# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-012776
**Filing Date:** 2026-5
**Character Count:** 349222
**Document Hash:** 735b068bb8781f4d268a8c9c513e3b6c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012776.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002071691-26-012776

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 261043788

**BUSINESS ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 390 MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Series and Classes Contracts Data

### JPMorgan Small & Mid Cap Enhanced Equity ETF (Series ID: S000074055)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000231438 | JPMorgan Small & Mid Cap Enhanced Equity ETF | JMEE            |

## Nport-Ex

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**Schedule of Portfolio Investments as of March 31, 2026**

**(Unaudited)** 

---

| |
|:---|
| &nbsp;&nbsp; THE "UNAUDITED EXCHANGE-TRADED FUNDS HOLDINGS" <br> LIST ("the List") IS TO BE USED FOR REPORTING PURPOSES <br> ONLY. IT IS NOT TO BE REPRODUCED FOR USE AS <br> ADVERTISING OR SALES LITERATURE WITH THE GENERAL <br> PUBLIC. The list is submitted for the general information of the <br> shareholders of the Fund. It is not authorized for distribution to <br> prospective investors in the Fund unless preceded or accompanied by a <br> prospectus. The list has been created from the books and records of <br> the Fund. Holdings are available 60 days after the fund's fiscal quarter, <br> using a trade date accounting convention, by contacting the appropriate <br> service center. The list is subject to change without notice. The list is <br> for informational purposes only and is not intended as an offer or <br> solicitation with respect to the purchase or sale of any security.<br>|
| &nbsp;&nbsp; JPMorgan Asset Management is the marketing name for the asset <br> management business of J.P. Morgan Chase & Co.<br>|
| J.P. Morgan Distribution Services, Inc., member FINRA. |
|© J.P. Morgan Chase & Co., 2026. |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — 96.2%** | **Common Stocks — 96.2%** | **Common Stocks — 96.2%** |
| **Aerospace & Defense — 3.4%** | **Aerospace & Defense — 3.4%** | **Aerospace & Defense — 3.4%** |
| &nbsp;&nbsp;&nbsp; AAR Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 16232 | &nbsp;&nbsp;&nbsp;&nbsp; 1776755 |
| &nbsp;&nbsp;&nbsp; AeroVironment, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 12627 | &nbsp;&nbsp;&nbsp;&nbsp; 2311372 |
| &nbsp;&nbsp;&nbsp; ATI, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 70946 | &nbsp;&nbsp;&nbsp;&nbsp; 10319805 |
| &nbsp;&nbsp;&nbsp; BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 44060 | &nbsp;&nbsp;&nbsp;&nbsp; 9009829 |
| &nbsp;&nbsp;&nbsp; Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 19218 | &nbsp;&nbsp;&nbsp;&nbsp; 7574775 |
| &nbsp;&nbsp;&nbsp; Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 25801 | &nbsp;&nbsp;&nbsp;&nbsp; 17573577 |
| &nbsp;&nbsp;&nbsp; Hexcel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 45747 | &nbsp;&nbsp;&nbsp;&nbsp; 3702305 |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 77765 | &nbsp;&nbsp;&nbsp;&nbsp; 5483210 |
| &nbsp;&nbsp;&nbsp; Mercury Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 42062 | &nbsp;&nbsp;&nbsp;&nbsp; 3066740 |
| &nbsp;&nbsp;&nbsp; Moog, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 13432 | &nbsp;&nbsp;&nbsp;&nbsp; 3930741 |
| &nbsp;&nbsp;&nbsp; Woodward, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 46049 | &nbsp;&nbsp;&nbsp;&nbsp; 16481858 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 81230967 |
| **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| &nbsp;&nbsp;&nbsp; GXO Logistics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 51409 | &nbsp;&nbsp;&nbsp;&nbsp; 2665557 |
| **Automobile Components — 1.4%** | **Automobile Components — 1.4%** | **Automobile Components — 1.4%** |
| &nbsp;&nbsp;&nbsp; Adient plc \* | &nbsp;&nbsp;&nbsp;&nbsp; 90679 | &nbsp;&nbsp;&nbsp;&nbsp; 1832623 |
| &nbsp;&nbsp;&nbsp; Autoliv, Inc. (Sweden) | &nbsp;&nbsp;&nbsp;&nbsp; 30657 | &nbsp;&nbsp;&nbsp;&nbsp; 3223890 |
| &nbsp;&nbsp;&nbsp; BorgWarner, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 182607 | &nbsp;&nbsp;&nbsp;&nbsp; 9908256 |
| &nbsp;&nbsp;&nbsp; Dana, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 103671 | &nbsp;&nbsp;&nbsp;&nbsp; 3488529 |
| &nbsp;&nbsp;&nbsp; Dauch Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 276932 | &nbsp;&nbsp;&nbsp;&nbsp; 1642207 |
| &nbsp;&nbsp;&nbsp; Fox Factory Holding Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 26955 | &nbsp;&nbsp;&nbsp;&nbsp; 443679 |
| &nbsp;&nbsp;&nbsp; Gentex Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 32418 | &nbsp;&nbsp;&nbsp;&nbsp; 708333 |
| &nbsp;&nbsp;&nbsp; LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp; 18101 | &nbsp;&nbsp;&nbsp;&nbsp; 2226061 |
| &nbsp;&nbsp;&nbsp; Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 26269 | &nbsp;&nbsp;&nbsp;&nbsp; 3180650 |
| &nbsp;&nbsp;&nbsp; Patrick Industries, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 26299 | &nbsp;&nbsp;&nbsp;&nbsp; 2921030 |
| &nbsp;&nbsp;&nbsp; Phinia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 47220 | &nbsp;&nbsp;&nbsp;&nbsp; 3231737 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 32806995 |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** | **Automobiles — 0.1%** |
| &nbsp;&nbsp;&nbsp; Harley-Davidson, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 32785 | &nbsp;&nbsp;&nbsp;&nbsp; 662913 |
| &nbsp;&nbsp;&nbsp; Thor Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 18505 | &nbsp;&nbsp;&nbsp;&nbsp; 1478365 |
| &nbsp;&nbsp;&nbsp; Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32359 | &nbsp;&nbsp;&nbsp;&nbsp; 1002805 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3144083 |
| **Banks — 7.0%** | **Banks — 7.0%** | **Banks — 7.0%** |
| &nbsp;&nbsp;&nbsp; Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 61566 | &nbsp;&nbsp;&nbsp;&nbsp; 4801532 |
| &nbsp;&nbsp;&nbsp; Associated Banc-Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 123935 | &nbsp;&nbsp;&nbsp;&nbsp; 3204959 |
| &nbsp;&nbsp;&nbsp; Atlantic Union Bankshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 71995 | &nbsp;&nbsp;&nbsp;&nbsp; 2573101 |
| &nbsp;&nbsp;&nbsp; Axos Financial, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 40750 | &nbsp;&nbsp;&nbsp;&nbsp; 3467417 |
| &nbsp;&nbsp;&nbsp; Banc of California, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 125798 | &nbsp;&nbsp;&nbsp;&nbsp; 2211529 |
| &nbsp;&nbsp;&nbsp; Bank OZK | &nbsp;&nbsp;&nbsp;&nbsp; 99062 | &nbsp;&nbsp;&nbsp;&nbsp; 4545955 |
| &nbsp;&nbsp;&nbsp; BankUnited, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 153485 | &nbsp;&nbsp;&nbsp;&nbsp; 6931383 |
| &nbsp;&nbsp;&nbsp; Beacon Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 116060 | &nbsp;&nbsp;&nbsp;&nbsp; 3481800 |
| &nbsp;&nbsp;&nbsp; Capitol Federal Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 62223 | &nbsp;&nbsp;&nbsp;&nbsp; 443650 |
| &nbsp;&nbsp;&nbsp; Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 82265 | &nbsp;&nbsp;&nbsp;&nbsp; 2629189 |
| &nbsp;&nbsp;&nbsp; City Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp; 24370 | &nbsp;&nbsp;&nbsp;&nbsp; 2912702 |
| &nbsp;&nbsp;&nbsp; Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 63000 | &nbsp;&nbsp;&nbsp;&nbsp; 3099600 |
| &nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37621 | &nbsp;&nbsp;&nbsp;&nbsp; 5157087 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Banks — continued** | **Banks — continued** | **Banks — continued** |
| &nbsp;&nbsp;&nbsp; Customers Bancorp, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 33929 | &nbsp;&nbsp;&nbsp;&nbsp; 2355012 |
| &nbsp;&nbsp;&nbsp; CVB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 68764 | &nbsp;&nbsp;&nbsp;&nbsp; 1333334 |
| &nbsp;&nbsp;&nbsp; Dime Community Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 164008 | &nbsp;&nbsp;&nbsp;&nbsp; 5546751 |
| &nbsp;&nbsp;&nbsp; East West Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 99297 | &nbsp;&nbsp;&nbsp;&nbsp; 10600948 |
| &nbsp;&nbsp;&nbsp; FB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9500 | &nbsp;&nbsp;&nbsp;&nbsp; 493430 |
| &nbsp;&nbsp;&nbsp; First Bancorp (a) | &nbsp;&nbsp;&nbsp;&nbsp; 20143 | &nbsp;&nbsp;&nbsp;&nbsp; 1135058 |
| &nbsp;&nbsp;&nbsp; First BanCorp (Puerto Rico) | &nbsp;&nbsp;&nbsp;&nbsp; 221473 | &nbsp;&nbsp;&nbsp;&nbsp; 4730663 |
| &nbsp;&nbsp;&nbsp; First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 50328 | &nbsp;&nbsp;&nbsp;&nbsp; 1403145 |
| &nbsp;&nbsp;&nbsp; First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 107369 | &nbsp;&nbsp;&nbsp;&nbsp; 2645572 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 241959 | &nbsp;&nbsp;&nbsp;&nbsp; 5506987 |
| &nbsp;&nbsp;&nbsp; First Interstate BancSystem, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 12778 | &nbsp;&nbsp;&nbsp;&nbsp; 426785 |
| &nbsp;&nbsp;&nbsp; Flagstar Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 149331 | &nbsp;&nbsp;&nbsp;&nbsp; 1966689 |
| &nbsp;&nbsp;&nbsp; FNB Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 317940 | &nbsp;&nbsp;&nbsp;&nbsp; 5315957 |
| &nbsp;&nbsp;&nbsp; Glacier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 23056 | &nbsp;&nbsp;&nbsp;&nbsp; 1029912 |
| &nbsp;&nbsp;&nbsp; Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 39327 | &nbsp;&nbsp;&nbsp;&nbsp; 2500804 |
| &nbsp;&nbsp;&nbsp; Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 130960 | &nbsp;&nbsp;&nbsp;&nbsp; 3452106 |
| &nbsp;&nbsp;&nbsp; Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 119771 | &nbsp;&nbsp;&nbsp;&nbsp; 4290197 |
| &nbsp;&nbsp;&nbsp; Home BancShares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 41684 | &nbsp;&nbsp;&nbsp;&nbsp; 1122550 |
| &nbsp;&nbsp;&nbsp; Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 65175 | &nbsp;&nbsp;&nbsp;&nbsp; 728005 |
| &nbsp;&nbsp;&nbsp; Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 29082 | &nbsp;&nbsp;&nbsp;&nbsp; 1668725 |
| &nbsp;&nbsp;&nbsp; National Bank Holdings Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 42808 | &nbsp;&nbsp;&nbsp;&nbsp; 1676361 |
| &nbsp;&nbsp;&nbsp; Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 145232 | &nbsp;&nbsp;&nbsp;&nbsp; 1842994 |
| &nbsp;&nbsp;&nbsp; OFG Bancorp (Puerto Rico) | &nbsp;&nbsp;&nbsp;&nbsp; 21327 | &nbsp;&nbsp;&nbsp;&nbsp; 862890 |
| &nbsp;&nbsp;&nbsp; Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 270561 | &nbsp;&nbsp;&nbsp;&nbsp; 5979398 |
| &nbsp;&nbsp;&nbsp; Pathward Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 50061 | &nbsp;&nbsp;&nbsp;&nbsp; 4466943 |
| &nbsp;&nbsp;&nbsp; Pinnacle Financial Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 116522 | &nbsp;&nbsp;&nbsp;&nbsp; 10037205 |
| &nbsp;&nbsp;&nbsp; Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 27969 | &nbsp;&nbsp;&nbsp;&nbsp; 1878957 |
| &nbsp;&nbsp;&nbsp; Provident Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 67830 | &nbsp;&nbsp;&nbsp;&nbsp; 1435283 |
| &nbsp;&nbsp;&nbsp; Seacoast Banking Corp. of Florida | &nbsp;&nbsp;&nbsp;&nbsp; 14065 | &nbsp;&nbsp;&nbsp;&nbsp; 426029 |
| &nbsp;&nbsp;&nbsp; Simmons First National Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 244529 | &nbsp;&nbsp;&nbsp;&nbsp; 4756089 |
| &nbsp;&nbsp;&nbsp; Southside Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 48529 | &nbsp;&nbsp;&nbsp;&nbsp; 1508767 |
| &nbsp;&nbsp;&nbsp; SouthState Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 73246 | &nbsp;&nbsp;&nbsp;&nbsp; 6776720 |
| &nbsp;&nbsp;&nbsp; Trustmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 28943 | &nbsp;&nbsp;&nbsp;&nbsp; 1219658 |
| &nbsp;&nbsp;&nbsp; UMB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 41188 | &nbsp;&nbsp;&nbsp;&nbsp; 4645595 |
| &nbsp;&nbsp;&nbsp; United Community Banks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 61505 | &nbsp;&nbsp;&nbsp;&nbsp; 1936792 |
| &nbsp;&nbsp;&nbsp; Valley National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 91268 | &nbsp;&nbsp;&nbsp;&nbsp; 1120771 |
| &nbsp;&nbsp;&nbsp; Webster Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 26249 | &nbsp;&nbsp;&nbsp;&nbsp; 1822206 |
| &nbsp;&nbsp;&nbsp; Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp; 12650 | &nbsp;&nbsp;&nbsp;&nbsp; 659698 |
| &nbsp;&nbsp;&nbsp; Western Alliance Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 35121 | &nbsp;&nbsp;&nbsp;&nbsp; 2488323 |
| &nbsp;&nbsp;&nbsp; Wintrust Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 32211 | &nbsp;&nbsp;&nbsp;&nbsp; 4475396 |
| &nbsp;&nbsp;&nbsp; WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 33526 | &nbsp;&nbsp;&nbsp;&nbsp; 2194612 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp; 33071 | &nbsp;&nbsp;&nbsp;&nbsp; 1905551 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 167828772 |
| **Beverages — 0.4%** | **Beverages — 0.4%** | **Beverages — 0.4%** |
| &nbsp;&nbsp;&nbsp; Celsius Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 80127 | &nbsp;&nbsp;&nbsp;&nbsp; 2842906 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Beverages — continued** | **Beverages — continued** | **Beverages — continued** |
| &nbsp;&nbsp;&nbsp; Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 23336 | &nbsp;&nbsp;&nbsp;&nbsp; 4474444 |
| &nbsp;&nbsp;&nbsp; Vita Coco Co., Inc. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp; 39003 | &nbsp;&nbsp;&nbsp;&nbsp; 1868634 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9185984 |
| **Biotechnology — 3.1%** | **Biotechnology — 3.1%** | **Biotechnology — 3.1%** |
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 90149 | &nbsp;&nbsp;&nbsp;&nbsp; 5652342 |
| &nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 97899 | &nbsp;&nbsp;&nbsp;&nbsp; 5530315 |
| &nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 111220 | &nbsp;&nbsp;&nbsp;&nbsp; 2753807 |
| &nbsp;&nbsp;&nbsp; Cytokinetics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 43663 | &nbsp;&nbsp;&nbsp;&nbsp; 2877828 |
| &nbsp;&nbsp;&nbsp; Exelixis, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 78947 | &nbsp;&nbsp;&nbsp;&nbsp; 3386037 |
| &nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 151480 | &nbsp;&nbsp;&nbsp;&nbsp; 9790152 |
| &nbsp;&nbsp;&nbsp; Krystal Biotech, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp; 2092392 |
| &nbsp;&nbsp;&nbsp; Myriad Genetics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 136563 | &nbsp;&nbsp;&nbsp;&nbsp; 614534 |
| &nbsp;&nbsp;&nbsp; Neurocrine Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 48353 | &nbsp;&nbsp;&nbsp;&nbsp; 6370024 |
| &nbsp;&nbsp;&nbsp; Protagonist Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 93194 | &nbsp;&nbsp;&nbsp;&nbsp; 9822648 |
| &nbsp;&nbsp;&nbsp; Sarepta Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 47458 | &nbsp;&nbsp;&nbsp;&nbsp; 1032686 |
| &nbsp;&nbsp;&nbsp; United Therapeutics Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 33752 | &nbsp;&nbsp;&nbsp;&nbsp; 20014261 |
| &nbsp;&nbsp;&nbsp; Vir Biotechnology, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 410394 | &nbsp;&nbsp;&nbsp;&nbsp; 3677130 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 73614156 |
| **Broadline Retail — 0.3%** | **Broadline Retail — 0.3%** | **Broadline Retail — 0.3%** |
| &nbsp;&nbsp;&nbsp; Etsy, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 57462 | &nbsp;&nbsp;&nbsp;&nbsp; 2871951 |
| &nbsp;&nbsp;&nbsp; Macy's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 172108 | &nbsp;&nbsp;&nbsp;&nbsp; 3113434 |
| &nbsp;&nbsp;&nbsp; Ollie's Bargain Outlet Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 26036 | &nbsp;&nbsp;&nbsp;&nbsp; 2396353 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8381738 |
| **Building Products — 1.8%** | **Building Products — 1.8%** | **Building Products — 1.8%** |
| &nbsp;&nbsp;&nbsp; AAON, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 31484 | &nbsp;&nbsp;&nbsp;&nbsp; 2605301 |
| &nbsp;&nbsp;&nbsp; Advanced Drainage Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 20374 | &nbsp;&nbsp;&nbsp;&nbsp; 2793887 |
| &nbsp;&nbsp;&nbsp; Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 64545 | &nbsp;&nbsp;&nbsp;&nbsp; 2164839 |
| &nbsp;&nbsp;&nbsp; Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 35939 | &nbsp;&nbsp;&nbsp;&nbsp; 5922747 |
| &nbsp;&nbsp;&nbsp; AZZ, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14070 | &nbsp;&nbsp;&nbsp;&nbsp; 1760579 |
| &nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9576 | &nbsp;&nbsp;&nbsp;&nbsp; 3194745 |
| &nbsp;&nbsp;&nbsp; Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 12615 | &nbsp;&nbsp;&nbsp;&nbsp; 491607 |
| &nbsp;&nbsp;&nbsp; Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 28818 | &nbsp;&nbsp;&nbsp;&nbsp; 2094492 |
| &nbsp;&nbsp;&nbsp; Masterbrand, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 62577 | &nbsp;&nbsp;&nbsp;&nbsp; 520015 |
| &nbsp;&nbsp;&nbsp; Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 67823 | &nbsp;&nbsp;&nbsp;&nbsp; 7339805 |
| &nbsp;&nbsp;&nbsp; Quanex Building Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 16793 | &nbsp;&nbsp;&nbsp;&nbsp; 301770 |
| &nbsp;&nbsp;&nbsp; Resideo Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 198171 | &nbsp;&nbsp;&nbsp;&nbsp; 6680344 |
| &nbsp;&nbsp;&nbsp; Simpson Manufacturing Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 26896 | &nbsp;&nbsp;&nbsp;&nbsp; 4615892 |
| &nbsp;&nbsp;&nbsp; UFP Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 28555 | &nbsp;&nbsp;&nbsp;&nbsp; 2630487 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 43116510 |
| **Capital Markets — 2.7%** | **Capital Markets — 2.7%** | **Capital Markets — 2.7%** |
| &nbsp;&nbsp;&nbsp; Acadian Asset Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 34694 | &nbsp;&nbsp;&nbsp;&nbsp; 1888048 |
| &nbsp;&nbsp;&nbsp; Affiliated Managers Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 30509 | &nbsp;&nbsp;&nbsp;&nbsp; 8441840 |
| &nbsp;&nbsp;&nbsp; BGC Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 303199 | &nbsp;&nbsp;&nbsp;&nbsp; 2965286 |
| &nbsp;&nbsp;&nbsp; Carlyle Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 54430 | &nbsp;&nbsp;&nbsp;&nbsp; 2633868 |
| &nbsp;&nbsp;&nbsp; Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32893 | &nbsp;&nbsp;&nbsp;&nbsp; 2057457 |
| &nbsp;&nbsp;&nbsp; Evercore, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 22424 | &nbsp;&nbsp;&nbsp;&nbsp; 6693788 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Capital Markets — continued** | **Capital Markets — continued** | **Capital Markets — continued** |
| &nbsp;&nbsp;&nbsp; Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 83497 | &nbsp;&nbsp;&nbsp;&nbsp; 4735115 |
| &nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 8572 | &nbsp;&nbsp;&nbsp;&nbsp; 852057 |
| &nbsp;&nbsp;&nbsp; Houlihan Lokey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10482 | &nbsp;&nbsp;&nbsp;&nbsp; 1505425 |
| &nbsp;&nbsp;&nbsp; Janus Henderson Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 109729 | &nbsp;&nbsp;&nbsp;&nbsp; 5636779 |
| &nbsp;&nbsp;&nbsp; Jefferies Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 40833 | &nbsp;&nbsp;&nbsp;&nbsp; 1685178 |
| &nbsp;&nbsp;&nbsp; MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11285 | &nbsp;&nbsp;&nbsp;&nbsp; 1861799 |
| &nbsp;&nbsp;&nbsp; Moelis & Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 20715 | &nbsp;&nbsp;&nbsp;&nbsp; 1180755 |
| &nbsp;&nbsp;&nbsp; Morningstar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6438 | &nbsp;&nbsp;&nbsp;&nbsp; 1088344 |
| &nbsp;&nbsp;&nbsp; Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp; 61270 | &nbsp;&nbsp;&nbsp;&nbsp; 4690219 |
| &nbsp;&nbsp;&nbsp; SEI Investments Co. | &nbsp;&nbsp;&nbsp;&nbsp; 32592 | &nbsp;&nbsp;&nbsp;&nbsp; 2557494 |
| &nbsp;&nbsp;&nbsp; StepStone Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 36437 | &nbsp;&nbsp;&nbsp;&nbsp; 1738774 |
| &nbsp;&nbsp;&nbsp; Stifel Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 75210 | &nbsp;&nbsp;&nbsp;&nbsp; 5559523 |
| &nbsp;&nbsp;&nbsp; StoneX Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 32696 | &nbsp;&nbsp;&nbsp;&nbsp; 2636932 |
| &nbsp;&nbsp;&nbsp; Virtu Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 61788 | &nbsp;&nbsp;&nbsp;&nbsp; 2717436 |
| &nbsp;&nbsp;&nbsp; Virtus Investment Partners, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2957 | &nbsp;&nbsp;&nbsp;&nbsp; 397273 |
| &nbsp;&nbsp;&nbsp; WisdomTree, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 140400 | &nbsp;&nbsp;&nbsp;&nbsp; 2044224 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 65567614 |
| **Chemicals — 2.2%** | **Chemicals — 2.2%** | **Chemicals — 2.2%** |
| &nbsp;&nbsp;&nbsp; Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 28463 | &nbsp;&nbsp;&nbsp;&nbsp; 1582827 |
| &nbsp;&nbsp;&nbsp; Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 76016 | &nbsp;&nbsp;&nbsp;&nbsp; 2759381 |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 63954 | &nbsp;&nbsp;&nbsp;&nbsp; 1771526 |
| &nbsp;&nbsp;&nbsp; Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 17609 | &nbsp;&nbsp;&nbsp;&nbsp; 2984373 |
| &nbsp;&nbsp;&nbsp; Celanese Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 77290 | &nbsp;&nbsp;&nbsp;&nbsp; 5083363 |
| &nbsp;&nbsp;&nbsp; Chemours Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 69323 | &nbsp;&nbsp;&nbsp;&nbsp; 1527186 |
| &nbsp;&nbsp;&nbsp; Element Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 234806 | &nbsp;&nbsp;&nbsp;&nbsp; 8016277 |
| &nbsp;&nbsp;&nbsp; FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 71486 | &nbsp;&nbsp;&nbsp;&nbsp; 1230989 |
| &nbsp;&nbsp;&nbsp; Hawkins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2993 | &nbsp;&nbsp;&nbsp;&nbsp; 459725 |
| &nbsp;&nbsp;&nbsp; HB Fuller Co. | &nbsp;&nbsp;&nbsp;&nbsp; 63527 | &nbsp;&nbsp;&nbsp;&nbsp; 3918345 |
| &nbsp;&nbsp;&nbsp; Ingevity Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 18366 | &nbsp;&nbsp;&nbsp;&nbsp; 1308210 |
| &nbsp;&nbsp;&nbsp; Innospec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 60318 | &nbsp;&nbsp;&nbsp;&nbsp; 4404420 |
| &nbsp;&nbsp;&nbsp; Minerals Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 51062 | &nbsp;&nbsp;&nbsp;&nbsp; 3621317 |
| &nbsp;&nbsp;&nbsp; Quaker Chemical Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 7142 | &nbsp;&nbsp;&nbsp;&nbsp; 887251 |
| &nbsp;&nbsp;&nbsp; RPM International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 53949 | &nbsp;&nbsp;&nbsp;&nbsp; 5362531 |
| &nbsp;&nbsp;&nbsp; Sensient Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 25472 | &nbsp;&nbsp;&nbsp;&nbsp; 2201800 |
| &nbsp;&nbsp;&nbsp; Solstice Advanced Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 48751 | &nbsp;&nbsp;&nbsp;&nbsp; 3712876 |
| &nbsp;&nbsp;&nbsp; Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 26498 | &nbsp;&nbsp;&nbsp;&nbsp; 3095496 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 53927893 |
| **Commercial Services & Supplies — 1.8%** | **Commercial Services & Supplies — 1.8%** | **Commercial Services & Supplies — 1.8%** |
| &nbsp;&nbsp;&nbsp; ABM Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 52404 | &nbsp;&nbsp;&nbsp;&nbsp; 2018602 |
| &nbsp;&nbsp;&nbsp; Brady Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 92453 | &nbsp;&nbsp;&nbsp;&nbsp; 7510882 |
| &nbsp;&nbsp;&nbsp; Brink's Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 29994 | &nbsp;&nbsp;&nbsp;&nbsp; 3108278 |
| &nbsp;&nbsp;&nbsp; Clean Harbors, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 37312 | &nbsp;&nbsp;&nbsp;&nbsp; 10698470 |
| &nbsp;&nbsp;&nbsp; Enviri Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 37745 | &nbsp;&nbsp;&nbsp;&nbsp; 740557 |
| &nbsp;&nbsp;&nbsp; Interface, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32721 | &nbsp;&nbsp;&nbsp;&nbsp; 815407 |
| &nbsp;&nbsp;&nbsp; MillerKnoll, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 48128 | &nbsp;&nbsp;&nbsp;&nbsp; 695931 |
| &nbsp;&nbsp;&nbsp; MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 18700 | &nbsp;&nbsp;&nbsp;&nbsp; 3065865 |
| &nbsp;&nbsp;&nbsp; OPENLANE, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 116696 | &nbsp;&nbsp;&nbsp;&nbsp; 3401688 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Commercial Services & Supplies — continued** | **Commercial Services & Supplies — continued** | **Commercial Services & Supplies — continued** |
| &nbsp;&nbsp;&nbsp; Pitney Bowes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 80189 | &nbsp;&nbsp;&nbsp;&nbsp; 886088 |
| &nbsp;&nbsp;&nbsp; RB Global, Inc. (Canada) | &nbsp;&nbsp;&nbsp;&nbsp; 60453 | &nbsp;&nbsp;&nbsp;&nbsp; 5794420 |
| &nbsp;&nbsp;&nbsp; Tetra Tech, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 132388 | &nbsp;&nbsp;&nbsp;&nbsp; 3987527 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 42723715 |
| **Communications Equipment — 0.4%** | **Communications Equipment — 0.4%** | **Communications Equipment — 0.4%** |
| &nbsp;&nbsp;&nbsp; Digi International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 18086 | &nbsp;&nbsp;&nbsp;&nbsp; 871745 |
| &nbsp;&nbsp;&nbsp; NetScout Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 34846 | &nbsp;&nbsp;&nbsp;&nbsp; 1107754 |
| &nbsp;&nbsp;&nbsp; Viasat, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 122823 | &nbsp;&nbsp;&nbsp;&nbsp; 5625293 |
| &nbsp;&nbsp;&nbsp; Viavi Solutions, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 50498 | &nbsp;&nbsp;&nbsp;&nbsp; 1680574 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9285366 |
| **Construction & Engineering — 2.8%** | **Construction & Engineering — 2.8%** | **Construction & Engineering — 2.8%** |
| &nbsp;&nbsp;&nbsp; AECOM | &nbsp;&nbsp;&nbsp;&nbsp; 72759 | &nbsp;&nbsp;&nbsp;&nbsp; 6171418 |
| &nbsp;&nbsp;&nbsp; API Group Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 113915 | &nbsp;&nbsp;&nbsp;&nbsp; 4615836 |
| &nbsp;&nbsp;&nbsp; Arcosa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 30698 | &nbsp;&nbsp;&nbsp;&nbsp; 3258286 |
| &nbsp;&nbsp;&nbsp; Dycom Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 13813 | &nbsp;&nbsp;&nbsp;&nbsp; 4680121 |
| &nbsp;&nbsp;&nbsp; Everus Construction Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 16158 | &nbsp;&nbsp;&nbsp;&nbsp; 1907613 |
| &nbsp;&nbsp;&nbsp; Fluor Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 84377 | &nbsp;&nbsp;&nbsp;&nbsp; 3936187 |
| &nbsp;&nbsp;&nbsp; Granite Construction, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 65638 | &nbsp;&nbsp;&nbsp;&nbsp; 7868683 |
| &nbsp;&nbsp;&nbsp; MasTec, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 47770 | &nbsp;&nbsp;&nbsp;&nbsp; 15369520 |
| &nbsp;&nbsp;&nbsp; MYR Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 21894 | &nbsp;&nbsp;&nbsp;&nbsp; 6181114 |
| &nbsp;&nbsp;&nbsp; Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 27311 | &nbsp;&nbsp;&nbsp;&nbsp; 3906565 |
| &nbsp;&nbsp;&nbsp; Sterling Infrastructure, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 14163 | &nbsp;&nbsp;&nbsp;&nbsp; 5768165 |
| &nbsp;&nbsp;&nbsp; Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9738 | &nbsp;&nbsp;&nbsp;&nbsp; 3891013 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 67554521 |
| **Construction Materials — 0.2%** | **Construction Materials — 0.2%** | **Construction Materials — 0.2%** |
| &nbsp;&nbsp;&nbsp; Eagle Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 21824 | &nbsp;&nbsp;&nbsp;&nbsp; 4134557 |
| &nbsp;&nbsp;&nbsp; Knife River Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 14008 | &nbsp;&nbsp;&nbsp;&nbsp; 1143753 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5278310 |
| **Consumer Finance — 1.0%** | **Consumer Finance — 1.0%** | **Consumer Finance — 1.0%** |
| &nbsp;&nbsp;&nbsp; Ally Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 195164 | &nbsp;&nbsp;&nbsp;&nbsp; 7656284 |
| &nbsp;&nbsp;&nbsp; Encore Capital Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 50306 | &nbsp;&nbsp;&nbsp;&nbsp; 3527457 |
| &nbsp;&nbsp;&nbsp; Enova International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 33992 | &nbsp;&nbsp;&nbsp;&nbsp; 4617133 |
| &nbsp;&nbsp;&nbsp; FirstCash Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 18699 | &nbsp;&nbsp;&nbsp;&nbsp; 3515412 |
| &nbsp;&nbsp;&nbsp; Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 27435 | &nbsp;&nbsp;&nbsp;&nbsp; 224418 |
| &nbsp;&nbsp;&nbsp; PROG Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 78295 | &nbsp;&nbsp;&nbsp;&nbsp; 2246284 |
| &nbsp;&nbsp;&nbsp; SLM Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 95910 | &nbsp;&nbsp;&nbsp;&nbsp; 2053433 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 23840421 |
| **Consumer Staples Distribution & Retail — 2.5%** | **Consumer Staples Distribution & Retail — 2.5%** | **Consumer Staples Distribution & Retail — 2.5%** |
| &nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 122200 | &nbsp;&nbsp;&nbsp;&nbsp; 2082288 |
| &nbsp;&nbsp;&nbsp; Andersons, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 52695 | &nbsp;&nbsp;&nbsp;&nbsp; 3782447 |
| &nbsp;&nbsp;&nbsp; BJ's Wholesale Club Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 73837 | &nbsp;&nbsp;&nbsp;&nbsp; 7267038 |
| &nbsp;&nbsp;&nbsp; Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 20890 | &nbsp;&nbsp;&nbsp;&nbsp; 15204995 |
| &nbsp;&nbsp;&nbsp; Chefs' Warehouse, Inc. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp; 28992 | &nbsp;&nbsp;&nbsp;&nbsp; 1723574 |
| &nbsp;&nbsp;&nbsp; Maplebear, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 112876 | &nbsp;&nbsp;&nbsp;&nbsp; 4228335 |
| &nbsp;&nbsp;&nbsp; Performance Food Group Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 91108 | &nbsp;&nbsp;&nbsp;&nbsp; 7804311 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Consumer Staples Distribution & Retail — continued** | **Consumer Staples Distribution & Retail — continued** | **Consumer Staples Distribution & Retail — continued** |
| &nbsp;&nbsp;&nbsp; PriceSmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6807 | &nbsp;&nbsp;&nbsp;&nbsp; 1024454 |
| &nbsp;&nbsp;&nbsp; Sprouts Farmers Market, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 43750 | &nbsp;&nbsp;&nbsp;&nbsp; 3374438 |
| &nbsp;&nbsp;&nbsp; United Natural Foods, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 48689 | &nbsp;&nbsp;&nbsp;&nbsp; 2193926 |
| &nbsp;&nbsp;&nbsp; US Foods Holding Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 128397 | &nbsp;&nbsp;&nbsp;&nbsp; 11839487 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 60525293 |
| **Containers & Packaging — 0.9%** | **Containers & Packaging — 0.9%** | **Containers & Packaging — 0.9%** |
| &nbsp;&nbsp;&nbsp; AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 30160 | &nbsp;&nbsp;&nbsp;&nbsp; 3800763 |
| &nbsp;&nbsp;&nbsp; Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 78510 | &nbsp;&nbsp;&nbsp;&nbsp; 7870627 |
| &nbsp;&nbsp;&nbsp; Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 28773 | &nbsp;&nbsp;&nbsp;&nbsp; 1929805 |
| &nbsp;&nbsp;&nbsp; O-I Glass, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 165662 | &nbsp;&nbsp;&nbsp;&nbsp; 1741108 |
| &nbsp;&nbsp;&nbsp; Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 10753 | &nbsp;&nbsp;&nbsp;&nbsp; 452164 |
| &nbsp;&nbsp;&nbsp; Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 72587 | &nbsp;&nbsp;&nbsp;&nbsp; 2816376 |
| &nbsp;&nbsp;&nbsp; Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 68110 | &nbsp;&nbsp;&nbsp;&nbsp; 3684070 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 22294913 |
| **Distributors — 0.1%** | **Distributors — 0.1%** | **Distributors — 0.1%** |
| &nbsp;&nbsp;&nbsp; LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 78563 | &nbsp;&nbsp;&nbsp;&nbsp; 2307395 |
| **Diversified Consumer Services — 1.2%** | **Diversified Consumer Services — 1.2%** | **Diversified Consumer Services — 1.2%** |
| &nbsp;&nbsp;&nbsp; Covista, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 30963 | &nbsp;&nbsp;&nbsp;&nbsp; 3568486 |
| &nbsp;&nbsp;&nbsp; Duolingo, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 27234 | &nbsp;&nbsp;&nbsp;&nbsp; 2684455 |
| &nbsp;&nbsp;&nbsp; Frontdoor, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 42202 | &nbsp;&nbsp;&nbsp;&nbsp; 2230798 |
| &nbsp;&nbsp;&nbsp; Graham Holdings Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp; 936 | &nbsp;&nbsp;&nbsp;&nbsp; 989595 |
| &nbsp;&nbsp;&nbsp; Grand Canyon Education, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 26812 | &nbsp;&nbsp;&nbsp;&nbsp; 4558844 |
| &nbsp;&nbsp;&nbsp; H&R Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 43250 | &nbsp;&nbsp;&nbsp;&nbsp; 1372755 |
| &nbsp;&nbsp;&nbsp; Laureate Education, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 65758 | &nbsp;&nbsp;&nbsp;&nbsp; 2291009 |
| &nbsp;&nbsp;&nbsp; OneSpaWorld Holdings Ltd. (Bahamas) | &nbsp;&nbsp;&nbsp;&nbsp; 52195 | &nbsp;&nbsp;&nbsp;&nbsp; 1197875 |
| &nbsp;&nbsp;&nbsp; Perdoceo Education Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 60315 | &nbsp;&nbsp;&nbsp;&nbsp; 2244321 |
| &nbsp;&nbsp;&nbsp; Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 67838 | &nbsp;&nbsp;&nbsp;&nbsp; 5597314 |
| &nbsp;&nbsp;&nbsp; Stride, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 19747 | &nbsp;&nbsp;&nbsp;&nbsp; 1741093 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 28476545 |
| **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** | **Diversified REITs — 0.5%** |
| &nbsp;&nbsp;&nbsp; American Assets Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 74947 | &nbsp;&nbsp;&nbsp;&nbsp; 1379774 |
| &nbsp;&nbsp;&nbsp; Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 218424 | &nbsp;&nbsp;&nbsp;&nbsp; 6631353 |
| &nbsp;&nbsp;&nbsp; WP Carey, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 75674 | &nbsp;&nbsp;&nbsp;&nbsp; 5142805 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13153932 |
| **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Iridium Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 194419 | &nbsp;&nbsp;&nbsp;&nbsp; 5393183 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 488441 | &nbsp;&nbsp;&nbsp;&nbsp; 3394665 |
| &nbsp;&nbsp;&nbsp; Uniti Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 67695 | &nbsp;&nbsp;&nbsp;&nbsp; 634979 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9422827 |
| **Electric Utilities — 0.8%** | **Electric Utilities — 0.8%** | **Electric Utilities — 0.8%** |
| &nbsp;&nbsp;&nbsp; IDACORP, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 25692 | &nbsp;&nbsp;&nbsp;&nbsp; 3673186 |
| &nbsp;&nbsp;&nbsp; OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 211270 | &nbsp;&nbsp;&nbsp;&nbsp; 10132509 |
| &nbsp;&nbsp;&nbsp; Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 73382 | &nbsp;&nbsp;&nbsp;&nbsp; 6440738 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 20246433 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Electrical Equipment — 1.9%** | **Electrical Equipment — 1.9%** | **Electrical Equipment — 1.9%** |
| &nbsp;&nbsp;&nbsp; Acuity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14574 | &nbsp;&nbsp;&nbsp;&nbsp; 4083926 |
| &nbsp;&nbsp;&nbsp; EnerSys | &nbsp;&nbsp;&nbsp;&nbsp; 47556 | &nbsp;&nbsp;&nbsp;&nbsp; 8261428 |
| &nbsp;&nbsp;&nbsp; Nextpower, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 71475 | &nbsp;&nbsp;&nbsp;&nbsp; 8616311 |
| &nbsp;&nbsp;&nbsp; nVent Electric plc | &nbsp;&nbsp;&nbsp;&nbsp; 130189 | &nbsp;&nbsp;&nbsp;&nbsp; 15398755 |
| &nbsp;&nbsp;&nbsp; Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 33217 | &nbsp;&nbsp;&nbsp;&nbsp; 6220216 |
| &nbsp;&nbsp;&nbsp; Sunrun, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 221381 | &nbsp;&nbsp;&nbsp;&nbsp; 3001927 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 45582563 |
| **Electronic Equipment, Instruments & Components — 3.5%** | **Electronic Equipment, Instruments & Components — 3.5%** | **Electronic Equipment, Instruments & Components — 3.5%** |
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 20650 | &nbsp;&nbsp;&nbsp;&nbsp; 6663961 |
| &nbsp;&nbsp;&nbsp; Arrow Electronics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 50970 | &nbsp;&nbsp;&nbsp;&nbsp; 7309608 |
| &nbsp;&nbsp;&nbsp; Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14216 | &nbsp;&nbsp;&nbsp;&nbsp; 2165808 |
| &nbsp;&nbsp;&nbsp; Belden, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 25123 | &nbsp;&nbsp;&nbsp;&nbsp; 2884874 |
| &nbsp;&nbsp;&nbsp; Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 88838 | &nbsp;&nbsp;&nbsp;&nbsp; 4980258 |
| &nbsp;&nbsp;&nbsp; CTS Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 34244 | &nbsp;&nbsp;&nbsp;&nbsp; 1635493 |
| &nbsp;&nbsp;&nbsp; Fabrinet (Thailand) \* | &nbsp;&nbsp;&nbsp;&nbsp; 25093 | &nbsp;&nbsp;&nbsp;&nbsp; 13086501 |
| &nbsp;&nbsp;&nbsp; Flex Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 172613 | &nbsp;&nbsp;&nbsp;&nbsp; 11299247 |
| &nbsp;&nbsp;&nbsp; IPG Photonics Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 22850 | &nbsp;&nbsp;&nbsp;&nbsp; 2618382 |
| &nbsp;&nbsp;&nbsp; Knowles Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 62004 | &nbsp;&nbsp;&nbsp;&nbsp; 1592263 |
| &nbsp;&nbsp;&nbsp; Littelfuse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11672 | &nbsp;&nbsp;&nbsp;&nbsp; 3960893 |
| &nbsp;&nbsp;&nbsp; Plexus Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 32787 | &nbsp;&nbsp;&nbsp;&nbsp; 6640679 |
| &nbsp;&nbsp;&nbsp; Sanmina Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 49874 | &nbsp;&nbsp;&nbsp;&nbsp; 6465665 |
| &nbsp;&nbsp;&nbsp; TTM Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 79797 | &nbsp;&nbsp;&nbsp;&nbsp; 7773824 |
| &nbsp;&nbsp;&nbsp; Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 122026 | &nbsp;&nbsp;&nbsp;&nbsp; 2196468 |
| &nbsp;&nbsp;&nbsp; Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 74495 | &nbsp;&nbsp;&nbsp;&nbsp; 2642338 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 83916262 |
| **Energy Equipment & Services — 1.8%** | **Energy Equipment & Services — 1.8%** | **Energy Equipment & Services — 1.8%** |
| &nbsp;&nbsp;&nbsp; Bristow Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp; 2251 |
| &nbsp;&nbsp;&nbsp; Helix Energy Solutions Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 115578 | &nbsp;&nbsp;&nbsp;&nbsp; 1143066 |
| &nbsp;&nbsp;&nbsp; Helmerich & Payne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 39659 | &nbsp;&nbsp;&nbsp;&nbsp; 1428914 |
| &nbsp;&nbsp;&nbsp; Liberty Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 183712 | &nbsp;&nbsp;&nbsp;&nbsp; 5290906 |
| &nbsp;&nbsp;&nbsp; Noble Corp. plc (a) | &nbsp;&nbsp;&nbsp;&nbsp; 29375 | &nbsp;&nbsp;&nbsp;&nbsp; 1441431 |
| &nbsp;&nbsp;&nbsp; NOV, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 117418 | &nbsp;&nbsp;&nbsp;&nbsp; 2208632 |
| &nbsp;&nbsp;&nbsp; Oceaneering International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 126539 | &nbsp;&nbsp;&nbsp;&nbsp; 4488338 |
| &nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 47213 | &nbsp;&nbsp;&nbsp;&nbsp; 511317 |
| &nbsp;&nbsp;&nbsp; TechnipFMC plc (United Kingdom) | &nbsp;&nbsp;&nbsp;&nbsp; 256077 | &nbsp;&nbsp;&nbsp;&nbsp; 17702603 |
| &nbsp;&nbsp;&nbsp; Tidewater, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 38169 | &nbsp;&nbsp;&nbsp;&nbsp; 3189020 |
| &nbsp;&nbsp;&nbsp; Valaris Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 36345 | &nbsp;&nbsp;&nbsp;&nbsp; 3563264 |
| &nbsp;&nbsp;&nbsp; Weatherford International plc | &nbsp;&nbsp;&nbsp;&nbsp; 20955 | &nbsp;&nbsp;&nbsp;&nbsp; 1981924 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 42951666 |
| **Entertainment — 0.2%** | **Entertainment — 0.2%** | **Entertainment — 0.2%** |
| &nbsp;&nbsp;&nbsp; Cinemark Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 58599 | &nbsp;&nbsp;&nbsp;&nbsp; 1671243 |
| &nbsp;&nbsp;&nbsp; Madison Square Garden Sports Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 10674 | &nbsp;&nbsp;&nbsp;&nbsp; 3430624 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5101867 |
| **Financial Services — 1.9%** | **Financial Services — 1.9%** | **Financial Services — 1.9%** |
| &nbsp;&nbsp;&nbsp; Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 40413 | &nbsp;&nbsp;&nbsp;&nbsp; 1649254 |
| &nbsp;&nbsp;&nbsp; Equitable Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 110305 | &nbsp;&nbsp;&nbsp;&nbsp; 4093419 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Financial Services — continued** | **Financial Services — continued** | **Financial Services — continued** |
| &nbsp;&nbsp;&nbsp; Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 68785 | &nbsp;&nbsp;&nbsp;&nbsp; 4019795 |
| &nbsp;&nbsp;&nbsp; Euronet Worldwide, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 11323 | &nbsp;&nbsp;&nbsp;&nbsp; 751507 |
| &nbsp;&nbsp;&nbsp; EVERTEC, Inc. (Puerto Rico) | &nbsp;&nbsp;&nbsp;&nbsp; 86562 | &nbsp;&nbsp;&nbsp;&nbsp; 2442780 |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 95869 | &nbsp;&nbsp;&nbsp;&nbsp; 3523186 |
| &nbsp;&nbsp;&nbsp; Jackson Financial, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 33619 | &nbsp;&nbsp;&nbsp;&nbsp; 3554201 |
| &nbsp;&nbsp;&nbsp; MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 130182 | &nbsp;&nbsp;&nbsp;&nbsp; 3417277 |
| &nbsp;&nbsp;&nbsp; NCR Atleos Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 55519 | &nbsp;&nbsp;&nbsp;&nbsp; 2419518 |
| &nbsp;&nbsp;&nbsp; NMI Holdings, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 132837 | &nbsp;&nbsp;&nbsp;&nbsp; 4982716 |
| &nbsp;&nbsp;&nbsp; Radian Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 68859 | &nbsp;&nbsp;&nbsp;&nbsp; 2277856 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 31485 | &nbsp;&nbsp;&nbsp;&nbsp; 1376839 |
| &nbsp;&nbsp;&nbsp; Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 45630 | &nbsp;&nbsp;&nbsp;&nbsp; 3117442 |
| &nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 18393 | &nbsp;&nbsp;&nbsp;&nbsp; 816281 |
| &nbsp;&nbsp;&nbsp; WEX, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 51333 | &nbsp;&nbsp;&nbsp;&nbsp; 7856002 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 46298073 |
| **Food Products — 0.7%** | **Food Products — 0.7%** | **Food Products — 0.7%** |
| &nbsp;&nbsp;&nbsp; Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 22696 | &nbsp;&nbsp;&nbsp;&nbsp; 1796388 |
| &nbsp;&nbsp;&nbsp; Darling Ingredients, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 76862 | &nbsp;&nbsp;&nbsp;&nbsp; 4753915 |
| &nbsp;&nbsp;&nbsp; Freshpet, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 18878 | &nbsp;&nbsp;&nbsp;&nbsp; 1113047 |
| &nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 56987 | &nbsp;&nbsp;&nbsp;&nbsp; 2408271 |
| &nbsp;&nbsp;&nbsp; Marzetti Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 8985 | &nbsp;&nbsp;&nbsp;&nbsp; 1242895 |
| &nbsp;&nbsp;&nbsp; Post Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 48423 | &nbsp;&nbsp;&nbsp;&nbsp; 4787098 |
| &nbsp;&nbsp;&nbsp; Simply Good Foods Co. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp; 48930 | &nbsp;&nbsp;&nbsp;&nbsp; 702145 |
| &nbsp;&nbsp;&nbsp; Vital Farms, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 26874 | &nbsp;&nbsp;&nbsp;&nbsp; 379461 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 17183220 |
| **Gas Utilities — 0.8%** | **Gas Utilities — 0.8%** | **Gas Utilities — 0.8%** |
| &nbsp;&nbsp;&nbsp; MDU Resources Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 121073 | &nbsp;&nbsp;&nbsp;&nbsp; 2508633 |
| &nbsp;&nbsp;&nbsp; Southwest Gas Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 83809 | &nbsp;&nbsp;&nbsp;&nbsp; 7283002 |
| &nbsp;&nbsp;&nbsp; Spire, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 15486 | &nbsp;&nbsp;&nbsp;&nbsp; 1402102 |
| &nbsp;&nbsp;&nbsp; UGI Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 195959 | &nbsp;&nbsp;&nbsp;&nbsp; 7136827 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 18330564 |
| **Ground Transportation — 0.9%** | **Ground Transportation — 0.9%** | **Ground Transportation — 0.9%** |
| &nbsp;&nbsp;&nbsp; ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 29901 | &nbsp;&nbsp;&nbsp;&nbsp; 2941062 |
| &nbsp;&nbsp;&nbsp; Knight-Swift Transportation Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8840 | &nbsp;&nbsp;&nbsp;&nbsp; 509007 |
| &nbsp;&nbsp;&nbsp; Lyft, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 69800 | &nbsp;&nbsp;&nbsp;&nbsp; 928340 |
| &nbsp;&nbsp;&nbsp; Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 21981 | &nbsp;&nbsp;&nbsp;&nbsp; 4499731 |
| &nbsp;&nbsp;&nbsp; Saia, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 5487 | &nbsp;&nbsp;&nbsp;&nbsp; 1927473 |
| &nbsp;&nbsp;&nbsp; XPO, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 52305 | &nbsp;&nbsp;&nbsp;&nbsp; 10175938 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 20981551 |
| **Health Care Equipment & Supplies — 2.0%** | **Health Care Equipment & Supplies — 2.0%** | **Health Care Equipment & Supplies — 2.0%** |
| &nbsp;&nbsp;&nbsp; Embecta Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 201567 | &nbsp;&nbsp;&nbsp;&nbsp; 1781852 |
| &nbsp;&nbsp;&nbsp; Glaukos Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 45177 | &nbsp;&nbsp;&nbsp;&nbsp; 4863756 |
| &nbsp;&nbsp;&nbsp; Globus Medical, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 94152 | &nbsp;&nbsp;&nbsp;&nbsp; 8112136 |
| &nbsp;&nbsp;&nbsp; Haemonetics Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 65372 | &nbsp;&nbsp;&nbsp;&nbsp; 3684366 |
| &nbsp;&nbsp;&nbsp; Inspire Medical Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 13580 | &nbsp;&nbsp;&nbsp;&nbsp; 700456 |
| &nbsp;&nbsp;&nbsp; Integer Holdings Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 18480 | &nbsp;&nbsp;&nbsp;&nbsp; 1626240 |
| &nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 40826 | &nbsp;&nbsp;&nbsp;&nbsp; 384581 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Health Care Equipment & Supplies — continued** | **Health Care Equipment & Supplies — continued** | **Health Care Equipment & Supplies — continued** |
| &nbsp;&nbsp;&nbsp; Lantheus Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 50875 | &nbsp;&nbsp;&nbsp;&nbsp; 3858869 |
| &nbsp;&nbsp;&nbsp; Masimo Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 21655 | &nbsp;&nbsp;&nbsp;&nbsp; 3851775 |
| &nbsp;&nbsp;&nbsp; Merit Medical Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 28900 | &nbsp;&nbsp;&nbsp;&nbsp; 1992077 |
| &nbsp;&nbsp;&nbsp; Omnicell, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 23999 | &nbsp;&nbsp;&nbsp;&nbsp; 801087 |
| &nbsp;&nbsp;&nbsp; Penumbra, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 21104 | &nbsp;&nbsp;&nbsp;&nbsp; 6929920 |
| &nbsp;&nbsp;&nbsp; QuidelOrtho Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 78119 | &nbsp;&nbsp;&nbsp;&nbsp; 1283495 |
| &nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 196151 | &nbsp;&nbsp;&nbsp;&nbsp; 3760215 |
| &nbsp;&nbsp;&nbsp; Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37302 | &nbsp;&nbsp;&nbsp;&nbsp; 4461692 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 48092517 |
| **Health Care Providers & Services — 1.4%** | **Health Care Providers & Services — 1.4%** | **Health Care Providers & Services — 1.4%** |
| &nbsp;&nbsp;&nbsp; Acadia Healthcare Co., Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 50679 | &nbsp;&nbsp;&nbsp;&nbsp; 1185382 |
| &nbsp;&nbsp;&nbsp; Addus HomeCare Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 8564 | &nbsp;&nbsp;&nbsp;&nbsp; 802019 |
| &nbsp;&nbsp;&nbsp; Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9640 | &nbsp;&nbsp;&nbsp;&nbsp; 3641413 |
| &nbsp;&nbsp;&nbsp; CorVel Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 21769 | &nbsp;&nbsp;&nbsp;&nbsp; 1189676 |
| &nbsp;&nbsp;&nbsp; Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 74733 | &nbsp;&nbsp;&nbsp;&nbsp; 7228923 |
| &nbsp;&nbsp;&nbsp; HealthEquity, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 20703 | &nbsp;&nbsp;&nbsp;&nbsp; 1730150 |
| &nbsp;&nbsp;&nbsp; Hims & Hers Health, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 93563 | &nbsp;&nbsp;&nbsp;&nbsp; 1942368 |
| &nbsp;&nbsp;&nbsp; NeoGenomics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 367570 | &nbsp;&nbsp;&nbsp;&nbsp; 2727369 |
| &nbsp;&nbsp;&nbsp; Option Care Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 149248 | &nbsp;&nbsp;&nbsp;&nbsp; 4017756 |
| &nbsp;&nbsp;&nbsp; Progyny, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 87751 | &nbsp;&nbsp;&nbsp;&nbsp; 1490012 |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 40987 | &nbsp;&nbsp;&nbsp;&nbsp; 7734657 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 33689725 |
| **Health Care REITs — 1.0%** | **Health Care REITs — 1.0%** | **Health Care REITs — 1.0%** |
| &nbsp;&nbsp;&nbsp; American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 106644 | &nbsp;&nbsp;&nbsp;&nbsp; 5029331 |
| &nbsp;&nbsp;&nbsp; CareTrust REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 138402 | &nbsp;&nbsp;&nbsp;&nbsp; 5072433 |
| &nbsp;&nbsp;&nbsp; Healthcare Realty Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 175126 | &nbsp;&nbsp;&nbsp;&nbsp; 2975391 |
| &nbsp;&nbsp;&nbsp; LTC Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 18908 | &nbsp;&nbsp;&nbsp;&nbsp; 702621 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 140698 | &nbsp;&nbsp;&nbsp;&nbsp; 6165386 |
| &nbsp;&nbsp;&nbsp; Sabra Health Care REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 249229 | &nbsp;&nbsp;&nbsp;&nbsp; 4792674 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 24737836 |
| **Health Care Technology — 0.4%** | **Health Care Technology — 0.4%** | **Health Care Technology — 0.4%** |
| &nbsp;&nbsp;&nbsp; Doximity, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 75291 | &nbsp;&nbsp;&nbsp;&nbsp; 1754280 |
| &nbsp;&nbsp;&nbsp; HealthStream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 232477 | &nbsp;&nbsp;&nbsp;&nbsp; 4814599 |
| &nbsp;&nbsp;&nbsp; Schrodinger, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 193477 | &nbsp;&nbsp;&nbsp;&nbsp; 2197899 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8766778 |
| **Hotel & Resort REITs — 0.3%** | **Hotel & Resort REITs — 0.3%** | **Hotel & Resort REITs — 0.3%** |
| &nbsp;&nbsp;&nbsp; DiamondRock Hospitality Co. | &nbsp;&nbsp;&nbsp;&nbsp; 230453 | &nbsp;&nbsp;&nbsp;&nbsp; 2159345 |
| &nbsp;&nbsp;&nbsp; Sunstone Hotel Investors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 89607 | &nbsp;&nbsp;&nbsp;&nbsp; 807359 |
| &nbsp;&nbsp;&nbsp; Xenia Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 299227 | &nbsp;&nbsp;&nbsp;&nbsp; 4437536 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 7404240 |
| **Hotels, Restaurants & Leisure — 2.6%** | **Hotels, Restaurants & Leisure — 2.6%** | **Hotels, Restaurants & Leisure — 2.6%** |
| &nbsp;&nbsp;&nbsp; Aramark | &nbsp;&nbsp;&nbsp;&nbsp; 127766 | &nbsp;&nbsp;&nbsp;&nbsp; 5179634 |
| &nbsp;&nbsp;&nbsp; BJ's Restaurants, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 11439 | &nbsp;&nbsp;&nbsp;&nbsp; 401509 |
| &nbsp;&nbsp;&nbsp; Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 43201 | &nbsp;&nbsp;&nbsp;&nbsp; 3550258 |
| &nbsp;&nbsp;&nbsp; Brinker International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 20364 | &nbsp;&nbsp;&nbsp;&nbsp; 2907368 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Hotels, Restaurants & Leisure — continued** | **Hotels, Restaurants & Leisure — continued** | **Hotels, Restaurants & Leisure — continued** |
| &nbsp;&nbsp;&nbsp; Caesars Entertainment, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 28560 | &nbsp;&nbsp;&nbsp;&nbsp; 754841 |
| &nbsp;&nbsp;&nbsp; Cava Group, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 78536 | &nbsp;&nbsp;&nbsp;&nbsp; 6353562 |
| &nbsp;&nbsp;&nbsp; Cheesecake Factory, Inc. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 21314 | &nbsp;&nbsp;&nbsp;&nbsp; 1166942 |
| &nbsp;&nbsp;&nbsp; Churchill Downs, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 51410 | &nbsp;&nbsp;&nbsp;&nbsp; 4618160 |
| &nbsp;&nbsp;&nbsp; Dutch Bros, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 34640 | &nbsp;&nbsp;&nbsp;&nbsp; 1754862 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 100744 | &nbsp;&nbsp;&nbsp;&nbsp; 3941105 |
| &nbsp;&nbsp;&nbsp; Marriott Vacations Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 23437 | &nbsp;&nbsp;&nbsp;&nbsp; 1526217 |
| &nbsp;&nbsp;&nbsp; Monarch Casino & Resort, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 30541 | &nbsp;&nbsp;&nbsp;&nbsp; 2919720 |
| &nbsp;&nbsp;&nbsp; Planet Fitness, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 66840 | &nbsp;&nbsp;&nbsp;&nbsp; 4971559 |
| &nbsp;&nbsp;&nbsp; Red Rock Resorts, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 22164 | &nbsp;&nbsp;&nbsp;&nbsp; 1182671 |
| &nbsp;&nbsp;&nbsp; Shake Shack, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 49743 | &nbsp;&nbsp;&nbsp;&nbsp; 4400763 |
| &nbsp;&nbsp;&nbsp; Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7619 | &nbsp;&nbsp;&nbsp;&nbsp; 1258202 |
| &nbsp;&nbsp;&nbsp; Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp; 88982 | &nbsp;&nbsp;&nbsp;&nbsp; 6156665 |
| &nbsp;&nbsp;&nbsp; United Parks & Resorts, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 58612 | &nbsp;&nbsp;&nbsp;&nbsp; 1914268 |
| &nbsp;&nbsp;&nbsp; Vail Resorts, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 5918 | &nbsp;&nbsp;&nbsp;&nbsp; 759398 |
| &nbsp;&nbsp;&nbsp; Wendy's Co. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 89898 | &nbsp;&nbsp;&nbsp;&nbsp; 624791 |
| &nbsp;&nbsp;&nbsp; Wingstop, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 13793 | &nbsp;&nbsp;&nbsp;&nbsp; 2137501 |
| &nbsp;&nbsp;&nbsp; Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 38051 | &nbsp;&nbsp;&nbsp;&nbsp; 3090883 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 61570879 |
| **Household Durables — 2.0%** | **Household Durables — 2.0%** | **Household Durables — 2.0%** |
| &nbsp;&nbsp;&nbsp; Cavco Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3768 | &nbsp;&nbsp;&nbsp;&nbsp; 1824805 |
| &nbsp;&nbsp;&nbsp; Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 15357 | &nbsp;&nbsp;&nbsp;&nbsp; 881185 |
| &nbsp;&nbsp;&nbsp; Champion Homes, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 37918 | &nbsp;&nbsp;&nbsp;&nbsp; 2819962 |
| &nbsp;&nbsp;&nbsp; Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14655 | &nbsp;&nbsp;&nbsp;&nbsp; 326220 |
| &nbsp;&nbsp;&nbsp; Green Brick Partners, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 44530 | &nbsp;&nbsp;&nbsp;&nbsp; 2869959 |
| &nbsp;&nbsp;&nbsp; Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 13964 | &nbsp;&nbsp;&nbsp;&nbsp; 3702555 |
| &nbsp;&nbsp;&nbsp; KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 34895 | &nbsp;&nbsp;&nbsp;&nbsp; 1805816 |
| &nbsp;&nbsp;&nbsp; La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 18802 | &nbsp;&nbsp;&nbsp;&nbsp; 604296 |
| &nbsp;&nbsp;&nbsp; Leggett & Platt, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 67797 | &nbsp;&nbsp;&nbsp;&nbsp; 669834 |
| &nbsp;&nbsp;&nbsp; M/I Homes, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 25462 | &nbsp;&nbsp;&nbsp;&nbsp; 3117822 |
| &nbsp;&nbsp;&nbsp; Meritage Homes Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 32742 | &nbsp;&nbsp;&nbsp;&nbsp; 2024765 |
| &nbsp;&nbsp;&nbsp; Somnigroup International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 90918 | &nbsp;&nbsp;&nbsp;&nbsp; 6720659 |
| &nbsp;&nbsp;&nbsp; Sonos, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 201898 | &nbsp;&nbsp;&nbsp;&nbsp; 2705433 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 82602 | &nbsp;&nbsp;&nbsp;&nbsp; 4810740 |
| &nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 59819 | &nbsp;&nbsp;&nbsp;&nbsp; 8163499 |
| &nbsp;&nbsp;&nbsp; TopBuild Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 15540 | &nbsp;&nbsp;&nbsp;&nbsp; 5459202 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 48506752 |
| **Household Products — 0.1%** | **Household Products — 0.1%** | **Household Products — 0.1%** |
| &nbsp;&nbsp;&nbsp; Central Garden & Pet Co., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 25601 | &nbsp;&nbsp;&nbsp;&nbsp; 829984 |
| &nbsp;&nbsp;&nbsp; Reynolds Consumer Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 33261 | &nbsp;&nbsp;&nbsp;&nbsp; 704468 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1534452 |
| **Independent Power and Renewable Electricity Producers — 0.6%** | **Independent Power and Renewable Electricity Producers — 0.6%** | **Independent Power and Renewable Electricity Producers — 0.6%** |
| &nbsp;&nbsp;&nbsp; Clearway Energy, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp; 163346 | &nbsp;&nbsp;&nbsp;&nbsp; 6417864 |
| &nbsp;&nbsp;&nbsp; Talen Energy Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 22483 | &nbsp;&nbsp;&nbsp;&nbsp; 7177248 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13595112 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Industrial REITs — 0.7%** | **Industrial REITs — 0.7%** | **Industrial REITs — 0.7%** |
| &nbsp;&nbsp;&nbsp; EastGroup Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37403 | &nbsp;&nbsp;&nbsp;&nbsp; 6922921 |
| &nbsp;&nbsp;&nbsp; First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 147583 | &nbsp;&nbsp;&nbsp;&nbsp; 8537677 |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp; 26121 | &nbsp;&nbsp;&nbsp;&nbsp; 1208358 |
| &nbsp;&nbsp;&nbsp; STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 15353 | &nbsp;&nbsp;&nbsp;&nbsp; 553629 |
| &nbsp;&nbsp;&nbsp; Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 11741 | &nbsp;&nbsp;&nbsp;&nbsp; 721132 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 17943717 |
| **Insurance — 2.8%** | **Insurance — 2.8%** | **Insurance — 2.8%** |
| &nbsp;&nbsp;&nbsp; American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 35078 | &nbsp;&nbsp;&nbsp;&nbsp; 4479811 |
| &nbsp;&nbsp;&nbsp; AMERISAFE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 29922 | &nbsp;&nbsp;&nbsp;&nbsp; 997300 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 27214 | &nbsp;&nbsp;&nbsp;&nbsp; 2217397 |
| &nbsp;&nbsp;&nbsp; CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 75265 | &nbsp;&nbsp;&nbsp;&nbsp; 3090381 |
| &nbsp;&nbsp;&nbsp; Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 65459 | &nbsp;&nbsp;&nbsp;&nbsp; 2692983 |
| &nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 124158 | &nbsp;&nbsp;&nbsp;&nbsp; 5758448 |
| &nbsp;&nbsp;&nbsp; First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 66460 | &nbsp;&nbsp;&nbsp;&nbsp; 4006873 |
| &nbsp;&nbsp;&nbsp; Genworth Financial, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 198442 | &nbsp;&nbsp;&nbsp;&nbsp; 1611349 |
| &nbsp;&nbsp;&nbsp; Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 17325 | &nbsp;&nbsp;&nbsp;&nbsp; 739431 |
| &nbsp;&nbsp;&nbsp; Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6303 | &nbsp;&nbsp;&nbsp;&nbsp; 2153483 |
| &nbsp;&nbsp;&nbsp; Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 38320 | &nbsp;&nbsp;&nbsp;&nbsp; 3377908 |
| &nbsp;&nbsp;&nbsp; Old Republic International Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 21383 | &nbsp;&nbsp;&nbsp;&nbsp; 853182 |
| &nbsp;&nbsp;&nbsp; Palomar Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 13910 | &nbsp;&nbsp;&nbsp;&nbsp; 1662245 |
| &nbsp;&nbsp;&nbsp; Primerica, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11126 | &nbsp;&nbsp;&nbsp;&nbsp; 2786840 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 40862 | &nbsp;&nbsp;&nbsp;&nbsp; 8342386 |
| &nbsp;&nbsp;&nbsp; RenaissanceRe Holdings Ltd. (Bermuda) | &nbsp;&nbsp;&nbsp;&nbsp; 19211 | &nbsp;&nbsp;&nbsp;&nbsp; 5710086 |
| &nbsp;&nbsp;&nbsp; RLI Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 92491 | &nbsp;&nbsp;&nbsp;&nbsp; 5275687 |
| &nbsp;&nbsp;&nbsp; Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 54754 | &nbsp;&nbsp;&nbsp;&nbsp; 3977331 |
| &nbsp;&nbsp;&nbsp; Selective Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 15793 | &nbsp;&nbsp;&nbsp;&nbsp; 1190634 |
| &nbsp;&nbsp;&nbsp; Unum Group | &nbsp;&nbsp;&nbsp;&nbsp; 73404 | &nbsp;&nbsp;&nbsp;&nbsp; 5360694 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 66284449 |
| **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** | **Interactive Media & Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Cargurus, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 116279 | &nbsp;&nbsp;&nbsp;&nbsp; 3959300 |
| &nbsp;&nbsp;&nbsp; Pinterest, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 173807 | &nbsp;&nbsp;&nbsp;&nbsp; 3187620 |
| &nbsp;&nbsp;&nbsp; Ziff Davis, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 54001 | &nbsp;&nbsp;&nbsp;&nbsp; 2265882 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9412802 |
| **IT Services — 1.5%** | **IT Services — 1.5%** | **IT Services — 1.5%** |
| &nbsp;&nbsp;&nbsp; ASGN, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 35073 | &nbsp;&nbsp;&nbsp;&nbsp; 1357676 |
| &nbsp;&nbsp;&nbsp; DigitalOcean Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 115825 | &nbsp;&nbsp;&nbsp;&nbsp; 9935469 |
| &nbsp;&nbsp;&nbsp; DXC Technology Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 102249 | &nbsp;&nbsp;&nbsp;&nbsp; 1285270 |
| &nbsp;&nbsp;&nbsp; Grid Dynamics Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 190715 | &nbsp;&nbsp;&nbsp;&nbsp; 1087076 |
| &nbsp;&nbsp;&nbsp; Kyndryl Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 103111 | &nbsp;&nbsp;&nbsp;&nbsp; 1352816 |
| &nbsp;&nbsp;&nbsp; Okta, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 117971 | &nbsp;&nbsp;&nbsp;&nbsp; 9285497 |
| &nbsp;&nbsp;&nbsp; Twilio, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 95065 | &nbsp;&nbsp;&nbsp;&nbsp; 11961078 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 36264882 |
| **Leisure Products — 0.4%** | **Leisure Products — 0.4%** | **Leisure Products — 0.4%** |
| &nbsp;&nbsp;&nbsp; Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 13983 | &nbsp;&nbsp;&nbsp;&nbsp; 1307131 |
| &nbsp;&nbsp;&nbsp; Brunswick Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 30462 | &nbsp;&nbsp;&nbsp;&nbsp; 2216415 |
| &nbsp;&nbsp;&nbsp; Callaway Golf Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 168947 | &nbsp;&nbsp;&nbsp;&nbsp; 2344984 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Leisure Products — continued** | **Leisure Products — continued** | **Leisure Products — continued** |
| &nbsp;&nbsp;&nbsp; Mattel, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 98109 | &nbsp;&nbsp;&nbsp;&nbsp; 1425524 |
| &nbsp;&nbsp;&nbsp; Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp;&nbsp;&nbsp; 10464 |
| &nbsp;&nbsp;&nbsp; YETI Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 47589 | &nbsp;&nbsp;&nbsp;&nbsp; 1741282 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9045800 |
| **Life Sciences Tools & Services — 1.1%** | **Life Sciences Tools & Services — 1.1%** | **Life Sciences Tools & Services — 1.1%** |
| &nbsp;&nbsp;&nbsp; Avantor, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 349416 | &nbsp;&nbsp;&nbsp;&nbsp; 2739421 |
| &nbsp;&nbsp;&nbsp; Azenta, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 42013 | &nbsp;&nbsp;&nbsp;&nbsp; 887735 |
| &nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 7262 | &nbsp;&nbsp;&nbsp;&nbsp; 2024282 |
| &nbsp;&nbsp;&nbsp; Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 57547 | &nbsp;&nbsp;&nbsp;&nbsp; 2078598 |
| &nbsp;&nbsp;&nbsp; Fortrea Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 268404 | &nbsp;&nbsp;&nbsp;&nbsp; 2528366 |
| &nbsp;&nbsp;&nbsp; Illumina, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 51506 | &nbsp;&nbsp;&nbsp;&nbsp; 6348630 |
| &nbsp;&nbsp;&nbsp; Medpace Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 15389 | &nbsp;&nbsp;&nbsp;&nbsp; 7389644 |
| &nbsp;&nbsp;&nbsp; Repligen Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 10692 | &nbsp;&nbsp;&nbsp;&nbsp; 1259731 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 25256407 |
| **Machinery — 5.2%** | **Machinery — 5.2%** | **Machinery — 5.2%** |
| &nbsp;&nbsp;&nbsp; AGCO Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 29963 | &nbsp;&nbsp;&nbsp;&nbsp; 3471813 |
| &nbsp;&nbsp;&nbsp; Alamo Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14331 | &nbsp;&nbsp;&nbsp;&nbsp; 2364185 |
| &nbsp;&nbsp;&nbsp; Chart Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 20034 | &nbsp;&nbsp;&nbsp;&nbsp; 4142030 |
| &nbsp;&nbsp;&nbsp; Crane Co. | &nbsp;&nbsp;&nbsp;&nbsp; 26023 | &nbsp;&nbsp;&nbsp;&nbsp; 4449933 |
| &nbsp;&nbsp;&nbsp; Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 121741 | &nbsp;&nbsp;&nbsp;&nbsp; 10332159 |
| &nbsp;&nbsp;&nbsp; Enpro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 29501 | &nbsp;&nbsp;&nbsp;&nbsp; 7394426 |
| &nbsp;&nbsp;&nbsp; Esab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 24828 | &nbsp;&nbsp;&nbsp;&nbsp; 2399874 |
| &nbsp;&nbsp;&nbsp; ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8388 | &nbsp;&nbsp;&nbsp;&nbsp; 2360132 |
| &nbsp;&nbsp;&nbsp; Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 28745 | &nbsp;&nbsp;&nbsp;&nbsp; 3108484 |
| &nbsp;&nbsp;&nbsp; Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 76083 | &nbsp;&nbsp;&nbsp;&nbsp; 5592861 |
| &nbsp;&nbsp;&nbsp; Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 30175 | &nbsp;&nbsp;&nbsp;&nbsp; 2554314 |
| &nbsp;&nbsp;&nbsp; Greenbrier Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 12974 | &nbsp;&nbsp;&nbsp;&nbsp; 683081 |
| &nbsp;&nbsp;&nbsp; ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 44374 | &nbsp;&nbsp;&nbsp;&nbsp; 8454578 |
| &nbsp;&nbsp;&nbsp; Kennametal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37992 | &nbsp;&nbsp;&nbsp;&nbsp; 1372651 |
| &nbsp;&nbsp;&nbsp; Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 24501 | &nbsp;&nbsp;&nbsp;&nbsp; 6102709 |
| &nbsp;&nbsp;&nbsp; Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9188 | &nbsp;&nbsp;&nbsp;&nbsp; 1094015 |
| &nbsp;&nbsp;&nbsp; Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 64215 | &nbsp;&nbsp;&nbsp;&nbsp; 7115022 |
| &nbsp;&nbsp;&nbsp; Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 35087 | &nbsp;&nbsp;&nbsp;&nbsp; 5165157 |
| &nbsp;&nbsp;&nbsp; Proto Labs, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 68093 | &nbsp;&nbsp;&nbsp;&nbsp; 3882663 |
| &nbsp;&nbsp;&nbsp; RBC Bearings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 22072 | &nbsp;&nbsp;&nbsp;&nbsp; 11987745 |
| &nbsp;&nbsp;&nbsp; SPX Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 24187 | &nbsp;&nbsp;&nbsp;&nbsp; 4835949 |
| &nbsp;&nbsp;&nbsp; Standex International Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4192 | &nbsp;&nbsp;&nbsp;&nbsp; 1068373 |
| &nbsp;&nbsp;&nbsp; Tennant Co. | &nbsp;&nbsp;&nbsp;&nbsp; 9734 | &nbsp;&nbsp;&nbsp;&nbsp; 646338 |
| &nbsp;&nbsp;&nbsp; Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 41244 | &nbsp;&nbsp;&nbsp;&nbsp; 2437520 |
| &nbsp;&nbsp;&nbsp; Timken Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 55518 | &nbsp;&nbsp;&nbsp;&nbsp; 5583445 |
| &nbsp;&nbsp;&nbsp; Toro Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 30488 | &nbsp;&nbsp;&nbsp;&nbsp; 2848799 |
| &nbsp;&nbsp;&nbsp; Trinity Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37197 | &nbsp;&nbsp;&nbsp;&nbsp; 1196999 |
| &nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 33759 | &nbsp;&nbsp;&nbsp;&nbsp; 9799900 |
| &nbsp;&nbsp;&nbsp; Worthington Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 25705 | &nbsp;&nbsp;&nbsp;&nbsp; 1340259 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 123785414 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Marine Transportation — 0.4%** | **Marine Transportation — 0.4%** | **Marine Transportation — 0.4%** |
| &nbsp;&nbsp;&nbsp; Kirby Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 35043 | &nbsp;&nbsp;&nbsp;&nbsp; 4656514 |
| &nbsp;&nbsp;&nbsp; Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 30806 | &nbsp;&nbsp;&nbsp;&nbsp; 5050335 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9706849 |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| &nbsp;&nbsp;&nbsp; John Wiley & Sons, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 41855 | &nbsp;&nbsp;&nbsp;&nbsp; 1594675 |
| &nbsp;&nbsp;&nbsp; New York Times Co. (The), Class A | &nbsp;&nbsp;&nbsp;&nbsp; 95617 | &nbsp;&nbsp;&nbsp;&nbsp; 8006011 |
| &nbsp;&nbsp;&nbsp; Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8843 | &nbsp;&nbsp;&nbsp;&nbsp; 1599080 |
| &nbsp;&nbsp;&nbsp; Scholastic Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 41143 | &nbsp;&nbsp;&nbsp;&nbsp; 1607046 |
| &nbsp;&nbsp;&nbsp; TechTarget, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 239048 | &nbsp;&nbsp;&nbsp;&nbsp; 927506 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13734318 |
| **Metals & Mining — 2.0%** | **Metals & Mining — 2.0%** | **Metals & Mining — 2.0%** |
| &nbsp;&nbsp;&nbsp; Alcoa Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 49279 | &nbsp;&nbsp;&nbsp;&nbsp; 3268676 |
| &nbsp;&nbsp;&nbsp; Alpha Metallurgical Resources, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 4815 | &nbsp;&nbsp;&nbsp;&nbsp; 988375 |
| &nbsp;&nbsp;&nbsp; Century Aluminum Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 48089 | &nbsp;&nbsp;&nbsp;&nbsp; 2822344 |
| &nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 107834 | &nbsp;&nbsp;&nbsp;&nbsp; 911197 |
| &nbsp;&nbsp;&nbsp; Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 71877 | &nbsp;&nbsp;&nbsp;&nbsp; 4415404 |
| &nbsp;&nbsp;&nbsp; Hecla Mining Co. | &nbsp;&nbsp;&nbsp;&nbsp; 328723 | &nbsp;&nbsp;&nbsp;&nbsp; 6124110 |
| &nbsp;&nbsp;&nbsp; Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 22136 | &nbsp;&nbsp;&nbsp;&nbsp; 3201972 |
| &nbsp;&nbsp;&nbsp; MP Materials Corp. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 45090 | &nbsp;&nbsp;&nbsp;&nbsp; 2176043 |
| &nbsp;&nbsp;&nbsp; Reliance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 33372 | &nbsp;&nbsp;&nbsp;&nbsp; 10142418 |
| &nbsp;&nbsp;&nbsp; Royal Gold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32112 | &nbsp;&nbsp;&nbsp;&nbsp; 8172183 |
| &nbsp;&nbsp;&nbsp; Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 49058 | &nbsp;&nbsp;&nbsp;&nbsp; 4569753 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 46792475 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.4%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.4%** | **Mortgage Real Estate Investment Trusts (REITs) — 0.4%** |
| &nbsp;&nbsp;&nbsp; Annaly Capital Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 117764 | &nbsp;&nbsp;&nbsp;&nbsp; 2490708 |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 168494 | &nbsp;&nbsp;&nbsp;&nbsp; 1779297 |
| &nbsp;&nbsp;&nbsp; Ellington Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 220621 | &nbsp;&nbsp;&nbsp;&nbsp; 2614359 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp; 36365 | &nbsp;&nbsp;&nbsp;&nbsp; 424016 |
| &nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 112773 | &nbsp;&nbsp;&nbsp;&nbsp; 1941951 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9250331 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
| &nbsp;&nbsp;&nbsp; Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 27277 | &nbsp;&nbsp;&nbsp;&nbsp; 1798645 |
| &nbsp;&nbsp;&nbsp; Unitil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 65985 | &nbsp;&nbsp;&nbsp;&nbsp; 3447057 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5245702 |
| **Office REITs — 0.6%** | **Office REITs — 0.6%** | **Office REITs — 0.6%** |
| &nbsp;&nbsp;&nbsp; COPT Defense Properties | &nbsp;&nbsp;&nbsp;&nbsp; 167239 | &nbsp;&nbsp;&nbsp;&nbsp; 5117513 |
| &nbsp;&nbsp;&nbsp; Cousins Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 125027 | &nbsp;&nbsp;&nbsp;&nbsp; 2821859 |
| &nbsp;&nbsp;&nbsp; Highwoods Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 55284 | &nbsp;&nbsp;&nbsp;&nbsp; 1183631 |
| &nbsp;&nbsp;&nbsp; Kilroy Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 51980 | &nbsp;&nbsp;&nbsp;&nbsp; 1466356 |
| &nbsp;&nbsp;&nbsp; SL Green Realty Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 32775 | &nbsp;&nbsp;&nbsp;&nbsp; 1210709 |
| &nbsp;&nbsp;&nbsp; Vornado Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp; 76580 | &nbsp;&nbsp;&nbsp;&nbsp; 1990314 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13790382 |
| **Oil, Gas & Consumable Fuels — 4.0%** | **Oil, Gas & Consumable Fuels — 4.0%** | **Oil, Gas & Consumable Fuels — 4.0%** |
| &nbsp;&nbsp;&nbsp; Antero Resources Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 132663 | &nbsp;&nbsp;&nbsp;&nbsp; 5630218 |
| &nbsp;&nbsp;&nbsp; California Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 40817 | &nbsp;&nbsp;&nbsp;&nbsp; 2825353 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Oil, Gas & Consumable Fuels — continued** | **Oil, Gas & Consumable Fuels — continued** | **Oil, Gas & Consumable Fuels — continued** |
| &nbsp;&nbsp;&nbsp; Chord Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 75814 | &nbsp;&nbsp;&nbsp;&nbsp; 10779235 |
| &nbsp;&nbsp;&nbsp; CNX Resources Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 144438 | &nbsp;&nbsp;&nbsp;&nbsp; 5568085 |
| &nbsp;&nbsp;&nbsp; Core Natural Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 10273 | &nbsp;&nbsp;&nbsp;&nbsp; 1075891 |
| &nbsp;&nbsp;&nbsp; Dorian LPG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 16289 | &nbsp;&nbsp;&nbsp;&nbsp; 557084 |
| &nbsp;&nbsp;&nbsp; DT Midstream, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 67711 | &nbsp;&nbsp;&nbsp;&nbsp; 9118640 |
| &nbsp;&nbsp;&nbsp; HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 148798 | &nbsp;&nbsp;&nbsp;&nbsp; 9283507 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 156457 | &nbsp;&nbsp;&nbsp;&nbsp; 4939348 |
| &nbsp;&nbsp;&nbsp; Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 83252 | &nbsp;&nbsp;&nbsp;&nbsp; 5259861 |
| &nbsp;&nbsp;&nbsp; Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 37664 | &nbsp;&nbsp;&nbsp;&nbsp; 1553640 |
| &nbsp;&nbsp;&nbsp; Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 155274 | &nbsp;&nbsp;&nbsp;&nbsp; 9217065 |
| &nbsp;&nbsp;&nbsp; Par Pacific Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 90564 | &nbsp;&nbsp;&nbsp;&nbsp; 5672929 |
| &nbsp;&nbsp;&nbsp; PBF Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 11099 | &nbsp;&nbsp;&nbsp;&nbsp; 528534 |
| &nbsp;&nbsp;&nbsp; Peabody Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 58072 | &nbsp;&nbsp;&nbsp;&nbsp; 1913472 |
| &nbsp;&nbsp;&nbsp; Permian Resources Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 218995 | &nbsp;&nbsp;&nbsp;&nbsp; 4668973 |
| &nbsp;&nbsp;&nbsp; Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 141190 | &nbsp;&nbsp;&nbsp;&nbsp; 6378964 |
| &nbsp;&nbsp;&nbsp; REX American Resources Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 38480 | &nbsp;&nbsp;&nbsp;&nbsp; 1753534 |
| &nbsp;&nbsp;&nbsp; SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 162022 | &nbsp;&nbsp;&nbsp;&nbsp; 5051846 |
| &nbsp;&nbsp;&nbsp; Viper Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 49543 | &nbsp;&nbsp;&nbsp;&nbsp; 2328026 |
| &nbsp;&nbsp;&nbsp; World Kinect Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 35758 | &nbsp;&nbsp;&nbsp;&nbsp; 824937 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 94929142 |
| **Paper & Forest Products — 0.0% ^** | **Paper & Forest Products — 0.0% ^** | **Paper & Forest Products — 0.0% ^** |
| &nbsp;&nbsp;&nbsp; Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 15937 | &nbsp;&nbsp;&nbsp;&nbsp; 1159417 |
| **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** | **Passenger Airlines — 0.2%** |
| &nbsp;&nbsp;&nbsp; Alaska Air Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 21405 | &nbsp;&nbsp;&nbsp;&nbsp; 787276 |
| &nbsp;&nbsp;&nbsp; Allegiant Travel Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 6807 | &nbsp;&nbsp;&nbsp;&nbsp; 551639 |
| &nbsp;&nbsp;&nbsp; American Airlines Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 972 | &nbsp;&nbsp;&nbsp;&nbsp; 10439 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 226432 | &nbsp;&nbsp;&nbsp;&nbsp; 1000830 |
| &nbsp;&nbsp;&nbsp; SkyWest, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 27153 | &nbsp;&nbsp;&nbsp;&nbsp; 2493460 |
| &nbsp;&nbsp;&nbsp; Sun Country Airlines Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 67070 | &nbsp;&nbsp;&nbsp;&nbsp; 1107996 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5951640 |
| **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** | **Personal Care Products — 0.2%** |
| &nbsp;&nbsp;&nbsp; BellRing Brands, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 136344 | &nbsp;&nbsp;&nbsp;&nbsp; 2193775 |
| &nbsp;&nbsp;&nbsp; Coty, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 347831 | &nbsp;&nbsp;&nbsp;&nbsp; 699140 |
| &nbsp;&nbsp;&nbsp; elf Beauty, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 48923 | &nbsp;&nbsp;&nbsp;&nbsp; 2965223 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5858138 |
| **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** |
| &nbsp;&nbsp;&nbsp; Corcept Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 45865 | &nbsp;&nbsp;&nbsp;&nbsp; 1848818 |
| &nbsp;&nbsp;&nbsp; Elanco Animal Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 161035 | &nbsp;&nbsp;&nbsp;&nbsp; 3853567 |
| &nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals plc \* | &nbsp;&nbsp;&nbsp;&nbsp; 48574 | &nbsp;&nbsp;&nbsp;&nbsp; 9182915 |
| &nbsp;&nbsp;&nbsp; Ligand Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 15432 | &nbsp;&nbsp;&nbsp;&nbsp; 3080999 |
| &nbsp;&nbsp;&nbsp; Phibro Animal Health Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 53580 | &nbsp;&nbsp;&nbsp;&nbsp; 2963510 |
| &nbsp;&nbsp;&nbsp; Prestige Consumer Healthcare, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 22550 | &nbsp;&nbsp;&nbsp;&nbsp; 1336538 |
| &nbsp;&nbsp;&nbsp; Supernus Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 27823 | &nbsp;&nbsp;&nbsp;&nbsp; 1438171 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 23704518 |
| **Professional Services — 1.7%** | **Professional Services — 1.7%** | **Professional Services — 1.7%** |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 75333 | &nbsp;&nbsp;&nbsp;&nbsp; 5878234 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Professional Services — continued** | **Professional Services — continued** | **Professional Services — continued** |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 9773 | &nbsp;&nbsp;&nbsp;&nbsp; 5315241 |
| &nbsp;&nbsp;&nbsp; Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 46116 | &nbsp;&nbsp;&nbsp;&nbsp; 1261734 |
| &nbsp;&nbsp;&nbsp; ExlService Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 94485 | &nbsp;&nbsp;&nbsp;&nbsp; 2877068 |
| &nbsp;&nbsp;&nbsp; FTI Consulting, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 24369 | &nbsp;&nbsp;&nbsp;&nbsp; 4307708 |
| &nbsp;&nbsp;&nbsp; KBR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 134734 | &nbsp;&nbsp;&nbsp;&nbsp; 4966295 |
| &nbsp;&nbsp;&nbsp; Korn Ferry | &nbsp;&nbsp;&nbsp;&nbsp; 25028 | &nbsp;&nbsp;&nbsp;&nbsp; 1575513 |
| &nbsp;&nbsp;&nbsp; Maximus, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 59038 | &nbsp;&nbsp;&nbsp;&nbsp; 3784336 |
| &nbsp;&nbsp;&nbsp; Paylocity Holding Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 11853 | &nbsp;&nbsp;&nbsp;&nbsp; 1280598 |
| &nbsp;&nbsp;&nbsp; Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 21255 | &nbsp;&nbsp;&nbsp;&nbsp; 2017525 |
| &nbsp;&nbsp;&nbsp; TransUnion | &nbsp;&nbsp;&nbsp;&nbsp; 52761 | &nbsp;&nbsp;&nbsp;&nbsp; 3650534 |
| &nbsp;&nbsp;&nbsp; Upwork, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 268971 | &nbsp;&nbsp;&nbsp;&nbsp; 2947922 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 39862708 |
| **Real Estate Management & Development — 0.5%** | **Real Estate Management & Development — 0.5%** | **Real Estate Management & Development — 0.5%** |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 48334 | &nbsp;&nbsp;&nbsp;&nbsp; 592575 |
| &nbsp;&nbsp;&nbsp; Jones Lang LaSalle, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 30144 | &nbsp;&nbsp;&nbsp;&nbsp; 9173422 |
| &nbsp;&nbsp;&nbsp; St. Joe Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 16871 | &nbsp;&nbsp;&nbsp;&nbsp; 1059499 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 10825496 |
| **Residential REITs — 0.6%** | **Residential REITs — 0.6%** | **Residential REITs — 0.6%** |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent, Class A | &nbsp;&nbsp;&nbsp;&nbsp; 155236 | &nbsp;&nbsp;&nbsp;&nbsp; 4334189 |
| &nbsp;&nbsp;&nbsp; Centerspace | &nbsp;&nbsp;&nbsp;&nbsp; 21483 | &nbsp;&nbsp;&nbsp;&nbsp; 1234198 |
| &nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 95397 | &nbsp;&nbsp;&nbsp;&nbsp; 5954681 |
| &nbsp;&nbsp;&nbsp; Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 111632 | &nbsp;&nbsp;&nbsp;&nbsp; 1662200 |
| &nbsp;&nbsp;&nbsp; Veris Residential, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 41495 | &nbsp;&nbsp;&nbsp;&nbsp; 783011 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13968279 |
| **Retail REITs — 1.8%** | **Retail REITs — 1.8%** | **Retail REITs — 1.8%** |
| &nbsp;&nbsp;&nbsp; Agree Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 121466 | &nbsp;&nbsp;&nbsp;&nbsp; 9156107 |
| &nbsp;&nbsp;&nbsp; Brixmor Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 204421 | &nbsp;&nbsp;&nbsp;&nbsp; 5887325 |
| &nbsp;&nbsp;&nbsp; Curbline Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 141313 | &nbsp;&nbsp;&nbsp;&nbsp; 3644462 |
| &nbsp;&nbsp;&nbsp; Getty Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 138859 | &nbsp;&nbsp;&nbsp;&nbsp; 4415716 |
| &nbsp;&nbsp;&nbsp; Kite Realty Group Trust | &nbsp;&nbsp;&nbsp;&nbsp; 128957 | &nbsp;&nbsp;&nbsp;&nbsp; 3165894 |
| &nbsp;&nbsp;&nbsp; Macerich Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 183305 | &nbsp;&nbsp;&nbsp;&nbsp; 3464465 |
| &nbsp;&nbsp;&nbsp; NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 148120 | &nbsp;&nbsp;&nbsp;&nbsp; 6225484 |
| &nbsp;&nbsp;&nbsp; Phillips Edison & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 60410 | &nbsp;&nbsp;&nbsp;&nbsp; 2260542 |
| &nbsp;&nbsp;&nbsp; Saul Centers, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 43414 | &nbsp;&nbsp;&nbsp;&nbsp; 1414428 |
| &nbsp;&nbsp;&nbsp; Tanger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 58500 | &nbsp;&nbsp;&nbsp;&nbsp; 1987830 |
| &nbsp;&nbsp;&nbsp; Urban Edge Properties | &nbsp;&nbsp;&nbsp;&nbsp; 57049 | &nbsp;&nbsp;&nbsp;&nbsp; 1139839 |
| &nbsp;&nbsp;&nbsp; Whitestone | &nbsp;&nbsp;&nbsp;&nbsp; 82307 | &nbsp;&nbsp;&nbsp;&nbsp; 1329258 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 44091350 |
| **Semiconductors & Semiconductor Equipment — 3.3%** | **Semiconductors & Semiconductor Equipment — 3.3%** | **Semiconductors & Semiconductor Equipment — 3.3%** |
| &nbsp;&nbsp;&nbsp; ACM Research, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 86522 | &nbsp;&nbsp;&nbsp;&nbsp; 3404641 |
| &nbsp;&nbsp;&nbsp; Alpha & Omega Semiconductor Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 106383 | &nbsp;&nbsp;&nbsp;&nbsp; 2357447 |
| &nbsp;&nbsp;&nbsp; CEVA, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 104545 | &nbsp;&nbsp;&nbsp;&nbsp; 1952901 |
| &nbsp;&nbsp;&nbsp; Diodes, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 58022 | &nbsp;&nbsp;&nbsp;&nbsp; 3960582 |
| &nbsp;&nbsp;&nbsp; FormFactor, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 44510 | &nbsp;&nbsp;&nbsp;&nbsp; 4317025 |
| &nbsp;&nbsp;&nbsp; Impinj, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 29372 | &nbsp;&nbsp;&nbsp;&nbsp; 3016504 |
| &nbsp;&nbsp;&nbsp; Lattice Semiconductor Corp. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 72582 | &nbsp;&nbsp;&nbsp;&nbsp; 6732706 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Semiconductors & Semiconductor Equipment — continued** | **Semiconductors & Semiconductor Equipment — continued** | **Semiconductors & Semiconductor Equipment — continued** |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 36326 | &nbsp;&nbsp;&nbsp;&nbsp; 8066915 |
| &nbsp;&nbsp;&nbsp; MaxLinear, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 160706 | &nbsp;&nbsp;&nbsp;&nbsp; 2794677 |
| &nbsp;&nbsp;&nbsp; MKS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 47023 | &nbsp;&nbsp;&nbsp;&nbsp; 10806356 |
| &nbsp;&nbsp;&nbsp; Photronics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 118413 | &nbsp;&nbsp;&nbsp;&nbsp; 4785069 |
| &nbsp;&nbsp;&nbsp; Qorvo, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 62589 | &nbsp;&nbsp;&nbsp;&nbsp; 4844388 |
| &nbsp;&nbsp;&nbsp; Rambus, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 69031 | &nbsp;&nbsp;&nbsp;&nbsp; 5938737 |
| &nbsp;&nbsp;&nbsp; Semtech Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 39221 | &nbsp;&nbsp;&nbsp;&nbsp; 3015703 |
| &nbsp;&nbsp;&nbsp; SiTime Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 9672 | &nbsp;&nbsp;&nbsp;&nbsp; 3340225 |
| &nbsp;&nbsp;&nbsp; Synaptics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 53692 | &nbsp;&nbsp;&nbsp;&nbsp; 3760588 |
| &nbsp;&nbsp;&nbsp; Ultra Clean Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 65443 | &nbsp;&nbsp;&nbsp;&nbsp; 4069246 |
| &nbsp;&nbsp;&nbsp; Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 25853 | &nbsp;&nbsp;&nbsp;&nbsp; 2369686 |
| &nbsp;&nbsp;&nbsp; Veeco Instruments, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3858 | &nbsp;&nbsp;&nbsp;&nbsp; 130632 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 79664028 |
| **Software — 2.7%** | **Software — 2.7%** | **Software — 2.7%** |
| &nbsp;&nbsp;&nbsp; ACI Worldwide, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 31943 | &nbsp;&nbsp;&nbsp;&nbsp; 1309983 |
| &nbsp;&nbsp;&nbsp; Appfolio, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 18551 | &nbsp;&nbsp;&nbsp;&nbsp; 2927719 |
| &nbsp;&nbsp;&nbsp; Bill Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 44303 | &nbsp;&nbsp;&nbsp;&nbsp; 1696805 |
| &nbsp;&nbsp;&nbsp; BlackLine, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 77949 | &nbsp;&nbsp;&nbsp;&nbsp; 2884113 |
| &nbsp;&nbsp;&nbsp; Box, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 124364 | &nbsp;&nbsp;&nbsp;&nbsp; 2939965 |
| &nbsp;&nbsp;&nbsp; Cleanspark, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 146140 | &nbsp;&nbsp;&nbsp;&nbsp; 1243651 |
| &nbsp;&nbsp;&nbsp; Commvault Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 31618 | &nbsp;&nbsp;&nbsp;&nbsp; 2462726 |
| &nbsp;&nbsp;&nbsp; Docusign, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 117644 | &nbsp;&nbsp;&nbsp;&nbsp; 5577502 |
| &nbsp;&nbsp;&nbsp; Dynatrace, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 147596 | &nbsp;&nbsp;&nbsp;&nbsp; 5458100 |
| &nbsp;&nbsp;&nbsp; Guidewire Software, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 14170 | &nbsp;&nbsp;&nbsp;&nbsp; 2119265 |
| &nbsp;&nbsp;&nbsp; InterDigital, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 17354 | &nbsp;&nbsp;&nbsp;&nbsp; 5240908 |
| &nbsp;&nbsp;&nbsp; LiveRamp Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 126762 | &nbsp;&nbsp;&nbsp;&nbsp; 3361728 |
| &nbsp;&nbsp;&nbsp; Manhattan Associates, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 48315 | &nbsp;&nbsp;&nbsp;&nbsp; 6431693 |
| &nbsp;&nbsp;&nbsp; MARA Holdings, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 392374 | &nbsp;&nbsp;&nbsp;&nbsp; 3201772 |
| &nbsp;&nbsp;&nbsp; Nutanix, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 197404 | &nbsp;&nbsp;&nbsp;&nbsp; 7503326 |
| &nbsp;&nbsp;&nbsp; Pegasystems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 77585 | &nbsp;&nbsp;&nbsp;&nbsp; 3302018 |
| &nbsp;&nbsp;&nbsp; Q2 Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 57659 | &nbsp;&nbsp;&nbsp;&nbsp; 2727271 |
| &nbsp;&nbsp;&nbsp; Qualys, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 31051 | &nbsp;&nbsp;&nbsp;&nbsp; 2727830 |
| &nbsp;&nbsp;&nbsp; RingCentral, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 30138 | &nbsp;&nbsp;&nbsp;&nbsp; 1120832 |
| &nbsp;&nbsp;&nbsp; Sprinklr, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 226918 | &nbsp;&nbsp;&nbsp;&nbsp; 1361508 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 65598715 |
| **Specialized REITs — 1.1%** | **Specialized REITs — 1.1%** | **Specialized REITs — 1.1%** |
| &nbsp;&nbsp;&nbsp; CubeSmart | &nbsp;&nbsp;&nbsp;&nbsp; 224657 | &nbsp;&nbsp;&nbsp;&nbsp; 8233679 |
| &nbsp;&nbsp;&nbsp; Four Corners Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 239074 | &nbsp;&nbsp;&nbsp;&nbsp; 5654100 |
| &nbsp;&nbsp;&nbsp; Gaming and Leisure Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 71034 | &nbsp;&nbsp;&nbsp;&nbsp; 3151779 |
| &nbsp;&nbsp;&nbsp; Lamar Advertising Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 40479 | &nbsp;&nbsp;&nbsp;&nbsp; 5127070 |
| &nbsp;&nbsp;&nbsp; Millrose Properties, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 78907 | &nbsp;&nbsp;&nbsp;&nbsp; 2209396 |
| &nbsp;&nbsp;&nbsp; Rayonier, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 132925 | &nbsp;&nbsp;&nbsp;&nbsp; 2740913 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 27116937 |
| **Specialty Retail — 3.3%** | **Specialty Retail — 3.3%** | **Specialty Retail — 3.3%** |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 21990 | &nbsp;&nbsp;&nbsp;&nbsp; 2009226 |
| &nbsp;&nbsp;&nbsp; Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 16306 | &nbsp;&nbsp;&nbsp;&nbsp; 920474 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Specialty Retail — continued** | **Specialty Retail — continued** | **Specialty Retail — continued** |
| &nbsp;&nbsp;&nbsp; Advance Auto Parts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 21165 | &nbsp;&nbsp;&nbsp;&nbsp; 1116454 |
| &nbsp;&nbsp;&nbsp; American Eagle Outfitters, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 132640 | &nbsp;&nbsp;&nbsp;&nbsp; 2215088 |
| &nbsp;&nbsp;&nbsp; Asbury Automotive Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 7723 | &nbsp;&nbsp;&nbsp;&nbsp; 1509151 |
| &nbsp;&nbsp;&nbsp; AutoNation, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 14226 | &nbsp;&nbsp;&nbsp;&nbsp; 2777769 |
| &nbsp;&nbsp;&nbsp; Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 153294 | &nbsp;&nbsp;&nbsp;&nbsp; 2861999 |
| &nbsp;&nbsp;&nbsp; Boot Barn Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 15024 | &nbsp;&nbsp;&nbsp;&nbsp; 2198913 |
| &nbsp;&nbsp;&nbsp; Buckle, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 16112 | &nbsp;&nbsp;&nbsp;&nbsp; 811400 |
| &nbsp;&nbsp;&nbsp; Burlington Stores, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 32909 | &nbsp;&nbsp;&nbsp;&nbsp; 10707930 |
| &nbsp;&nbsp;&nbsp; CarMax, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 88715 | &nbsp;&nbsp;&nbsp;&nbsp; 3688770 |
| &nbsp;&nbsp;&nbsp; Chewy, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 100896 | &nbsp;&nbsp;&nbsp;&nbsp; 2724192 |
| &nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 15878 | &nbsp;&nbsp;&nbsp;&nbsp; 3148449 |
| &nbsp;&nbsp;&nbsp; Five Below, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 36992 | &nbsp;&nbsp;&nbsp;&nbsp; 8451932 |
| &nbsp;&nbsp;&nbsp; Floor & Decor Holdings, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 30938 | &nbsp;&nbsp;&nbsp;&nbsp; 1571650 |
| &nbsp;&nbsp;&nbsp; GameStop Corp., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 189421 | &nbsp;&nbsp;&nbsp;&nbsp; 4364260 |
| &nbsp;&nbsp;&nbsp; Gap, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 123727 | &nbsp;&nbsp;&nbsp;&nbsp; 2994193 |
| &nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4522 | &nbsp;&nbsp;&nbsp;&nbsp; 1495109 |
| &nbsp;&nbsp;&nbsp; Lithia Motors, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 12090 | &nbsp;&nbsp;&nbsp;&nbsp; 3019115 |
| &nbsp;&nbsp;&nbsp; MarineMax, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 59412 | &nbsp;&nbsp;&nbsp;&nbsp; 1607689 |
| &nbsp;&nbsp;&nbsp; Murphy USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 4198745 |
| &nbsp;&nbsp;&nbsp; Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 19392 | &nbsp;&nbsp;&nbsp;&nbsp; 2899492 |
| &nbsp;&nbsp;&nbsp; Sally Beauty Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 60252 | &nbsp;&nbsp;&nbsp;&nbsp; 834490 |
| &nbsp;&nbsp;&nbsp; Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 53193 | &nbsp;&nbsp;&nbsp;&nbsp; 4502255 |
| &nbsp;&nbsp;&nbsp; Sonic Automotive, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 8938 | &nbsp;&nbsp;&nbsp;&nbsp; 612879 |
| &nbsp;&nbsp;&nbsp; Urban Outfitters, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 16686 | &nbsp;&nbsp;&nbsp;&nbsp; 1057058 |
| &nbsp;&nbsp;&nbsp; Valvoline, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 26051 | &nbsp;&nbsp;&nbsp;&nbsp; 877398 |
| &nbsp;&nbsp;&nbsp; Victoria's Secret & Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 78459 | &nbsp;&nbsp;&nbsp;&nbsp; 3637359 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 78813439 |
| **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** |
| &nbsp;&nbsp;&nbsp; Everpure, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 142990 | &nbsp;&nbsp;&nbsp;&nbsp; 8442130 |
| **Textiles, Apparel & Luxury Goods — 0.5%** | **Textiles, Apparel & Luxury Goods — 0.5%** | **Textiles, Apparel & Luxury Goods — 0.5%** |
| &nbsp;&nbsp;&nbsp; Capri Holdings Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 178611 | &nbsp;&nbsp;&nbsp;&nbsp; 3147126 |
| &nbsp;&nbsp;&nbsp; Crocs, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 26508 | &nbsp;&nbsp;&nbsp;&nbsp; 2200694 |
| &nbsp;&nbsp;&nbsp; G-III Apparel Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 23303 | &nbsp;&nbsp;&nbsp;&nbsp; 645493 |
| &nbsp;&nbsp;&nbsp; Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 24197 | &nbsp;&nbsp;&nbsp;&nbsp; 1700807 |
| &nbsp;&nbsp;&nbsp; PVH Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 28650 | &nbsp;&nbsp;&nbsp;&nbsp; 1998624 |
| &nbsp;&nbsp;&nbsp; VF Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 158495 | &nbsp;&nbsp;&nbsp;&nbsp; 2692830 |
| &nbsp;&nbsp;&nbsp; Wolverine World Wide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 43204 | &nbsp;&nbsp;&nbsp;&nbsp; 705090 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13090664 |
| **Trading Companies & Distributors — 1.2%** | **Trading Companies & Distributors — 1.2%** | **Trading Companies & Distributors — 1.2%** |
| &nbsp;&nbsp;&nbsp; Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 15216 | &nbsp;&nbsp;&nbsp;&nbsp; 4037109 |
| &nbsp;&nbsp;&nbsp; Boise Cascade Co. | &nbsp;&nbsp;&nbsp;&nbsp; 32904 | &nbsp;&nbsp;&nbsp;&nbsp; 2495769 |
| &nbsp;&nbsp;&nbsp; Core & Main, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 10198 | &nbsp;&nbsp;&nbsp;&nbsp; 503781 |
| &nbsp;&nbsp;&nbsp; DXP Enterprises, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 44908 | &nbsp;&nbsp;&nbsp;&nbsp; 6274995 |
| &nbsp;&nbsp;&nbsp; GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 23162 | &nbsp;&nbsp;&nbsp;&nbsp; 3954680 |
| &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 27060 | &nbsp;&nbsp;&nbsp;&nbsp; 2496826 |
| &nbsp;&nbsp;&nbsp; Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 23107 | &nbsp;&nbsp;&nbsp;&nbsp; 1527604 |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Trading Companies & Distributors — continued** | **Trading Companies & Distributors — continued** | **Trading Companies & Distributors — continued** |
| &nbsp;&nbsp;&nbsp; Watsco, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 4122 | &nbsp;&nbsp;&nbsp;&nbsp; 1499542 |
| &nbsp;&nbsp;&nbsp; WESCO International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 23968 | &nbsp;&nbsp;&nbsp;&nbsp; 6558124 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 29348430 |
| **Water Utilities — 0.1%** | **Water Utilities — 0.1%** | **Water Utilities — 0.1%** |
| &nbsp;&nbsp;&nbsp; American States Water Co. | &nbsp;&nbsp;&nbsp;&nbsp; 20782 | &nbsp;&nbsp;&nbsp;&nbsp; 1571535 |
| &nbsp;&nbsp;&nbsp; California Water Service Group | &nbsp;&nbsp;&nbsp;&nbsp; 27488 | &nbsp;&nbsp;&nbsp;&nbsp; 1246306 |
| &nbsp;&nbsp;&nbsp; Essential Utilities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14240 | &nbsp;&nbsp;&nbsp;&nbsp; 573445 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3391286 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Gogo, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 131689 | &nbsp;&nbsp;&nbsp;&nbsp; 529390 |
| &nbsp;&nbsp;&nbsp; Telephone and Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 48592 | &nbsp;&nbsp;&nbsp;&nbsp; 2045723 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2575113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks <br>(Cost $2,022,736,201)<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; 2309728955 |
|  | &nbsp;&nbsp;&nbsp; **NO. OF** <br> **WARRANTS**<br>|  |
| **Warrants — 0.0% ^** | **Warrants — 0.0% ^** | **Warrants — 0.0% ^** |
| **Specialty Retail — 0.0% ^** | **Specialty Retail — 0.0% ^** | **Specialty Retail — 0.0% ^** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GameStop Corp. expiring 10/30/2026, price 32.00 USD (United States) \* <br>(Cost $—)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 17102 | &nbsp;&nbsp;&nbsp;&nbsp; 66015 |
|  | **SHARES** |  |
| **Short-Term Investments — 4.9%** | **Short-Term Investments — 4.9%** | **Short-Term Investments — 4.9%** |
| **Investment Companies — 3.4%** | **Investment Companies — 3.4%** | **Investment Companies — 3.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Prime Money Market Fund Class IM Shares, 3.75% (b) (c) <br>(Cost $80,543,320)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 80539215 | &nbsp;&nbsp;&nbsp;&nbsp; 80547269 |
| **Investment of Cash Collateral from Securities Loaned — 1.5%** | **Investment of Cash Collateral from Securities Loaned — 1.5%** | **Investment of Cash Collateral from Securities Loaned — 1.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 3.67% (b) (c) <br>(Cost $35,731,118)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 35731118 | &nbsp;&nbsp;&nbsp;&nbsp; 35731118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Short-Term Investments <br>(Cost $116,274,438)<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; 116278387 |
| **Total Investments — 101.1%** <br>**(Cost $2,139,010,639)**<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; **2426073357** |
| **Liabilities in Excess of Other Assets — (1.1)%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **(25598091)**<br>|
| **NET ASSETS — 100.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **2400475266** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<br>Percentages indicated are based on net assets.<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Abbreviations** |  |
| REIT | Real Estate Investment Trust |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| ^ | Amount rounds to less than 0.1% of net assets. |
| \* | Non-income producing security.  |
| (a) | The security or a portion of this security is on loan at March 31, 2026. The total value of securities on loan at March 31, 2026 is <br> $36,191,656.<br>|

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Investment in an affiliated fund, which is registered under the Investment Company
 Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) The rate shown is the current yield as of March 31, 2026.

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

**Futures contracts outstanding as of March 31, 2026:**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DESCRIPTION** | &nbsp;&nbsp;&nbsp; **NUMBER OF** <br>**CONTRACTS**<br>| **EXPIRATION DATE** | **TRADING CURRENCY** | &nbsp;&nbsp;&nbsp; **NOTIONAL** <br>**AMOUNT ($)**<br>| &nbsp;&nbsp;&nbsp; **VALUE AND** <br>**UNREALIZED** <br>**APPRECIATION** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(DEPRECIATION) ($)**<br>|
| **Long Contracts** |  |  |  |  |  |
| Russell 2000 E-Mini Index | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp;&nbsp; 21973000 | &nbsp;&nbsp;&nbsp;&nbsp; (132841)<br>|
| S&P Midcap 400 E-Mini Index | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp;&nbsp; 67270500 | &nbsp;&nbsp;&nbsp;&nbsp; 228418 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 95577 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Abbreviations** |  |
| USD | United States Dollar |

---

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**A. Valuation of Investments**— Investments are valued in accordance with U.S. generally accepted accounting principles ("GAAP") and the Fund's valuation policies set forth by, and under the supervision and responsibility of, the Board of Trustees of the Trust (the "Board"), which established the following approach to valuation, as described more fully below: (i) investments for which market quotations are readily available shall be valued at their market value and (ii) all other investments for which market quotations are not readily available shall be valued at their fair value as determined in good faith by the Board.

Under Section 2(a)(41) of the Investment Company Act of 1940 (the "1940 Act"), the Board is required to determine fair value for securities that do not have readily available market quotations. Pursuant to Rule 2a-5 under the 1940 Act (Good Faith Determinations of Fair Value), the Board may designate the performance of these fair valuation determinations to a valuation designee. The Board has designated the Adviser as the "Valuation Designee" to perform fair valuation determinations for the Fund on behalf of the Board subject to appropriate oversight by the Board. The Adviser, as Valuation Designee, leverages the J.P. Morgan Asset Management Americas Valuation Committee ("AVC") to help oversee and carry out the policies for the valuation of investments held in the Fund. The Adviser, as Valuation Designee, remains responsible for the valuation determinations.

This oversight by the AVC includes monitoring the appropriateness of fair values based on results of ongoing valuation oversight including, but not limited to, consideration of macro or security specific events, market events, and pricing vendor and broker due diligence. The Administrator is responsible for discussing and assessing the potential impacts to the fair values on an ongoing basis, and, at least on a quarterly basis, with the AVC and the Board.

Equities and other exchange-traded instruments are valued at the last sale price or official market closing price on the primary exchange on which the instrument is traded before the net asset value ("NAV") of the Fund is calculated on a valuation date.

Investments in open-end investment companies ("Underlying Funds") are valued at each Underlying Fund's NAV per share as of the report date.

Futures contracts are generally valued on the basis of available market quotations.

Valuations reflected in this report are as of the report date. As a result, changes in valuation due to market events and/or issuer-related events after the report date and prior to issuance of the report are not reflected herein.

The various inputs that are used in determining the valuation of the Fund's investments are summarized into the three broad levels listed below.

• Level 1 — Unadjusted inputs using quoted prices in active markets for identical investments.

• Level 2 — Other significant observable inputs including, but not limited to, quoted prices for similar investments, inputs other than quoted prices that are observable for investments (such as interest rates, prepayment speeds, credit risk, etc.) or other market corroborated inputs.

• Level 3 — Significant inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the Fund's assumptions in determining the fair value of investments).

A financial instrument's level within the fair value hierarchy is based on the lowest level of any input, both individually and in the aggregate, that is significant to the fair value measurement. The inputs or methodology used for valuing instruments are not necessarily an indication of the risk associated with investing in those instruments.

The following table represents each valuation input as presented on the Schedule of Portfolio Investments ("SOI"):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp; **Level 1** <br>Quoted prices<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Level 2** <br>Other significant <br>observable inputs<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Level 3** <br>Significant <br>unobservable inputs<br>| **Total** |
| **Total Investments in Securities** (a) | &nbsp;&nbsp;&nbsp;&nbsp; $2426073357 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $2426073357 |
| **Appreciation in Other Financial Instruments** |  |  |  |  |
| Futures Contracts (a) | &nbsp;&nbsp;&nbsp;&nbsp; $228418 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $228418 |
| **Depreciation in Other Financial Instruments** |  |  |  |  |
| Futures Contracts (a) | &nbsp;&nbsp;&nbsp;&nbsp; $(132841)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(132841)<br>|
| **Total Net Appreciation/ Depreciation in Other** <br>**Financial Instruments**<br>| &nbsp;&nbsp;&nbsp;&nbsp; $95577 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $95577 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

 <br> (a) Please refer to the SOI for specifics of portfolio holdings.

------

**JPMorgan Small & Mid Cap Enhanced Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited) (continued)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**B. Investment Transactions with Affiliates**— The Fund invested in Underlying Funds advised by the Adviser. An issuer which is under common control with the Fund may be considered an affiliate. The Fund assumes the issuers listed in the table below to be affiliated issuers. The Underlying Funds' distributions may be reinvested into such Underlying Funds. Reinvestment amounts are included in the purchases at cost amounts in the table below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** |
| **Security Description** | **Value at** <br>**June 30,** <br>**2025** <br>| **Purchases at** <br>**Cost**<br>| **Proceeds from** <br>**Sales**<br>| **Net Realized** <br>**Gain (Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Value at** <br>**March 31,** <br>**2026**<br>| **Shares at** <br>**March 31,** <br>**2026**<br>| **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Prime Money <br> Market Fund Class IM <br> Shares, 3.75% (a) (b)<br>| $— | $209448234 | $128887074 | $(17840)<br>| $3949 | $80547269 | 80539215 | $193008 | $— |
| &nbsp;&nbsp;&nbsp; JPMorgan Securities Lending <br> Money Market Fund Agency <br> SL Class Shares, 3.67% <br> (a) (b)<br>| 29423749 | 435541671 | 429234302 |  |  | 35731118 | 35731118 | 1653956 |  |
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government <br> Money Market Fund <br> Class IM Shares, 3.60% <br> (a) (b)<br>| 53186146 | 238561028 | 291747174 |  |  |  |  | 1246054 |  |
| **Total** | $82609895 | $883550933 | $849868550 | $(17840)<br>| $3949 | $116278387 |  | $3093018 | $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

 <br> (a) Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc. <br> (b) The rate shown is the current yield as of March 31, 2026.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

- **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:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Small & Mid Cap Enhanced Equity ETF

- **b. EDGAR series identifier (if any):** S000074055

- **c. LEI of Series:** 549300MQ8JTFF5H84A93

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $2416802285.43

**Total Liabilities:** $36329964.55

**Net Assets:** $2380472320.88

**Cash Not Reported:** $837947.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231438 | 4.77%                | 3.69%                | -4.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6509625.76              | $90647189.91                               |
| Month 2  | $20327536.65             | $60247419.90                               |
| Month 3  | $48243810.22             | $-154804884.13                             |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                            | Radian Group, Inc.                                                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     68283 | NS      | $2258801.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                      | Group 1 Automotive, Inc.                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4486 | NS      | $1483206.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                       | Acushnet Holdings Corp.                                               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     13863 | NS      | $1295913.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                            | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120458 | NS      | $9080124.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                       | COPT Defense Properties                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    165847 | NS      | $5074918.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                   | Crocs, Inc.                                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     26292 | NS      | $2182761.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                      | Trinity Industries, Inc.                                              | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     36885 | NS      | $1186959.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                      | Wintrust Financial Corp.                                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     31947 | NS      | $4438716.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                    | Wolverine World Wide, Inc.                                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     42844 | NS      | $699214.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                            | InterDigital, Inc.                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17210 | NS      | $5197420.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp.                                     | RLI Corp.                                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     91723 | NS      | $5231879.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                   | Sonos, Inc.                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    200218 | NS      | $2682921.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.            | Helix Energy Solutions Group, Inc.                                    | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    114618 | NS      | $1133572.02   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                               | BGC Group, Inc., Class A                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    300667 | NS      | $2940523.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                      | FirstCash Holdings, Inc.                                              | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18543 | NS      | $3486084.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                         | Hancock Whitney Corp.                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     39003 | NS      | $2480200.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       175 | NC      | $-132841.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                  | Viasat, Inc.                                                          | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    121803 | NS      | $5578577.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     15805 | NS      | $1149813.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     20196 | NS      | $2883382.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                          | Addus HomeCare Corp.                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      8492 | NS      | $795275.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                                             | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     33476 | NS      | $19850598.48  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    222785 | NS      | $8165070.25   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     32795 | NS      | $1889647.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                 | Autoliv, Inc.                                                         | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     30405 | NS      | $3197389.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                    | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    196515 | NS      | $6624520.65   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                    | Esab Corp.                                                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     24624 | NS      | $2380155.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                              | OGE Energy Corp.                                                      | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    209506 | NS      | $10047907.76  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                   | Ethan Allen Interiors, Inc.                                           | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14535 | NS      | $323549.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                         | Cal-Maine Foods, Inc.                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     22504 | NS      | $1781191.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                       | Permian Resources Corp., Class A                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    217171 | NS      | $4630085.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                 | Balchem Corp.                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     17465 | NS      | $2959968.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                        | Kyndryl Holdings, Inc.                                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    102247 | NS      | $1341480.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                  | Ligand Pharmaceuticals, Inc.                                          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     15300 | NS      | $3054645.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     32466 | NS      | $2007697.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                 | Polaris, Inc.                                                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     22600 | NS      | $1231700.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                  | Gentex Corp.                                                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     32154 | NS      | $702564.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                 | BioMarin Pharmaceutical, Inc.                                         | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     97083 | NS      | $5484218.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                                         | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    153978 | NS      | $9140134.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.             | Equity LifeStyle Properties, Inc.                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     94605 | NS      | $5905244.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                           | Carlisle Cos., Inc.                                                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      9492 | NS      | $3166721.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                              | Timken Co. (The)                                                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     55050 | NS      | $5536378.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                             | Haemonetics Corp.                                                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     64832 | NS      | $3653931.52   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                                | OPENLANE, Inc.                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    115724 | NS      | $3373354.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co., Inc. (The)                     | Vita Coco Co., Inc. (The)                                             | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     38679 | NS      | $1853110.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                              | PriceSmart, Inc.                                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      6747 | NS      | $1015423.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    129109 | NS      | $15271012.52  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                         | AECOM                                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     72147 | NS      | $6119508.54   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                   | Lattice Semiconductor Corp.                                           | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     71982 | NS      | $6677050.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Integer Holdings Corp.                        | Integer Holdings Corp.                                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     18324 | NS      | $1612512.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                             | RingCentral, Inc., Class A                                            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     29886 | NS      | $1111460.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                         | Glacier Bancorp, Inc.                                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     22864 | NS      | $1021334.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                              | TechTarget, Inc.                                                      | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    237056 | NS      | $919777.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                    | Northwest Bancshares, Inc.                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144020 | NS      | $1827613.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                | Doximity, Inc., Class A                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74667 | NS      | $1739741.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                   | Standex International Corp.                                           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4156 | NS      | $1059198.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                 | Semtech Corp.                                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     38897 | NS      | $2990790.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                          | Curtiss-Wright Corp.                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     25585 | NS      | $17426455.20  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                      | Jazz Pharmaceuticals plc                                              | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     48166 | NS      | $9105782.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                      | Option Care Health, Inc.                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    148000 | NS      | $3984160.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.            | BJ's Wholesale Club Holdings, Inc.                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     73225 | NS      | $7206804.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC plc                                | TechnipFMC plc                                                        | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    253941 | NS      | $17554941.33  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                        | Hilltop Holdings, Inc.                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    118775 | NS      | $4254520.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corp.                                   | Dauch Corp.                                                           | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |    274628 | NS      | $1628544.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                              | Proto Labs, Inc.                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     67529 | NS      | $3850503.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                  | REX American Resources Corp.                                          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38156 | NS      | $1738768.92   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                    | United Natural Foods, Inc.                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     48281 | NS      | $2175541.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                         | Harley-Davidson, Inc.                                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     32509 | NS      | $657331.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinsale Capital Group, Inc.                   | Kinsale Capital Group, Inc.                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      6255 | NS      | $2137083.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                  | Floor & Decor Holdings, Inc., Class A                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     30686 | NS      | $1558848.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries, Inc.                    | Winnebago Industries, Inc.                                            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     32095 | NS      | $994624.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                        | Medpace Holdings, Inc.                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     15257 | NS      | $7326258.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                                | Repligen Corp.                                                        | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     10608 | NS      | $1249834.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     47945 | NS      | $6316274.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                     | ATI, Inc.                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     70358 | NS      | $10234274.68  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     67259 | NS      | $7278768.98   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                   | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    228533 | NS      | $2141354.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.            | Madison Square Garden Sports Corp.                                    | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10590 | NS      | $3403626.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                      | Bank OZK                                                              | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     98234 | NS      | $4507958.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                        | Urban Outfitters, Inc.                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     34697 | NS      | $2198054.95   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                          | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    268305 | NS      | $5929540.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                           | Hamilton Lane, Inc., Class A                                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      8500 | NS      | $844900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                               | Trustmark Corp.                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     28703 | NS      | $1209544.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                 | Hawkins, Inc.                                                         | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      2969 | NS      | $456038.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                   | Centerspace                                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     21303 | NS      | $1223857.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                | WP Carey, Inc.                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     75038 | NS      | $5099582.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                       | Abercrombie & Fitch Co., Class A                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     21810 | NS      | $1992779.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.             | Fidelity National Financial, Inc.                                     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    123126 | NS      | $5710583.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                 | Lindsay Corp.                                                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      9116 | NS      | $1085442.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                  | Grid Dynamics Holdings, Inc.                                          | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |    189131 | NS      | $1078046.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                    | Saia, Inc.                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      5439 | NS      | $1910611.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                      | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    124754 | NS      | $2193175.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                      | Employers Holdings, Inc.                                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64919 | NS      | $2670767.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                | Freshpet, Inc.                                                        | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     18722 | NS      | $1103849.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                  | Vishay Intertechnology, Inc.                                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    121006 | NS      | $2178108.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                               | Pinterest, Inc., Class A                                              | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |    172355 | NS      | $3160990.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                 | Navient Corp.                                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     27207 | NS      | $222553.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.           | Gaming and Leisure Properties, Inc.                                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     70446 | NS      | $3125689.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                  | CorVel Corp.                                                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21589 | NS      | $1179838.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                        | Warrior Met Coal, Inc.                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     48650 | NS      | $4531747.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                   | Merit Medical Systems, Inc.                                           | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     28660 | NS      | $1975533.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     59315 | NS      | $8094718.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                    | Phibro Animal Health Corp., Class A                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     53136 | NS      | $2938952.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                        | Stifel Financial Corp.                                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     74586 | NS      | $5513397.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                         | DXP Enterprises, Inc.                                                 | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44536 | NS      | $6223015.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                 | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    160666 | NS      | $5009565.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                       | Lantheus Holdings, Inc.                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     50455 | NS      | $3827011.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                 | Starwood Property Trust, Inc.                                         | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    111837 | NS      | $1925833.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                         | Albertsons Cos., Inc., Class A                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    121180 | NS      | $2064907.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.              | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2933 | NS      | $394048.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                     | UGI Corp.                                                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    194327 | NS      | $7077389.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                   | Acadia Healthcare Co., Inc.                                           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     50259 | NS      | $1175558.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| JetBlue Airways Corp.                         | JetBlue Airways Corp.                                                 | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    224548 | NS      | $992502.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                          | Allegiant Travel Co.                                                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      6747 | NS      | $546776.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                            | Viper Energy, Inc.                                                    | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49135 | NS      | $2308853.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower, Inc.                               | Nextpower, Inc., Class A                                              | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70875 | NS      | $8543981.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp.                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    129102 | NS      | $3388927.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                  | Moelis & Co., Class A                                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     20547 | NS      | $1171179.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co. (The)                             | St. Joe Co. (The)                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     16727 | NS      | $1050455.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                | Innospec, Inc.                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     59814 | NS      | $4367618.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     83669 | NS      | $3903158.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    153940 | NS      | $4298004.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                      | Equitable Holdings, Inc.                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    109381 | NS      | $4059128.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                         | Myriad Genetics, Inc.                                                 | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    135423 | NS      | $609403.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                            | Saul Centers, Inc.                                                    | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43054 | NS      | $1402699.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cleanspark, Inc.                              | Cleanspark, Inc.                                                      | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    144916 | NS      | $1233235.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    193532 | NS      | $7592260.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                    | Southside Bancshares, Inc.                                            | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     48121 | NS      | $1496081.89   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                     | Curbline Properties Corp.                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    140137 | NS      | $3614133.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                    | EastGroup Properties, Inc.                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     37091 | NS      | $6865173.19   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                | Omnicell, Inc.                                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     23795 | NS      | $794277.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                | Teleflex, Inc.                                                        | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     36990 | NS      | $4424373.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     81918 | NS      | $4770904.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.           | Sun Country Airlines Holdings, Inc.                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     66506 | NS      | $1098679.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                         | Walker & Dunlop, Inc.                                                 | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18237 | NS      | $809358.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                           | IPG Photonics Corp.                                                   | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     22658 | NS      | $2596380.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                      | Hims & Hers Health, Inc.                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     92783 | NS      | $1926175.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries, Inc.                      | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     63675 | NS      | $7055190.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                | Watts Water Technologies, Inc., Class A                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     33483 | NS      | $9719780.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     34607 | NS      | $1790912.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                         | Range Resources Corp.                                                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    140014 | NS      | $6325832.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                      | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     25385 | NS      | $822981.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                | Cargurus, Inc., Class A                                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    115307 | NS      | $3926203.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                        | SPX Technologies, Inc.                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     23983 | NS      | $4795161.02   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                           | Capri Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    177123 | NS      | $3120907.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                         | Assured Guaranty Ltd.                                                 | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     26986 | NS      | $2198819.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                            | RBC Bearings, Inc.                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21892 | NS      | $11889983.04  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                         | Mercury General Corp.                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     37996 | NS      | $3349347.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                    | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     24824 | NS      | $1562670.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd.                      | Cushman & Wakefield Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     47926 | NS      | $587572.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                              | Scholastic Corp.                                                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40795 | NS      | $1593452.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                        | Fortrea Holdings, Inc.                                                | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |    266172 | NS      | $2507340.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                     | LKQ Corp.                                                             | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     77903 | NS      | $2288011.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                  | Grand Canyon Education, Inc.                                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     26584 | NS      | $4520077.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     24889 | NS      | $12980111.28  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                   | Kirby Corp.                                                           | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     34755 | NS      | $4618244.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                | TopBuild Corp.                                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     15408 | NS      | $5412830.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                         | Viavi Solutions, Inc.                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     50078 | NS      | $1666595.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.       | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    216600 | NS      | $6575976.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                             | Morningstar, Inc.                                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      6390 | NS      | $1080229.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.    | Knight-Swift Transportation Holdings, Inc.                            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8768 | NS      | $504861.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.              | Omega Healthcare Investors, Inc.                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |    139522 | NS      | $6113854.04   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                  | United Community Banks, Inc.                                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     60989 | NS      | $1920543.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                             | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     32628 | NS      | $2474833.80   | 0.10%             |  |  |  | No            |                  1 | 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        |  35731118 | NS      | $35731117.80  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                        | US Foods Holding Corp.                                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    127329 | NS      | $11741007.09  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     75178 | NS      | $10688808.04  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                       | Aramark                                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    126698 | NS      | $5136336.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                     | Ellington Financial, Inc.                                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    218785 | NS      | $2592602.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials, Inc.             | Solstice Advanced Materials, Inc.                                     | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |     48343 | NS      | $3681802.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                              | Dutch Bros, Inc., Class A                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34352 | NS      | $1740272.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                               | Interface, Inc.                                                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     32445 | NS      | $808529.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                  | Bruker Corp.                                                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     57067 | NS      | $2061260.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                     | Box, Inc., Class A                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    123332 | NS      | $2915568.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                             | Brink's Co. (The)                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     29742 | NS      | $3082163.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                             | Pegasystems, Inc.                                                     | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     76937 | NS      | $3274438.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     68209 | NS      | $3986133.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                                                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    147562 | NS      | $9206393.18   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                         | Shift4 Payments, Inc., Class A                                        | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31221 | NS      | $1365294.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tetra Tech, Inc.                              | Tetra Tech, Inc.                                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    131284 | NS      | $3954274.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                                            | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     56507 | NS      | $2387985.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                            | Cytokinetics, Inc.                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     43303 | NS      | $2854100.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Holdings, Inc.                           | Bill Holdings, Inc.                                                   | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     43931 | NS      | $1682557.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                     | Nexstar Media Group, Inc.                                             | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      8771 | NS      | $1586059.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                             | QuidelOrtho Corp.                                                     | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     77471 | NS      | $1272848.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                       | Paylocity Holding Corp.                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     11757 | NS      | $1270226.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes, Inc.                          | Champion Homes, Inc.                                                  | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |     37606 | NS      | $2796758.22   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                    | GATX Corp.                                                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     22970 | NS      | $3921897.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                            | Talen Energy Corp.                                                    | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22291 | NS      | $7115955.93   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia, Inc.                                  | Phinia, Inc.                                                          | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     46824 | NS      | $3204634.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                      | Jones Lang LaSalle, Inc.                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     29892 | NS      | $9096733.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                | Illumina, Inc.                                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     51074 | NS      | $6295381.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                  | Safety Insurance Group, Inc.                                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     54298 | NS      | $3944206.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                   | Brady Corp., Class A                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     91685 | NS      | $7448489.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                 | Griffon Corp.                                                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     28578 | NS      | $2077049.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     78287 | NS      | $3357729.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                       | Cinemark Holdings, Inc.                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     58107 | NS      | $1657211.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                | California Water Service Group                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     27260 | NS      | $1235968.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                   | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     40896 | NS      | $2416953.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                      | Advance Auto Parts, Inc.                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     20985 | NS      | $1106958.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                            | HealthEquity, Inc.                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     20535 | NS      | $1716109.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                   | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     28533 | NS      | $1913708.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                               | Maplebear, Inc.                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111940 | NS      | $4193272.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms, Inc.                             | Vital Farms, Inc.                                                     | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     26646 | NS      | $376241.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners, Inc.             | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115550 | NS      | $9953477.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                          | Globus Medical, Inc., Class A                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     93372 | NS      | $8044931.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.              | Old Republic International Corp.                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     21203 | NS      | $845999.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                                | La-Z-Boy, Inc.                                                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     18646 | NS      | $599282.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                 | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     29649 | NS      | $2916275.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                  | CarMax, Inc.                                                          | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87971 | NS      | $3657834.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                         | Mercury Systems, Inc.                                                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     41714 | NS      | $3041367.74   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                           | Regal Rexnord Corp.                                                   | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     32941 | NS      | $6168531.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                            | HealthStream, Inc.                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |    230533 | NS      | $4774338.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.              | Alpha & Omega Semiconductor Ltd.                                      | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |    105495 | NS      | $2337769.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                                  | Acuity, Inc.                                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14454 | NS      | $4050299.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.               | Northwestern Energy Group, Inc.                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     27049 | NS      | $1783611.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.   | Apollo Commercial Real Estate Finance, Inc.                           | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    167090 | NS      | $1764470.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                  | Qualys, Inc.                                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     30787 | NS      | $2704637.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                            | Hope Bancorp, Inc.                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     64635 | NS      | $721972.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                    | Performance Food Group Co.                                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     90352 | NS      | $7739552.32   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                    | CEVA, Inc.                                                            | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |    103669 | NS      | $1936536.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                  | Plexus Corp.                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     32511 | NS      | $6584777.94   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                    | Bio-Rad Laboratories, Inc., Class A                                   | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      7202 | NS      | $2007557.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                    | MarketAxess Holdings, Inc.                                            | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     11285 | NS      | $1861799.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                    | Lyft, Inc., Class A                                                   | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     69224 | NS      | $920679.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                       | Universal Display Corp.                                               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25637 | NS      | $2349887.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                    | Ultra Clean Holdings, Inc.                                            | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     64903 | NS      | $4035668.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                           | UMB Financial Corp.                                                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     40840 | NS      | $4606343.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                 | Ashland, Inc.                                                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     28223 | NS      | $1569481.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                        | Red Rock Resorts, Inc., Class A                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21984 | NS      | $1173066.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                 | EVERTEC, Inc.                                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     85842 | NS      | $2422461.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                           | Bristow Group, Inc., Class A                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |        48 | NS      | $2250.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.               | Lincoln Electric Holdings, Inc.                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     24297 | NS      | $6051896.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                       | ESCO Technologies, Inc.                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      8316 | NS      | $2339872.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                   | Horace Mann Educators Corp.                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     17181 | NS      | $733285.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                   | Tennant Co.                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      9650 | NS      | $640760.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.               | Advanced Drainage Systems, Inc.                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     20206 | NS      | $2770848.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                           | GXO Logistics, Inc.                                                   | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     50977 | NS      | $2643157.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp., Class A                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     76642 | NS      | $5040744.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.               | Annaly Capital Management, Inc.                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    116780 | NS      | $2469897.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                  | Mattel, Inc.                                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     97293 | NS      | $1413667.29   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp.                        | Beacon Financial Corp.                                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    115088 | NS      | $3452640.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                               | Brunswick Corp.                                                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     30210 | NS      | $2198079.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                          | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     28315 | NS      | $2608377.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                  | National Bank Holdings Corp., Class A                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42448 | NS      | $1662263.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                     | Darling Ingredients, Inc.                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     76226 | NS      | $4714578.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                    | Moog, Inc., Class A                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     13324 | NS      | $3899135.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                      | Cousins Properties, Inc.                                              | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    123983 | NS      | $2798296.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.               | Simpson Manufacturing Co., Inc.                                       | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     26668 | NS      | $4576762.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                            | Ryder System, Inc.                                                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     21801 | NS      | $4462882.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts, Inc.                  | United Parks & Resorts, Inc.                                          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     58120 | NS      | $1898199.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Gold, Inc.                              | Royal Gold, Inc.                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     31848 | NS      | $8104997.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                        | Chart Industries, Inc.                                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     19866 | NS      | $4107295.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                           | Westamerica BanCorp                                                   | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     12542 | NS      | $654065.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                  | Watsco, Inc.                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      4086 | NS      | $1486445.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Element Solutions, Inc.                       | Element Solutions, Inc.                                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    232850 | NS      | $7949499.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                          | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     40414 | NS      | $3438827.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                     | ExlService Holdings, Inc.                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     93693 | NS      | $2852951.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                              | Photronics, Inc.                                                      | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    117429 | NS      | $4745305.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista, Inc.                                 | Covista, Inc.                                                         | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     30711 | NS      | $3539442.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                  | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    296731 | NS      | $4400520.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida             | Seacoast Banking Corp. of Florida                                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     13945 | NS      | $422394.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.               | Capitol Federal Financial, Inc.                                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61707 | NS      | $439970.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     74109 | NS      | $7168563.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                    | AAON, Inc.                                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31220 | NS      | $2583455.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                   | Prosperity Bancshares, Inc.                                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27741 | NS      | $1863640.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                               | Tidewater, Inc.                                                       | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     37857 | NS      | $3162952.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                      | Apogee Enterprises, Inc.                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     64005 | NS      | $2146727.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                  | Stride, Inc.                                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     19579 | NS      | $1726280.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                               | Valvoline, Inc.                                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     25835 | NS      | $870122.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                       | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     33343 | NS      | $3525021.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                    | Adient plc                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     89923 | NS      | $1817343.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                          | Federal Signal Corp.                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     28505 | NS      | $3082530.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                   | Sensient Technologies Corp.                                           | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     25256 | NS      | $2183128.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust            | PennyMac Mortgage Investment Trust                                    | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     36065 | NS      | $420517.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                        | BJ's Restaurants, Inc.                                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     11343 | NS      | $398139.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                               | Dynatrace, Inc.                                                       | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |    146360 | NS      | $5412392.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                               | Gap, Inc. (The)                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    122695 | NS      | $2969219.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                                            | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     47062 | NS      | $1024069.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                           | Kilroy Realty Corp.                                                   | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     51548 | NS      | $1454169.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                   | Simply Good Foods Co. (The)                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48522 | NS      | $696290.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                     | CNO Financial Group, Inc.                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     74641 | NS      | $3064759.46   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                              | Littelfuse, Inc.                                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     11576 | NS      | $3928315.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.              | Telephone and Data Systems, Inc.                                      | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     48184 | NS      | $2028546.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                        | Alaska Air Group, Inc.                                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     21225 | NS      | $780655.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                      | Magnolia Oil & Gas Corp., Class A                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155149 | NS      | $4898053.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                              | Five Below, Inc.                                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     36680 | NS      | $8380646.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                     | MDU Resources Group, Inc.                                             | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    120065 | NS      | $2487746.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                         | Hanmi Financial Corp.                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    129868 | NS      | $3423320.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                        | BWX Technologies, Inc.                                                | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     43688 | NS      | $8933759.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                              | elf Beauty, Inc.                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     48515 | NS      | $2940494.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Peabody Energy Corp.                          | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     57592 | NS      | $1897656.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management, Inc.                | Acadian Asset Management, Inc.                                        | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     34406 | NS      | $1872374.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                            | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      9416 | NS      | $489067.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                     | WEX, Inc.                                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     50901 | NS      | $7789889.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                              | Concentrix Corp.                                                      | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     45732 | NS      | $1251227.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                              | Cava Group, Inc.                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54895 | NS      | $4441005.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp.                                     | AAR Corp.                                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     16100 | NS      | $1762306.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                      | VF Corp.                                                              | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    157175 | NS      | $2670403.25   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                    | Okta, Inc.                                                            | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |    116987 | NS      | $9208046.77   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                           | Sonoco Products Co.                                                   | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     67546 | NS      | $3653563.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                  | Chemed Corp.                                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      9556 | NS      | $3609683.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                         | Associated Banc-Corp.                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    122903 | NS      | $3178271.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.             | Four Corners Property Trust, Inc.                                     | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    237082 | NS      | $5606989.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                           | Clean Harbors, Inc.                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     37000 | NS      | $10609010.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                               | Whitestone                                                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81623 | NS      | $1318211.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                    | Gogo, Inc.                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    130597 | NS      | $524999.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                          | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     52749 | NS      | $4464675.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                              | Murphy Oil Corp.                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     37352 | NS      | $1540770.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.            | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     23245 | NS      | $1513714.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                 | SkyWest, Inc.                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     28841 | NS      | $2648469.03   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                        | Federated Hermes, Inc.                                                | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     82801 | NS      | $4695644.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                 | First Bancorp                                                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19975 | NS      | $1125591.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors, Inc.                | Sunstone Hotel Investors, Inc.                                        | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     88863 | NS      | $800655.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.         | Ollie's Bargain Outlet Holdings, Inc.                                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     25820 | NS      | $2376472.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                                  | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     25905 | NS      | $1198365.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                  | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65433 | NS      | $3418219.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                             | Knife River Corp.                                                     | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13888 | NS      | $1133955.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    484373 | NS      | $3366392.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | GameStop Corp.                                                        | CUSIP: 36467W117<br>LEI: N/A                  | N/A              | DO               |  | US        |     17102 | NS      | $66015.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                | GameStop Corp., Class A                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    187837 | NS      | $4327764.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Resources Corp.                        | Antero Resources Corp.                                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    131559 | NS      | $5583363.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                               | RB Global, Inc.                                                       | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     59949 | NS      | $5746111.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                         | Eagle Materials, Inc.                                                 | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     21644 | NS      | $4100455.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                        | Palomar Holdings, Inc.                                                | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     13790 | NS      | $1647905.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                             | Callaway Golf Co.                                                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    167543 | NS      | $2325496.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                               | API Group Corp.                                                       | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    112967 | NS      | $4577422.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     40651 | NS      | $7671250.21   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund              | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  80539215 | NS      | $80547268.98  | 3.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                     | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     20614 | NS      | $1558830.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                        | Cavco Industries, Inc.                                                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3732 | NS      | $1807370.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                  | Macy's, Inc.                                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    170668 | NS      | $3087384.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                         | Urban Edge Properties                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56569 | NS      | $1130248.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                  | Azenta, Inc.                                                          | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     41665 | NS      | $880381.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                    | Dana, Inc.                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    102807 | NS      | $3459455.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                 | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    219625 | NS      | $4691190.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                         | BellRing Brands, Inc.                                                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     94105 | NS      | $1514149.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                          | Travel + Leisure Co.                                                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     88238 | NS      | $6105187.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                         | Matador Resources Co.                                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     82556 | NS      | $5215888.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                     | KBR, Inc.                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    133606 | NS      | $4924717.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                  | Coca-Cola Consolidated, Inc.                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     23144 | NS      | $4437630.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                              | AptarGroup, Inc.                                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     29908 | NS      | $3769006.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                | Materion Corp.                                                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     21956 | NS      | $3175935.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                    | Par Pacific Holdings, Inc.                                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     89808 | NS      | $5625573.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                           | YETI Holdings, Inc.                                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     47193 | NS      | $1726791.87   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                        | Cleveland-Cliffs, Inc.                                                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    106934 | NS      | $903592.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                  | Casey's General Stores, Inc.                                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     20722 | NS      | $15082714.92  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.           | First Industrial Realty Trust, Inc.                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146347 | NS      | $8466173.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                     | Century Communities, Inc.                                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     15225 | NS      | $873610.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                 | Worthington Enterprises, Inc.                                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     21295 | NS      | $1110321.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                 | Oshkosh Corp.                                                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     34799 | NS      | $5122760.79   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                           | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    143238 | NS      | $5521824.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                         | StepStone Group, Inc., Class A                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36137 | NS      | $1724457.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                        | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     22915 | NS      | $1514910.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                | Catalyst Pharmaceuticals, Inc.                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    110296 | NS      | $2730928.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                              | MSA Safety, Inc.                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     18544 | NS      | $3040288.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                | Evercore, Inc., Class A                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     22232 | NS      | $6636474.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                   | Axalta Coating Systems Ltd.                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     63426 | NS      | $1756900.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                                | Sprinklr, Inc., Class A                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |    225022 | NS      | $1350132.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                     | NOV, Inc.                                                             | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    116434 | NS      | $2190123.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                    | AGCO Corp.                                                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     29711 | NS      | $3442613.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                 | Sanmina Corp.                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     49454 | NS      | $6411216.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                           | Post Holdings, Inc.                                                   | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     48015 | NS      | $4746762.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                               | Primerica, Inc.                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     11030 | NS      | $2762794.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                              | Flagstar Bank NA                                                      | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |    148083 | NS      | $1950253.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                            | Chemours Co. (The)                                                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     68747 | NS      | $1514496.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     61050 | NS      | $4761289.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                  | Sabra Health Care REIT, Inc.                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    247153 | NS      | $4752752.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                            | Piper Sandler Cos.                                                    | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     60754 | NS      | $4650718.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                | Penumbra, Inc.                                                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     20924 | NS      | $6870813.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                    | Manhattan Associates, Inc.                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     47907 | NS      | $6377379.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                               | Synaptics, Inc.                                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     53248 | NS      | $3729489.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                          | WSFS Financial Corp.                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     33250 | NS      | $2176545.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | S&P MidCap 400 E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       198 | NC      | $228418.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                  | Enviri Corp.                                                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     37433 | NS      | $734435.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                          | Cohen & Steers, Inc.                                                  | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     32617 | NS      | $2040193.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                   | Sally Beauty Holdings, Inc.                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     59748 | NS      | $827509.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                    | Encore Capital Group, Inc.                                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     49886 | NS      | $3498006.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                                | Appfolio, Inc., Class A                                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     18395 | NS      | $2903098.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                            | World Kinect Corp.                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     35458 | NS      | $818016.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     19055 | NS      | $5663717.65   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     66288 | NS      | $4930501.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.               | Independence Realty Trust, Inc.                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    110696 | NS      | $1648263.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                | Wingstop, Inc.                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     13673 | NS      | $2118904.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Patrick Industries, Inc.                      | Patrick Industries, Inc.                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     26083 | NS      | $2897038.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrowhead Pharmaceuticals, Inc.               | Arrowhead Pharmaceuticals, Inc.                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     89393 | NS      | $5604941.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                             | Uniti Group, Inc.                                                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     67131 | NS      | $629688.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                       | John Wiley & Sons, Inc., Class A                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     41507 | NS      | $1581416.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                            | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    131733 | NS      | $4941304.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                 | American Airlines Group, Inc.                                         | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    115399 | NS      | $1239385.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                  | Twilio, Inc., Class A                                                 | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     94273 | NS      | $11861428.86  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.             | Installed Building Products, Inc.                                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     13844 | NS      | $3670736.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                   | Greenbrier Cos., Inc. (The)                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     12866 | NS      | $677394.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                       | RPM International, Inc.                                               | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     53505 | NS      | $5318397.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                          | Houlihan Lokey, Inc.                                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     10398 | NS      | $1493360.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                              | Ziff Davis, Inc.                                                      | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     53557 | NS      | $2247251.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                     | MKS, Inc.                                                             | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     46627 | NS      | $10715350.87  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                 | Vontier Corp.                                                         | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     73871 | NS      | $2620204.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                         | Commercial Metals Co.                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     71277 | NS      | $4378546.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                         | SL Green Realty Corp.                                                 | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     32499 | NS      | $1200513.06   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Flex Ltd.                                     | Flex Ltd.                                                             | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    171173 | NS      | $11204984.58  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                             | Core & Main, Inc., Class A                                            | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10114 | NS      | $499631.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                               | Frontdoor, Inc.                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     41854 | NS      | $2212402.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                    | Cullen/Frost Bankers, Inc.                                            | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     37309 | NS      | $5114317.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure, Inc.                                | Everpure, Inc., Class A                                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    141802 | NS      | $8371990.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                               | M/I Homes, Inc.                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     25246 | NS      | $3091372.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                | Somnigroup International, Inc.                                        | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     90162 | NS      | $6664775.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                | Wyndham Hotels & Resorts, Inc.                                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     37739 | NS      | $3065538.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                      | Western Alliance Bancorp                                              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     34833 | NS      | $2467918.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                               | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     21714 | NS      | $6130296.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.               | MSC Industrial Direct Co., Inc., Class A                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     26832 | NS      | $2475788.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                     | Fox Factory Holding Corp.                                             | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     26727 | NS      | $439926.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                                | Reliance, Inc.                                                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     33096 | NS      | $10058536.32  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.           | Integra LifeSciences Holdings Corp.                                   | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     40490 | NS      | $381415.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                  | Masimo Corp.                                                          | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     21475 | NS      | $3819758.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger, Inc.                                  | Tanger, Inc.                                                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     58008 | NS      | $1971111.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                 | Asbury Automotive Group, Inc.                                         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      7663 | NS      | $1497426.83   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                          | LTC Properties, Inc.                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     18752 | NS      | $696824.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                       | Primoris Services Corp.                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     27083 | NS      | $3873952.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                | Westlake Corp.                                                        | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     26282 | NS      | $3070263.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                             | Schrodinger, Inc.                                                     | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |    191869 | NS      | $2179631.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                       | Vir Biotechnology, Inc.                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406974 | NS      | $3646487.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                                | Duolingo, Inc., Class A                                               | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27006 | NS      | $2661981.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                    | California Resources Corp.                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     40481 | NS      | $2802094.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                      | Guidewire Software, Inc.                                              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     14050 | NS      | $2101318.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.      | Science Applications International Corp.                              | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     21075 | NS      | $2000439.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                | Supernus Pharmaceuticals, Inc.                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     27595 | NS      | $1426385.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.              | Reynolds Consumer Products, Inc.                                      | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     32985 | NS      | $698622.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                           | AeroVironment, Inc.                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     12519 | NS      | $2291602.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.     | MACOM Technology Solutions Holdings, Inc.                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36026 | NS      | $8000293.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    108817 | NS      | $5589929.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                  | Impinj, Inc.                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     29132 | NS      | $2991856.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| XPO, Inc.                                     | XPO, Inc.                                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     51873 | NS      | $10091892.15  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                 | Penske Automotive Group, Inc.                                         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     19236 | NS      | $2876166.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                   | Spire, Inc.                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     15354 | NS      | $1390151.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                      | Boot Barn Holdings, Inc.                                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     14904 | NS      | $2181349.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                  | Diodes, Inc.                                                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     57542 | NS      | $3927816.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                         | Thor Industries, Inc.                                                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     18349 | NS      | $1465901.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                        | Sonic Automotive, Inc., Class A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      8866 | NS      | $607941.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                 | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     62999 | NS      | $3885778.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                     | Millrose Properties, Inc., Class A                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78247 | NS      | $2190916.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                      | Digi International, Inc.                                              | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     17930 | NS      | $864226.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                 | Monarch Casino & Resort, Inc.                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     30289 | NS      | $2895628.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                    | Lear Corp.                                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     26053 | NS      | $3154497.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                | Protagonist Therapeutics, Inc.                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92414 | NS      | $9740435.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                           | ACI Worldwide, Inc.                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     31679 | NS      | $1299155.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                     | Commerce Bancshares, Inc.                                             | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62472 | NS      | $3073622.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                              | PBF Energy, Inc., Class A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     11003 | NS      | $523962.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     34790 | NS      | $4443030.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                  | Belden, Inc.                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     24919 | NS      | $2861448.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class C                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    161990 | NS      | $6364587.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                          | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     51972 | NS      | $2001961.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                    | Corcept Therapeutics, Inc.                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     45481 | NS      | $1833339.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine, Inc.                               | BlackLine, Inc.                                                       | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     77301 | NS      | $2860137.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                   | Dick's Sporting Goods, Inc.                                           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     15746 | NS      | $3122274.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                | First American Financial Corp.                                        | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     65908 | NS      | $3973593.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.              | Advanced Energy Industries, Inc.                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     20482 | NS      | $6609746.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                           | PROG Holdings, Inc.                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     77647 | NS      | $2227692.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                          | Terreno Realty Corp.                                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11645 | NS      | $715235.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                | NNN REIT, Inc.                                                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |    146884 | NS      | $6173534.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127877 | NS      | $3139380.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     21147 | NS      | $855607.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                                                      | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14106 | NS      | $2754337.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                            | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    181781 | NS      | $3435660.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                              | City Holding Co.                                                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24166 | NS      | $2888320.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                               | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164282 | NS      | $1726603.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                  | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     30554 | NS      | $5009022.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.              | Armstrong World Industries, Inc.                                      | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     35639 | NS      | $5873307.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                            | DXC Technology Co.                                                    | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    101397 | NS      | $1274560.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                   | Alcoa Corp.                                                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     48871 | NS      | $3241613.43   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                   | Caesars Entertainment, Inc.                                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     28320 | NS      | $748497.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                   | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     88094 | NS      | $4938549.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                              | NCR Atleos Corp.                                                      | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     55051 | NS      | $2399122.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                 | Nutanix, Inc., Class A                                                | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    195760 | NS      | $7440837.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.               | Selective Insurance Group, Inc.                                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     15661 | NS      | $1180682.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                   | Halozyme Therapeutics, Inc.                                           | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    150220 | NS      | $9708718.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                            | Badger Meter, Inc.                                                    | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     14096 | NS      | $2147525.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                              | Otter Tail Corp.                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72770 | NS      | $6387022.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                 | Avantor, Inc.                                                         | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    346500 | NS      | $2716560.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                   | Graco, Inc.                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     29923 | NS      | $2532981.95   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                             | NeoGenomics, Inc.                                                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    364510 | NS      | $2704664.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                    | TransUnion                                                            | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     52317 | NS      | $3619813.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                              | Murphy USA, Inc.                                                      | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      8428 | NS      | $4163179.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                  | Hilton Grand Vacations, Inc.                                          | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     99904 | NS      | $3908244.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                 | Inspire Medical Systems, Inc.                                         | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     13472 | NS      | $694885.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                  | Hexcel Corp.                                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     45363 | NS      | $3671227.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                   | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     50642 | NS      | $3591530.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                   | DigitalOcean Holdings, Inc.                                           | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |    114865 | NS      | $9853119.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                              | FormFactor, Inc.                                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     44138 | NS      | $4280944.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                           | First Horizon Corp.                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    239943 | NS      | $5461102.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    131821 | NS      | $2718149.02   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                        | Celsius Holdings, Inc.                                                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79455 | NS      | $2819063.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.            | Prestige Consumer Healthcare, Inc.                                    | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22358 | NS      | $1325158.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     11994 | NS      | $2995141.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                 | Knowles Corp.                                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     61488 | NS      | $1579011.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                     | ITT, Inc.                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     44002 | NS      | $8383701.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.               | Academy Sports & Outdoors, Inc.                                       | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     16174 | NS      | $913022.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                          | Enact Holdings, Inc.                                                  | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     40077 | NS      | $1635542.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                 | Maximus, Inc.                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     58546 | NS      | $3752798.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                             | Boyd Gaming Corp.                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     42841 | NS      | $3520673.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                        | NetScout Systems, Inc.                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     34558 | NS      | $1098598.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                 | Glaukos Corp.                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     44805 | NS      | $4823706.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                   | American Assets Trust, Inc.                                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74323 | NS      | $1368286.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                           | SEI Investments Co.                                                   | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     32316 | NS      | $2535836.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                 | Healthcare Realty Trust, Inc., Class A                                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    173662 | NS      | $2950517.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                      | Lakeland Financial Corp.                                              | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28842 | NS      | $1654953.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                      | Genworth Financial, Inc., Class A                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    196786 | NS      | $1597902.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                    | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     72792 | NS      | $5315999.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                               | MarineMax, Inc.                                                       | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     58920 | NS      | $1594375.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                  | Arcosa, Inc.                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     30446 | NS      | $3231538.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                         | Krystal Biotech, Inc.                                                 | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      8028 | NS      | $2073792.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                             | Wendy's Co. (The)                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     89154 | NS      | $619620.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| East West Bancorp, Inc.                       | East West Bancorp, Inc.                                               | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     98469 | NS      | $10512550.44  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Co. (The)                            | Marzetti Co. (The)                                                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      8913 | NS      | $1232935.29   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75944 | NS      | $1973784.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                    | Etsy, Inc.                                                            | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     56982 | NS      | $2847960.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.               | Oceaneering International, Inc.                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    125483 | NS      | $4450882.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                              | Sealed Air Corp.                                                      | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     10669 | NS      | $448631.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                       | Arrow Electronics, Inc.                                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     50550 | NS      | $7249375.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                       | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    125706 | NS      | $3333723.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                            | Getty Realty Corp.                                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    137707 | NS      | $4379082.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                 | Sterling Infrastructure, Inc.                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     14043 | NS      | $5719292.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.            | Reinsurance Group of America, Inc.                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     40526 | NS      | $8273788.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                    | Granite Construction, Inc.                                            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     65086 | NS      | $7802509.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.               | Dime Community Bancshares, Inc.                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162640 | NS      | $5500484.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Bank Corp.                         | SouthState Bank Corp.                                                 | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72634 | NS      | $6720097.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                           | Donaldson Co., Inc.                                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    120721 | NS      | $10245591.27  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                | Ingevity Corp.                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     18210 | NS      | $1297098.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     23764 | NS      | $6502305.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.               | Affiliated Managers Group, Inc.                                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     30257 | NS      | $8372111.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                      | Perdoceo Education Corp.                                              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     59811 | NS      | $2225567.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.               | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     81581 | NS      | $2607328.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     62073 | NS      | $4804450.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                     | FNB Corp.                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    315288 | NS      | $5271615.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                 | IDACORP, Inc.                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     25476 | NS      | $3642303.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                              | WisdomTree, Inc.                                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    140400 | NS      | $2044224.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Shake Shack, Inc.                             | Shake Shack, Inc., Class A                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     49323 | NS      | $4363605.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                  | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     83113 | NS      | $7222519.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                       | Veris Residential, Inc.                                               | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     41147 | NS      | $776443.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                           | MARA Holdings, Inc.                                                   | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    389098 | NS      | $3175039.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Everus Construction Group, Inc.               | Everus Construction Group, Inc.                                       | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     16026 | NS      | $1892029.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                          | Century Aluminum Co.                                                  | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     47693 | NS      | $2799102.17   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                       | Helmerich & Payne, Inc.                                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     39323 | NS      | $1416807.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                     | CTS Corp.                                                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     33956 | NS      | $1621738.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign, Inc.                                | Docusign, Inc., Class A                                               | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |    116660 | NS      | $5530850.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     47160 | NS      | $8192635.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                    | Carpenter Technology Corp.                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     19062 | NS      | $7513287.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                     | Essential Utilities, Inc.                                             | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     14120 | NS      | $568612.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                      | Pathward Financial, Inc.                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     49641 | NS      | $4429466.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                  | SiTime Corp.                                                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9588 | NS      | $3311215.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      9689 | NS      | $5269556.43   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.             | First Interstate BancSystem, Inc., Class A                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     12670 | NS      | $423178.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                       | Veeco Instruments, Inc.                                               | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      3822 | NS      | $129412.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                     | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     33704 | NS      | $4578014.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                       | First Financial Bancorp                                               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     49908 | NS      | $1391435.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems, Inc.                       | Commvault Systems, Inc.                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     31354 | NS      | $2442163.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                         | Churchill Downs, Inc.                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     50978 | NS      | $4579353.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                       | Euronet Worldwide, Inc.                                               | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     11227 | NS      | $745135.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                           | CVB Financial Corp.                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68188 | NS      | $1322165.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                          | Voya Financial, Inc.                                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     45246 | NS      | $3091206.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                              | Kennametal, Inc.                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     37680 | NS      | $1361378.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                          | Crown Holdings, Inc.                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     77850 | NS      | $7804462.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                             | Q2 Holdings, Inc.                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     57179 | NS      | $2704566.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                             | Alamo Group, Inc.                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     14211 | NS      | $2344388.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                    | ASGN, Inc.                                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     34785 | NS      | $1346527.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                         | STAG Industrial, Inc.                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     15221 | NS      | $548869.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.           | Alpha Metallurgical Resources, Inc.                                   | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      4779 | NS      | $980985.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                                            | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     54828 | NS      | $1173867.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                    | Elanco Animal Health, Inc.                                            | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    159691 | NS      | $3821405.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                            | Pitney Bowes, Inc.                                                    | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     79517 | NS      | $878662.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                     | PVH Corp.                                                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     28410 | NS      | $1981881.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                               | AMERISAFE, Inc.                                                       | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     29670 | NS      | $988901.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                          | Kontoor Brands, Inc.                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     23993 | NS      | $1686467.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT, Inc.                | American Healthcare REIT, Inc.                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |    105756 | NS      | $4987452.96   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                   | Phillips Edison & Co., Inc.                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     59906 | NS      | $2241682.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                  | Simmons First National Corp., Class A                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    242489 | NS      | $4716411.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                    | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     46817 | NS      | $507028.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                         | Texas Roadhouse, Inc.                                                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      7559 | NS      | $1248293.26   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                      | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     23111 | NS      | $640174.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                  | Chefs' Warehouse, Inc. (The)                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     28752 | NS      | $1709306.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                              | Hecla Mining Co.                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    325987 | NS      | $6073137.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                 | Weatherford International plc                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     20775 | NS      | $1964899.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                | Toro Co. (The)                                                        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     30236 | NS      | $2825251.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                         | Quaker Chemical Corp.                                                 | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      7082 | NS      | $879796.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DT Midstream, Inc.                            | DT Midstream, Inc.                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67147 | NS      | $9042686.49   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     79137 | NS      | $7709526.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.               | American Eagle Outfitters, Inc.                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    131536 | NS      | $2196651.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                     | OneSpaWorld Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     51763 | NS      | $1187960.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                     | Crane Co.                                                             | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     25807 | NS      | $4412997.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    152022 | NS      | $2838250.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.               | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71395 | NS      | $2551657.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                  | Sprouts Farmers Market, Inc.                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     43390 | NS      | $3346670.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                | Cheesecake Factory, Inc. (The)                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     21134 | NS      | $1157086.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt, Inc.                         | Leggett & Platt, Inc.                                                 | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     67233 | NS      | $664262.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                     | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     13950 | NS      | $1745563.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                         | Silgan Holdings, Inc.                                                 | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     71987 | NS      | $2793095.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    181083 | NS      | $9825563.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                                             | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     53974 | NS      | $2611801.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                      | New York Times Co. (The), Class A                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     94825 | NS      | $7939697.25   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                     | FMC Corp.                                                             | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     70886 | NS      | $1220656.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                  | MasTec, Inc.                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     47374 | NS      | $15242110.76  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                       | Webster Financial Corp.                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     26033 | NS      | $1807210.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                          | Liberty Energy, Inc.                                                  | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |    182176 | NS      | $5246668.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                    | Green Brick Partners, Inc.                                            | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     44158 | NS      | $2845983.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                | Woodward, Inc.                                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     45665 | NS      | $16344416.80  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                          | First Hawaiian, Inc.                                                  | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    106469 | NS      | $2623396.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                            | MP Materials Corp.                                                    | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     44718 | NS      | $2158090.68   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp.                | Quanex Building Products Corp.                                        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     16649 | NS      | $299182.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                 | Progyny, Inc.                                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87019 | NS      | $1477582.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.              | Fortune Brands Innovations, Inc.                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     12507 | NS      | $487397.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     68455 | NS      | $5889183.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.            | Provident Financial Services, Inc.                                    | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     67266 | NS      | $1423348.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                  | Core Natural Resources, Inc.                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     10189 | NS      | $1067093.97   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro, Inc.                                   | Enpro, Inc.                                                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     29261 | NS      | $7334269.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                            | ACM Research, Inc., Class A                                           | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     85802 | NS      | $3376308.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                  | Avient Corp.                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     75380 | NS      | $2736294.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                               | Dorian LPG Ltd.                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     16157 | NS      | $552569.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                       | Valley National Bancorp                                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     90512 | NS      | $1111487.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                               | MaxLinear, Inc.                                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    159362 | NS      | $2771305.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                            | Buckle, Inc. (The)                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     15980 | NS      | $804752.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                               | Flowserve Corp.                                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     75447 | NS      | $5546108.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                         | Home BancShares, Inc.                                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41336 | NS      | $1113178.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                            | Vail Resorts, Inc.                                                    | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5870 | NS      | $753238.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    202717 | NS      | $5838249.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                            | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     32420 | NS      | $2614673.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                       | Burlington Stores, Inc.                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     32633 | NS      | $10618125.54  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.             | Booz Allen Hamilton Holding Corp., Class A                            | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     74709 | NS      | $5829543.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                        | Dycom Industries, Inc.                                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     13693 | NS      | $4639462.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                     | SLM Corp.                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95106 | NS      | $2036219.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Chewy, Inc.                                   | Chewy, Inc., Class A                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    100056 | NS      | $2701512.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                         | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     52251 | NS      | $3750576.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                       | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     33641 | NS      | $2335021.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.     | Kratos Defense & Security Solutions, Inc.                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     77117 | NS      | $5437519.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                       | Victoria's Secret & Co.                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     72696 | NS      | $3370186.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     40143 | NS      | $5084512.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                           | Graham Holdings Co., Class B                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       924 | NS      | $976908.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                  | Valaris Ltd.                                                          | CUSIP: N/A<br>LEI: 5299008BQ9IREYWBTS30       | Long             | EC               | CORP              | BM        |     36045 | NS      | $3533851.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                               | Noble Corp. plc                                                       | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     29135 | NS      | $1429654.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| H&R Block, Inc.                               | H&R Block, Inc.                                                       | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     42890 | NS      | $1361328.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                | LCI Industries                                                        | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     17945 | NS      | $2206876.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                   | Service Corp. International                                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     67274 | NS      | $5550777.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                      | Valmont Industries, Inc.                                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9654 | NS      | $3857448.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                    | Coty, Inc., Class A                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    344927 | NS      | $693303.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                                       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     40497 | NS      | $1671311.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                  | Iridium Communications, Inc.                                          | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    192799 | NS      | $5348244.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork, Inc.                                  | Upwork, Inc.                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    266727 | NS      | $2923327.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                          | CareTrust REIT, Inc.                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    137250 | NS      | $5030212.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                 | Embecta Corp.                                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    199887 | NS      | $1767001.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                          | FTI Consulting, Inc.                                                  | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     24165 | NS      | $4271647.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.   | HA Sustainable Infrastructure Capital, Inc.                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     95065 | NS      | $3493638.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                              | BankUnited, Inc.                                                      | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    152201 | NS      | $6873397.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.         | Applied Industrial Technologies, Inc.                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     15084 | NS      | $4002086.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                  | Sunrun, Inc.                                                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    219533 | NS      | $2976867.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                         | Virtu Financial, Inc., Class A                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     61272 | NS      | $2694742.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                             | Masterbrand, Inc.                                                     | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     62061 | NS      | $515726.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                    | Tandem Diabetes Care, Inc.                                            | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    194519 | NS      | $3728929.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                             | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     47732 | NS      | $690204.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer