| Corcept Therapeutics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94401 |
| Harmony Biosciences Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79289 |
| Innoviva, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40360 |
| Ligand Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52438 |
| Nektar Therapeutics<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20602 |
| Pacira BioSciences, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85946 |
| Phibro Animal Health Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13383 |
| Prestige Consumer Healthcare, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150365 |
| Supernus Pharmaceuticals, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93491 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766644 |
| **Professional Services — 1.5%** | **Professional Services — 1.5%** | **Professional Services — 1.5%** |
| Exponent, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243861 |
| Forrester Research, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19525 |
| Heidrick & Struggles International, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26935 |
| Kelly Services, Inc., Class A, NVS<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28358 |
| Korn Ferry<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131055 |
| NV5 Global, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80186 |
| Resources Connection, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28599 |
| TrueBlue, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31054 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589573 |
| **Real Estate Management & Development — 0.4%** | **Real Estate Management & Development — 0.4%** | **Real Estate Management & Development — 0.4%** |
| Anywhere Real Estate, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33925 |
| Douglas Elliman, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13451 |
| Marcus & Millichap, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41409 |
| RE/MAX Holdings, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16496 |
| St Joe Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63386 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168667 |
| **Road & Rail — 0.4%** | **Road & Rail — 0.4%** | **Road & Rail — 0.4%** |
| ArcBest Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82857 |
| Heartland Express, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34638 |
| Marten Transport Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55206 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172701 |
| **Semiconductors & Semiconductor Equipment — 3.5%** | **Semiconductors & Semiconductor Equipment — 3.5%** | **Semiconductors & Semiconductor Equipment — 3.5%** |
| Alpha & Omega Semiconductor Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30770 |
| Axcelis Technologies, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126897 |
| CEVA, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28777 |
| Cohu, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74003 |
| Diodes, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168269 |
| FormFactor, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83051 |
| Ichor Holdings Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37441 |
| Kulicke & Soffa Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124592 |
| MaxLinear, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118995 |
| Onto Innovation, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163893 |
| PDF Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40869 |
| Photronics, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50372 |
| Rambus, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186694 |
| SMART Global Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35072 |
| Ultra Clean Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73162 |
| Veeco Instruments, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46339 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389196 |
| **Software — 2.6%** | **Software — 2.6%** | **Software — 2.6%** |
| 8x8, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23401 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| A10 Networks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3099 | &nbsp;&nbsp;&nbsp;&nbsp;$51536 |
| Adeia, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5094 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48291 |
| Agilysys, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75974 |
| Alarm.com Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119791 |
| Cerence, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35411 |
| Consensus Cloud Solutions, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46072 |
| Digital Turbine, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66599 |
| Ebix, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22715 |
| InterDigital, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71202 |
| LivePerson, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34466 |
| LiveRamp Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75547 |
| OneSpan, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19146 |
| Progress Software Corp.<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105239 |
| SPS Commerce, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224881 |
| Xperi, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17728 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037999 |
| **Specialty Retail — 4.5%** | **Specialty Retail — 4.5%** | **Specialty Retail — 4.5%** |
| Aaron's Co., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16360 |
| Abercrombie & Fitch Co., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54961 |
| American Eagle Outfitters, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117948 |
| America's Car-Mart, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20377 |
| Asbury Automotive Group, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192515 |
| Bed Bath & Beyond, Inc.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9340 |
| Boot Barn Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90341 |
| Buckle, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65032 |
| Caleres, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39413 |
| Chico's FAS, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27375 |
| Children's Place, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22981 |
| Designer Brands, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24127 |
| Genesco, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27704 |
| Group 1 Automotive, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128243 |
| Guess?, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30621 |
| Haverty Furniture Cos., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19196 |
| Hibbett, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42365 |
| Leslie's, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87802 |
| MarineMax, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28535 |
| Monro, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69020 |
| National Vision Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148296 |
| ODP Corp.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88985 |
| Rent-A-Center, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54774 |
| Sally Beauty Holdings, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64966 |
| Shoe Carnival, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19869 |
| Signet Jewelers Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152932 |
| Sleep Number Corp.<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27695 |
| Sonic Automotive, Inc., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39909 |
| Urban Outfitters, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69690 |
| Zumiez, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16392 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797764 |
| **Technology Hardware, Storage & Peripherals — 0.2%** | **Technology Hardware, Storage & Peripherals — 0.2%** | **Technology Hardware, Storage & Peripherals — 0.2%** |
| Avid Technology, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42810 |
| Corsair Gaming, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25281 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68091 |
| **Textiles, Apparel & Luxury Goods — 0.9%** | **Textiles, Apparel & Luxury Goods — 0.9%** | **Textiles, Apparel & Luxury Goods — 0.9%** |
| G-III Apparel Group Ltd.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28407 |
| Kontoor Brands, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95776 |
| Movado Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24833 |
| Oxford Industries, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67555 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** |
| Steven Madden Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3551 | &nbsp;&nbsp;&nbsp;&nbsp;$113490 |
| Wolverine World Wide, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41742 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371803 |
| **Thrifts & Mortgage Finance — 1.7%** | **Thrifts & Mortgage Finance — 1.7%** | **Thrifts & Mortgage Finance — 1.7%** |
| Axos Financial, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90772 |
| Capitol Federal Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47497 |
| Mr. Cooper Group, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137365 |
| NMI Holdings, Inc., Class A<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84729 |
| Northfield Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28062 |
| Provident Financial Services, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68523 |
| TrustCo Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30110 |
| Walker & Dunlop, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116857 |
| WSFS Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79526 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683441 |
| **Trading Companies & Distributors — 1.6%** | **Trading Companies & Distributors — 1.6%** | **Trading Companies & Distributors — 1.6%** |
| Applied Industrial Technologies, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235802 |
| Boise Cascade Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131434 |
| DXP Enterprises, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21076 |
| GMS, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102439 |
| NOW, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68008 |
| Veritiv Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79842 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638601 |
| **Water Utilities — 0.8%** | **Water Utilities — 0.8%** | **Water Utilities — 0.8%** |
| American States Water Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165942 |
| California Water Service Group<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161242 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327184 |
| **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** |
| Gogo, Inc.<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46450 |
| Shenandoah Telecommunications Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38572 |
| Telephone & Data Systems, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50782 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135804 |
| **Total Long-Term Investments — 95.7%<br>(Cost: $42,088,193)<br>** | **Total Long-Term Investments — 95.7%<br>(Cost: $42,088,193)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;38107615 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 5.4%** | **Money Market Funds — 5.4%** | **Money Market Funds — 5.4%** |
| BlackRock Cash Funds: Institutional, SL Agency Shares, 4.53%<sup>(d)(e)(f)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;970343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970634 |
| BlackRock Cash Funds: Treasury, SL Agency Shares, 4.12%<sup>(d)(e)</sup><br>| 1171900 | &nbsp;&nbsp;&nbsp;&nbsp; 1171900 |
| **Total Short-Term Securities — 5.4%<br>(Cost: $2,142,108)<br>** | **Total Short-Term Securities — 5.4%<br>(Cost: $2,142,108)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142534 |
| **Total Investments — 101.1%<br>(Cost: $44,230,301)<br>** | **Total Investments — 101.1%<br>(Cost: $44,230,301)<br>** | &nbsp;&nbsp;&nbsp;&nbsp;40250149 |
| **Liabilities in Excess of Other Assets — (1.1)%<br>** | **Liabilities in Excess of Other Assets — (1.1)%<br>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(429204) |
| **Net Assets — 100.0%<br>** | **Net Assets — 100.0%<br>** | $39820945 |

---

<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® ESG Screened S&P Small-Cap 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;$405593 &nbsp;&nbsp;&nbsp;&nbsp;$564723<sup>(a)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$360 | &nbsp;&nbsp;&nbsp;&nbsp;$970634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2017<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| BlackRock Cash Funds: Treasury, SL Agency Shares<br>| &nbsp;&nbsp; 760000 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411900<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; 1171900 | &nbsp;&nbsp;&nbsp;&nbsp;1171900 | &nbsp;&nbsp;&nbsp;&nbsp; 20396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(42) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$360 | &nbsp;&nbsp;&nbsp;&nbsp;$2142534 |  | &nbsp;&nbsp;&nbsp;&nbsp;$22413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1 |

---

<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;Micro E-mini Russell 2000 Index<br>| &nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;03/17/23 | &nbsp;&nbsp;&nbsp;&nbsp;$89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$365 |

---

#### 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;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA<sup>(b)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;02/27/23 | &nbsp;&nbsp;&nbsp;&nbsp;$281094 | &nbsp;&nbsp;&nbsp;&nbsp;$(1273)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$280061 | &nbsp;&nbsp;&nbsp;&nbsp;0.7% |
|  | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;HSBC Bank PLC<sup>(d)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;02/10/23 | &nbsp;&nbsp;&nbsp;&nbsp; 413325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4390)<sup>(e)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 409162 | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
|  | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank NA<sup>(f)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;02/08/23 | &nbsp;&nbsp;&nbsp;&nbsp; 408653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6598)<sup>(g)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 402607 | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$(12261) | &nbsp;&nbsp;&nbsp;&nbsp;$1091830 |  |

---

<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 $(240) of net dividends, payable for referenced securities purchased and financing fees.

<sup>(e)</sup> Amount includes $(227) of net dividends, payable for referenced securities purchased and financing fees.

<sup>(g)</sup> Amount includes $(552) 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® ESG Screened S&P Small-Cap 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** |  |  |  |
| **Air Freight & Logistics** |  |  |  |
| Hub Group, Inc.<br>| &nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;$5246 | &nbsp;&nbsp;&nbsp;1.9% |
| **Banks** |  |  |  |
| BankUnited, Inc.<br>| 158 | &nbsp;&nbsp;&nbsp;&nbsp; 5367 | &nbsp;&nbsp;&nbsp;1.9 |
| Berkshire Hills Bancorp, Inc.<br>| 770 | &nbsp;&nbsp;&nbsp;&nbsp; 23023 | &nbsp;&nbsp;&nbsp;8.2 |
| Brookline Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 566 | &nbsp;&nbsp;&nbsp;0.2 |
| Central Pacific Financial Corp.<br>| &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 | &nbsp;&nbsp;&nbsp;0.1 |
| City Holding Co.<br>| 155 | &nbsp;&nbsp;&nbsp;&nbsp; 14429 | &nbsp;&nbsp;&nbsp;5.1 |
| Customers Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 2437 | &nbsp;&nbsp;&nbsp;0.9 |
| First Bancorp/Southern Pines NC<br>| &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;0.2 |
| First Financial Bancorp<br>| 364 | &nbsp;&nbsp;&nbsp;&nbsp; 8820 | &nbsp;&nbsp;&nbsp;3.1 |
| Hanmi Financial Corp.<br>| &nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 2401 | &nbsp;&nbsp;&nbsp;0.9 |
| Heritage Financial Corp.<br>| 152 | &nbsp;&nbsp;&nbsp;&nbsp; 4657 | &nbsp;&nbsp;&nbsp;1.7 |
| HomeStreet, Inc.<br>| &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;0.2 |
| Hope Bancorp, Inc.<br>| 869 | &nbsp;&nbsp;&nbsp;&nbsp; 11132 | &nbsp;&nbsp;&nbsp;4.0 |
| Independent Bank Corp.<br>| 103 | &nbsp;&nbsp;&nbsp;&nbsp; 8696 | &nbsp;&nbsp;&nbsp;3.1 |
| Lakeland Financial Corp.<br>| &nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp; 3649 | &nbsp;&nbsp;&nbsp;1.3 |
| NBT Bancorp, Inc.<br>| 167 | &nbsp;&nbsp;&nbsp;&nbsp; 7251 | &nbsp;&nbsp;&nbsp;2.6 |
| Northwest Bancshares, Inc.<br>| 236 | &nbsp;&nbsp;&nbsp;&nbsp; 3299 | &nbsp;&nbsp;&nbsp;1.2 |
| OFG Bancorp<br>| &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;0.5 |
| Preferred Bank<br>| 277 | &nbsp;&nbsp;&nbsp;&nbsp; 20670 | &nbsp;&nbsp;&nbsp;7.4 |
| Simmons First National Corp., Class A<br>| 407 | &nbsp;&nbsp;&nbsp;&nbsp; 8783 | &nbsp;&nbsp;&nbsp;3.1 |
| Trustmark Corp.<br>| 249 | &nbsp;&nbsp;&nbsp;&nbsp; 8693 | &nbsp;&nbsp;&nbsp;3.1 |
| United Community Banks, Inc.<br>| 269 | &nbsp;&nbsp;&nbsp;&nbsp; 9092 | &nbsp;&nbsp;&nbsp;3.2 |
| Westamerica Bancorp<br>| &nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp; 2124 | &nbsp;&nbsp;&nbsp;0.8 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;147897 |  |
| **Commercial Services & Supplies** |  |  |  |
| GEO Group, Inc. (The)<br>| 234 | &nbsp;&nbsp;&nbsp;&nbsp; 2562 | &nbsp;&nbsp;&nbsp;0.9 |
| Pitney Bowes, Inc.<br>| 971 | &nbsp;&nbsp;&nbsp;&nbsp; 3690 | &nbsp;&nbsp;&nbsp;1.3 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6252 |  |
| **Consumer Finance** |  |  |  |
| Bread Financial Holdings, Inc.<br>| 102 | &nbsp;&nbsp;&nbsp;&nbsp; 3841 | &nbsp;&nbsp;&nbsp;1.4 |
| **Equity Real Estate Investment Trusts (REITs)** |  |  |  |
| Getty Realty Corp.<br>| &nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp; 2708 | &nbsp;&nbsp;&nbsp;1.0 |
| **Gas Utilities** |  |  |  |
| Chesapeake Utilities Corp.<br>| &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 8273 | &nbsp;&nbsp;&nbsp;2.9 |
| **Insurance** |  |  |  |
| Employers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;0.4 |
| Horace Mann Educators Corp.<br>| 121 | &nbsp;&nbsp;&nbsp;&nbsp; 4521 | &nbsp;&nbsp;&nbsp;1.6 |
| ProAssurance Corp.<br>| 355 | &nbsp;&nbsp;&nbsp;&nbsp; 6202 | &nbsp;&nbsp;&nbsp;2.2 |
| Safety Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp; 2865 | &nbsp;&nbsp;&nbsp;1.0 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14623 |  |
| **Specialty Retail** |  |  |  |
| MarineMax, Inc.<br>| &nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 | &nbsp;&nbsp;&nbsp;0.5 |
| **Thrifts & Mortgage Finance** |  |  |  |
| Provident Financial Services, Inc.<br>| 140 | &nbsp;&nbsp;&nbsp;&nbsp; 2991 | &nbsp;&nbsp;&nbsp;1.1 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Thrifts & Mortgage Finance (continued)** |  |  |  |
| TrustCo Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;$263 | &nbsp;&nbsp;&nbsp;0.1% |
| WSFS Financial Corp.<br>| 815 | &nbsp;&nbsp;&nbsp;&nbsp; 36952 | 13.2 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40206 |  |
| **Water Utilities** |  |  |  |
| Middlesex Water Co.<br>| 631 | &nbsp;&nbsp;&nbsp;&nbsp; 49641 | 17.7 |
| **Net Value of Reference Entity —<br>Goldman Sachs Bank USA<br>**  |  | &nbsp;&nbsp;$280061 |  |

---

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** |  |  |  |
| **Banks** |  |  |  |
| Ameris Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;$6317 | &nbsp;&nbsp;&nbsp;1.5% |
| Banc of California, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp; 1832 | &nbsp;&nbsp;&nbsp;0.4 |
| Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp; 2980 | &nbsp;&nbsp;&nbsp;0.7 |
| Banner Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 4424 | &nbsp;&nbsp;&nbsp;1.1 |
| Berkshire Hills Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp; 19495 | &nbsp;&nbsp;&nbsp;4.8 |
| Brookline Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp; 3792 | &nbsp;&nbsp;&nbsp;0.9 |
| City Holding Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp; 7261 | &nbsp;&nbsp;&nbsp;1.8 |
| Community Bank System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp; 6924 | &nbsp;&nbsp;&nbsp;1.7 |
| Customers Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 | &nbsp;&nbsp;&nbsp;0.6 |
| CVB Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp; 6901 | &nbsp;&nbsp;&nbsp;1.7 |
| Eagle Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp;&nbsp;0.6 |
| First Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp; 4795 | &nbsp;&nbsp;&nbsp;1.2 |
| First Bancorp./Southern Pines NC<br>| &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp; 4327 | &nbsp;&nbsp;&nbsp;1.1 |
| First Commonwealth Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp; 11176 | &nbsp;&nbsp;&nbsp;2.7 |
| Hope Bancorp, Inc.<br>| 1224 | &nbsp;&nbsp;&nbsp;&nbsp; 15679 | &nbsp;&nbsp;&nbsp;3.8 |
| Independent Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp; 22374 | &nbsp;&nbsp;&nbsp;5.5 |
| OFG Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp; 12430 | &nbsp;&nbsp;&nbsp;3.0 |
| Pacific Premier Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 6123 | &nbsp;&nbsp;&nbsp;1.5 |
| Pathward Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp; 2497 | &nbsp;&nbsp;&nbsp;0.6 |
| Preferred Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp; 2910 | &nbsp;&nbsp;&nbsp;0.7 |
| Renasant Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp; 4323 | &nbsp;&nbsp;&nbsp;1.1 |
| S&T Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp; 24951 | &nbsp;&nbsp;&nbsp;6.1 |
| Seacoast Banking Corp. of Florida<br>| &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp; 4554 | &nbsp;&nbsp;&nbsp;1.1 |
| Simmons First National Corp., Class A<br>| 1488 | &nbsp;&nbsp;&nbsp;&nbsp; 32111 | &nbsp;&nbsp;&nbsp;7.9 |
| Trustmark Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp; 4678 | &nbsp;&nbsp;&nbsp;1.1 |
| Verites Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp; 2808 | &nbsp;&nbsp;&nbsp;0.7 |
| Westamerica Bancorp<br>| &nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp; 3423 | &nbsp;&nbsp;&nbsp;0.8 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;223732 |  |
| **Commercial Services & Supplies** |  |  |  |
| Pitney Bowes, Inc.<br>| 4389 | &nbsp;&nbsp;&nbsp;&nbsp; 16678 | &nbsp;&nbsp;&nbsp;4.1 |
| **Consumer Finance** |  |  |  |
| Green Dot Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 | &nbsp;&nbsp;&nbsp;0.4 |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® ESG Screened S&P Small-Cap ETF

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Electronic Equipment, Instruments & Components** |  |  |  |
| Rogers Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;$4654 | &nbsp;&nbsp;&nbsp;1.1% |
| ScanSource, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp;&nbsp;0.4 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6174 |  |
| **Equity Real Estate Investment Trusts (REITs)** |  |  |  |
| Outfront Media, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp; 4957 | &nbsp;&nbsp;&nbsp;1.2 |
| RPT Realty<br>| &nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp; 1757 | &nbsp;&nbsp;&nbsp;0.4 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6714 |  |
| **Gas Utilities** |  |  |  |
| Chesapeake Utilities Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;439 | &nbsp;&nbsp;&nbsp;&nbsp; 51881 | 12.7 |
| **Insurance** |  |  |  |
| Employers Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp; 16907 | &nbsp;&nbsp;&nbsp;4.1 |
| Genworth Financial, Inc., Class A<br>| 1654 | &nbsp;&nbsp;&nbsp;&nbsp; 8750 | &nbsp;&nbsp;&nbsp;2.1 |
| Horace Mann Educators Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp; 22422 | &nbsp;&nbsp;&nbsp;5.5 |
| James River Group Holdings Ltd.<br>| &nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp; 1589 | &nbsp;&nbsp;&nbsp;0.4 |
| ProAssurance Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;626 | &nbsp;&nbsp;&nbsp;&nbsp; 10936 | &nbsp;&nbsp;&nbsp;2.7 |
| Safety Insurance Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp; 2949 | &nbsp;&nbsp;&nbsp;0.7 |
| Stewart Information Services Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;56 | &nbsp;&nbsp;&nbsp;&nbsp; 2393 | &nbsp;&nbsp;&nbsp;0.6 |
| United Fire Group, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp; 1204 | &nbsp;&nbsp;&nbsp;0.3 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67150 |  |
| **Multi-Utilities** |  |  |  |
| Avista Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp; 6651 | &nbsp;&nbsp;&nbsp;1.6 |
| **Oil, Gas & Consumable Fuels** |  |  |  |
| Green Plains, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp; 11620 | &nbsp;&nbsp;&nbsp;2.8 |
| **Thrifts & Mortgage Finance** |  |  |  |
| Capitol Federal Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 | &nbsp;&nbsp;&nbsp;0.5 |
| Northfield Bancorp., Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp; 1353 | &nbsp;&nbsp;&nbsp;0.3 |
| TrustCo Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp; 1466 | &nbsp;&nbsp;&nbsp;0.4 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4912 |  |
| **Water Utilities** |  |  |  |
| Middlesex Water Co.<br>| &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp; 12115 | &nbsp;&nbsp;&nbsp;3.0 |
| **Net Value of Reference Entity —<br>HSBC Bank PLC<br>**  |  | &nbsp;&nbsp;$409162 |  |

---

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** |  |  |  |
| Central Pacific Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;736 | &nbsp;&nbsp;$14926 | &nbsp;&nbsp;&nbsp;3.7% |

---

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares* | &nbsp;&nbsp;*Value* | *% of<br> Basket<br> Value* |
| **Banks (continued)** |  |  |  |
| Columbia Banking System, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;$6779 | &nbsp;&nbsp;&nbsp;1.7% |
| Eagle Bancorp, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp;0.1 |
| First BanCorp/Puerto Rico<br>| 1359 | &nbsp;&nbsp;&nbsp;&nbsp; 17287 | &nbsp;&nbsp;&nbsp;4.3 |
| First Commonwealth Financial Corp.<br>| 1583 | &nbsp;&nbsp;&nbsp;&nbsp; 22115 | &nbsp;&nbsp;&nbsp;5.5 |
| Independent Bank Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp; 40273 | 10.0 |
| National Bank Holdings Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp; 8877 | &nbsp;&nbsp;&nbsp;2.2 |
| Pathward Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp; 8567 | &nbsp;&nbsp;&nbsp;2.1 |
| Preferred Bank<br>| &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp; 12312 | &nbsp;&nbsp;&nbsp;3.1 |
| Seacoast Banking Corp. of Florida<br>| &nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp; 14815 | &nbsp;&nbsp;&nbsp;3.7 |
| Simmons First National Corp., Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp;158 | &nbsp;&nbsp;&nbsp;&nbsp; 3410 | &nbsp;&nbsp;&nbsp;0.8 |
| Southside Bancshares, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;61 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 | &nbsp;&nbsp;&nbsp;0.5 |
| United Community Banks, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp; 1521 | &nbsp;&nbsp;&nbsp;0.4 |
| Veritex Holdings, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp; 12440 | &nbsp;&nbsp;&nbsp;3.1 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;165781 |  |
| **Consumer Finance** |  |  |  |
| Bread Financial Holdings, Inc.<br>| 2115 | &nbsp;&nbsp;&nbsp;&nbsp; 79651 | 19.8 |
| Green Dot Corp., Class A<br>| 1109 | &nbsp;&nbsp;&nbsp;&nbsp; 17544 | &nbsp;&nbsp;&nbsp;4.3 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97195 |  |
| **Equity Real Estate Investment Trusts (REITs)** |  |  |  |
| Acadia Realty Trust<br>| &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp; 2583 | &nbsp;&nbsp;&nbsp;0.6 |
| BRANDYWINE RLTY<br>| &nbsp;&nbsp;&nbsp;&nbsp;332 | &nbsp;&nbsp;&nbsp;&nbsp; 2042 | &nbsp;&nbsp;&nbsp;0.5 |
| Outfront Media, Inc.<br>| 5459 | &nbsp;&nbsp;&nbsp;&nbsp; 90510 | 22.5 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95135 |  |
| **Insurance** |  |  |  |
| Genworth Financial, Inc., Class A<br>| 6354 | &nbsp;&nbsp;&nbsp;&nbsp; 33613 | &nbsp;&nbsp;&nbsp;8.4 |
| **Oil, Gas & Consumable Fuels** |  |  |  |
| Green Plains, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp;&nbsp;0.8 |
| **Thrifts & Mortgage Finance** |  |  |  |
| Capitol Federal Financial, Inc.<br>| &nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;0.0 |
| WSFS Financial Corp.<br>| &nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp; 7708 | &nbsp;&nbsp;&nbsp;1.9 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7803 |  |
| **Net Value of Reference Entity —<br>JPMorgan Chase Bank NA<br>**  |  | &nbsp;&nbsp;$402607 |  |

---

------

Schedule of Investments (unaudited) (continued)

December 31, 2022

iShares® ESG Screened S&P Small-Cap ETF

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;*Level 1* | &nbsp;&nbsp;*Level 2* | &nbsp;&nbsp;*Level 3* | &nbsp;&nbsp;*Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38107615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$38107615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2142534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2142534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40250149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40250149 |
| Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity Contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$365 |
| &nbsp;&nbsp;&nbsp;Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equity Contracts<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12261) |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(12261) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(11896) |

---

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

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 415-670-2000

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

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

- **b. EDGAR series identifier (if any):** S000069536

- **c. LEI of Series:** 549300V2ATMVLBN27P36

**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:** $37405581.15

**Total Liabilities:** $902797.91

**Net Assets:** $36502783.24

**Cash Not Reported:** $5000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221874 | 12.23%               | 4.10%                | -6.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $431741.28               | $3621223.18                                |
| Month 2  | $-21673.12               | $1408727.39                                |
| Month 3  | $-197594.23              | $-2314603.62                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tootsie Roll Industries Inc               | Tootsie Roll Industries Inc                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       788 | NS      | $33545.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                | Zumiez Inc                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       692 | NS      | $15044.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                 | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       914 | NS      | $12256.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                        | CareTrust REIT Inc                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      4313 | NS      | $80135.54     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                         | AngioDynamics Inc                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      1738 | NS      | $23932.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                             | Surmodics Inc                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       622 | NS      | $21222.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                              | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1476 | NS      | $96368.04     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers             | Tanger Factory Outlet Centers Inc          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      4639 | NS      | $83223.66     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                      | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1859 | NS      | $52200.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                   | ANI Pharmaceuticals Inc                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       543 | NS      | $21844.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                 | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       535 | NS      | $11133.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                       | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      2061 | NS      | $140148.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                            | DMC Global Inc                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       824 | NS      | $16018.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                        | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5577 | NS      | $143607.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                     | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3373 | NS      | $85370.63     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                    | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      3618 | NS      | $106984.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                | uniQure NV                                 | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      1831 | NS      | $41508.77     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Seacoast Banking Corp of Flori            | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2543 | NS      | $79316.17     | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc                         | PROG Holdings Inc                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2224 | NS      | $37563.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                   | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1347 | NS      | $135063.69    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                               | CONMED Corp                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1360 | NS      | $120550.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                     | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2317 | NS      | $47915.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co              | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      1560 | NS      | $74240.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                  | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1356 | NS      | $71461.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C            | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      1770 | NS      | $24726.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                             | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3213 | NS      | $109081.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                           | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1658 | NS      | $68856.74     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                          | Elme Communities                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      3891 | NS      | $69259.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Propertie            | Industrial Logistics Properties Trust      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      2938 | NS      | $9607.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                             | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1733 | NS      | $58540.74     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                               | Blucora Inc                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      2129 | NS      | $54353.37     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                     | Veeco Instruments Inc                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      2286 | NS      | $42473.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc              | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      4256 | NS      | $79161.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                          | Cytokinetics Inc                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      4207 | NS      | $192764.74    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1685 | NS      | $105329.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                           | OptimizeRx Corp                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $12818.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                 | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       496 | NS      | $26387.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                  | Simply Good Foods Co/The                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3741 | NS      | $142270.23    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc              | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      2403 | NS      | $85715.01     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                           | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      3096 | NS      | $132106.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc              | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      2841 | NS      | $21193.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                             | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2374 | NS      | $89238.66     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                          | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       766 | NS      | $72999.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                              | Veritiv Corp                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       602 | NS      | $73269.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In            | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1047 | NS      | $89623.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                         | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      5288 | NS      | $57903.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                  | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1730 | NS      | $137967.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                  | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1481 | NS      | $66496.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                  | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       975 | NS      | $36465.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                   | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1900 | NS      | $26049.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                    | Pacira BioSciences Inc                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2040 | NS      | $78764.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr            | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6330 | NS      | $148565.10    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income            | Universal Health Realty Income Trust       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       565 | NS      | $26967.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc               | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       984 | NS      | $176382.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                     | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       665 | NS      | $61964.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                      | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1259 | NS      | $31160.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE              | Eagle Pharmaceuticals Inc/DE               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       463 | NS      | $13533.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                              | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1454 | NS      | $28469.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp            | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       464 | NS      | $9409.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                        | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2195 | NS      | $87778.05     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      2150 | NS      | $116831.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                   | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3225 | NS      | $60404.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                             | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1219 | NS      | $56293.42     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc            | Community Healthcare Trust Inc             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1046 | NS      | $37446.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                    | US Silica Holdings Inc                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      3366 | NS      | $42075.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                      | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2678 | NS      | $63870.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                     | Arlo Technologies Inc                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      3922 | NS      | $13766.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc              | Adtalem Global Education Inc               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      2019 | NS      | $71674.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                | Organogenesis Holdings Inc                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      3174 | NS      | $8538.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In            | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      3731 | NS      | $96744.83     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                            | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2328 | NS      | $81270.48     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                            | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3424 | NS      | $76115.52     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                  | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1465 | NS      | $116262.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK GLOBAL                          | BLACKROCK GLOBAL                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    886580 | NS      | $886846.11    | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                           | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     10544 | NS      | $58308.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                   | ATI Inc                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5754 | NS      | $171814.44    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings            | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1899 | NS      | $108394.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                 | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1564 | NS      | $41743.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                    | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1102 | NS      | $37963.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                               | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1618 | NS      | $44592.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                          | InterDigital Inc                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $65264.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                         | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1384 | NS      | $48426.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                   | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1593 | NS      | $183322.44    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc               | ARMOUR Residential REIT Inc                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      5874 | NS      | $33070.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                   | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      7299 | NS      | $44888.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                | Heska Corp                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       453 | NS      | $28158.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                     | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      4681 | NS      | $232037.17    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                         | Triumph Group Inc                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      2889 | NS      | $30392.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                         | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $18195.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1818 | NS      | $56867.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                       | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2667 | NS      | $47899.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc               | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     16496 | NS      | $42229.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                            | Clearfield Inc                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       512 | NS      | $48199.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                         | Inter Parfums Inc                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       797 | NS      | $76926.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                               | Cerence Inc                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1751 | NS      | $32446.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                 | SMART Global Holdings Inc                  | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |      2161 | NS      | $32155.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                       | Chuy's Holdings Inc                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $22640.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                    | NextGen Healthcare Inc                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2435 | NS      | $45729.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                  | CEVA Inc                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      1031 | NS      | $26372.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                 | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      2008 | NS      | $101705.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                               | Unisys Corp                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      3001 | NS      | $15335.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                         | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1565 | NS      | $56559.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                              | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1085 | NS      | $75993.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookline Bancorp Inc                     | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3110 | NS      | $44006.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                   | 8x8 Inc                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      4965 | NS      | $21448.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif            | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      3086 | NS      | $140783.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                  | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      2023 | NS      | $67062.45     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                     | Triumph Financial Inc                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1006 | NS      | $49163.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                           | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      1142 | NS      | $9284.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                     | FARO Technologies Inc                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       834 | NS      | $24527.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                       | Century Aluminum Co                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      2274 | NS      | $18601.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                            | Omniab Inc/old                             | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National Vision Holdings Inc              | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3508 | NS      | $135970.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                  | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      1944 | NS      | $68176.08     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                               | Harsco Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      3533 | NS      | $22222.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                               | Trinseo PLC                                | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |      1555 | NS      | $35314.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                   | Lakeland Financial Corp                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1078 | NS      | $78661.66     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                         | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      3255 | NS      | $104029.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc             | Consensus Cloud Solutions Inc              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       785 | NS      | $42201.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc             | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3294 | NS      | $39528.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       587 | NS      | $49460.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                  | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2752 | NS      | $75212.16     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                | Cardiovascular Systems Inc                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      1860 | NS      | $25333.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                            | Perficient Inc                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1539 | NS      | $107468.37    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                   | Titan International Inc                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      2263 | NS      | $34669.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                             | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       917 | NS      | $80246.67     | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Meridian Bioscience Inc                   | Meridian Bioscience Inc                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      1944 | NS      | $64560.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                 | America's Car-Mart Inc/TX                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $18643.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc               | Berkshire Hills Bancorp Inc                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       581 | NS      | $17371.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MarineMax Inc                             | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       914 | NS      | $28535.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                           | City Holding Co                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $39842.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                       | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2244 | NS      | $110808.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      3617 | NS      | $36314.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                      | Cavco Industries Inc                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $83486.25     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                          | Badger Meter Inc                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1305 | NS      | $142284.15    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings             | Sun Country Airlines Holdings Inc          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1448 | NS      | $22965.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                             | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       738 | NS      | $67947.66     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group             | Brightsphere Investment Group Inc          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      1436 | NS      | $29552.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust            | Office Properties Income Trust             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2159 | NS      | $28822.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                     | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       861 | NS      | $39623.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                | Independent Bank Group Inc                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1575 | NS      | $94626.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti            | Innovative Industrial Properties Inc       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      1244 | NS      | $126079.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                      | Fulgent Genetics Inc                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       877 | NS      | $26117.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                 | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      2536 | NS      | $179092.32    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                 | iStar Inc                                  | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      3854 | NS      | $29406.02     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                           | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      1084 | NS      | $15598.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment             | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1866 | NS      | $66131.04     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                 | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       939 | NS      | $99965.94     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                          | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      2248 | NS      | $91830.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Seneca Foods Corp                         | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $14384.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                      | Rent-A-Center Inc/TX                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2227 | NS      | $50218.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | TRS CFD EQUITY BASKET                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6485.76     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion Office REIT Inc                     | Orion Office REIT Inc                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2517 | NS      | $21495.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc               | Pediatrix Medical Group Inc                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3642 | NS      | $54120.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                            | SpartanNash Co                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1568 | NS      | $47416.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                         | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1360 | NS      | $59935.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                           | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2064 | NS      | $19896.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                | ServisFirst Bancshares Inc                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2174 | NS      | $149810.34    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                   | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2197 | NS      | $92625.52     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                      | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      1040 | NS      | $27435.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                  | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      9639 | NS      | $162320.76    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                       | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1688 | NS      | $91911.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                    | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2219 | NS      | $109796.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                      | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1010 | NS      | $41066.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc            | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       304 | NS      | $58197.76     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                               | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1917 | NS      | $32550.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                    | American Vanguard Corp                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      1236 | NS      | $26833.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                        | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      2375 | NS      | $90772.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                          | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       818 | NS      | $112524.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                          | Pitney Bowes Inc                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      1838 | NS      | $6984.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                         | AeroVironment Inc                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1115 | NS      | $95510.90     | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| WisdomTree Inc                            | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      4952 | NS      | $26988.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                             | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1563 | NS      | $74289.39     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                    | Pathward Financial Inc                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      1023 | NS      | $44040.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                 | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      4757 | NS      | $59557.64     | 0.16%             |  |  |  | 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        |      2551 | NS      | $35611.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                         | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       503 | NS      | $23590.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                      | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      2039 | NS      | $61190.39     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                         | PDF Solutions Inc                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      1313 | NS      | $37446.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                   | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3854 | NS      | $93382.42     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                           | 3D Systems Corp                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      5831 | NS      | $43149.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                    | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      1037 | NS      | $48251.61     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                    | Forrester Research Inc                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       500 | NS      | $17880.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                         | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       848 | NS      | $37422.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                              | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      2792 | NS      | $36994.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                | Xencor Inc                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2664 | NS      | $69370.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS                      | BLACKROCK CASH FUNDS                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1171900 | NS      | $1171900.45   | 3.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                   | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1399 | NS      | $53679.63     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                  | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1839 | NS      | $52282.77     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc               | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       590 | NS      | $45365.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                    | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1912 | NS      | $96460.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.          | MICRO EMIN RUS2000                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        10 | NC      | $-1482.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                        | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1364 | NS      | $25916.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                            | elf Beauty Inc                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2236 | NS      | $123650.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc             | Urstadt Biddle Properties Inc              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      1327 | NS      | $25146.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                            | Dorian LPG Ltd                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |      1417 | NS      | $26852.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                    | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       697 | NS      | $45026.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                      | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1122 | NS      | $50669.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                    | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1457 | NS      | $48853.21     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp               | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      1361 | NS      | $41428.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                    | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       866 | NS      | $23832.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                               | Rogers Corp                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       798 | NS      | $95233.32     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                   | RPC Inc                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3699 | NS      | $32884.11     | 0.09%             |  |  |  | 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        |      1369 | NS      | $16359.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                             | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6896 | NS      | $114266.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                    | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2374 | NS      | $37817.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                               | iRobot Corp                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      1210 | NS      | $58237.30     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                            | QuinStreet Inc                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      2242 | NS      | $32172.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc              | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      5933 | NS      | $73509.87     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                     | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      2955 | NS      | $69265.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                        | Hostess Brands Inc                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5952 | NS      | $133562.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearwater Paper Corp                     | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       744 | NS      | $28130.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                | Sabre Corp                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     14598 | NS      | $90215.64     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                         | Owens & Minor Inc                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      3389 | NS      | $66187.17     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc            | Telephone and Data Systems Inc             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4437 | NS      | $46544.13     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                   | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      2552 | NS      | $31568.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                | Cutera Inc                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       793 | NS      | $35066.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                               | Genesco Inc                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       552 | NS      | $25403.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                               | Banner Corp                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1451 | NS      | $91703.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems             | Computer Programs and Systems Inc          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       633 | NS      | $17230.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                 | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      1999 | NS      | $34862.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                     | Cara Therapeutics Inc                      | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      2006 | NS      | $21544.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW Inc                                   | NOW Inc                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      4909 | NS      | $62344.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                       | Onto Innovation Inc                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2207 | NS      | $150274.63    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions             | Donnelley Financial Solutions Inc          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1113 | NS      | $43017.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                         | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      1419 | NS      | $24789.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                  | CIRCOR International Inc                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       905 | NS      | $21683.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                           | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5615 | NS      | $51882.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2373 | NS      | $120121.26    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                  | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      3099 | NS      | $84726.66     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc            | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $15608.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc             | Motorcar Parts of America Inc              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       864 | NS      | $10247.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                       | MGP Ingredients Inc                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       688 | NS      | $73189.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C            | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1151 | NS      | $49182.23     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                           | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       697 | NS      | $55425.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group            | California Water Service Group             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2437 | NS      | $147779.68    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                        | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1538 | NS      | $25992.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                             | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       308 | NS      | $12193.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                       | Stellar Bancorp Inc                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1976 | NS      | $58212.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                       | Avid Technology Inc                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      1476 | NS      | $39246.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                          | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1246 | NS      | $19524.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                            | Omniab Inc/old                             | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ameris Bancorp                            | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2766 | NS      | $130389.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                   | US Physical Therapy Inc                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       578 | NS      | $46835.34     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                       | Digital Turbine Inc                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      4006 | NS      | $61051.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                     | BioLife Solutions Inc                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1521 | NS      | $27682.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                 | Edgewell Personal Care Co                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      2304 | NS      | $88796.16     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                    | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       739 | NS      | $36107.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                       | Park Aerospace Corp                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       864 | NS      | $11586.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                             | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      3186 | NS      | $35523.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                | El Pollo Loco Holdings Inc                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       897 | NS      | $8934.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                              | Balchem Corp                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1429 | NS      | $174495.19    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                  | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |      1795 | NS      | $20893.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                | Xenia Hotels & Resorts Inc                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      5063 | NS      | $66730.34     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                    | DXP Enterprises Inc/TX                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $19312.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                     | Hawaiian Holdings Inc                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      2286 | NS      | $23454.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Interface Inc                             | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2586 | NS      | $25523.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                         | Redwood Trust Inc                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      5039 | NS      | $34063.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                     | Mesa Laboratories Inc                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       223 | NS      | $37064.83     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp              | Six Flags Entertainment Corp               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      3291 | NS      | $76515.75     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1098 | NS      | $41032.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp             | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      1473 | NS      | $34880.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                  | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $63176.76     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                  | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       606 | NS      | $97693.26     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                         | Piper Sandler Cos                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       629 | NS      | $81889.51     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                            | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1071 | NS      | $31294.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                           | MillerKnoll Inc                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      3359 | NS      | $70572.59     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                 | Carpenter Technology Corp                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      2154 | NS      | $79568.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc               | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1927 | NS      | $198134.14    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                 | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1196 | NS      | $52958.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments            | Retail Opportunity Investments Corp        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5537 | NS      | $83221.11     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie            | Applied Industrial Technologies Inc        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1715 | NS      | $216141.45    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                      | Quaker Chemical Corp                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       606 | NS      | $101141.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                       | Jack in the Box Inc                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       937 | NS      | $63931.51     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I            | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      1221 | NS      | $12930.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                              | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1226 | NS      | $46612.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                     | ATN International Inc                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       477 | NS      | $21612.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                              | Artivion Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      1792 | NS      | $21719.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                      | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2470 | NS      | $233686.70    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications             | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      2227 | NS      | $35364.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate             | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      5750 | NS      | $61870.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc              | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1493 | NS      | $34637.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                      | Global Net Lease Inc                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      4614 | NS      | $57997.98     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                  | Green Brick Partners Inc                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1208 | NS      | $29269.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                        | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $23167.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                       | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      3902 | NS      | $78508.24     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                | Rambus Inc                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4778 | NS      | $171147.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                               | Unitil Corp                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $36619.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc             | Dime Community Bancshares Inc              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $45835.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                       | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      8356 | NS      | $18884.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The              | Hain Celestial Group Inc/The               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      3970 | NS      | $64234.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                            | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3279 | NS      | $111387.63    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                          | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      1066 | NS      | $56199.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                               | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $59439.97     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                    | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1325 | NS      | $82839.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                      | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2559 | NS      | $50617.02     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                    | J & J Snack Foods Corp                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       668 | NS      | $100006.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                 | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       588 | NS      | $17581.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                    | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     14070 | NS      | $74430.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc            | Kulicke & Soffa Industries Inc             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |      2581 | NS      | $114235.06    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                              | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1101 | NS      | $113248.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                    | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       958 | NS      | $58054.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                           | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1005 | NS      | $34350.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I            | Atlas Air Worldwide Holdings Inc           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      1146 | NS      | $115516.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                       | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1257 | NS      | $101653.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                 | Zynex Inc                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       966 | NS      | $13437.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                              | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       488 | NS      | $79470.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                  | Gogo Inc                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2885 | NS      | $42582.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                   | Coherus Biosciences Inc                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      2869 | NS      | $22722.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I            | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2202 | NS      | $137845.20    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA             | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4408 | NS      | $148990.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                 | Community Bank System Inc                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      2280 | NS      | $143526.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                       | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       696 | NS      | $47321.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                      | Simulations Plus Inc                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $26037.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                      | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      2665 | NS      | $165922.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                           | NBT Bancorp Inc                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1738 | NS      | $75463.96     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                 | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1957 | NS      | $62447.87     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp               | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1465 | NS      | $61632.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                 | Xperi Inc                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $16247.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                  | Haynes International Inc                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       554 | NS      | $25312.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                             | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1386 | NS      | $110173.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                  | Chefs' Warehouse Inc/The                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1514 | NS      | $50385.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc            | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      1011 | NS      | $43998.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                | RadNet Inc                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      2168 | NS      | $40823.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                            | Gannett Co Inc                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      6477 | NS      | $13148.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                              | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2553 | NS      | $146261.37    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                  | Hersha Hospitality Trust                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      1477 | NS      | $12584.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                               | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1621 | NS      | $36115.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                               | Livent Corp                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      7974 | NS      | $158443.38    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                               | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1231 | NS      | $126706.83    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                   | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1257 | NS      | $62862.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp               | REX American Resources Corp                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       690 | NS      | $21983.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                     | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      2070 | NS      | $31753.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       719 | NS      | $48029.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T            | PennyMac Mortgage Investment Trust         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3954 | NS      | $48990.06     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       827 | NS      | $50918.39     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                         | Agree Realty Corp                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $279251.41    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                             | Tredegar Corp                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1132 | NS      | $11569.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                     | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      4765 | NS      | $41264.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                        | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      2941 | NS      | $130639.22    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                      | LXP Industrial Trust                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     12257 | NS      | $122815.14    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                     | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2170 | NS      | $26625.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties            | Easterly Government Properties Inc         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      4035 | NS      | $57579.45     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS Inc                                   | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1885 | NS      | $93873.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                 | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6475 | NS      | $82362.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                       | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     10062 | NS      | $105751.62    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                              | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1913 | NS      | $43654.66     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                  | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1039 | NS      | $49809.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                     | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1149 | NS      | $100583.46    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                       | Designer Brands Inc                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2261 | NS      | $22112.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                 | Monro Inc                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $63234.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                 | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1974 | NS      | $23312.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                | Kaman Corp                                 | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      1246 | NS      | $27785.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                             | St Joe Co/The                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      1504 | NS      | $58129.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA             | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       107 | NS      | $7984.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc             | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      3011 | NS      | $34626.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                        | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       740 | NS      | $12269.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                      | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       713 | NS      | $54159.48     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                           | LendingTree Inc                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       488 | NS      | $10409.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                            | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2743 | NS      | $46164.69     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                       | Douglas Elliman Inc                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      3029 | NS      | $12328.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                              | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      4043 | NS      | $66386.06     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                            | HomeStreet Inc                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       766 | NS      | $21126.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                          | AdaptHealth Corp                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3414 | NS      | $65617.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                              | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      2754 | NS      | $37922.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                        | PetMed Express Inc                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       937 | NS      | $16584.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                       | RE/MAX Holdings Inc                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       811 | NS      | $15117.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                       | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       717 | NS      | $71334.33     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                          | Saul Centers Inc                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $23350.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                     | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       710 | NS      | $24282.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                 | Viad Corp                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       919 | NS      | $22414.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc             | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      7745 | NS      | $108120.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                 | Dynavax Technologies Corp                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      5275 | NS      | $56126.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                           | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       458 | NS      | $64852.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                    | Anika Therapeutics Inc                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       650 | NS      | $19240.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                      | Extreme Networks Inc                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      5838 | NS      | $106893.78    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                            | NV5 Global Inc                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $73569.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                          | SPS Commerce Inc                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1605 | NS      | $206130.15    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc             | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      3667 | NS      | $47304.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                             | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       911 | NS      | $84358.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                     | Urban Edge Properties                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5220 | NS      | $73549.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                    | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       987 | NS      | $43882.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                        | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1774 | NS      | $36012.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                          | A10 Networks Inc                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      2841 | NS      | $47245.83     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc            | Advanced Energy Industries Inc             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1662 | NS      | $142566.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                             | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       852 | NS      | $44278.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                          | MDC Holdings Inc                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      2534 | NS      | $80074.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                              | Leslie's Inc                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6591 | NS      | $80476.11     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc               | Apollo Medical Holdings Inc                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1765 | NS      | $52226.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                              | Griffon Corp                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      2106 | NS      | $75373.74     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                               | OneSpan Inc                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      1569 | NS      | $17557.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                      | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       742 | NS      | $36558.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                          | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1074 | NS      | $26678.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                      | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       929 | NS      | $26197.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                   | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      2528 | NS      | $64337.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                     | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       398 | NS      | $61638.26     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                  | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      6484 | NS      | $106661.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                              | Big Lots Inc                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1286 | NS      | $18904.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                            | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1113 | NS      | $67648.14     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                            | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1206 | NS      | $30789.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                         | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1047 | NS      | $28405.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc               | South Jersey Industries Inc                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      5455 | NS      | $193816.15    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                     | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4277 | NS      | $44352.49     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                  | XPEL Inc                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       872 | NS      | $52372.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                  | AAON Inc                                   | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1873 | NS      | $141074.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                        | Park National Corp                         | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       646 | NS      | $90924.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                             | REGENXBIO Inc                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1674 | NS      | $37966.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt            | Alpha & Omega Semiconductor Ltd            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |       987 | NS      | $28198.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                 | Adeia Inc                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4670 | NS      | $44271.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc              | Invesco Mortgage Capital Inc               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      1572 | NS      | $20011.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                       | WSFS Financial Corp                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1754 | NS      | $79526.36     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                        | Ichor Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |      1280 | NS      | $34329.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                              | Agilysys Inc                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       880 | NS      | $69643.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                              | Safehold Inc                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      1078 | NS      | $30852.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                               | Hibbett Inc                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       569 | NS      | $38817.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc               | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      4032 | NS      | $127249.92    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                         | Sleep Number Corp                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       978 | NS      | $25408.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Glaukos Corp                              | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2120 | NS      | $92601.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                  | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      2117 | NS      | $67849.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                   | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       989 | NS      | $77458.48     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       866 | NS      | $40286.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                       | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4044 | NS      | $58031.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                               | NETGEAR Inc                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1284 | NS      | $23253.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                        | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      2067 | NS      | $55933.02     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                   | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       560 | NS      | $43444.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                              | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       486 | NS      | $56060.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc              | Ruth's Hospitality Group Inc               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      1347 | NS      | $20851.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                       | Westamerica BanCorp                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1103 | NS      | $65088.03     | 0.18%             |  |  |  | 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        |      1473 | NS      | $63103.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I            | Granite Point Mortgage Trust Inc           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      2350 | NS      | $12596.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                    | Liquidity Services Inc                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      1203 | NS      | $16914.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc               | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |      1361 | NS      | $35644.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                  | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      2592 | NS      | $100336.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc             | Hudson Pacific Properties Inc              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5701 | NS      | $55470.73     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                           | SiriusPoint Ltd                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      3777 | NS      | $22284.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                   | TRS CFD EQUITY BASKET                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1194.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1843 | NS      | $65979.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                            | LivePerson Inc                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      3115 | NS      | $31586.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                 | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1443 | NS      | $87618.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                              | Vericel Corp                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      2099 | NS      | $55287.66     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                      | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      1623 | NS      | $36079.29     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc               | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3273 | NS      | $98615.49     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                     | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       406 | NS      | $14283.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                               | EVERTEC Inc                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2899 | NS      | $93869.62     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                            | BancFirst Corp                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       779 | NS      | $68692.22     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                 | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       280 | NS      | $33090.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I            | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3208 | NS      | $68522.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2062 | NS      | $97120.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                  | CTS Corp                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1417 | NS      | $55858.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                  | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2467 | NS      | $57357.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                        | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3708 | NS      | $32000.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp              | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4628 | NS      | $114913.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                  | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      1296 | NS      | $46643.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                          | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      3221 | NS      | $41261.01     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                           | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1321 | NS      | $52126.66     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                          | Green Plains Inc                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      2155 | NS      | $65727.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                   | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1105 | NS      | $44421.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                          | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      3716 | NS      | $77664.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                  | American States Water Co                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1643 | NS      | $152059.65    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                 | Sonos Inc                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      5657 | NS      | $95603.30     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                       | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      3603 | NS      | $52279.53     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                            | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1134 | NS      | $104838.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                  | Anywhere Real Estate Inc                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      4867 | NS      | $31100.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                    | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1784 | NS      | $28062.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                        | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2741 | NS      | $217224.25    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                  | Service Properties Trust                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      7355 | NS      | $53617.95     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      2126 | NS      | $67415.46     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                     | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $9693.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                  | Wolverine World Wide Inc                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      3501 | NS      | $38265.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                | Inogen Inc                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1019 | NS      | $20084.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                      | WW International Inc                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      2402 | NS      | $9271.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                       | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1365 | NS      | $107125.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati            | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       883 | NS      | $24697.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                              | Harmonic Inc                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      4687 | NS      | $61399.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG Systems International Inc             | CSG Systems International Inc              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1347 | NS      | $77048.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                  | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      4260 | NS      | $86520.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                        | Corsair Gaming Inc                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1707 | NS      | $23163.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1356 | NS      | $28055.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                              | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      5949 | NS      | $53422.02     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                      | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2131 | NS      | $48160.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      9308 | NS      | $76232.52     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                   | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      2986 | NS      | $41505.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                    | Abercrombie & Fitch Co                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2199 | NS      | $50379.09     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                         | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      2577 | NS      | $33990.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                     | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1473 | NS      | $100841.58    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                     | Independent Bank Corp                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1185 | NS      | $100049.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2026 | NS      | $154259.64    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                         | SITE Centers Corp                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      8219 | NS      | $112271.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                            | Green Dot Corp                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $13842.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp               | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      3840 | NS      | $60556.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                          | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       672 | NS      | $129689.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd            | James River Group Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1590 | NS      | $33246.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                               | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3131 | NS      | $138828.54    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                    | Digi International Inc                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1569 | NS      | $57346.95     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                       | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1626 | NS      | $149917.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing             | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5092 | NS      | $39819.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                 | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      2515 | NS      | $18585.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International            | Compass Minerals International Inc         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1513 | NS      | $62033.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor            | Comtech Telecommunications Corp            | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      1230 | NS      | $14932.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                             | Dril-Quip Inc                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1508 | NS      | $40972.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                  | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $26209.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                      | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4486 | NS      | $83394.74     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc               | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      4752 | NS      | $34309.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                      | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      4544 | NS      | $68523.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                       | Mr Cooper Group Inc                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      3137 | NS      | $125887.81    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                  | Children's Place Inc/The                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       579 | NS      | $21087.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I            | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      6344 | NS      | $46818.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp               | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      3595 | NS      | $77580.10     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                      | Avid Bioservices Inc                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      2764 | NS      | $38060.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                              | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1792 | NS      | $81607.68     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                          | TimkenSteel Corp                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      1759 | NS      | $31961.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                     | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3523 | NS      | $56121.39     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                               | Hawkins Inc                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       841 | NS      | $32462.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc             | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1676 | NS      | $46961.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Federal Signal Corp                       | Federal Signal Corp                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2696 | NS      | $125283.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                      | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1182 | NS      | $40424.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                               | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      2249 | NS      | $37130.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                      | EnPro Industries Inc                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       925 | NS      | $100538.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials In            | Rayonier Advanced Materials Inc            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2844 | NS      | $27302.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                           | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      5564 | NS      | $27374.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                        | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1801 | NS      | $63989.53     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                              | Exponent Inc                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2255 | NS      | $223447.95    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                  | OraSure Technologies Inc                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      3229 | NS      | $15563.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                      | Core Laboratories NV                       | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |      2062 | NS      | $41796.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                 | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1014 | NS      | $26789.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                     | Bed Bath & Beyond Inc                      | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      3411 | NS      | $8561.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC BANK PLC                             | TRS CFD EQUITY BASKET                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               | CORP              | GB        |         1 | NC      | $-4277.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fabrinet                                  | Fabrinet                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      1627 | NS      | $208613.94    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                            | TechTarget Inc                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      1200 | NS      | $52872.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp               | John Bean Technologies Corp                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1416 | NS      | $129323.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc              | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1575 | NS      | $41847.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors Inc              | Sunstone Hotel Investors Inc               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      9353 | NS      | $90349.98     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                         | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       430 | NS      | $14439.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                             | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      3623 | NS      | $75358.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                        | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      5676 | NS      | $147803.04    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                     | Pennant Group Inc/The                      | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      1253 | NS      | $13757.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                      | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      2014 | NS      | $132219.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                    | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $34245.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                   | Methode Electronics Inc                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1626 | NS      | $72145.62     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                          | Movado Group Inc                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       706 | NS      | $22768.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                      | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $30109.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                          | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1754 | NS      | $120447.18    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       533 | NS      | $54584.53     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution            | Allscripts Healthcare Solutions Inc        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      4857 | NS      | $85677.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                 | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2314 | NS      | $61321.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                 | Albany International Corp                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1383 | NS      | $136349.97    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                | Heritage Financial Corp/WA                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1409 | NS      | $43171.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                       | ADTRAN Holdings Inc                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      3142 | NS      | $59038.18     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I            | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1319 | NS      | $72676.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc             | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5491 | NS      | $47497.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                  | Ebix Inc                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      1044 | NS      | $20838.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor            | Franklin Street Properties Corp            | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      4085 | NS      | $11152.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                               | Centerspace                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       669 | NS      | $39250.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                        | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      4373 | NS      | $48715.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       433 | NS      | $16215.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc               | John B Sanfilippo & Son Inc                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       397 | NS      | $32284.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                    | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       651 | NS      | $117420.87    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                            | Joint Corp/The                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $9100.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                     | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $25171.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                             | ModivCare Inc                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       566 | NS      | $50787.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Ho            | Consolidated Communications Holdings Inc   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      3283 | NS      | $11753.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                     | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1193 | NS      | $33809.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                            | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1314 | NS      | $59589.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                      | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3051 | NS      | $99188.01     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                              | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4513 | NS      | $95495.08     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                           | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2385 | NS      | $67686.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                      | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       879 | NS      | $18045.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                              | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1470 | NS      | $71427.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                  | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5412 | NS      | $75659.76     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                              | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2370 | NS      | $169739.40    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                         | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      1812 | NS      | $61336.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Forward Air Corp                          | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1182 | NS      | $123979.98    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc              | Community Health Systems Inc               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5569 | NS      | $24058.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc               | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       834 | NS      | $29023.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                  | KAR Auction Services Inc                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      4841 | NS      | $63175.05     | 0.17%             |  |  |  | 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