# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-25-010058
**Filing Date:** 2025-12
**Character Count:** 138942
**Document Hash:** e8dae41318f89bf12b44fd76735dcac8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-010058.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0002071691-25-010058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** 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:** 251606077

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

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

## Series and Classes Contracts Data

### JPMorgan International Value ETF (Series ID: S000081238)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000243910 | JPMorgan International Value ETF | JIVE            |

## 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 International Value ETF

- **b. EDGAR series identifier (if any):** S000081238

- **c. LEI of Series:** 5493000HC5NKHJ0R6K40

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $882883029.33

**Total Liabilities:** $5680295.09

**Net Assets:** $877202734.24

**Cash Not Reported:** $5285899.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243910 | 5.13%                | 3.32%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $750962.86               | $24733935.05                               |
| Month 2  | $520440.96               | $17916398.71                               |
| Month 3  | $3099771.09              | $5978496.64                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New Mexican Pesos                                     | New Mexican Pesos                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |    281478 | OU      | $15150.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Russel Metals, Inc.                                   | Russel Metals, Inc.                                                   | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     49222 | NS      | $1523458.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                             | Orange SA                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |    176217 | NS      | $2818833.55   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                  | Turk Hava Yollari AO                                                  | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               | CORP              | TR        |    151429 | NS      | $1048593.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                          | Mizuho Financial Group, Inc.                                          | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    177400 | NS      | $5942098.07   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp.                             | Arcadyan Technology Corp.                                             | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |    225000 | NS      | $1470409.53   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                     | Mitsui & Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |    182400 | NS      | $4485513.33   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| JOYY, Inc.                                            | JOYY, Inc.                                                            | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |     21924 | NS      | $1300312.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Turkish Lira                                          | Turkish Lira                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TR        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Capital REIT                                    | First Capital REIT                                                    | CUSIP: 31890B103<br>LEI: 54930042UG2WCIIAQZ39 | Long             | EC               | CORP              | CA        |     74521 | NS      | $999422.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                       | Norwegian Krone                                                       | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NO        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co. Ltd.                             | Largan Precision Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     17000 | NS      | $1220161.15   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                       | Canadian Natural Resources Ltd.                                       | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    152192 | NS      | $4868885.27   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lion Finance Group plc                                | Lion Finance Group plc                                                | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |     13813 | NS      | $1454147.84   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Exxaro Resources Ltd.                                 | Exxaro Resources Ltd.                                                 | CUSIP: N/A<br>LEI: 378900BC3D9BFF4E4A37       | Long             | EC               | CORP              | ZA        |    117562 | NS      | $1199183.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                        | BAWAG Group AG                                                        | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     11734 | NS      | $1516400.01   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NuVista Energy Ltd.                                   | NuVista Energy Ltd.                                                   | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |    163761 | NS      | $1947548.02   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd.            | Industrial & Commercial Bank of China Ltd., Class H                   | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   3061000 | NS      | $2371660.08   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                    | T&D Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |     70900 | NS      | $1522614.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG         | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)            | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      8741 | NS      | $5408003.51   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Gree Electric Appliances, Inc. of Zhuhai              | Gree Electric Appliances, Inc. of Zhuhai, Class A                     | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |    298700 | NS      | $1667842.64   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                           | Telenor ASA                                                           | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |    130866 | NS      | $1946178.93   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                             | Forvia SE                                                             | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |     97935 | NS      | $1254114.01   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                            | Umicore SA                                                            | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |     85621 | NS      | $1630443.63   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                           | Astra International Tbk. PT                                           | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   6370500 | NS      | $2355578.25   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                            | National Bank of Greece SA                                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    121643 | NS      | $1787972.28   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                               | Vale SA                                                               | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    307929 | NS      | $3720938.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                       | Fairfax Financial Holdings Ltd.                                       | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      1352 | NS      | $2195020.27   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Japanese Yen                                          | Japanese Yen                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |       -21 | OU      | $-0.14        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| South African Rand                                    | South African Rand                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weichai Power Co. Ltd.                                | Weichai Power Co. Ltd., Class H                                       | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |    826000 | NS      | $1706763.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |    212307 | NS      | $5301237.20   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co. Ltd.                                | Credit Saison Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |     46000 | NS      | $1120583.80   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                           | NN Group NV                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     39310 | NS      | $2690174.49   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                          | Tokyu Fudosan Holdings Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    205100 | NS      | $1652837.90   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                  | ENEOS Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    344900 | NS      | $2175877.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                        | LG Uplus Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    167665 | NS      | $1793447.69   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aumovio SE                                            | Aumovio SE                                                            | CUSIP: N/A<br>LEI: 391200IGI9RQ7VTOK384       | Long             | EC               | CORP              | DE        |     18113 | NS      | $778747.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                            | Freenet AG                                                            | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |     36566 | NS      | $1137124.78   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Implenia AG                                           | Implenia AG (Registered)                                              | CUSIP: N/A<br>LEI: 52990006TKCUQQJ79B11       | Long             | EC               | CORP              | CH        |     23719 | NS      | $1882108.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                            | Alibaba Group Holding Ltd.                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    555100 | NS      | $11811833.64  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp.                                     | Eva Airways Corp.                                                     | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |   1151000 | NS      | $1351121.24   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                   | PetroChina Co. Ltd., Class H                                          | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   2852000 | NS      | $2948165.61   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Vienna Insurance Group AG Wiener Versicherung Gruppe  | Vienna Insurance Group AG Wiener Versicherung Gruppe                  | CUSIP: N/A<br>LEI: 549300JCRU23I1THU176       | Long             | EC               | CORP              | AT        |     34047 | NS      | $1746337.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| China Pacific Insurance Group Co. Ltd.                | China Pacific Insurance Group Co. Ltd., Class H                       | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |    692200 | NS      | $2806215.70   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                             | Ayvens SA                                                             | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    112691 | NS      | $1503444.02   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                     | Asahi Kasei Corp.                                                     | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |    231400 | NS      | $1773014.85   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Glanbia plc                                           | Glanbia plc                                                           | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               | CORP              | IE        |    125606 | NS      | $2126001.46   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                    | Oversea-Chinese Banking Corp. Ltd.                                    | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    276400 | NS      | $3615699.42   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                        | Fortescue Ltd.                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    162824 | NS      | $2264430.98   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                               | GSK plc                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    293919 | NS      | $6881658.99   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                        | Sumitomo Corp.                                                        | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     99000 | NS      | $2880003.64   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                               | Japan Airlines Co. Ltd.                                               | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |     74400 | NS      | $1340345.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                          | British American Tobacco plc                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    127825 | NS      | $6546627.55   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co. Ltd.                         | Compeq Manufacturing Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    717000 | NS      | $2026417.46   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                       | Toyo Tire Corp.                                                       | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |     67400 | NS      | $1842046.69   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                           | Swedbank AB, Class A                                                  | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     97068 | NS      | $2947062.60   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                        | Drax Group plc                                                        | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    160302 | NS      | $1519291.99   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deme Group NV                                         | Deme Group NV                                                         | CUSIP: N/A<br>LEI: 549300FPFPQPKI3PJV37       | Long             | EC               | CORP              | BE        |      7165 | NS      | $1082536.69   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                          | Dai-ichi Life Holdings, Inc.                                          | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |    320000 | NS      | $2246079.63   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                    | SBI Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     51800 | NS      | $2314789.50   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                 | Wharf Real Estate Investment Co. Ltd.                                 | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |    498000 | NS      | $1417417.95   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd.                                             | NMDC Ltd.                                                             | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |   1833315 | NS      | $1563990.42   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                | Mercedes-Benz Group AG                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     57088 | NS      | $3704130.40   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                               | Sinotruk Hong Kong Ltd.                                               | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |    594000 | NS      | $1984456.33   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi A/S                           | Turkiye Garanti Bankasi A/S                                           | CUSIP: N/A<br>LEI: 5493002XSS7K7RHN1V37       | Long             | EC               | CORP              | TR        |    405968 | NS      | $1296626.58   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TBS Holdings, Inc.                                    | TBS Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     44000 | NS      | $1519214.08   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeo SE                                              | Valeo SE                                                              | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |    102382 | NS      | $1415456.56   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                              | Svenska Handelsbanken AB, Class A                                     | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |    176140 | NS      | $2298509.99   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                             | Marks & Spencer Group plc                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |    258058 | NS      | $1348564.98   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co. Ltd.                                | Kunlun Energy Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |   1828000 | NS      | $1680272.25   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co. Ltd.                                    | Tokyo Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     28800 | NS      | $1010712.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    985764 | NS      | $5287266.66   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                              | Lloyds Banking Group plc                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   4409327 | NS      | $5169889.75   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                 | Kansai Paint Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |     86400 | NS      | $1386754.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                         | Swedish Krona                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                             | Bank of Ireland Group plc                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |    134766 | NS      | $2206520.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     66885 | NS      | $5180779.12   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                       | Sankyo Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |    116600 | NS      | $2022702.61   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungarian Forint                                      | Hungarian Forint                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | HU        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                               | Hyundai Glovis Co. Ltd.                                               | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |     20005 | NS      | $2643943.24   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                             | Kia Corp.                                                             | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     29441 | NS      | $2469470.55   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                | NCC AB, Class B                                                       | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |     69460 | NS      | $1583402.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                     | Sumitomo Mitsui Trust Group, Inc.                                     | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |     75100 | NS      | $2062739.18   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group plc                                       | Serco Group plc                                                       | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |    506239 | NS      | $1687887.19   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                   | Banca Monte dei Paschi di Siena SpA                                   | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |    160069 | NS      | $1403883.45   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Properties Ltd.                                 | Kerry Properties Ltd.                                                 | CUSIP: N/A<br>LEI: 5299006T5ULIIRZ7LK49       | Long             | EC               | CORP              | BM        |    666000 | NS      | $1678631.48   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Indofood Sukses Makmur Tbk. PT                        | Indofood Sukses Makmur Tbk. PT                                        | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |   3202000 | NS      | $1424938.45   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Marcopolo SA                                          | Marcopolo SA (Preference)                                             | CUSIP: N/A<br>LEI: 254900XL58LF2D2QUX37       | Long             | EC               | CORP              | BR        |    939343 | NS      | $1384583.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA                                              | Ageas SA                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |     30817 | NS      | $2039457.65   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                 | DB Insurance Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |     22286 | NS      | $1980862.30   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                          | Bank Mandiri Persero Tbk. PT                                          | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |   5151500 | NS      | $1459490.38   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                            | Aegon Ltd.                                                            | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |    218501 | NS      | $1665136.89   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                    | Balfour Beatty plc                                                    | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |    210909 | NS      | $1864029.94   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                  | MS&AD Insurance Group Holdings, Inc.                                  | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |    120500 | NS      | $2484042.66   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Mexico SAB de CV                                | Grupo Mexico SAB de CV, Series B                                      | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |    335572 | NS      | $2895580.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                    | Banco do Brasil SA                                                    | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |    372194 | NS      | $1519229.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| People's Insurance Co. Group of China Ltd. (The)      | People's Insurance Co. Group of China Ltd. (The), Class H             | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |   3253000 | NS      | $2921550.89   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatari Rial                                           | Qatari Rial                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | QA        |        -1 | OU      | $-0.29        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Emaar Properties PJSC                                 | Emaar Properties PJSC                                                 | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    845711 | NS      | $3272600.75   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                              | ORLEN SA                                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    100731 | NS      | $2730200.44   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                              | Panasonic Holdings Corp.                                              | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |    229900 | NS      | $2671261.96   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                        | Prudential plc                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |    233286 | NS      | $3244562.79   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                | CK Asset Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |    351500 | NS      | $1738957.28   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                             | Mapfre SA                                                             | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |    264279 | NS      | $1167146.03   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                   | Krung Thai Bank PCL                                                   | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |   3035100 | NS      | $2555590.43   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                              | Industrial Bank of Korea                                              | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               | CORP              | KR        |     92934 | NS      | $1259439.12   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                              | Bayer AG (Registered)                                                 | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |     87809 | NS      | $2731254.17   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                              | QBE Insurance Group Ltd.                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |    140386 | NS      | $1821449.19   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                              | Lancashire Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |    163522 | NS      | $1435923.82   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                     | Kandenko Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |     69200 | NS      | $2114901.23   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |    118035 | NS      | $5121351.16   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd.                                 | Vipshop Holdings Ltd.                                                 | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |    121670 | NS      | $2128008.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp.                                         | IAMGOLD Corp.                                                         | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |    189833 | NS      | $2198059.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Mining Corp.                                  | Barrick Mining Corp.                                                  | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |    170493 | NS      | $5596590.30   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                | OMV AG                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     35419 | NS      | $1939054.39   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group plc                                        | Kier Group plc                                                        | CUSIP: N/A<br>LEI: 2138002RKCU2OM4Y7O48       | Long             | EC               | CORP              | GB        |    608580 | NS      | $1731686.05   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co. Ltd.                                     | Kamigumi Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     47700 | NS      | $1431869.68   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                         | China Merchants Bank Co. Ltd., Class H                                | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |    315500 | NS      | $1977723.15   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group plc                                     | TP ICAP Group plc                                                     | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |    358799 | NS      | $1237486.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                             | China Hongqiao Group Ltd.                                             | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    902500 | NS      | $3426607.15   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                             | Bank of Nova Scotia (The)                                             | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     79799 | NS      | $5233831.24   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp.                                              | KT Corp.                                                              | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |     21463 | NS      | $739305.76    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    692755 | NS      | $7059304.92   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    528081 | NS      | $5341940.96   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                            | Eiffage SA                                                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |     15872 | NS      | $1953047.24   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                      | Novo Nordisk A/S, Class B                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     31945 | NS      | $1572707.13   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                   | Imperial Brands plc                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     78888 | NS      | $3134562.17   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties plc                              | Glenveagh Properties plc                                              | CUSIP: N/A<br>LEI: 635400QUQ2YYGMOAK834       | Long             | EC               | CORP              | IE        |    665851 | NS      | $1464376.94   | 0.17%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Banco de Sabadell SA                                  | Banco de Sabadell SA                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    684727 | NS      | $2566970.73   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                          | Danish Krone                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DK        |        -2 | OU      | $-0.29        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co. Ltd.                                   | Shionogi & Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    117000 | NS      | $1962394.78   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Ltd.                       | Agricultural Bank of China Ltd., Class H                              | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |   3405000 | NS      | $2597598.42   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                        | Cosmo Energy Holdings Co. Ltd.                                        | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |     48200 | NS      | $1100665.59   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics, Inc.                              | Compal Electronics, Inc.                                              | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |   1823000 | NS      | $1947970.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| China Communications Services Corp. Ltd.              | China Communications Services Corp. Ltd., Class H                     | CUSIP: N/A<br>LEI: 529900JCDRVQE6YZKT86       | Long             | EC               | CORP              | CN        |   2750000 | NS      | $1648112.68   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp.                                         | Kyocera Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    186400 | NS      | $2473417.31   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                        | Commerzbank AG                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     81018 | NS      | $2954152.32   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                          | 3i Group plc                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     46447 | NS      | $2687916.69   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                           | NOS SGPS SA                                                           | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |    284074 | NS      | $1230932.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                | BP plc                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |   1083926 | NS      | $6350517.69   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                           | Swiss Franc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventia Services Group Pty. Ltd.                       | Ventia Services Group Pty. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    537740 | NS      | $2014138.88   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                               | ISS A/S                                                               | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     50606 | NS      | $1595046.06   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co. Ltd.                           | Samsung Securities Co. Ltd.                                           | CUSIP: N/A<br>LEI: 988400RBTJTHNUOHE716       | Long             | EC               | CORP              | KR        |     31953 | NS      | $1729352.16   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                          | Telia Co. AB                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    594391 | NS      | $2339921.39   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                        | Bank of Baroda                                                        | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |    524009 | NS      | $1642166.99   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hisense Home Appliances Group Co. Ltd.                | Hisense Home Appliances Group Co. Ltd.                                | CUSIP: N/A<br>LEI: 529900PRGESPUBUBN103       | Long             | EC               | CORP              | CN        |    432000 | NS      | $1274253.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| doValue SpA                                           | doValue SpA                                                           | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | EC               | CORP              | IT        |    531059 | NS      | $1658785.80   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                   | SK Telecom Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |     42088 | NS      | $1540921.09   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co.                                 | Tsubakimoto Chain Co.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    115000 | NS      | $1609557.31   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Wall Motor Co. Ltd.                             | Great Wall Motor Co. Ltd., Class H                                    | CUSIP: N/A<br>LEI: 254900CR8AHWTMFZHH60       | Long             | EC               | CORP              | CN        |    661500 | NS      | $1288003.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                       | Canadian Dollar                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |    136665 | OU      | $97440.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                   | Societe Generale SA                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     57490 | NS      | $3646053.45   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                    | Osaka Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     47900 | NS      | $1507167.25   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co. Ltd.                             | Open House Group Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |     29100 | NS      | $1400377.37   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                     | Sumitomo Electric Industries Ltd.                                     | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |     98300 | NS      | $3583764.17   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     66863 | NS      | $2988324.02   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd.                                       | Absa Group Ltd.                                                       | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |    164629 | NS      | $1839545.08   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DPM Metals, Inc.                                      | DPM Metals, Inc.                                                      | CUSIP: 26139R109<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |    125807 | NS      | $2690962.89   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                   | Toyota Tsusho Corp.                                                   | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |     97300 | NS      | $2974095.70   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                            | Betsson AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |     89721 | NS      | $1398267.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| China Oilfield Services Ltd.                          | China Oilfield Services Ltd., Class H                                 | CUSIP: N/A<br>LEI: 529900J4X53VL8QQW675       | Long             | EC               | CORP              | CN        |   1568000 | NS      | $1530763.16   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                     | Lenovo Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |   1344000 | NS      | $1960693.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd.                                    | Nedbank Group Ltd.                                                    | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |    119224 | NS      | $1623990.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Investec plc                                          | Investec plc                                                          | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |    206536 | NS      | $1555142.26   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group plc                                   | Greencore Group plc                                                   | CUSIP: N/A<br>LEI: 635400GGBEWULJXM5868       | Long             | EC               | CORP              | IE        |    519260 | NS      | $1626932.19   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SpA                                        | BPER Banca SpA                                                        | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    205557 | NS      | $2462963.62   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| China Coal Energy Co. Ltd.                            | China Coal Energy Co. Ltd., Class H                                   | CUSIP: N/A<br>LEI: 529900KRC89344UI3Z10       | Long             | EC               | CORP              | CN        |   1427000 | NS      | $2010135.39   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                             | Avolta AG                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |     24149 | NS      | $1272990.78   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    986265 | NS      | $6356818.57   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co. Ltd.                       | ASE Technology Holding Co. Ltd.                                       | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |    444000 | NS      | $3552337.86   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co. Ltd.                           | JB Financial Group Co. Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     99826 | NS      | $1571637.21   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                        | BHP Group Ltd.                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    312101 | NS      | $8897445.08   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                              | Whitecap Resources, Inc.                                              | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |    229092 | NS      | $1705265.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                 | Sumitomo Mitsui Financial Group, Inc.                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    247400 | NS      | $6698060.31   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                      | Unicaja Banco SA                                                      | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    448738 | NS      | $1211508.31   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Korean Air Lines Co. Ltd.                             | Korean Air Lines Co. Ltd.                                             | CUSIP: N/A<br>LEI: 988400C2UFBF4B660C58       | Long             | EC               | CORP              | KR        |     98211 | NS      | $1524061.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                          | Vedanta Ltd.                                                          | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    299071 | NS      | $1660305.56   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                            | CK Hutchison Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |    333000 | NS      | $2208281.25   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC Property & Casualty Co. Ltd.                     | PICC Property & Casualty Co. Ltd., Class H                            | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |    924000 | NS      | $2182972.60   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co. Ltd.                            | Hysan Development Co. Ltd.                                            | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |    643000 | NS      | $1332139.59   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                      | Hong Kong Dollar                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |    707403 | OU      | $91036.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Pacific Co. Ltd.                                | First Pacific Co. Ltd.                                                | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               | CORP              | BM        |   1434000 | NS      | $1157826.27   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Canara Bank                                           | Canara Bank                                                           | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |   1121521 | NS      | $1729327.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                      | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  17355399 | NS      | $17362340.76  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                     | New Taiwan Dollar                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |  10072815 | OU      | $327667.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM Offshore NV                                       | SBM Offshore NV                                                       | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     54731 | NS      | $1415290.93   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival plc                                          | Carnival plc                                                          | CUSIP: N/A<br>LEI: 4DR1VPDQMHD3N3QW8W95       | Long             | EC               | CORP              | GB        |     45515 | NS      | $1182473.13   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                  | Mitsubishi UFJ Financial Group, Inc.                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |    698500 | NS      | $10551038.56  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                        | OTP Bank Nyrt.                                                        | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     32686 | NS      | $3120056.09   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec, Inc.                                           | Modec, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30200 | NS      | $1959048.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                      | Niterra Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     46100 | NS      | $1891165.01   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund         | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |    419282 | NS      | $419282.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corp.                                 | Kioxia Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |     46500 | NS      | $3243091.66   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd.                                     | Petronet LNG Ltd.                                                     | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |    376343 | NS      | $1191673.88   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.             | Ping An Insurance Group Co. of China Ltd., Class H                    | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |    472500 | NS      | $3413496.65   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining plc                                 | Hochschild Mining plc                                                 | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               | CORP              | GB        |    338827 | NS      | $1472875.17   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey plc                                   | Johnson Matthey plc                                                   | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |     47331 | NS      | $1325566.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp. Ltd.                           | Bharat Petroleum Corp. Ltd.                                           | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |    493835 | NS      | $1981119.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group plc                                      | Keller Group plc                                                      | CUSIP: N/A<br>LEI: 549300QO4MBL43UHSN10       | Long             | EC               | CORP              | GB        |     44855 | NS      | $935671.45    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                          | Eurocommercial Properties NV                                          | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |     36345 | NS      | $1085265.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                   | Erste Group Bank AG                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |     29148 | NS      | $3019409.83   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.              | Samsung Fire & Marine Insurance Co. Ltd.                              | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |      7813 | NS      | $2418159.14   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                 | Nomura Holdings, Inc.                                                 | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    395800 | NS      | $2824469.94   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                            | Vonovia SE                                                            | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     61223 | NS      | $1840104.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd.                                   | Perseus Mining Ltd.                                                   | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    789849 | NS      | $2506957.71   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                             | Hang Lung Properties Ltd.                                             | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |   1173000 | NS      | $1306185.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                | TIM SA                                                                | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |    376930 | NS      | $1699703.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                       | South Korea Won                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |        36 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livzon Pharmaceutical Group, Inc.                     | Livzon Pharmaceutical Group, Inc., Class H                            | CUSIP: N/A<br>LEI: 529900Y4GWTVVTORJ443       | Long             | EC               | CORP              | CN        |    415600 | NS      | $1671909.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     43794 | NS      | $14185771.35  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                            | Allianz SE (Registered)                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |     23419 | NS      | $9410734.49   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings, Inc.                             | Fuji Media Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 353800TG2T8DSPV7H313       | Long             | EC               | CORP              | JP        |     93400 | NS      | $2080606.06   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huayu Automotive Systems Co. Ltd.                     | Huayu Automotive Systems Co. Ltd., Class A                            | CUSIP: N/A<br>LEI: 3003001J2BNVV78BOT83       | Long             | EC               | CORP              | CN        |    602200 | NS      | $1726925.66   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corp.                                            | UACJ Corp.                                                            | CUSIP: N/A<br>LEI: 353800GO7FBE4RSRH831       | Long             | EC               | CORP              | JP        |    182800 | NS      | $2360471.37   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                          | Ooredoo QPSC                                                          | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    439555 | NS      | $1635806.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Currys plc                                            | Currys plc                                                            | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |    924167 | NS      | $1705779.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Aluminium Co. Ltd.                           | National Aluminium Co. Ltd.                                           | CUSIP: N/A<br>LEI: 335800OM1V78CX7SSC72       | Long             | EC               | CORP              | IN        |    706968 | NS      | $1861476.04   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Namura Shipbuilding Co. Ltd.                          | Namura Shipbuilding Co. Ltd.                                          | CUSIP: N/A<br>LEI: 353800L4EGBFKO3C4X44       | Long             | EC               | CORP              | JP        |     60100 | NS      | $2038357.22   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                       | GAIL India Ltd.                                                       | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |    579138 | NS      | $1191471.55   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |    119369 | NS      | $2154774.87   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                     | Australian Dollar                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |         0 | OU      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                      | Skandinaviska Enskilda Banken AB, Class A                             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |    157103 | NS      | $2999029.86   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                | Hyundai Mobis Co. Ltd.                                                | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |     11447 | NS      | $2531360.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Indian Rupee                                          | Indian Rupee                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |         2 | OU      | $0.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                          | Sojitz Corp.                                                          | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     46400 | NS      | $1231013.09   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                 | JD Sports Fashion plc                                                 | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   1490549 | NS      | $1826498.88   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                             | Shell plc                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |    357678 | NS      | $13409142.70  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                        | Vallourec SACA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |     65538 | NS      | $1221928.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                         | AIB Group plc                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    265466 | NS      | $2446622.01   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                   | Heineken Holding NV                                                   | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     29724 | NS      | $2007293.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                | Petroleo Brasileiro SA (Preference)                                   | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    738495 | NS      | $4074114.37   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                       | Nippon Yusen KK                                                       | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     62000 | NS      | $2141066.65   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JET2 plc                                              | JET2 plc                                                              | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |     51979 | NS      | $907704.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                              | Ambea AB                                                              | CUSIP: N/A<br>LEI: 549300AEVNZRHYI5HV24       | Long             | EC               | CORP              | SE        |    137537 | NS      | $1854419.88   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marubeni Corp.                                        | Marubeni Corp.                                                        | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |    138100 | NS      | $3393948.84   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                      | ABN AMRO Bank NV                                                      | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     74069 | NS      | $2213084.28   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                    | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |    386183 | NS      | $7780076.31   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SACA                                            | Vicat SACA                                                            | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |     25746 | NS      | $1930138.03   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Brilliance China Automotive Holdings Ltd.             | Brilliance China Automotive Holdings Ltd.                             | CUSIP: N/A<br>LEI: 5299005WPCSQN14NBM26       | Long             | EC               | CORP              | BM        |   2356000 | NS      | $1159233.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd.                                      | Tata Motors Ltd.                                                      | CUSIP: N/A<br>LEI: 335800ZFUZ3FBKQASV25       | Long             | EC               | CORP              | IN        |    202962 | NS      | $596165.33    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Loomis AB                                             | Loomis AB                                                             | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |     30578 | NS      | $1231847.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                 | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      6234 | NS      | $2072060.52   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd.                                 | Swire Properties Ltd.                                                 | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |    503200 | NS      | $1370855.37   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                             | Aryzta AG                                                             | CUSIP: N/A<br>LEI: 549300W2PUDQQVRD8W85       | Long             | EC               | CORP              | CH        |     11929 | NS      | $764857.55    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                    | Toyota Motor Corp.                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    204800 | NS      | $4175285.58   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                               | Tokyo Tatemono Co. Ltd.                                               | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |     87800 | NS      | $1639246.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus SADP                                         | Proximus SADP                                                         | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | EC               | CORP              | BE        |    135898 | NS      | $1167332.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                              | KB Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     34077 | NS      | $2781827.68   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                               | ITV plc                                                               | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |   1173232 | NS      | $1073925.84   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazilian Real                                        | Brazilian Real                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |         0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                         | WH Group Ltd.                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1606500 | NS      | $1545320.06   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Buzzi SpA                                             | Buzzi SpA                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     24380 | NS      | $1468728.91   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cia Energetica de Minas Gerais                        | Cia Energetica de Minas Gerais (Preference)                           | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EC               | CORP              | BR        |    848706 | NS      | $1785769.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                      | Singapore Dollar                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                               | Mitsui Fudosan Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    316200 | NS      | $3292401.85   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                         | UniCredit SpA                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     58002 | NS      | $4294856.27   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun TV Network Ltd.                                   | Sun TV Network Ltd.                                                   | CUSIP: N/A<br>LEI: 335800IW6TQ3AJJLEO48       | Long             | EC               | CORP              | IN        |    140095 | NS      | $886633.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Genius Electronic Optical Co. Ltd.                    | Genius Electronic Optical Co. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     87000 | NS      | $1182170.92   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    177535 | NS      | $3644305.50   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                         | China Construction Bank Corp., Class H                                | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   4099000 | NS      | $4058180.94   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                        | Obayashi Corp.                                                        | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    115100 | NS      | $1947198.29   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                               | United Tractors Tbk. PT                                               | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |   1220700 | NS      | $1973723.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Azimut Holding SpA                                    | Azimut Holding SpA                                                    | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |     40020 | NS      | $1566254.57   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes plc                                       | Cairn Homes plc                                                       | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |    540795 | NS      | $1201813.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                | Sumitomo Realty & Development Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |     68000 | NS      | $2903396.53   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                      | ArcelorMittal SA                                                      | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |     71776 | NS      | $2740126.07   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas plc                           | MOL Hungarian Oil & Gas plc                                           | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |    207214 | NS      | $1822823.58   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                           | easyJet plc                                                           | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |    177832 | NS      | $1132220.77   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                        | SK hynix, Inc.                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     19338 | NS      | $7524290.19   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                            | ORIX Corp.                                                            | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |    134200 | NS      | $3282806.92   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted A/S                                            | Orsted A/S                                                            | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |    132648 | NS      | $2375626.29   | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| H Lundbeck A/S                                        | H Lundbeck A/S                                                        | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |    348883 | NS      | $2544453.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                           | Inpex Corp.                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    157700 | NS      | $2909901.77   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                         | Rio Tinto plc                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    103233 | NS      | $7442069.88   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                           | KDX Realty Investment Corp.                                           | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |      1087 | NS      | $1203478.04   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                          | Centrica plc                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    874229 | NS      | $2060384.65   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                      | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |       100 | NS      | $100.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                           | Equinor ASA                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    104930 | NS      | $2513210.63   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BGF retail Co. Ltd.                                   | BGF retail Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     16388 | NS      | $1190750.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                         | Banco BPM SpA                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    158693 | NS      | $2312069.02   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V.                             | Koninklijke Heijmans N.V.                                             | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |     25505 | NS      | $1806876.84   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                    | Millicom International Cellular SA                                    | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     48986 | NS      | $2307730.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                      | Telkom Indonesia Persero Tbk. PT                                      | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   9383400 | NS      | $1815074.77   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    125589 | NS      | $7841153.79   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                | Emirates NBD Bank PJSC                                                | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |    245951 | NS      | $1881654.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                              | Engie SA                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    157322 | NS      | $3683373.80   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                               | ProSiebenSat.1 Media SE                                               | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |    151113 | NS      | $920572.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| Dometic Group AB                                      | Dometic Group AB                                                      | CUSIP: N/A<br>LEI: 549300STIPMK5VSA7Y59       | Long             | EC               | CORP              | SE        |    249572 | NS      | $1219911.42   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                           | Bayerische Motoren Werke AG                                           | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |     29837 | NS      | $2782146.62   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                             | Nestle SA (Registered)                                                | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     45039 | NS      | $4303407.12   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                          | KBC Group NV                                                          | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |     23687 | NS      | $2849771.06   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group plc                              | Morgan Sindall Group plc                                              | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |     25081 | NS      | $1532124.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telekom Austria AG                                    | Telekom Austria AG                                                    | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |    144892 | NS      | $1541500.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank A/S                                           | Sydbank A/S                                                           | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |     18577 | NS      | $1585942.70   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hornbach Holding AG & Co. KGaA                        | Hornbach Holding AG & Co. KGaA                                        | CUSIP: N/A<br>LEI: 529900EGQZ79V21LBL44       | Long             | EC               | CORP              | DE        |     11731 | NS      | $1173772.48   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co. Ltd.                  | Japan Petroleum Exploration Co. Ltd.                                  | CUSIP: N/A<br>LEI: 549300WXUNBZ356DMN17       | Long             | EC               | CORP              | JP        |    163700 | NS      | $1368125.14   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                              | Unipol Assicurazioni SpA                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |    104640 | NS      | $2290918.12   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                           | BOC Hong Kong Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |    461500 | NS      | $2267681.73   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhen Ding Technology Holding Ltd.                     | Zhen Ding Technology Holding Ltd.                                     | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |    299000 | NS      | $1578874.92   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurobank Ergasias Services and Holdings SA            | Eurobank Ergasias Services and Holdings SA                            | CUSIP: N/A<br>LEI: JEUVK5RWVJEN8W0C9M24       | Long             | EC               | CORP              | GR        |    360423 | NS      | $1355768.59   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                       | Lojas Renner SA                                                       | CUSIP: N/A<br>LEI: 52990032N7OAAM138D78       | Long             | EC               | CORP              | BR        |    493283 | NS      | $1356999.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                | Yangzijiang Shipbuilding Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |    921000 | NS      | $2487398.49   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Danieli & C Officine Meccaniche SpA                   | Danieli & C Officine Meccaniche SpA                                   | CUSIP: N/A<br>LEI: 815600B4B8C6A353E566       | Long             | EC               | CORP              | IT        |     42075 | NS      | $1613308.07   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahanagar Gas Ltd.                                    | Mahanagar Gas Ltd.                                                    | CUSIP: N/A<br>LEI: 3358001GYZI2KS7FHN90       | Long             | EC               | CORP              | IN        |     69646 | NS      | $1000662.27   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd.                           | Cathay Pacific Airways Ltd.                                           | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |    920000 | NS      | $1309642.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi A/S                              | Ford Otomotiv Sanayi A/S                                              | CUSIP: N/A<br>LEI: 7890006XJG6ZE2H34671       | Long             | EC               | CORP              | TR        |    668666 | NS      | $1576580.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd.                                      | China Feihe Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   2147000 | NS      | $1145878.95   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Covivio SA                                            | Covivio SA                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |     21421 | NS      | $1374325.55   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                          | CaixaBank SA                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    339497 | NS      | $3588397.73   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                   | Deutsche Telekom AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    186963 | NS      | $5791213.57   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Ltd.                      | Xtep International Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 529900ZZZZBTOKZQI549       | Long             | EC               | CORP              | KY        |   1645500 | NS      | $1191532.53   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                      | PTT Exploration & Production PCL                                      | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |    575300 | NS      | $1906313.64   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                           | Novartis AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     60506 | NS      | $7488323.60   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                  | Sompo Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     68100 | NS      | $2075379.69   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                    | Anglo American plc                                                    | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     96811 | NS      | $3662617.92   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                    | AerCap Holdings NV                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     20292 | NS      | $2642830.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                        | Geely Automobile Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    912000 | NS      | $2163546.58   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kanematsu Corp.                                       | Kanematsu Corp.                                                       | CUSIP: N/A<br>LEI: 353800N574WR0FX80I71       | Long             | EC               | CORP              | JP        |     54600 | NS      | $1105423.69   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paragon Banking Group plc                             | Paragon Banking Group plc                                             | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               | CORP              | GB        |    132238 | NS      | $1440147.59   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Havas NV                                              | Havas NV                                                              | CUSIP: N/A<br>LEI: 894500L53AVOFQK7T710       | Long             | EC               | CORP              | NL        |    733458 | NS      | $1280012.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Polish Zloty - New                                    | Polish Zloty - New                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |        32 | OU      | $8.73         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAF-Holland SE                                        | SAF-Holland SE                                                        | CUSIP: N/A<br>LEI: 222100QJQLUJHWREL058       | Long             | EC               | CORP              | DE        |     59780 | NS      | $972431.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                   | Kumba Iron Ore Ltd.                                                   | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |     68724 | NS      | $1368534.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Consolidated Airlines Group SA          | International Consolidated Airlines Group SA                          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    343834 | NS      | $1890260.98   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Gerdau SA                                             | Gerdau SA (Preference)                                                | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |    430551 | NS      | $1510943.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hello Group, Inc.                                     | Hello Group, Inc.                                                     | CUSIP: 423403104<br>LEI: 549300YMGLID32W48529 | Long             | EC               | CORP              | KY        |    146487 | NS      | $994646.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Nyrt.                                  | Richter Gedeon Nyrt.                                                  | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |     57559 | NS      | $1773051.07   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                          | Capgemini SE                                                          | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |     11909 | NS      | $1832145.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                     | Nomura Real Estate Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |    229000 | NS      | $1307790.28   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                    | Grupo Financiero Banorte SAB de CV, Class O                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    268828 | NS      | $2523685.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1037963 | NS      | $14530912.83  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                                       | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |    259439 | NS      | $4438174.65   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Passenger Vehicles Ltd.                   | Tata Motors Passenger Vehicles Ltd.                                   | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |    219163 | NS      | $1011553.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                        | Continental AG                                                        | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |     36606 | NS      | $2797134.62   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                  | EURO                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     49286 | OU      | $56809.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                         | British Pound                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     11547 | OU      | $15169.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                              | Koninklijke BAM Groep NV                                              | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |    199629 | NS      | $1853134.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                     | Isuzu Motors Ltd.                                                     | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    138000 | NS      | $1693299.23   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                            | Air Canada                                                            | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |    109490 | NS      | $1439517.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Cibest SA                                       | Grupo Cibest SA (Preference)                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CO        |    112997 | NS      | $1650395.78   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization SA           | Hellenic Telecommunications Organization SA                           | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     83945 | NS      | $1576386.94   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd.                                       | Coal India Ltd.                                                       | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |    423899 | NS      | $1854354.33   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                    | Aker Solutions ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |    436310 | NS      | $1198796.77   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN Group Ltd.                                        | MTN Group Ltd.                                                        | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |    237930 | NS      | $2377044.05   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                   | Suncor Energy, Inc.                                                   | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     96177 | NS      | $3829799.61   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group plc                                     | NatWest Group plc                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    615746 | NS      | $4740331.10   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                             | Repsol SA                                                             | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    136084 | NS      | $2497053.58   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corp.                                   | Tokyo Century Corp.                                                   | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |     94600 | NS      | $1116455.33   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                           | Swiss Re AG                                                           | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |     22540 | NS      | $4115848.46   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airport Terminal Co. Ltd.                       | Japan Airport Terminal Co. Ltd.                                       | CUSIP: N/A<br>LEI: 353800W9WEQSGUY2EO26       | Long             | EC               | CORP              | JP        |     41100 | NS      | $1277035.62   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                               | Dubai Islamic Bank PJSC                                               | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    342296 | NS      | $885456.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                               | SSE plc                                                               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     47637 | NS      | $1200109.92   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesian Rupiah                                     | Indonesian Rupiah                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |  27475980 | OU      | $1652.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                    | Canadian Imperial Bank of Commerce                                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     63280 | NS      | $5243141.99   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                          | DNB Bank ASA                                                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     94139 | NS      | $2402939.01   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                      | ASR Nederland NV                                                      | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |     25299 | NS      | $1688421.07   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                          | Samsung Electronics Co. Ltd.                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    231649 | NS      | $17437660.97  | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                           | Beazley plc                                                           | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |    120520 | NS      | $1474417.93   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas SA                                  | Tecnicas Reunidas SA                                                  | CUSIP: N/A<br>LEI: 213800JEZBUPZKWJGF49       | Long             | EC               | CORP              | ES        |     48612 | NS      | $1739917.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                          | Banco Comercial Portugues SA, Class R                                 | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |   1680395 | NS      | $1483290.12   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Deutsche Bank AG (Registered)                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |    136578 | NS      | $4889519.56   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group plc                                       | Mitie Group plc                                                       | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |    926245 | NS      | $2005299.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Modern Times Group MTG AB                             | Modern Times Group MTG AB, Class B                                    | CUSIP: N/A<br>LEI: 549300E8NDODRSX29339       | Long             | EC               | CORP              | SE        |    105350 | NS      | $1416161.27   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**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