# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-25-010039
**Filing Date:** 2025-12
**Character Count:** 114514
**Document Hash:** 3650fcad20a0750108fb6b1da0ecff46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-010039.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002071691-25-010039

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251606053

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Developed International Value Fund (Series ID: S000002627)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007227 | Class I      | JIESX           |
| C000007228 | Class L      | JNUSX           |
| C000007229 | Class A      | JFEAX           |
| C000034831 | Class C      | JIUCX           |
| C000070620 | Class R2     | JPVZX           |
| C000093774 | Class R6     | JNVMX           |
| C000173219 | Class R5     | JPVRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 390 Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Developed International Value Fund

- **b. EDGAR series identifier (if any):** S000002627

- **c. LEI of Series:** NV3LQK78SNLPSWXGBJ59

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1928430665.37

**Total Liabilities:** $10906846.67

**Net Assets:** $1917523818.70

**Cash Not Reported:** $498330.96

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007228 | 5.91%                | 2.50%                | -0.21%               |
| Class ID C000173219 | 5.89%                | 2.51%                | -0.16%               |
| Class ID C000070620 | 5.84%                | 2.40%                | -0.22%               |
| Class ID C000007227 | 5.88%                | 2.48%                | -0.15%               |
| Class ID C000034831 | 5.83%                | 2.42%                | -0.22%               |
| Class ID C000007229 | 5.90%                | 2.46%                | -0.21%               |
| Class ID C000093774 | 5.89%                | 2.51%                | -0.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8989253.79              | $71929353.02                               |
| Month 2  | $9460859.40              | $23843506.69                               |
| Month 3  | $1028394.09              | $-5614756.69                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Orange SA                                            | Orange SA                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    446356 | NS      | $7140078.80   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                         | Mizuho Financial Group, Inc.                                          | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    534610 | NS      | $17907018.32  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                    | Mitsui & Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    550900 | NS      | $13547529.01  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                      | Norwegian Krone                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                     | JPMorgan Prime Money Market Fund, Class Institutional                 | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  68323050 | NS      | $68350378.99  | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group plc                               | Lion Finance Group plc                                                | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |     24458 | NS      | $2574788.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                         | Evolution AB                                                          | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     36638 | NS      | $2441101.18   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAWAG Group AG                                       | BAWAG Group AG                                                        | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     14080 | NS      | $1819576.63   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                   | T&D Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |    227800 | NS      | $4892125.38   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG        | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)            | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     24652 | NS      | $15252042.42  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                          | Telenor ASA                                                           | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    285055 | NS      | $4239206.78   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                            | Forvia SE                                                             | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |    181214 | NS      | $2320549.51   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                           | Umicore SA                                                            | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |    193775 | NS      | $3689973.43   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                         | ING Groep NV                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    616904 | NS      | $15403893.58  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co. Ltd.                               | Credit Saison Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |    203600 | NS      | $4959801.37   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                          | NN Group NV                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     95841 | NS      | $6558865.78   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                         | Tokyu Fudosan Holdings Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    624400 | NS      | $5031847.82   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                 | ENEOS Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    901500 | NS      | $5687309.98   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                           | Aumovio SE                                                            | CUSIP: N/A<br>LEI: 391200IGI9RQ7VTOK384       | Long             | EC               | CORP              | DE        |     40598 | NS      | $1745464.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                           | Freenet AG                                                            | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |     72688 | NS      | $2260442.11   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                          | Implenia AG (Registered)                                              | CUSIP: N/A<br>LEI: 52990006TKCUQQJ79B11       | Long             | EC               | CORP              | CH        |     44919 | NS      | $3564334.36   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe | Vienna Insurance Group AG Wiener Versicherung Gruppe                  | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               | CORP              | AT        |    103363 | NS      | $5301690.94   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                            | Ayvens SA                                                             | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    222222 | NS      | $2964729.53   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                    | Asahi Kasei Corp.                                                     | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |    458500 | NS      | $3513082.57   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia plc                                          | Glanbia plc                                                           | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               | CORP              | IE        |    227884 | NS      | $3857154.24   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                            | Sanofi SA                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |    101473 | NS      | $10265297.49  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                       | Fortescue Ltd.                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    447735 | NS      | $6226754.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                              | GSK plc                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    879096 | NS      | $20582673.78  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                       | Sumitomo Corp.                                                        | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |    339600 | NS      | $9879285.22   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                              | Japan Airlines Co. Ltd.                                               | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |    224900 | NS      | $4051662.92   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                         | British American Tobacco plc                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    365040 | NS      | $18695724.00  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| AcadeMedia AB                                        | AcadeMedia AB                                                         | CUSIP: N/A<br>LEI: 549300H47PGHY4JNKO68       | Long             | EC               | CORP              | SE        |    263651 | NS      | $2911519.37   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Toyo Tire Corp.                                      | Toyo Tire Corp.                                                       | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |     96700 | NS      | $2642817.72   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                          | Swedbank AB, Class A                                                  | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |    227443 | NS      | $6905352.54   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                       | Drax Group plc                                                        | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    530824 | NS      | $5030983.09   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                        | Deme Group NV                                                         | CUSIP: N/A<br>LEI: 549300FPFPQPKI3PJV37       | Long             | EC               | CORP              | BE        |     15149 | NS      | $2288813.43   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                         | Dai-ichi Life Holdings, Inc.                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |    795600 | NS      | $5584315.48   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                   | SBI Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |    187900 | NS      | $8396697.82   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                         | Danish Krone                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | DK        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFE-MediaForEurope NV                                | MFE-MediaForEurope NV, Class A                                        | CUSIP: N/A<br>LEI: 213800DIFN7NR7B97A50       | Long             | EC               | CORP              | NL        |    236324 | NS      | $836765.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                               | Mercedes-Benz Group AG                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |    139357 | NS      | $9042119.18   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecco Group AG                                      | Adecco Group AG (Registered)                                          | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    189815 | NS      | $5292497.36   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                               | Yancoal Australia Ltd.                                                | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |   1073167 | NS      | $3904755.26   | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| TBS Holdings, Inc.                                   | TBS Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54000 | NS      | $1864490.01   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                             | Valeo SE                                                              | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |    219646 | NS      | $3036660.48   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                             | Svenska Handelsbanken AB, Class A                                     | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    380141 | NS      | $4960587.52   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| Marks & Spencer Group plc                            | Marks & Spencer Group plc                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |    698975 | NS      | $3652718.40   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                   | Tokyo Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     73900 | NS      | $2593461.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                         | Barclays plc                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |   3083016 | NS      | $16536136.14  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                             | Lloyds Banking Group plc                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |  13218380 | NS      | $15498412.18  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                           | Tenaris SA                                                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |    235461 | NS      | $4679758.66   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                | Kansai Paint Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |    169100 | NS      | $2714123.26   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                        | Swedish Krona                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                            | Bank of Ireland Group plc                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |    284624 | NS      | $4660141.36   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                       | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |    210720 | NS      | $16321952.25  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                      | Sankyo Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |    155300 | NS      | $2694045.58   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                               | NCC AB, Class B                                                       | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |    101396 | NS      | $2311412.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                     | Deutsche Post AG                                                      | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |    186652 | NS      | $8575983.67   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group plc                                      | Serco Group plc                                                       | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |    923771 | NS      | $3080010.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                  | Banca Monte dei Paschi di Siena SpA                                   | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |    278110 | NS      | $2439160.77   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd.                                | Kerry Properties Ltd.                                                 | CUSIP: N/A<br>LEI: 5299006T5ULIIRZ7LK49       | Long             | EC               | CORP              | BM        |   1922500 | NS      | $4845599.12   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                             | Ageas SA                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |    104827 | NS      | $6937412.05   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                           | Aegon Ltd.                                                            | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |    486622 | NS      | $3708414.35   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                   | Balfour Beatty plc                                                    | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |    261018 | NS      | $2306897.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                 | MS&AD Insurance Group Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |    466200 | NS      | $9610462.16   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Air Shuttle ASA                            | Norwegian Air Shuttle ASA                                             | CUSIP: N/A<br>LEI: 549300IEUH2FEM2Y6B51       | Long             | EC               | CORP              | NO        |   3231473 | NS      | $5016695.38   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                              | SSAB AB, Class B                                                      | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    554332 | NS      | $3432365.32   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                             | Panasonic Holdings Corp.                                              | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |    515000 | NS      | $5983905.66   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                       | Prudential plc                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    601852 | NS      | $8370612.07   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                               | CK Asset Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |   1445500 | NS      | $7151245.35   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                            | Mapfre SA                                                             | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    360645 | NS      | $1592731.08   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                             | Bayer AG (Registered)                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |    238212 | NS      | $7409462.80   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                             | QBE Insurance Group Ltd.                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |    568051 | NS      | $7370222.34   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                             | Lancashire Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |    381195 | NS      | $3347359.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                    | Kandenko Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |     96500 | NS      | $2949248.10   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                               | AXA SA                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    441266 | NS      | $19145830.81  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Television Francaise 1 SA                            | Television Francaise 1 SA                                             | CUSIP: N/A<br>LEI: 969500WQFC6OAQYG7E65       | Long             | EC               | CORP              | FR        |    244201 | NS      | $2234084.14   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kalmar OYJ                                           | Kalmar OYJ, Class B                                                   | CUSIP: N/A<br>LEI: 636700Z25ZQXLMZ3CY73       | Long             | EC               | CORP              | FI        |     88438 | NS      | $3663971.17   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                               | OMV AG                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     92263 | NS      | $5051045.34   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group plc                                       | Kier Group plc                                                        | CUSIP: N/A<br>LEI: 2138002RKCU2OM4Y7O48       | Long             | EC               | CORP              | GB        |   1372986 | NS      | $3906767.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co. Ltd.                                    | Kamigumi Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     57200 | NS      | $1717042.88   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group plc                                    | TP ICAP Group plc                                                     | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |    442514 | NS      | $1526216.79   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co. Ltd.                              | Mitsui Kinzoku Co. Ltd.                                               | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |     67900 | NS      | $6916125.00   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                | Resona Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |    450900 | NS      | $4347160.73   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                   | Banco Santander SA                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   2072910 | NS      | $21123346.31  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                             | Enel SpA                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |   1779082 | NS      | $17996767.57  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                           | Eiffage SA                                                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     53200 | NS      | $6546252.10   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                     | Novo Nordisk A/S, Class B                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     64165 | NS      | $3158952.98   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                  | Imperial Brands plc                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    241166 | NS      | $9582570.47   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties plc                             | Glenveagh Properties plc                                              | CUSIP: N/A<br>LEI: 635400QUQ2YYGMOAK834       | Long             | EC               | CORP              | IE        |   1246152 | NS      | $2740607.52   | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Konecranes OYJ                                       | Konecranes OYJ                                                        | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |     37486 | NS      | $3700154.92   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                 | Banco de Sabadell SA                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |   1386470 | NS      | $5197732.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                         | Daiwa Securities Group, Inc.                                          | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |    649100 | NS      | $4995444.15   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                  | Shionogi & Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    348400 | NS      | $5843575.56   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                            | Tesco plc                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1711590 | NS      | $10328887.15  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund        | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |   9405162 | NS      | $9405161.64   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyocera Corp.                                        | Kyocera Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    443000 | NS      | $5878346.93   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                       | Commerzbank AG                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |    202818 | NS      | $7395335.18   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                         | 3i Group plc                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    130600 | NS      | $7557902.97   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                          | NOS SGPS SA                                                           | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |    449354 | NS      | $1947114.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                               | BP plc                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   3527290 | NS      | $20665725.82  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventia Services Group Pty. Ltd.                      | Ventia Services Group Pty. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    727907 | NS      | $2726421.31   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                              | ISS A/S                                                               | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     74054 | NS      | $2334101.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                | Chiba Bank Ltd. (The)                                                 | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |    332600 | NS      | $3245424.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                         | Telia Co. AB                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |   1432558 | NS      | $5639508.52   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| DOF Group ASA                                        | DOF Group ASA                                                         | CUSIP: N/A<br>LEI: 213800GIV9N2A714T434       | Long             | EC               | CORP              | NO        |    548336 | NS      | $4915687.13   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| doValue SpA                                          | doValue SpA                                                           | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | EC               | CORP              | IT        |    968974 | NS      | $3026632.28   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Japanese Yen                                         | Japanese Yen                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |         1 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saipem SpA                                           | Saipem SpA                                                            | CUSIP: N/A<br>LEI: 549300PHV8MBDHWB8X12       | Long             | EC               | CORP              | IT        |    927891 | NS      | $2418961.88   | 0.13%             |  |  |  | No            |                  2 | On Loan: —       |
| Tsubakimoto Chain Co.                                | Tsubakimoto Chain Co.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    137100 | NS      | $1918872.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Insignia Financial Ltd.                              | Insignia Financial Ltd.                                               | CUSIP: N/A<br>LEI: 5493000NLB9VUM2IHC87       | Long             | EC               | CORP              | AU        |   1281472 | NS      | $3798248.27   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                  | Societe Generale SA                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |    154349 | NS      | $9788914.65   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                   | Osaka Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |    132800 | NS      | $4178534.68   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                | MFE-MediaForEurope NV, Class B                                        | CUSIP: N/A<br>LEI: 213800DIFN7NR7B97A50       | Long             | EC               | CORP              | NL        |    267973 | NS      | $1249675.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co. Ltd.                            | Open House Group Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |    101100 | NS      | $4865228.58   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                    | Sumitomo Electric Industries Ltd.                                     | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    277300 | NS      | $10109641.96  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                      | Danske Bank A/S                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |    173065 | NS      | $7734835.36   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                      | Pirelli & C SpA                                                       | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |    349062 | NS      | $2450431.71   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| IG Group Holdings plc                                | IG Group Holdings plc                                                 | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |    109291 | NS      | $1599756.40   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp.                                  | Toyota Tsusho Corp.                                                   | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |    322400 | NS      | $9854557.61   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                           | Betsson AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |    149369 | NS      | $2327858.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Kogyo Co. Ltd.                                | Yamato Kogyo Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     24400 | NS      | $1537969.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia OYJ                                            | Nokia OYJ                                                             | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |   1077413 | NS      | $7349358.77   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                           | Phoenix Group Holdings plc                                            | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |    471417 | NS      | $4176207.97   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BFF Bank SpA                                         | BFF Bank SpA                                                          | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |    157230 | NS      | $1897848.67   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Investec plc                                         | Investec plc                                                          | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |    693089 | NS      | $5218712.43   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group plc                                  | Greencore Group plc                                                   | CUSIP: N/A<br>LEI: 635400GGBEWULJXM5868       | Long             | EC               | CORP              | IE        |    534313 | NS      | $1674095.87   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SpA                                       | BPER Banca SpA                                                        | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    416160 | NS      | $4986387.91   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                            | Avolta AG                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |     44034 | NS      | $2321209.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |   2948410 | NS      | $19003520.78  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                       | BHP Group Ltd.                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   1127072 | NS      | $32130820.55  | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                | Sumitomo Mitsui Financial Group, Inc.                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    762400 | NS      | $20641071.89  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                     | Unicaja Banco SA                                                      | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    841157 | NS      | $2270965.90   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hakuhodo DY Holdings, Inc.                           | Hakuhodo DY Holdings, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    307400 | NS      | $2225071.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                           | CK Hutchison Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   1292000 | NS      | $8567866.01   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co. Ltd.                           | Hysan Development Co. Ltd.                                            | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |   2594000 | NS      | $5374137.03   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Portland Estates plc                           | Great Portland Estates plc                                            | CUSIP: N/A<br>LEI: 213800JMEDD2Q4N1MC42       | Long             | EC               | CORP              | GB        |    360315 | NS      | $1577314.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                     | Hong Kong Dollar                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Pacific Co. Ltd.                               | First Pacific Co. Ltd.                                                | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               | CORP              | BM        |   6278000 | NS      | $5068921.43   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyoda Gosei Co. Ltd.                                | Toyoda Gosei Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800ZV4HXVM4DWPO50       | Long             | EC               | CORP              | JP        |    160300 | NS      | $3710110.45   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                      | SBM Offshore NV                                                       | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     73742 | NS      | $1906897.08   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                            | Talanx AG                                                             | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     19566 | NS      | $2382577.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival plc                                         | Carnival plc                                                          | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |     82933 | NS      | $2154587.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                 | Mitsubishi UFJ Financial Group, Inc.                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |   2236700 | NS      | $33785981.32  | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec, Inc.                                          | Modec, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    140700 | NS      | $9127087.90   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                     | Niterra Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     43700 | NS      | $1792709.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                | Kioxia Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |    119600 | NS      | $8341371.22   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining plc                                | Hochschild Mining plc                                                 | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               | CORP              | GB        |    624344 | NS      | $2714012.67   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                  | Johnson Matthey plc                                                   | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     77861 | NS      | $2180599.17   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group plc                                     | Keller Group plc                                                      | CUSIP: N/A<br>LEI: 549300QO4MBL43UHSN10       | Long             | EC               | CORP              | GB        |    103751 | NS      | $2164236.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                         | Eurocommercial Properties NV                                          | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |     82534 | NS      | $2464473.11   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                     | Mitsubishi Corp.                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |    761100 | NS      | $18276032.53  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                  | Erste Group Bank AG                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     78397 | NS      | $8121060.53   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                | Nomura Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |   1146600 | NS      | $8182256.77   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                            | Central Japan Railway Co.                                             | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |    286200 | NS      | $7006671.02   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                           | Vonovia SE                                                            | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |    186915 | NS      | $5617873.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: —       |
| Perseus Mining Ltd.                                  | Perseus Mining Ltd.                                                   | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    658904 | NS      | $2091342.09   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                      | Norsk Hydro ASA                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    590515 | NS      | $3992214.57   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                       | Concordia Financial Group Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    713000 | NS      | $5179402.62   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                            | Hang Lung Properties Ltd.                                             | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |   4659000 | NS      | $5187996.30   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                    | LEG Immobilien SE                                                     | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |     34748 | NS      | $2648293.92   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                           | British Land Co. plc (The)                                            | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |    559366 | NS      | $2793732.19   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| South Korea Won                                      | South Korea Won                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |        48 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                     | Roche Holding AG                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    144978 | NS      | $46961336.20  | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                           | Allianz SE (Registered)                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     83701 | NS      | $33634565.42  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings, Inc.                            | Fuji Media Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 353800TG2T8DSPV7H313       | Long             | EC               | CORP              | JP        |    130900 | NS      | $2915967.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UACJ Corp.                                           | UACJ Corp.                                                            | CUSIP: N/A<br>LEI: 353800GO7FBE4RSRH831       | Long             | EC               | CORP              | JP        |    216800 | NS      | $2799508.71   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys plc                                           | Currys plc                                                            | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |   1444408 | NS      | $2666013.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp.                                           | KDDI Corp.                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    897300 | NS      | $14303287.88  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co. Ltd.                         | Namura Shipbuilding Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800L4EGBFKO3C4X44       | Long             | EC               | CORP              | JP        |    128200 | NS      | $4348043.19   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                   | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    256197 | NS      | $4624708.75   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                    | Australian Dollar                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                     | Skandinaviska Enskilda Banken AB, Class A                             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    357816 | NS      | $6830556.18   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                              | E.ON SE                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    363584 | NS      | $6764983.15   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp.                                         | Sojitz Corp.                                                          | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     77320 | NS      | $2051334.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                | JD Sports Fashion plc                                                 | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   3496475 | NS      | $4284533.88   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                            | Shell plc                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   1184914 | NS      | $44421745.01  | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Rubis SCA                                            | Rubis SCA                                                             | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |     62513 | NS      | $2269970.31   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                       | Vallourec SACA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |    120518 | NS      | $2247008.36   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                        | AIB Group plc                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    537644 | NS      | $4955104.03   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                  | Heineken Holding NV                                                   | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     88912 | NS      | $6004323.25   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                        | Aroundtown SA                                                         | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |    647755 | NS      | $2314733.65   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                      | Nippon Yusen KK                                                       | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |    223500 | NS      | $7718199.95   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokai Rika Co. Ltd.                                  | Tokai Rika Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    113900 | NS      | $2046147.01   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 plc                                             | JET2 plc                                                              | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |    129155 | NS      | $2255421.08   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                             | Ambea AB                                                              | CUSIP: N/A<br>LEI: 549300AEVNZRHYI5HV24       | Long             | EC               | CORP              | SE        |    261994 | NS      | $3532481.32   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Aisin Corp.                                          | Aisin Corp.                                                           | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |    404700 | NS      | $7272538.97   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                       | Marubeni Corp.                                                        | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    373900 | NS      | $9188975.18   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                     | ABN AMRO Bank NV                                                      | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |    126746 | NS      | $3787003.74   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                   | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1183605 | NS      | $23845009.27  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SACA                                           | Vicat SACA                                                            | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |     29460 | NS      | $2208570.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                            | Loomis AB                                                             | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |     49338 | NS      | $1987602.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd.                                | Swire Properties Ltd.                                                 | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |    967400 | NS      | $2635463.99   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                            | Aryzta AG                                                             | CUSIP: N/A<br>LEI: 549300W2PUDQQVRD8W85       | Long             | EC               | CORP              | CH        |     20456 | NS      | $1311587.39   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                            | Arkema SA                                                             | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |     46510 | NS      | $2760957.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                   | Toyota Motor Corp.                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    819300 | NS      | $16703181.03  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                              | Tokyo Tatemono Co. Ltd.                                               | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |    274200 | NS      | $5119378.74   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                        | Proximus SADP                                                         | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |    214376 | NS      | $1841441.19   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Premier Foods plc                                    | Premier Foods plc                                                     | CUSIP: N/A<br>LEI: 213800ZD5I8XHNMCJA67       | Long             | EC               | CORP              | GB        |    473618 | NS      | $1134878.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV plc                                              | ITV plc                                                               | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |   2362795 | NS      | $2162800.38   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                        | WH Group Ltd.                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   3078000 | NS      | $2960781.29   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Buzzi SpA                                            | Buzzi SpA                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     30110 | NS      | $1813922.38   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Gunma Bank Ltd. (The)                                | Gunma Bank Ltd. (The)                                                 | CUSIP: N/A<br>LEI: 54930054A69VC4I5BP89       | Long             | EC               | CORP              | JP        |    163900 | NS      | $1703679.33   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                       | Takeda Pharmaceutical Co. Ltd.                                        | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |    223500 | NS      | $6031708.40   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Storskogen Group AB                                  | Storskogen Group AB, Class B                                          | CUSIP: N/A<br>LEI: 549300DL3K4HLJ41KD24       | Long             | EC               | CORP              | SE        |   1742995 | NS      | $1800961.48   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                              | Mitsui Fudosan Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    773100 | NS      | $8049828.80   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                        | UniCredit SpA                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    158183 | NS      | $11712927.99  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                               | Standard Chartered plc                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    457608 | NS      | $9393434.27   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group plc                                     | Dunelm Group plc                                                      | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               | CORP              | GB        |    191985 | NS      | $2819715.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                   | Azimut Holding SpA                                                    | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |    145122 | NS      | $5679610.11   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes plc                                      | Cairn Homes plc                                                       | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |    824294 | NS      | $1831836.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.               | Sumitomo Realty & Development Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |    131100 | NS      | $5597577.73   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Furukawa Electric Co. Ltd.                           | Furukawa Electric Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |     68700 | NS      | $4862978.78   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                     | ArcelorMittal SA                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |    194187 | NS      | $7413297.78   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                          | easyJet plc                                                           | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |    285012 | NS      | $1814614.39   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                 | Endeavour Mining plc                                                  | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     66595 | NS      | $2695320.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                   | Poste Italiane SpA                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    204060 | NS      | $4919866.88   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Volkswagen AG                                        | Volkswagen AG (Preference)                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |     48154 | NS      | $5014602.89   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                           | ORIX Corp.                                                            | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |    303600 | NS      | $7426677.96   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                           | Orsted A/S                                                            | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |    326808 | NS      | $5852886.42   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| H Lundbeck A/S                                       | H Lundbeck A/S                                                        | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |    548103 | NS      | $3997392.61   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                          | Inpex Corp.                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    458700 | NS      | $8463994.57   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                        | Rio Tinto plc                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    132938 | NS      | $9583504.16   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                          | KDX Realty Investment Corp.                                           | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |      4686 | NS      | $5188130.71   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                         | Centrica plc                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   2579929 | NS      | $6080381.82   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                          | Equinor ASA                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    361261 | NS      | $8652673.07   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Bellway plc                                          | Bellway plc                                                           | CUSIP: N/A<br>LEI: 213800CY4L3HST4FGZ98       | Long             | EC               | CORP              | GB        |     55338 | NS      | $1909880.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                        | Banco BPM SpA                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    326475 | NS      | $4756559.71   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V.                            | Koninklijke Heijmans N.V.                                             | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |    103385 | NS      | $7324209.47   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                   | Millicom International Cellular SA                                    | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     35425 | NS      | $1668871.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plus500 Ltd.                                         | Plus500 Ltd.                                                          | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |     53790 | NS      | $2238173.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                              | Fresenius SE & Co. KGaA                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |    110138 | NS      | $6337668.80   | 0.33%             |  |  |  | No            |                  2 | On Loan: —       |
| Carlsberg A/S                                        | Carlsberg A/S, Class B                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |     33064 | NS      | $3887649.72   | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokuyama Corp.                                       | Tokuyama Corp.                                                        | CUSIP: N/A<br>LEI: 529900MHGZKHNMNCQB62       | Long             | EC               | CORP              | JP        |    226000 | NS      | $5610786.18   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                     | TotalEnergies SE                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    435104 | NS      | $27165734.10  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                       | Iveco Group NV                                                        | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |     79677 | NS      | $1693384.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                             | Engie SA                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    587624 | NS      | $13758017.59  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                              | ProSiebenSat.1 Media SE                                               | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |    280556 | NS      | $1709131.81   | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| Dometic Group AB                                     | Dometic Group AB                                                      | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | EC               | CORP              | SE        |    454287 | NS      | $2220561.19   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                          | Bayerische Motoren Werke AG                                           | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     80264 | NS      | $7484204.73   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                            | Nestle SA (Registered)                                                | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    213791 | NS      | $20427400.94  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                         | KBC Group NV                                                          | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     63768 | NS      | $7671896.02   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group plc                             | Morgan Sindall Group plc                                              | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |     24442 | NS      | $1493089.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria AG                                   | Telekom Austria AG                                                    | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |    207276 | NS      | $2205200.97   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank A/S                                          | Sydbank A/S                                                           | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |     25908 | NS      | $2211799.73   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co. KGaA                       | Hornbach Holding AG & Co. KGaA                                        | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               | CORP              | DE        |     14604 | NS      | $1461237.17   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co. Ltd.                 | Japan Petroleum Exploration Co. Ltd.                                  | CUSIP: N/A<br>LEI: 549300WXUNBZ356DMN17       | Long             | EC               | CORP              | JP        |    618300 | NS      | $5167451.31   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                             | Unipol Assicurazioni SpA                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |    314247 | NS      | $6879913.48   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                      | Sumitomo Rubber Industries Ltd.                                       | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |    202900 | NS      | $2376246.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                          | BOC Hong Kong Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   1210000 | NS      | $5945601.06   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                   | Millicom International Cellular SA                                    | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |      1764 | NS      | $83102.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.               | Yangzijiang Shipbuilding Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |   2695800 | NS      | $7280704.49   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                  | Danieli & C Officine Meccaniche SpA                                   | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               | CORP              | IT        |     68437 | NS      | $2624122.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Coface SA                                            | Coface SA                                                             | CUSIP: N/A<br>LEI: 96950025N07LTJYFSN57       | Long             | EC               | CORP              | FR        |     96761 | NS      | $1704181.89   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OCI NV                                               | OCI NV                                                                | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |    282793 | NS      | $1109325.78   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                           | Covivio SA                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |     63953 | NS      | $4103087.73   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                         | CaixaBank SA                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    927224 | NS      | $9800524.02   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                  | Deutsche Telekom AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    533145 | NS      | $16514265.17  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                          | Novartis AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    199295 | NS      | $24665082.00  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                 | Sompo Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |    117400 | NS      | $3577820.49   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                   | Anglo American plc                                                    | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    255214 | NS      | $9655425.21   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                   | AerCap Holdings NV                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     49227 | NS      | $6411324.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp.                                      | Kanematsu Corp.                                                       | CUSIP: N/A<br>LEI: 353800N574WR0FX80I71       | Long             | EC               | CORP              | JP        |    245800 | NS      | $4976431.20   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group plc                            | Paragon Banking Group plc                                             | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               | CORP              | GB        |    232708 | NS      | $2534323.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Havas NV                                             | Havas NV                                                              | CUSIP: N/A<br>LEI: 894500L53AVOFQK7T710       | Long             | EC               | CORP              | NL        |    887267 | NS      | $1548436.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAF-Holland SE                                       | SAF-Holland SE                                                        | CUSIP: N/A<br>LEI: 222100QJQLUJHWREL058       | Long             | EC               | CORP              | DE        |    146293 | NS      | $2379724.96   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA         | International Consolidated Airlines Group SA                          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    620305 | NS      | $3410187.28   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                         | Capgemini SE                                                          | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     25425 | NS      | $3911520.44   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                    | Nomura Real Estate Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |    284000 | NS      | $1621888.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                   | Suzuki Motor Corp.                                                    | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |    438100 | NS      | $6540338.23   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                    | HSBC Holdings plc                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   3360288 | NS      | $47042189.38  | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                      | Nordea Bank Abp                                                       | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    708011 | NS      | $12111812.29  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Wereldhave NV                                        | Wereldhave NV                                                         | CUSIP: N/A<br>LEI: 724500YRQCY3BD9RJZ92       | Long             | EC               | CORP              | NL        |    128077 | NS      | $2720382.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                       | Continental AG                                                        | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |     86833 | NS      | $6635075.95   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                 | EURO                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     78938 | OU      | $90988.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                        | British Pound                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     89332 | OU      | $117355.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                             | Koninklijke BAM Groep NV                                              | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |    394637 | NS      | $3663373.03   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                    | Isuzu Motors Ltd.                                                     | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    231700 | NS      | $2843024.86   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Aiful Corp.                                          | Aiful Corp.                                                           | CUSIP: N/A<br>LEI: 5299005WK14QZ676ZY35       | Long             | EC               | CORP              | JP        |   1604100 | NS      | $4717293.73   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                   | Aker Solutions ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |    471699 | NS      | $1296030.89   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                          | Webuild SpA                                                           | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |    454460 | NS      | $1836609.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                            | Land Securities Group plc                                             | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |    411188 | NS      | $3360473.83   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                    | NatWest Group plc                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1836601 | NS      | $14139104.17  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                            | Repsol SA                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    454264 | NS      | $8335451.22   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                                  | Tokyo Century Corp.                                                   | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |    411300 | NS      | $4854102.29   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                          | Swiss Re AG                                                           | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |     67466 | NS      | $12319424.68  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                      | Japan Airport Terminal Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     62500 | NS      | $1941964.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                              | SSE plc                                                               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |    170636 | NS      | $4298800.43   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                         | DNB Bank ASA                                                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |    220406 | NS      | $5625959.22   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                     | ASR Nederland NV                                                      | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |     52423 | NS      | $3498640.17   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                          | Beazley plc                                                           | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |    159513 | NS      | $1951450.60   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas SA                                 | Tecnicas Reunidas SA                                                  | CUSIP: N/A<br>LEI: 213800JEZBUPZKWJGF49       | Long             | EC               | CORP              | ES        |    137668 | NS      | $4927403.53   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                         | Banco Comercial Portugues SA, Class R                                 | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |   4220004 | NS      | $3725011.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                     | Deutsche Bank AG (Registered)                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |    395975 | NS      | $14175983.74  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group plc                                      | Mitie Group plc                                                       | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |   1983263 | NS      | $4293719.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                 | Henkel AG & Co. KGaA (Preference)                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |     66931 | NS      | $5422274.01   | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| Modern Times Group MTG AB                            | Modern Times Group MTG AB, Class B                                    | CUSIP: N/A<br>LEI: 549300E8NDODRSX29339       | Long             | EC               | CORP              | SE        |    293507 | NS      | $3945450.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer