# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0001752724-25-153180
**Filing Date:** 2025-6
**Character Count:** 127776
**Document Hash:** cd2939cb366868ad5f2c1bd4923d7968
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153180.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153180

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**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:** 251068163

**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:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $192857664.05

**Total Liabilities:** $647322.33

**Net Assets:** $192210341.72

**Cash Not Reported:** $434630.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243910 | 4.00%                | 3.32%                | 2.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $314707.63               | $4139591.54                                |
| Month 2  | $156486.77               | $2805377.32                                |
| Month 3  | $69014.43                | $4037123.22                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Russel Metals, Inc.                                   | Russel Metals, Inc.                                                   | CUSIP: 781903604<br>LEI: 5493005F9VPHFO17OV54 | Long             | EC               | CORP              | CA        |     13056 | NS      | $378819.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                             | Orange SA                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     40381 | NS      | $585849.56    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                          | Mizuho Financial Group, Inc.                                          | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |     40700 | NS      | $1017607.22   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Arcadyan Technology Corp.                             | Arcadyan Technology Corp.                                             | CUSIP: N/A<br>LEI: 254900R5W61G3GO1Q067       | Long             | EC               | CORP              | TW        |     56000 | NS      | $414399.10    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                     | Mitsui & Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     47200 | NS      | $954436.98    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                               | Idemitsu Kosan Co. Ltd.                                               | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     48800 | NS      | $302414.39    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| First Capital REIT                                    | First Capital REIT                                                    | CUSIP: 31890B103<br>LEI: 54930042UG2WCIIAQZ39 | Long             | EC               | CORP              | CA        |     19765 | NS      | $244876.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Largan Precision Co. Ltd.                             | Largan Precision Co. Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      4000 | NS      | $285166.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                       | Canadian Natural Resources Ltd.                                       | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     19117 | NS      | $548577.19    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Group plc                                        | Just Group plc                                                        | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | EC               | CORP              | GB        |    167278 | NS      | $315515.57    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                | Lion Finance Group plc                                                | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |      4564 | NS      | $366091.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                        | BAWAG Group AG                                                        | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |      3115 | NS      | $341428.87    | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NuVista Energy Ltd.                                   | NuVista Energy Ltd.                                                   | CUSIP: 67072Q104<br>LEI: 549300MG32TDSM60SX75 | Long             | EC               | CORP              | CA        |     43433 | NS      | $370185.51    | 0.19%             |  |  |  | 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        |    926000 | NS      | $634321.12    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                    | T&D Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |     20200 | NS      | $429828.14    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG         | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)            | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |      2319 | NS      | $1587609.15   | 0.83%             |  |  |  | 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        |     79000 | NS      | $495289.78    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                           | Telenor ASA                                                           | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     34705 | NS      | $521268.91    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Astra International Tbk. PT                           | Astra International Tbk. PT                                           | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   1201600 | NS      | $347293.55    | 0.18%             |  |  |  | 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        |     34568 | NS      | $366886.33    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale SA                                               | Vale SA                                                               | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |     77595 | NS      | $723152.61    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                       | Fairfax Financial Holdings Ltd.                                       | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       529 | NS      | $825886.19    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American plc                                    | Anglo American plc                                                    | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     26149 | NS      | $713825.09    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Aryzta AG                                             | Aryzta AG                                                             | CUSIP: N/A<br>LEI: 549300W2PUDQQVRD8W85       | Long             | EC               | CORP              | CH        |    108395 | NS      | $271872.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Weichai Power Co. Ltd.                                | Weichai Power Co. Ltd., Class H                                       | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |    183000 | NS      | $357014.97    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                          | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |     56320 | NS      | $1093695.89   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Saison Co. Ltd.                                | Credit Saison Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |     12200 | NS      | $284905.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                           | NN Group NV                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |     10411 | NS      | $638406.72    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                          | Tokyu Fudosan Holdings Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     41700 | NS      | $292059.29    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                  | ENEOS Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |     91400 | NS      | $440020.65    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                      | Sony Group Corp.                                                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |     18900 | NS      | $498634.87    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                            | Freenet AG                                                            | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |      9695 | NS      | $403148.33    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co. Ltd.                    | Hankook Tire & Technology Co. Ltd.                                    | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |     12320 | NS      | $357844.69    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                            | Alibaba Group Holding Ltd.                                            | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    160700 | NS      | $2399256.02   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Eva Airways Corp.                                     | Eva Airways Corp.                                                     | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |    306000 | NS      | $367545.73    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                   | PetroChina Co. Ltd., Class H                                          | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    672000 | NS      | $513501.00    | 0.27%             |  |  |  | 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        |      9035 | NS      | $429726.21    | 0.22%             |  |  |  | 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        |    185200 | NS      | $503885.92    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                     | Asahi Kasei Corp.                                                     | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     62400 | NS      | $434849.65    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                             | Sanofi SA                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |     17695 | NS      | $1935688.32   | 1.01%             |  |  |  | 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        |     59800 | NS      | $740070.71    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                        | Fortescue Ltd.                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     43172 | NS      | $445866.81    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                               | GSK plc                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     15245 | NS      | $301587.08    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corp.                                        | Sumitomo Corp.                                                        | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |     25600 | NS      | $625059.52    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                          | British American Tobacco plc                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     32571 | NS      | $1418738.67   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Compeq Manufacturing Co. Ltd.                         | Compeq Manufacturing Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    161000 | NS      | $282593.12    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                       | Toyo Tire Corp.                                                       | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |     16700 | NS      | $312236.47    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                           | Swedbank AB, Class A                                                  | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |     25750 | NS      | $642819.18    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                        | Drax Group plc                                                        | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |     42509 | NS      | $350654.59    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                          | Komatsu Ltd.                                                          | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |     19700 | NS      | $569715.54    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Inchcape plc                                          | Inchcape plc                                                          | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |     27021 | NS      | $242124.00    | 0.13%             |  |  |  | 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        |     83400 | NS      | $602185.29    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings, Inc.                       | SKY Perfect JSAT Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               | CORP              | JP        |     73200 | NS      | $591759.20    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com, Inc.                                          | JD.com, Inc., Class A                                                 | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |     54650 | NS      | $889780.04    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| NMDC Ltd.                                             | NMDC Ltd.                                                             | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |    486216 | NS      | $373008.37    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                | Mercedes-Benz Group AG                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     14142 | NS      | $845532.97    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinotruk Hong Kong Ltd.                               | Sinotruk Hong Kong Ltd.                                               | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |    115500 | NS      | $277535.08    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                                | Yancoal Australia Ltd.                                                | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |     83629 | NS      | $266664.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TBS Holdings, Inc.                                    | TBS Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10200 | NS      | $342162.62    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                              | Svenska Handelsbanken AB, Class A                                     | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |     38328 | NS      | $501706.60    | 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        |     68440 | NS      | $355651.61    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kunlun Energy Co. Ltd.                                | Kunlun Energy Co. Ltd.                                                | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |    476000 | NS      | $453711.65    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    261430 | NS      | $1041443.77   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                              | Lloyds Banking Group plc                                              | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |   1169428 | NS      | $1148937.73   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Paint Co. Ltd.                                 | Kansai Paint Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300ERRV6FTKH9NN70       | Long             | EC               | CORP              | JP        |     18100 | NS      | $272826.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                             | Bank of Ireland Group plc                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |     35732 | NS      | $419545.79    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                        | BNP Paribas SA                                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |     16489 | NS      | $1397104.40   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                       | Sankyo Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |     32100 | NS      | $488579.88    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Glovis Co. Ltd.                               | Hyundai Glovis Co. Ltd.                                               | CUSIP: N/A<br>LEI: 988400U6RDXNJ5ZRN304       | Long             | EC               | CORP              | KR        |      5671 | NS      | $454711.23    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                             | Kia Corp.                                                             | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |      7809 | NS      | $496287.76    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                | NCC AB, Class B                                                       | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |     18422 | NS      | $342970.92    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Serco Group plc                                       | Serco Group plc                                                       | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |    134270 | NS      | $308145.33    | 0.16%             |  |  |  | No            |                  2 | 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        |     42445 | NS      | $358947.91    | 0.19%             |  |  |  | No            |                  2 | On Loan: —       |
| Kerry Properties Ltd.                                 | Kerry Properties Ltd.                                                 | CUSIP: N/A<br>LEI: 5299006T5ULIIRZ7LK49       | Long             | EC               | CORP              | BM        |    124000 | NS      | $291205.54    | 0.15%             |  |  |  | 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        |    659000 | NS      | $317883.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Catalana Occidente SA                           | Grupo Catalana Occidente SA                                           | CUSIP: N/A<br>LEI: 959800H2P9S8MS95DT42       | Long             | EC               | CORP              | ES        |      5868 | NS      | $326395.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Pharmaceutical Group Ltd.             | China Resources Pharmaceutical Group Ltd.                             | CUSIP: N/A<br>LEI: 3003004H1KDKMJ8JD874       | Long             | EC               | CORP              | HK        |    397500 | NS      | $250908.68    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marcopolo SA                                          | Marcopolo SA (Preference)                                             | CUSIP: N/A<br>LEI: 254900XL58LF2D2QUX37       | Long             | EC               | CORP              | BR        |    249147 | NS      | $308626.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA                                              | Ageas SA                                                              | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      8171 | NS      | $512454.33    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                 | DB Insurance Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |      4688 | NS      | $302025.85    | 0.16%             |  |  |  | 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        |    840000 | NS      | $248058.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                            | Aegon Ltd.                                                            | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |     57951 | NS      | $372737.80    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                    | Balfour Beatty plc                                                    | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |     55936 | NS      | $342125.61    | 0.18%             |  |  |  | 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        |     30600 | NS      | $695532.29    | 0.36%             |  |  |  | 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        |     89001 | NS      | $461831.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco do Brasil SA                                    | Banco do Brasil SA                                                    | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |     71574 | NS      | $363725.04    | 0.19%             |  |  |  | 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        |   1041000 | NS      | $616080.93    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                 | Emaar Properties PJSC                                                 | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    224298 | NS      | $801473.65    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                              | ORLEN SA                                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     26709 | NS      | $482320.59    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                              | Panasonic Holdings Corp.                                              | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |     60900 | NS      | $698277.53    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Krung Thai Bank PCL                                   | Krung Thai Bank PCL                                                   | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | EC               | CORP              | TH        |    804300 | NS      | $524852.10    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                              | Industrial Bank of Korea                                              | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               | CORP              | KR        |     28118 | NS      | $303461.15    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                              | QBE Insurance Group Ltd.                                              | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     33047 | NS      | $456707.03    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                              | Lancashire Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |     43363 | NS      | $326397.59    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                     | Kandenko Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |     18500 | NS      | $366717.85    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     30508 | NS      | $1442903.36   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Hammerson plc                                         | Hammerson plc                                                         | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | EC               | CORP              | GB        |     70640 | NS      | $238333.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Vipshop Holdings Ltd.                                 | Vipshop Holdings Ltd.                                                 | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     24590 | NS      | $334915.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp.                                         | IAMGOLD Corp.                                                         | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | CA        |     70703 | NS      | $501065.07    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                | OMV AG                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |      9393 | NS      | $485652.14    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kier Group plc                                        | Kier Group plc                                                        | CUSIP: N/A<br>LEI: 2138002RKCU2OM4Y7O48       | Long             | EC               | CORP              | GB        |    161406 | NS      | $313808.55    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Kamigumi Co. Ltd.                                     | Kamigumi Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13900 | NS      | $340265.76    | 0.18%             |  |  |  | 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        |     84500 | NS      | $460917.45    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group plc                                     | TP ICAP Group plc                                                     | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |     95159 | NS      | $326770.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Marine & Fire Insurance Co. Ltd.              | Hyundai Marine & Fire Insurance Co. Ltd.                              | CUSIP: N/A<br>LEI: 988400SYR92543UITC37       | Long             | EC               | CORP              | KR        |     14802 | NS      | $231606.83    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Ltd.                             | China Hongqiao Group Ltd.                                             | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    209000 | NS      | $375158.03    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                             | Bank of Nova Scotia (The)                                             | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |     21156 | NS      | $1058567.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| KT Corp.                                              | KT Corp.                                                              | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |      8468 | NS      | $309444.21    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    255426 | NS      | $1798418.27   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    140057 | NS      | $1214150.09   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                            | Eiffage SA                                                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      4211 | NS      | $573002.18    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                   | Imperial Brands plc                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     20921 | NS      | $858452.07    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Glenveagh Properties plc                              | Glenveagh Properties plc                                              | CUSIP: N/A<br>LEI: 635400QUQ2YYGMOAK834       | Long             | EC               | CORP              | IE        |    176596 | NS      | $330984.94    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco de Sabadell SA                                  | Banco de Sabadell SA                                                  | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    181614 | NS      | $529910.14    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                              | Sinopharm Group Co. Ltd., Class H                                     | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |    129200 | NS      | $304491.92    | 0.16%             |  |  |  | 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        |   1016000 | NS      | $619980.35    | 0.32%             |  |  |  | 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        |      7200 | NS      | $295502.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Compal Electronics, Inc.                              | Compal Electronics, Inc.                                              | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |    370000 | NS      | $318818.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                        | Commerzbank AG                                                        | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     22812 | NS      | $603777.72    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                          | 3i Group plc                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     20323 | NS      | $1152132.00   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| NOS SGPS SA                                           | NOS SGPS SA                                                           | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |     67360 | NS      | $281121.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                | BP plc                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    263297 | NS      | $1215745.61   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventia Services Group Pty. Ltd.                       | Ventia Services Group Pty. Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    142618 | NS      | $386136.27    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ISS A/S                                               | ISS A/S                                                               | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     13426 | NS      | $336877.95    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSOS SA                                              | IPSOS SA                                                              | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | EC               | CORP              | FR        |      5867 | NS      | $277771.18    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                           | Hiscox Ltd.                                                           | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |     15618 | NS      | $229860.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co. Ltd.                           | Samsung Securities Co. Ltd.                                           | CUSIP: N/A<br>LEI: 988400RBTJTHNUOHE716       | Long             | EC               | CORP              | KR        |      8462 | NS      | $310187.99    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Baroda                                        | Bank of Baroda                                                        | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |     90121 | NS      | $266673.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp.                                            | KT&G Corp.                                                            | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |      4527 | NS      | $365393.59    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL Energy Ltd.                                       | AGL Energy Ltd.                                                       | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |     35757 | NS      | $243684.19    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co. Ltd.                                   | SK Telecom Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |     11161 | NS      | $426425.99    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsubakimoto Chain Co.                                 | Tsubakimoto Chain Co.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     30500 | NS      | $370523.99    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                   | Societe Generale SA                                                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     17561 | NS      | $915612.78    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                    | Osaka Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     14100 | NS      | $357548.74    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MFE-MediaForEurope NV                                 | MFE-MediaForEurope NV, Class B                                        | CUSIP: N/A<br>LEI: 213800DIFN7NR7B97A50       | Long             | EC               | CORP              | NL        |     73515 | NS      | $357784.88    | 0.19%             |  |  |  | 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        |      8000 | NS      | $354735.56    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                     | Sumitomo Electric Industries Ltd.                                     | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |     36800 | NS      | $591501.48    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                       | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     19833 | NS      | $695891.76    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Group Ltd.                                       | Absa Group Ltd.                                                       | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |     39848 | NS      | $367754.16    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Betsson AB                                            | Betsson AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300W61XW8OFGBG077       | Long             | EC               | CORP              | SE        |     23811 | NS      | $416432.39    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | MSCI EAFE Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $81652.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia OYJ                                             | Nokia OYJ                                                             | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |    140726 | NS      | $703513.48    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                     | Lenovo Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    330000 | NS      | $381670.53    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nedbank Group Ltd.                                    | Nedbank Group Ltd.                                                    | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |     31000 | NS      | $422388.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BFF Bank SpA                                          | BFF Bank SpA                                                          | CUSIP: N/A<br>LEI: 815600522538355AE429       | Long             | EC               | CORP              | IT        |     23362 | NS      | $221327.11    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Burberry Group plc                                    | Burberry Group plc                                                    | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     24846 | NS      | $241969.64    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                          | Investec plc                                                          | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |     54774 | NS      | $343934.41    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Greencore Group plc                                   | Greencore Group plc                                                   | CUSIP: N/A<br>LEI: 635400GGBEWULJXM5868       | Long             | EC               | CORP              | IE        |    142681 | NS      | $351779.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca SpA                                        | BPER Banca SpA                                                        | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     65265 | NS      | $530087.95    | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| REC Ltd.                                              | REC Ltd.                                                              | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | EC               | CORP              | IN        |     96383 | NS      | $481107.13    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                               | DBS Group Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     16630 | NS      | $540295.62    | 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        |    291000 | NS      | $300664.04    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                             | Avolta AG                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      6404 | NS      | $291815.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                   | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    244323 | NS      | $1304266.60   | 0.68%             |  |  |  | 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        |    106000 | NS      | $451687.18    | 0.23%             |  |  |  | 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        |     28573 | NS      | $343305.89    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Natco Pharma Ltd.                                     | Natco Pharma Ltd.                                                     | CUSIP: N/A<br>LEI: 33580086GIBRWXSNGG39       | Long             | EC               | CORP              | IN        |     20722 | NS      | $208626.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HMM Co. Ltd.                                          | HMM Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 988400M8Q35QDZ4XXW80       | Long             | EC               | CORP              | KR        |     22404 | NS      | $288349.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                        | BHP Group Ltd.                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     78945 | NS      | $1881547.60   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitecap Resources, Inc.                              | Whitecap Resources, Inc.                                              | CUSIP: 96467A200<br>LEI: 894500O7XZ1G8OL9CB28 | Long             | EC               | CORP              | CA        |     48984 | NS      | $277857.88    | 0.14%             |  |  |  | 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        |     61000 | NS      | $1455290.03   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                      | Unicaja Banco SA                                                      | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    184094 | NS      | $350892.47    | 0.18%             |  |  |  | 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        |     26048 | NS      | $384021.84    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                          | Vedanta Ltd.                                                          | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |     99973 | NS      | $496419.09    | 0.26%             |  |  |  | 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        |    248000 | NS      | $456677.10    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| First Pacific Co. Ltd.                                | First Pacific Co. Ltd.                                                | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               | CORP              | BM        |    420000 | NS      | $282604.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Canara Bank                                           | Canara Bank                                                           | CUSIP: N/A<br>LEI: 335800E4RH82Z8XC3C30       | Long             | EC               | CORP              | IN        |    339345 | NS      | $391185.95    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                       | SBM Offshore NV                                                       | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     14509 | NS      | $305038.41    | 0.16%             |  |  |  | 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        |    171900 | NS      | $2165790.26   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                        | OTP Bank Nyrt.                                                        | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |      9072 | NS      | $670131.13    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec, Inc.                                           | Modec, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     12500 | NS      | $379347.96    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                      | Niterra Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     12300 | NS      | $382983.38    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Petronet LNG Ltd.                                     | Petronet LNG Ltd.                                                     | CUSIP: N/A<br>LEI: 335800KIIKNA7GRD9351       | Long             | EC               | CORP              | IN        |     86335 | NS      | $320528.67    | 0.17%             |  |  |  | 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        |    123000 | NS      | $736159.53    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hochschild Mining plc                                 | Hochschild Mining plc                                                 | CUSIP: N/A<br>LEI: 549300JK10TVQ3CCJQ89       | Long             | EC               | CORP              | GB        |    112544 | NS      | $423806.40    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Petroleum Corp. Ltd.                           | Bharat Petroleum Corp. Ltd.                                           | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |     84666 | NS      | $310281.63    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Keller Group plc                                      | Keller Group plc                                                      | CUSIP: N/A<br>LEI: 549300QO4MBL43UHSN10       | Long             | EC               | CORP              | GB        |     11900 | NS      | $226602.19    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurocommercial Properties NV                          | Eurocommercial Properties NV                                          | CUSIP: N/A<br>LEI: 724500SFK53FPNM68L95       | Long             | EC               | CORP              | NL        |      9643 | NS      | $278648.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                   | Erste Group Bank AG                                                   | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      8591 | NS      | $581796.61    | 0.30%             |  |  |  | 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        |      2067 | NS      | $545331.86    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                            | Vonovia SE                                                            | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     17393 | NS      | $576927.32    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Perseus Mining Ltd.                                   | Perseus Mining Ltd.                                                   | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    251312 | NS      | $538614.71    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                     | LEG Immobilien SE                                                     | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |      3606 | NS      | $305677.73    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MISUMI Group, Inc.                                    | MISUMI Group, Inc.                                                    | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |     19800 | NS      | $277383.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TIM SA                                                | TIM SA                                                                | CUSIP: N/A<br>LEI: 529900QI0CH1DN5ZCS77       | Long             | EC               | CORP              | BR        |     77775 | NS      | $258877.69    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| British Land Co. plc (The)                            | British Land Co. plc (The)                                            | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |     48433 | NS      | $254799.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Livzon Pharmaceutical Group, Inc.                     | Livzon Pharmaceutical Group, Inc., Class H                            | CUSIP: N/A<br>LEI: 529900Y4GWTVVTORJ443       | Long             | EC               | CORP              | CN        |    111400 | NS      | $369455.76    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     10289 | NS      | $3364364.27   | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                            | Allianz SE (Registered)                                               | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      5861 | NS      | $2423972.94   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings, Inc.                             | Fuji Media Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 353800TG2T8DSPV7H313       | Long             | EC               | CORP              | JP        |     25800 | NS      | $534250.67    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UACJ Corp.                                            | UACJ Corp.                                                            | CUSIP: N/A<br>LEI: 353800GO7FBE4RSRH831       | Long             | EC               | CORP              | JP        |     11900 | NS      | $401486.28    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Ooredoo QPSC                                          | Ooredoo QPSC                                                          | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |     81381 | NS      | $289933.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Currys plc                                            | Currys plc                                                            | CUSIP: N/A<br>LEI: 2138001E12GWLLDQQF16       | Long             | EC               | CORP              | GB        |    298528 | NS      | $442430.68    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                            | KDDI Corp.                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     53300 | NS      | $944669.13    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| GAIL India Ltd.                                       | GAIL India Ltd.                                                       | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |    153596 | NS      | $343369.93    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     29639 | NS      | $555926.53    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                      | Skandinaviska Enskilda Banken AB, Class A                             | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |     41676 | NS      | $661301.36    | 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        |      2257 | NS      | $423658.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                               | E.ON SE                                                               | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |     51909 | NS      | $907866.89    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp.                                          | Sojitz Corp.                                                          | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     12600 | NS      | $298088.87    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                             | Shell plc                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     90340 | NS      | $2915429.29   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                        | Vallourec SACA                                                        | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |     17373 | NS      | $321100.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB Group plc                                         | AIB Group plc                                                         | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |     60871 | NS      | $409117.66    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                      | Turkcell Iletisim Hizmetleri A/S                                      | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | EC               | CORP              | TR        |    147064 | NS      | $344946.35    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                | Petroleo Brasileiro SA (Preference)                                   | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    155610 | NS      | $823682.97    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JET2 plc                                              | JET2 plc                                                              | CUSIP: N/A<br>LEI: I72RQ3PNLDPW8R7JIJ56       | Long             | EC               | CORP              | GB        |     13785 | NS      | $291710.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea AB                                              | Ambea AB                                                              | CUSIP: N/A<br>LEI: 549300AEVNZRHYI5HV24       | Long             | EC               | CORP              | SE        |     36475 | NS      | $440637.87    | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Marubeni Corp.                                        | Marubeni Corp.                                                        | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     36700 | NS      | $650641.89    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                      | ABN AMRO Bank NV                                                      | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     19651 | NS      | $407224.56    | 0.21%             |  |  |  | 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        |    102432 | NS      | $1405781.16   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicat SACA                                            | Vicat SACA                                                            | CUSIP: N/A<br>LEI: 9695009YI1863TOVDP79       | Long             | EC               | CORP              | FR        |      6818 | NS      | $381763.18    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Loomis AB                                             | Loomis AB                                                             | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |      8101 | NS      | $337175.24    | 0.18%             |  |  |  | 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        |      1671 | NS      | $319656.77    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Dongfang Electric Corp. Ltd.                          | Dongfang Electric Corp. Ltd., Class H                                 | CUSIP: N/A<br>LEI: 529900ISAW6T566F0R12       | Long             | EC               | CORP              | CN        |    210000 | NS      | $286636.39    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd.                                 | Swire Properties Ltd.                                                 | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |    131400 | NS      | $290390.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                          | Bilfinger SE                                                          | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |      4622 | NS      | $393100.71    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                    | Toyota Motor Corp.                                                    | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |     24500 | NS      | $467935.77    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                               | Tokyo Tatemono Co. Ltd.                                               | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |     17300 | NS      | $310160.07    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                              | KB Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |      6341 | NS      | $400743.29    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                               | ITV plc                                                               | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |    311163 | NS      | $335368.98    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                         | WH Group Ltd.                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |    423500 | NS      | $378696.80    | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                   | MSCI Emerging Markets Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4 | NC      | $20526.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Buzzi SpA                                             | Buzzi SpA                                                             | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |      6466 | NS      | $338837.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                        | Takeda Pharmaceutical Co. Ltd.                                        | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     23800 | NS      | $719917.35    | 0.37%             |  |  |  | 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        |    225096 | NS      | $439074.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos., Inc.                              | Bausch Health Cos., Inc.                                              | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | CA        |     40339 | NS      | $214481.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dundee Precious Metals, Inc.                          | Dundee Precious Metals, Inc.                                          | CUSIP: 265269209<br>LEI: 549300LATVTU0EIUMD45 | Long             | EC               | CORP              | CA        |     43977 | NS      | $576428.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp.                              | Manulife Financial Corp.                                              | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |     38428 | NS      | $1177704.19   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                             | Zurich Insurance Group AG                                             | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |      2331 | NS      | $1653310.30   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                         | UniCredit SpA                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     24479 | NS      | $1424209.20   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun TV Network Ltd.                                   | Sun TV Network Ltd.                                                   | CUSIP: N/A<br>LEI: 335800IW6TQ3AJJLEO48       | Long             | EC               | CORP              | IN        |     37174 | NS      | $272819.94    | 0.14%             |  |  |  | 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        |     23000 | NS      | $270148.98    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     51505 | NS      | $741839.54    | 0.39%             |  |  |  | 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        |   1221000 | NS      | $1002963.64   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| United Tractors Tbk. PT                               | United Tractors Tbk. PT                                               | CUSIP: N/A<br>LEI: 529900N9ELYOWQV4FW14       | Long             | EC               | CORP              | ID        |    250300 | NS      | $342064.85    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes plc                                       | Cairn Homes plc                                                       | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |    156345 | NS      | $344432.41    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil & Natural Gas Corp. Ltd.                          | Oil & Natural Gas Corp. Ltd.                                          | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |    138653 | NS      | $401203.94    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                | Sumitomo Realty & Development Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |     17300 | NS      | $644361.06    | 0.34%             |  |  |  | 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        |     37813 | NS      | $320189.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| easyJet plc                                           | easyJet plc                                                           | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |     40634 | NS      | $269405.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA          | Cie Generale des Etablissements Michelin SCA                          | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     15128 | NS      | $553166.29    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                        | SK Hynix, Inc.                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     10257 | NS      | $1279797.66   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                         | Volkswagen AG (Preference)                                            | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |      5123 | NS      | $557435.39    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                            | ORIX Corp.                                                            | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |     30500 | NS      | $611830.95    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| H Lundbeck A/S                                        | H Lundbeck A/S                                                        | CUSIP: N/A<br>LEI: 5493006R4KC2OI5D3470       | Long             | EC               | CORP              | DK        |     49591 | NS      | $237318.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                           | Inpex Corp.                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     32100 | NS      | $401554.93    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                         | Rio Tinto plc                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     12265 | NS      | $730864.17    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                          | Centrica plc                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    231860 | NS      | $496419.61    | 0.26%             |  |  |  | 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        |   5676102 | NS      | $5677237.28   | 2.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                           | Equinor ASA                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     22768 | NS      | $515368.11    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BGF retail Co. Ltd.                                   | BGF retail Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      3310 | NS      | $250121.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                         | Banco BPM SpA                                                         | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     48018 | NS      | $536001.85    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                       | Samsung Life Insurance Co. Ltd.                                       | CUSIP: N/A<br>LEI: 988400VYE6E0WYSM4S92       | Long             | EC               | CORP              | KR        |      4939 | NS      | $299884.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V.                             | Koninklijke Heijmans N.V.                                             | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |      8542 | NS      | $437512.89    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                    | Millicom International Cellular SA                                    | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |     12989 | NS      | $448640.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                               | Fresenius SE & Co. KGaA                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     13228 | NS      | $628289.47    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom Indonesia Persero Tbk. PT                      | Telkom Indonesia Persero Tbk. PT                                      | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |   2488200 | NS      | $392186.90    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                      | TotalEnergies SE                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     33315 | NS      | $1897461.81   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                | Emirates NBD Bank PJSC                                                | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |     42829 | NS      | $239691.59    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Iveco Group NV                                        | Iveco Group NV                                                        | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |     18965 | NS      | $302986.52    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                              | Engie SA                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     41726 | NS      | $862406.51    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| ProSiebenSat.1 Media SE                               | ProSiebenSat.1 Media SE                                               | CUSIP: N/A<br>LEI: 529900NY0WWQUKOMWQ37       | Long             | EC               | CORP              | DE        |     40080 | NS      | $279706.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Future plc                                            | Future plc                                                            | CUSIP: N/A<br>LEI: 213800K2581YRLEXV353       | Long             | EC               | CORP              | GB        |     19702 | NS      | $187367.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                             | Nestle SA (Registered)                                                | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     23108 | NS      | $2459555.09   | 1.28%             |  |  |  | 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        |    570219 | NS      | $570218.81    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                          | KBC Group NV                                                          | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |      6280 | NS      | $579070.91    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group plc                              | Morgan Sindall Group plc                                              | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |      6660 | NS      | $314813.47    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Telekom Austria AG                                    | Telekom Austria AG                                                    | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |     38422 | NS      | $405665.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydbank A/S                                           | Sydbank A/S                                                           | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |      6331 | NS      | $405439.57    | 0.21%             |  |  |  | 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        |      3112 | NS      | $350371.01    | 0.18%             |  |  |  | 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        |     35700 | NS      | $256266.89    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                              | Unipol Assicurazioni SpA                                              | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |     27745 | NS      | $497653.90    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                       | Sumitomo Rubber Industries Ltd.                                       | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |     24500 | NS      | $308535.20    | 0.16%             |  |  |  | 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        |    111000 | NS      | $460470.39    | 0.24%             |  |  |  | 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        |    105430 | NS      | $299213.01    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Lojas Renner SA                                       | Lojas Renner SA                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    117372 | NS      | $300505.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                | Yangzijiang Shipbuilding Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |    195200 | NS      | $334370.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                              | Tele2 AB, Class B                                                     | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     36476 | NS      | $538168.13    | 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        |     14028 | NS      | $379670.18    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahanagar Gas Ltd.                                    | Mahanagar Gas Ltd.                                                    | CUSIP: N/A<br>LEI: 3358001GYZI2KS7FHN90       | Long             | EC               | CORP              | IN        |     14838 | NS      | $236170.10    | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OCI NV                                                | OCI NV                                                                | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | EC               | CORP              | NL        |     30637 | NS      | $254551.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd.                           | Cathay Pacific Airways Ltd.                                           | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |    244000 | NS      | $280372.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                               | Heidelberg Materials AG                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      4024 | NS      | $804451.55    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| China Feihe Ltd.                                      | China Feihe Ltd.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    495000 | NS      | $374069.63    | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                          | CaixaBank SA                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     90053 | NS      | $690184.65    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                   | Deutsche Telekom AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     56166 | NS      | $2017343.72   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Xtep International Holdings Ltd.                      | Xtep International Holdings Ltd.                                      | CUSIP: N/A<br>LEI: 529900ZZZZBTOKZQI549       | Long             | EC               | CORP              | KY        |    338000 | NS      | $230499.45    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT Exploration & Production PCL                      | PTT Exploration & Production PCL                                      | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |    104200 | NS      | $310107.47    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                           | Novartis AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     15193 | NS      | $1732872.72   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                  | Sompo Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     17400 | NS      | $570217.35    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                    | AerCap Holdings NV                                                    | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |      5062 | NS      | $536572.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Geely Automobile Holdings Ltd.                        | Geely Automobile Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    236000 | NS      | $495435.35    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| EQB, Inc.                                             | EQB, Inc.                                                             | CUSIP: 26886R104<br>LEI: 549300QAXPCRULOPD247 | Long             | EC               | CORP              | CA        |      4811 | NS      | $332610.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon Banking Group plc                             | Paragon Banking Group plc                                             | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               | CORP              | GB        |     35063 | NS      | $396109.35    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Havas NV                                              | Havas NV                                                              | CUSIP: N/A<br>LEI: 894500L53AVOFQK7T710       | Long             | EC               | CORP              | NL        |    194517 | NS      | $323590.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Veren, Inc.                                           | Veren, Inc.                                                           | CUSIP: 92340V107<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | CA        |     46009 | NS      | $272329.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAF-Holland SE                                        | SAF-Holland SE                                                        | CUSIP: N/A<br>LEI: 222100QJQLUJHWREL058       | Long             | EC               | CORP              | DE        |     13785 | NS      | $250116.97    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kumba Iron Ore Ltd.                                   | Kumba Iron Ore Ltd.                                                   | CUSIP: N/A<br>LEI: 3789006C753402643048       | Long             | EC               | CORP              | ZA        |     15991 | NS      | $278104.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gerdau SA                                             | Gerdau SA (Preference)                                                | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |    114183 | NS      | $301596.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Richter Gedeon Nyrt.                                  | Richter Gedeon Nyrt.                                                  | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |     10353 | NS      | $313992.28    | 0.16%             |  |  |  | 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        |     60000 | NS      | $356846.63    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| B&M European Value Retail SA                          | B&M European Value Retail SA                                          | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |     85659 | NS      | $385241.11    | 0.20%             |  |  |  | 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        |     48971 | NS      | $419901.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                    | Suzuki Motor Corp.                                                    | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |     42300 | NS      | $506909.16    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    266928 | NS      | $2975546.56   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                                       | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |     68807 | NS      | $952904.76    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Ltd.                                      | Tata Motors Ltd.                                                      | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |     41480 | NS      | $316106.67    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennon Group plc                                      | Pennon Group plc                                                      | CUSIP: N/A<br>LEI: 213800V1CCTS41GWH423       | Long             | EC               | CORP              | GB        |     77531 | NS      | $519018.64    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke BAM Groep NV                              | Koninklijke BAM Groep NV                                              | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |     52937 | NS      | $358584.28    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                     | Isuzu Motors Ltd.                                                     | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |     36600 | NS      | $492212.81    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA           | Hellenic Telecommunications Organization SA                           | CUSIP: N/A<br>LEI: ELPUFM0XZRZO4LFXW404       | Long             | EC               | CORP              | GR        |     22260 | NS      | $422428.22    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Ltd.                                       | Coal India Ltd.                                                       | CUSIP: N/A<br>LEI: 335800NLJQZNHM9LBB31       | Long             | EC               | CORP              | IN        |     82836 | NS      | $377424.16    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                    | Aker Solutions ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |    115717 | NS      | $314068.21    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SpA                                           | Webuild SpA                                                           | CUSIP: N/A<br>LEI: 549300UKR289DF4UXQ47       | Long             | EC               | CORP              | IT        |    102357 | NS      | $371357.84    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CRRC Corp. Ltd.                                       | CRRC Corp. Ltd., Class H                                              | CUSIP: N/A<br>LEI: 30030099HATQH2XC0B72       | Long             | EC               | CORP              | CN        |    491000 | NS      | $303020.58    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                   | Suncor Energy, Inc.                                                   | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     18246 | NS      | $644420.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Land Securities Group plc                             | Land Securities Group plc                                             | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |     42153 | NS      | $334032.63    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                     | NatWest Group plc                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    138092 | NS      | $888247.31    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                           | Swiss Re AG                                                           | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      5978 | NS      | $1073076.71   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Dubai Islamic Bank PJSC                               | Dubai Islamic Bank PJSC                                               | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    110850 | NS      | $228383.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United Laboratories International Holdings Ltd. (The) | United Laboratories International Holdings Ltd. (The)                 | CUSIP: N/A<br>LEI: 2549007JL3XIH77JXN70       | Long             | EC               | CORP              | KY        |    270000 | NS      | $483857.59    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                    | Canadian Imperial Bank of Commerce                                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     16805 | NS      | $1059912.05   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                          | DNB Bank ASA                                                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     21243 | NS      | $531034.98    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                        | Amada Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |     32500 | NS      | $325423.39    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                      | ASR Nederland NV                                                      | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      6709 | NS      | $423329.97    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                          | Samsung Electronics Co. Ltd.                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     41908 | NS      | $1635147.01   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                             | United Overseas Bank Ltd.                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |     26500 | NS      | $703809.37    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazley plc                                           | Beazley plc                                                           | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |     31964 | NS      | $378730.75    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecnicas Reunidas SA                                  | Tecnicas Reunidas SA                                                  | CUSIP: N/A<br>LEI: 213800JEZBUPZKWJGF49       | Long             | EC               | CORP              | ES        |     22753 | NS      | $381866.57    | 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        |    561453 | NS      | $359104.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                      | Deutsche Bank AG (Registered)                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     30615 | NS      | $802735.72    | 0.42%             |  |  |  | No            |                  2 | 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        |     27948 | NS      | $334850.02    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corp.                               | Toyota Industries Corp.                                               | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |      6400 | NS      | $750559.32    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegatron Corp.                                        | Pegatron Corp.                                                        | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |    141000 | NS      | $358249.08    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer