# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0001752724-23-066053
**Filing Date:** 2023-3
**Character Count:** 185342
**Document Hash:** 9c2f8f1b8fedbf7c98432ab74c3224bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066053.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066053

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 23761642

**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 Diversified Return U.S. Mid Cap Equity ETF (Series ID: S000053745)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000168940 | JPMorgan Diversified Return U.S. Mid Cap Equity ETF | JPME            |

## Nport-Ex

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF**

**Schedule of Portfolio Investments as of January 31, 2023**

**(Unaudited)** 

---

| |
|:---|
| &nbsp;&nbsp; THE "UNAUDITED MUTUAL FUNDS HOLDINGS" LIST ("the <br> List") IS TO BE USED FOR REPORTING PURPOSES ONLY. IT IS <br> NOT TO BE REPRODUCED FOR USE AS ADVERTISING OR <br> SALES LITERATURE WITH THE GENERAL PUBLIC. The list is <br> submitted for the general information of the shareholders of the Fund. <br> It is not authorized for distribution to prospective investors in the Fund <br> unless preceded or accompanied by a prospectus. The list has been <br> created from the books and records of the Fund. Holdings are <br> available 60 days after the fund's fiscal quarter, using a trade date <br> accounting convention, by contacting the appropriate service center. <br> The list is subject to change without notice. The list is for <br> informational purposes only and is not intended as an offer or <br> solicitation with respect to the purchase or sale of any security.<br>|
| &nbsp;&nbsp; JPMorgan Asset Management is the marketing name for the asset <br> management business of J.P. Morgan Chase & Co.<br>|
| J.P. Morgan Distribution Services, Inc., member FINRA. |
|© J.P. Morgan Chase & Co., 2023. |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — 99.9%** | **Common Stocks — 99.9%** | **Common Stocks — 99.9%** |
| **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |
| &nbsp;&nbsp;&nbsp; Textron, Inc. | 5660 | 412331 |
| **Automobiles & Parts — 0.6%** | **Automobiles & Parts — 0.6%** | **Automobiles & Parts — 0.6%** |
| &nbsp;&nbsp;&nbsp; BorgWarner, Inc. | 13128 | 620692 |
| &nbsp;&nbsp;&nbsp; Gentex Corp. | 37019 | 1092431 |
| &nbsp;&nbsp;&nbsp; LKQ Corp. | 3895 | 229649 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1942772 |
| **Banks — 2.2%** | **Banks — 2.2%** | **Banks — 2.2%** |
| &nbsp;&nbsp;&nbsp; Bank of Hawaii Corp. | 3157 | 241479 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | 8650 | 374718 |
| &nbsp;&nbsp;&nbsp; Comerica, Inc. | 4065 | 298005 |
| &nbsp;&nbsp;&nbsp; Discover Financial Services | 7340 | 856798 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp | &nbsp;&nbsp; 14919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541411 |
| &nbsp;&nbsp;&nbsp; First Horizon Corp. | &nbsp;&nbsp; 13346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330047 |
| &nbsp;&nbsp;&nbsp; FNB Corp. | &nbsp;&nbsp; 15485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220971 |
| &nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | &nbsp;&nbsp; 78128 | &nbsp;&nbsp;&nbsp;&nbsp; 1185202 |
| &nbsp;&nbsp;&nbsp; KeyCorp | &nbsp;&nbsp; 18817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361098 |
| &nbsp;&nbsp;&nbsp; M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793572 |
| &nbsp;&nbsp;&nbsp; Popular, Inc. (Puerto Rico) | &nbsp;&nbsp; 11299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 775563 |
| &nbsp;&nbsp;&nbsp; Prosperity Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213091 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp. | &nbsp;&nbsp; 23606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555685 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp; 5881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 312634 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 7060274 |
| **Beverages — 0.7%** | **Beverages — 0.7%** | **Beverages — 0.7%** |
| &nbsp;&nbsp;&nbsp; Brown-Forman Corp., Class B | &nbsp;&nbsp; 14783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984252 |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., Class B | &nbsp;&nbsp; 22986 | &nbsp;&nbsp;&nbsp;&nbsp; 1208604 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2192856 |
| **Chemicals — 5.6%** | **Chemicals — 5.6%** | **Chemicals — 5.6%** |
| &nbsp;&nbsp;&nbsp; Ashland, Inc. | &nbsp;&nbsp; 11330 | &nbsp;&nbsp;&nbsp;&nbsp; 1238029 |
| &nbsp;&nbsp;&nbsp; Celanese Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8368 | &nbsp;&nbsp;&nbsp;&nbsp; 1030938 |
| &nbsp;&nbsp;&nbsp; CF Industries Holdings, Inc. | &nbsp;&nbsp; 11716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992345 |
| &nbsp;&nbsp;&nbsp; Chemours Co. (The) | &nbsp;&nbsp; 41198 | &nbsp;&nbsp;&nbsp;&nbsp; 1499195 |
| &nbsp;&nbsp;&nbsp; Eastman Chemical Co. | &nbsp;&nbsp; 11472 | &nbsp;&nbsp;&nbsp;&nbsp; 1011486 |
| &nbsp;&nbsp;&nbsp; Element Solutions, Inc. | &nbsp;&nbsp; 59720 | &nbsp;&nbsp;&nbsp;&nbsp; 1223066 |
| &nbsp;&nbsp;&nbsp; FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9696 | &nbsp;&nbsp;&nbsp;&nbsp; 1290829 |
| &nbsp;&nbsp;&nbsp; Huntsman Corp. | &nbsp;&nbsp; 45654 | &nbsp;&nbsp;&nbsp;&nbsp; 1446775 |
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, Class A | &nbsp;&nbsp; 15009 | &nbsp;&nbsp;&nbsp;&nbsp; 1451220 |
| &nbsp;&nbsp;&nbsp; Mosaic Co. (The) | &nbsp;&nbsp; 24695 | &nbsp;&nbsp;&nbsp;&nbsp; 1223390 |
| &nbsp;&nbsp;&nbsp; NewMarket Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183279 |
| &nbsp;&nbsp;&nbsp; Olin Corp. | &nbsp;&nbsp; 22451 | &nbsp;&nbsp;&nbsp;&nbsp; 1450110 |
| &nbsp;&nbsp;&nbsp; Univar Solutions, Inc. \* | &nbsp;&nbsp; 38539 | &nbsp;&nbsp;&nbsp;&nbsp; 1328825 |
| &nbsp;&nbsp;&nbsp; Valvoline, Inc. | &nbsp;&nbsp; 38427 | &nbsp;&nbsp;&nbsp;&nbsp; 1408734 |
| &nbsp;&nbsp;&nbsp; Westlake Corp. | &nbsp;&nbsp; 11771 | &nbsp;&nbsp;&nbsp;&nbsp; 1444890 |
|  |  | &nbsp;&nbsp; 18223111 |
| **Construction & Materials — 2.6%** | **Construction & Materials — 2.6%** | **Construction & Materials — 2.6%** |
| &nbsp;&nbsp;&nbsp; A O Smith Corp. | &nbsp;&nbsp; 14875 | &nbsp;&nbsp;&nbsp;&nbsp; 1007037 |
| &nbsp;&nbsp;&nbsp; Builders FirstSource, Inc. \* | &nbsp;&nbsp; 20012 | &nbsp;&nbsp;&nbsp;&nbsp; 1594956 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Construction & Materials — continued** | **Construction & Materials — continued** | **Construction & Materials — continued** |
| &nbsp;&nbsp;&nbsp; Eagle Materials, Inc. | 2572 | 375718 |
| &nbsp;&nbsp;&nbsp; Fortune Brands Innovations, Inc. | 8462 | 545884 |
| &nbsp;&nbsp;&nbsp; Louisiana-Pacific Corp. | 19864 | 1352540 |
| &nbsp;&nbsp;&nbsp; Masco Corp. | 16225 | 863170 |
| &nbsp;&nbsp;&nbsp; Masterbrand, Inc. \* | 12383 | 113924 |
| &nbsp;&nbsp;&nbsp; Owens Corning | 11503 | 1111765 |
| &nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 8553 | 1301681 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8266675 |
| **Consumer Services — 0.7%** | **Consumer Services — 0.7%** | **Consumer Services — 0.7%** |
| &nbsp;&nbsp;&nbsp; H&R Block, Inc. | 21291 | 829923 |
| &nbsp;&nbsp;&nbsp; IAA, Inc. \* | 9828 | 410122 |
| &nbsp;&nbsp;&nbsp; Service Corp. International | &nbsp;&nbsp; 13939 | &nbsp;&nbsp;&nbsp;&nbsp; 1033577 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2273622 |
| **Electricity — 6.9%** | **Electricity — 6.9%** | **Electricity — 6.9%** |
| &nbsp;&nbsp;&nbsp; Alliant Energy Corp. | &nbsp;&nbsp; 17288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 934071 |
| &nbsp;&nbsp;&nbsp; Avangrid, Inc. | &nbsp;&nbsp; 19738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832351 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp. | &nbsp;&nbsp; 18320 | &nbsp;&nbsp;&nbsp;&nbsp; 1157641 |
| &nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | &nbsp;&nbsp; 12922 | &nbsp;&nbsp;&nbsp;&nbsp; 1231596 |
| &nbsp;&nbsp;&nbsp; Constellation Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846003 |
| &nbsp;&nbsp;&nbsp; DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 9497 | &nbsp;&nbsp;&nbsp;&nbsp; 1105166 |
| &nbsp;&nbsp;&nbsp; Edison International | &nbsp;&nbsp; 17238 | &nbsp;&nbsp;&nbsp;&nbsp; 1187698 |
| &nbsp;&nbsp;&nbsp; Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9242 | &nbsp;&nbsp;&nbsp;&nbsp; 1000724 |
| &nbsp;&nbsp;&nbsp; Evergy, Inc. | &nbsp;&nbsp; 18048 | &nbsp;&nbsp;&nbsp;&nbsp; 1130707 |
| &nbsp;&nbsp;&nbsp; Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 4191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345045 |
| &nbsp;&nbsp;&nbsp; FirstEnergy Corp. | &nbsp;&nbsp; 30770 | &nbsp;&nbsp;&nbsp;&nbsp; 1260032 |
| &nbsp;&nbsp;&nbsp; Hawaiian Electric Industries, Inc. | &nbsp;&nbsp; 21784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920810 |
| &nbsp;&nbsp;&nbsp; IDACORP, Inc. | &nbsp;&nbsp; 10562 | &nbsp;&nbsp;&nbsp;&nbsp; 1117565 |
| &nbsp;&nbsp;&nbsp; NRG Energy, Inc. | &nbsp;&nbsp; 29861 | &nbsp;&nbsp;&nbsp;&nbsp; 1021843 |
| &nbsp;&nbsp;&nbsp; OGE Energy Corp. | &nbsp;&nbsp; 31491 | &nbsp;&nbsp;&nbsp;&nbsp; 1238226 |
| &nbsp;&nbsp;&nbsp; PG&E Corp. \* | &nbsp;&nbsp; 56747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 902277 |
| &nbsp;&nbsp;&nbsp; Pinnacle West Capital Corp. | &nbsp;&nbsp; 16175 | &nbsp;&nbsp;&nbsp;&nbsp; 1205846 |
| &nbsp;&nbsp;&nbsp; PPL Corp. | &nbsp;&nbsp; 42553 | &nbsp;&nbsp;&nbsp;&nbsp; 1259569 |
| &nbsp;&nbsp;&nbsp; Public Service Enterprise Group, Inc. | &nbsp;&nbsp; 19073 | &nbsp;&nbsp;&nbsp;&nbsp; 1181191 |
| &nbsp;&nbsp;&nbsp; Vistra Corp. | &nbsp;&nbsp; 49362 | &nbsp;&nbsp;&nbsp;&nbsp; 1138288 |
| &nbsp;&nbsp;&nbsp; Xcel Energy, Inc. | &nbsp;&nbsp; 16686 | &nbsp;&nbsp;&nbsp;&nbsp; 1147496 |
|  |  | &nbsp;&nbsp; 22164145 |
| **Electronic & Electrical Equipment — 1.8%** | **Electronic & Electrical Equipment — 1.8%** | **Electronic & Electrical Equipment — 1.8%** |
| &nbsp;&nbsp;&nbsp; AMETEK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9006 | &nbsp;&nbsp;&nbsp;&nbsp; 1305149 |
| &nbsp;&nbsp;&nbsp; Crane Holdings Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403599 |
| &nbsp;&nbsp;&nbsp; Hubbell, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4724 | &nbsp;&nbsp;&nbsp;&nbsp; 1081371 |
| &nbsp;&nbsp;&nbsp; IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5395 | &nbsp;&nbsp;&nbsp;&nbsp; 1293074 |
| &nbsp;&nbsp;&nbsp; Keysight Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 7094 | &nbsp;&nbsp;&nbsp;&nbsp; 1272309 |
| &nbsp;&nbsp;&nbsp; nVent Electric plc | &nbsp;&nbsp;&nbsp;&nbsp; 9227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366773 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5722275 |
| **Finance & Credit Services — 0.4%** | **Finance & Credit Services — 0.4%** | **Finance & Credit Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Ally Financial, Inc. | &nbsp;&nbsp; 12566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408269 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Finance & Credit Services — continued** | **Finance & Credit Services — continued** | **Finance & Credit Services — continued** |
| &nbsp;&nbsp;&nbsp; Morningstar, Inc. | 542 | 131641 |
| &nbsp;&nbsp;&nbsp; OneMain Holdings, Inc. | 19487 | 840669 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1380579 |
| **Food Producers — 5.6%** | **Food Producers — 5.6%** | **Food Producers — 5.6%** |
| &nbsp;&nbsp;&nbsp; Bunge Ltd. | 11011 | 1091190 |
| &nbsp;&nbsp;&nbsp; Campbell Soup Co. | 23621 | 1226639 |
| &nbsp;&nbsp;&nbsp; Conagra Brands, Inc. | 33354 | 1240435 |
| &nbsp;&nbsp;&nbsp; Corteva, Inc. | 18927 | 1219845 |
| &nbsp;&nbsp;&nbsp; Darling Ingredients, Inc. \* | 16259 | 1077809 |
| &nbsp;&nbsp;&nbsp; Flowers Foods, Inc. | 42173 | 1167770 |
| &nbsp;&nbsp;&nbsp; Hershey Co. (The) | 5396 | 1211942 |
| &nbsp;&nbsp;&nbsp; Hormel Foods Corp. | &nbsp;&nbsp;&nbsp; 26955 | &nbsp;&nbsp;&nbsp;&nbsp; 1221331 |
| &nbsp;&nbsp;&nbsp; Ingredion, Inc. | &nbsp;&nbsp;&nbsp; 12936 | &nbsp;&nbsp;&nbsp;&nbsp; 1329821 |
| &nbsp;&nbsp;&nbsp; J M Smucker Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 8230 | &nbsp;&nbsp;&nbsp;&nbsp; 1257544 |
| &nbsp;&nbsp;&nbsp; Kellogg Co. | &nbsp;&nbsp;&nbsp; 17365 | &nbsp;&nbsp;&nbsp;&nbsp; 1190892 |
| &nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc. | &nbsp;&nbsp;&nbsp; 14406 | &nbsp;&nbsp;&nbsp;&nbsp; 1439015 |
| &nbsp;&nbsp;&nbsp; McCormick & Co., Inc. (Non-Voting) | &nbsp;&nbsp;&nbsp;&nbsp; 8826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 663009 |
| &nbsp;&nbsp;&nbsp; Pilgrim's Pride Corp. \* | &nbsp;&nbsp;&nbsp; 25902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628901 |
| &nbsp;&nbsp;&nbsp; Post Holdings, Inc. \* | &nbsp;&nbsp;&nbsp; 13538 | &nbsp;&nbsp;&nbsp;&nbsp; 1285433 |
| &nbsp;&nbsp;&nbsp; Tyson Foods, Inc., Class A | &nbsp;&nbsp;&nbsp; 14151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930428 |
|  |  | &nbsp;&nbsp; 18182004 |
| **Gas, Water & Multi-utilities — 2.6%** | **Gas, Water & Multi-utilities — 2.6%** | **Gas, Water & Multi-utilities — 2.6%** |
| &nbsp;&nbsp;&nbsp; Ameren Corp. | &nbsp;&nbsp;&nbsp; 13362 | &nbsp;&nbsp;&nbsp;&nbsp; 1160757 |
| &nbsp;&nbsp;&nbsp; Atmos Energy Corp. | &nbsp;&nbsp;&nbsp; 10540 | &nbsp;&nbsp;&nbsp;&nbsp; 1238872 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp; 41019 | &nbsp;&nbsp;&nbsp;&nbsp; 1235492 |
| &nbsp;&nbsp;&nbsp; National Fuel Gas Co. | &nbsp;&nbsp;&nbsp; 19127 | &nbsp;&nbsp;&nbsp;&nbsp; 1110514 |
| &nbsp;&nbsp;&nbsp; NiSource, Inc. | &nbsp;&nbsp;&nbsp; 43862 | &nbsp;&nbsp;&nbsp;&nbsp; 1217170 |
| &nbsp;&nbsp;&nbsp; UGI Corp. | &nbsp;&nbsp;&nbsp; 30447 | &nbsp;&nbsp;&nbsp;&nbsp; 1212704 |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp; 12779 | &nbsp;&nbsp;&nbsp;&nbsp; 1201098 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8376607 |
| **General Industrials — 1.6%** | **General Industrials — 1.6%** | **General Industrials — 1.6%** |
| &nbsp;&nbsp;&nbsp; AptarGroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22550 |
| &nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317840 |
| &nbsp;&nbsp;&nbsp; ITT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396218 |
| &nbsp;&nbsp;&nbsp; Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp; 6693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955091 |
| &nbsp;&nbsp;&nbsp; Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3205 | &nbsp;&nbsp;&nbsp;&nbsp; 1044830 |
| &nbsp;&nbsp;&nbsp; RPM International, Inc. | &nbsp;&nbsp;&nbsp; 12229 | &nbsp;&nbsp;&nbsp;&nbsp; 1099509 |
| &nbsp;&nbsp;&nbsp; Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp; 11597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624962 |
| &nbsp;&nbsp;&nbsp; Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 9914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605845 |
| &nbsp;&nbsp;&nbsp; Westrock Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223786 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5290631 |
| **Health Care Providers — 3.3%** | **Health Care Providers — 3.3%** | **Health Care Providers — 3.3%** |
| &nbsp;&nbsp;&nbsp; Acadia Healthcare Co., Inc. \* | &nbsp;&nbsp;&nbsp; 14388 | &nbsp;&nbsp;&nbsp;&nbsp; 1208880 |
| &nbsp;&nbsp;&nbsp; Amedisys, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 4131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 399302 |
| &nbsp;&nbsp;&nbsp; Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2437 | &nbsp;&nbsp;&nbsp;&nbsp; 1231026 |
| &nbsp;&nbsp;&nbsp; DaVita, Inc. \* | &nbsp;&nbsp;&nbsp; 10017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825301 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Health Care Providers — continued** | **Health Care Providers — continued** | **Health Care Providers — continued** |
| &nbsp;&nbsp;&nbsp; Encompass Health Corp. | 12336 | 770383 |
| &nbsp;&nbsp;&nbsp; Enhabit, Inc. \* | 6664 | 102359 |
| &nbsp;&nbsp;&nbsp; IQVIA Holdings, Inc. \* | 5320 | 1220461 |
| &nbsp;&nbsp;&nbsp; Molina Healthcare, Inc. \* | 3665 | 1142857 |
| &nbsp;&nbsp;&nbsp; Premier, Inc., Class A | 23308 | 777555 |
| &nbsp;&nbsp;&nbsp; Tenet Healthcare Corp. \* | 15048 | 825383 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., Class B | 6961 | 1031690 |
| &nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A \* | 5880 | 1002834 |
|  |  | &nbsp;&nbsp; 10538031 |
| **Household Goods & Home Construction — 1.2%** | **Household Goods & Home Construction — 1.2%** | **Household Goods & Home Construction — 1.2%** |
| &nbsp;&nbsp;&nbsp; Leggett & Platt, Inc. | 12118 | 443034 |
| &nbsp;&nbsp;&nbsp; Lennar Corp., Class A | &nbsp;&nbsp; 12325 | &nbsp;&nbsp;&nbsp;&nbsp; 1262080 |
| &nbsp;&nbsp;&nbsp; NVR, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158100 |
| &nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | &nbsp;&nbsp; 19591 | &nbsp;&nbsp;&nbsp;&nbsp; 1165468 |
| &nbsp;&nbsp;&nbsp; Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 861502 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3890184 |
| **Industrial Engineering — 1.8%** | **Industrial Engineering — 1.8%** | **Industrial Engineering — 1.8%** |
| &nbsp;&nbsp;&nbsp; Cummins, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5055 | &nbsp;&nbsp;&nbsp;&nbsp; 1261425 |
| &nbsp;&nbsp;&nbsp; Graco, Inc. | &nbsp;&nbsp; 16125 | &nbsp;&nbsp;&nbsp;&nbsp; 1101660 |
| &nbsp;&nbsp;&nbsp; Lincoln Electric Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860549 |
| &nbsp;&nbsp;&nbsp; Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201939 |
| &nbsp;&nbsp;&nbsp; Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5323 | &nbsp;&nbsp;&nbsp;&nbsp; 1323990 |
| &nbsp;&nbsp;&nbsp; Toro Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 9474 | &nbsp;&nbsp;&nbsp;&nbsp; 1056540 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5806103 |
| **Industrial Materials — 0.7%** | **Industrial Materials — 0.7%** | **Industrial Materials — 0.7%** |
| &nbsp;&nbsp;&nbsp; Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334551 |
| &nbsp;&nbsp;&nbsp; Hexcel Corp. | &nbsp;&nbsp; 13136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927139 |
| &nbsp;&nbsp;&nbsp; International Paper Co. | &nbsp;&nbsp; 23178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 969304 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2230994 |
| **Industrial Metals & Mining — 3.3%** | **Industrial Metals & Mining — 3.3%** | **Industrial Metals & Mining — 3.3%** |
| &nbsp;&nbsp;&nbsp; Alcoa Corp. | &nbsp;&nbsp; 18745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 979239 |
| &nbsp;&nbsp;&nbsp; Cleveland-Cliffs, Inc. \* | &nbsp;&nbsp; 67785 | &nbsp;&nbsp;&nbsp;&nbsp; 1447210 |
| &nbsp;&nbsp;&nbsp; Fastenal Co. | &nbsp;&nbsp; 21616 | &nbsp;&nbsp;&nbsp;&nbsp; 1092689 |
| &nbsp;&nbsp;&nbsp; MP Materials Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118271 |
| &nbsp;&nbsp;&nbsp; Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8549 | &nbsp;&nbsp;&nbsp;&nbsp; 1444952 |
| &nbsp;&nbsp;&nbsp; Reliance Steel & Aluminum Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6060 | &nbsp;&nbsp;&nbsp;&nbsp; 1378347 |
| &nbsp;&nbsp;&nbsp; Steel Dynamics, Inc. | &nbsp;&nbsp; 12315 | &nbsp;&nbsp;&nbsp;&nbsp; 1485682 |
| &nbsp;&nbsp;&nbsp; Timken Co. (The) | &nbsp;&nbsp; 16673 | &nbsp;&nbsp;&nbsp;&nbsp; 1373021 |
| &nbsp;&nbsp;&nbsp; United States Steel Corp. | &nbsp;&nbsp; 48208 | &nbsp;&nbsp;&nbsp;&nbsp; 1373446 |
|  |  | &nbsp;&nbsp; 10692857 |
| **Industrial Support Services — 1.7%** | **Industrial Support Services — 1.7%** | **Industrial Support Services — 1.7%** |
| &nbsp;&nbsp;&nbsp; ADT, Inc. | &nbsp;&nbsp; 13238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116362 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326129 |
| &nbsp;&nbsp;&nbsp; FTI Consulting, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338980 |
| &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 8266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683598 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Industrial Support Services — continued** | **Industrial Support Services — continued** | **Industrial Support Services — continued** |
| &nbsp;&nbsp;&nbsp; Paychex, Inc. | 7130 | 826082 |
| &nbsp;&nbsp;&nbsp; Robert Half International, Inc. | 7923 | 665215 |
| &nbsp;&nbsp;&nbsp; Synchrony Financial | 26598 | 976945 |
| &nbsp;&nbsp;&nbsp; Western Union Co. (The) | 11958 | 169445 |
| &nbsp;&nbsp;&nbsp; WW Grainger, Inc. | 2127 | 1253824 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5356580 |
| **Industrial Transportation — 1.6%** | **Industrial Transportation — 1.6%** | **Industrial Transportation — 1.6%** |
| &nbsp;&nbsp;&nbsp; Allison Transmission Holdings, Inc. | 19730 | 889428 |
| &nbsp;&nbsp;&nbsp; Expeditors International of Washington, Inc. | 7172 | 775652 |
| &nbsp;&nbsp;&nbsp; Landstar System, Inc. | 6254 | 1080879 |
| &nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 3788 | 1262313 |
| &nbsp;&nbsp;&nbsp; PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394281 |
| &nbsp;&nbsp;&nbsp; Ryder System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543613 |
| &nbsp;&nbsp;&nbsp; Schneider National, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp; 7889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209059 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5155225 |
| **Investment Banking & Brokerage Services — 2.5%** | **Investment Banking & Brokerage Services — 2.5%** | **Investment Banking & Brokerage Services — 2.5%** |
| &nbsp;&nbsp;&nbsp; Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3239 | &nbsp;&nbsp;&nbsp;&nbsp; 1134039 |
| &nbsp;&nbsp;&nbsp; Invesco Ltd. | &nbsp;&nbsp; 52859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 978420 |
| &nbsp;&nbsp;&nbsp; Jefferies Financial Group, Inc. | &nbsp;&nbsp; 33365 | &nbsp;&nbsp;&nbsp;&nbsp; 1310577 |
| &nbsp;&nbsp;&nbsp; LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5369 | &nbsp;&nbsp;&nbsp;&nbsp; 1273097 |
| &nbsp;&nbsp;&nbsp; Nasdaq, Inc. | &nbsp;&nbsp; 11744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706871 |
| &nbsp;&nbsp;&nbsp; Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772475 |
| &nbsp;&nbsp;&nbsp; State Street Corp. | &nbsp;&nbsp; 15974 | &nbsp;&nbsp;&nbsp;&nbsp; 1458906 |
| &nbsp;&nbsp;&nbsp; Virtu Financial, Inc., Class A | &nbsp;&nbsp; 30397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586966 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8221351 |
| **Leisure Goods — 0.6%** | **Leisure Goods — 0.6%** | **Leisure Goods — 0.6%** |
| &nbsp;&nbsp;&nbsp; Garmin Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779866 |
| &nbsp;&nbsp;&nbsp; Harley-Davidson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90173 |
| &nbsp;&nbsp;&nbsp; Polaris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532054 |
| &nbsp;&nbsp;&nbsp; Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488953 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1891046 |
| **Life Insurance — 0.6%** | **Life Insurance — 0.6%** | **Life Insurance — 0.6%** |
| &nbsp;&nbsp;&nbsp; Principal Financial Group, Inc. | &nbsp;&nbsp; 14148 | &nbsp;&nbsp;&nbsp;&nbsp; 1309398 |
| &nbsp;&nbsp;&nbsp; Unum Group | &nbsp;&nbsp; 17477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734558 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2043956 |
| **Media — 1.0%** | **Media — 1.0%** | **Media — 1.0%** |
| &nbsp;&nbsp;&nbsp; Interpublic Group of Cos., Inc. (The) | &nbsp;&nbsp; 37268 | &nbsp;&nbsp;&nbsp;&nbsp; 1358791 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty SiriusXM, Class A \* | &nbsp;&nbsp; 11849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481307 |
| &nbsp;&nbsp;&nbsp; Nexstar Media Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 6525 | &nbsp;&nbsp;&nbsp;&nbsp; 1336124 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3176222 |
| **Medical Equipment & Services — 6.1%** | **Medical Equipment & Services — 6.1%** | **Medical Equipment & Services — 6.1%** |
| &nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7808 | &nbsp;&nbsp;&nbsp;&nbsp; 1187441 |
| &nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 1876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 876955 |
| &nbsp;&nbsp;&nbsp; Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230616 |
| &nbsp;&nbsp;&nbsp; Bruker Corp. | &nbsp;&nbsp; 15515 | &nbsp;&nbsp;&nbsp;&nbsp; 1087912 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Medical Equipment & Services — continued** | **Medical Equipment & Services — continued** | **Medical Equipment & Services — continued** |
| &nbsp;&nbsp;&nbsp; Cooper Cos., Inc. (The) | 2074 | 723681 |
| &nbsp;&nbsp;&nbsp; DENTSPLY SIRONA, Inc. | 19457 | 716601 |
| &nbsp;&nbsp;&nbsp; Envista Holdings Corp. \* | 28348 | 1105288 |
| &nbsp;&nbsp;&nbsp; Globus Medical, Inc., Class A \* | 12277 | 926913 |
| &nbsp;&nbsp;&nbsp; Henry Schein, Inc. \* | 15667 | 1349712 |
| &nbsp;&nbsp;&nbsp; Hologic, Inc. \* | 16813 | 1368074 |
| &nbsp;&nbsp;&nbsp; ICU Medical, Inc. \* | 1524 | 294483 |
| &nbsp;&nbsp;&nbsp; Integra LifeSciences Holdings Corp. \* | 8769 | 502464 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings | 4567 | 1151432 |
| &nbsp;&nbsp;&nbsp; Masimo Corp. \* | 4023 | 684232 |
| &nbsp;&nbsp;&nbsp; PerkinElmer, Inc. | 7491 | 1030237 |
| &nbsp;&nbsp;&nbsp; QIAGEN NV \* | &nbsp;&nbsp; 21257 | &nbsp;&nbsp;&nbsp;&nbsp; 1041593 |
| &nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8354 | &nbsp;&nbsp;&nbsp;&nbsp; 1240402 |
| &nbsp;&nbsp;&nbsp; QuidelOrtho Corp. \* | &nbsp;&nbsp; 10265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 878787 |
| &nbsp;&nbsp;&nbsp; ResMed, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp;&nbsp;&nbsp; 1100743 |
| &nbsp;&nbsp;&nbsp; STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp; 5649 | &nbsp;&nbsp;&nbsp;&nbsp; 1166575 |
| &nbsp;&nbsp;&nbsp; Teleflex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168203 |
| &nbsp;&nbsp;&nbsp; West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830531 |
|  |  | &nbsp;&nbsp; 19662875 |
| **Mortgage Real Estate Investment Trusts — 0.6%** | **Mortgage Real Estate Investment Trusts — 0.6%** | **Mortgage Real Estate Investment Trusts — 0.6%** |
| &nbsp;&nbsp;&nbsp; Annaly Capital Management, Inc. | &nbsp;&nbsp; 10158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238408 |
| &nbsp;&nbsp;&nbsp; Rithm Capital Corp. | &nbsp;&nbsp; 86319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812262 |
| &nbsp;&nbsp;&nbsp; Starwood Property Trust, Inc. | &nbsp;&nbsp; 46161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964303 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2014973 |
| **Non-life Insurance — 3.1%** | **Non-life Insurance — 3.1%** | **Non-life Insurance — 3.1%** |
| &nbsp;&nbsp;&nbsp; American Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8104 | &nbsp;&nbsp;&nbsp;&nbsp; 1155549 |
| &nbsp;&nbsp;&nbsp; Arch Capital Group Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173874 |
| &nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6449 | &nbsp;&nbsp;&nbsp;&nbsp; 1262198 |
| &nbsp;&nbsp;&nbsp; Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613494 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400327 |
| &nbsp;&nbsp;&nbsp; Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373918 |
| &nbsp;&nbsp;&nbsp; Brown & Brown, Inc. | &nbsp;&nbsp; 16524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967646 |
| &nbsp;&nbsp;&nbsp; CNA Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7275 |
| &nbsp;&nbsp;&nbsp; Everest Re Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605663 |
| &nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc. | &nbsp;&nbsp; 10111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445187 |
| &nbsp;&nbsp;&nbsp; First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344740 |
| &nbsp;&nbsp;&nbsp; Hanover Insurance Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 2314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311418 |
| &nbsp;&nbsp;&nbsp; Hartford Financial Services Group, Inc. (The) | &nbsp;&nbsp; 16614 | &nbsp;&nbsp;&nbsp;&nbsp; 1289413 |
| &nbsp;&nbsp;&nbsp; Old Republic International Corp. | &nbsp;&nbsp; 46751 | &nbsp;&nbsp;&nbsp;&nbsp; 1233759 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484905 |
| &nbsp;&nbsp;&nbsp; WR Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283786 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9953152 |
| **Non-Renewable Energy — 5.2%** | **Non-Renewable Energy — 5.2%** | **Non-Renewable Energy — 5.2%** |
| &nbsp;&nbsp;&nbsp; Antero Midstream Corp. | 113034 | &nbsp;&nbsp;&nbsp;&nbsp; 1232071 |
| &nbsp;&nbsp;&nbsp; Antero Resources Corp. \* | &nbsp;&nbsp; 25102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723942 |
| &nbsp;&nbsp;&nbsp; APA Corp. | &nbsp;&nbsp; 20809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922463 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Non-Renewable Energy — continued** | **Non-Renewable Energy — continued** | **Non-Renewable Energy — continued** |
| &nbsp;&nbsp;&nbsp; Baker Hughes Co. | 36330 | 1153114 |
| &nbsp;&nbsp;&nbsp; Chesapeake Energy Corp. | 12240 | 1061453 |
| &nbsp;&nbsp;&nbsp; Coterra Energy, Inc. | 40040 | 1002201 |
| &nbsp;&nbsp;&nbsp; Devon Energy Corp. | 17541 | 1109293 |
| &nbsp;&nbsp;&nbsp; Diamondback Energy, Inc. | 8573 | 1252687 |
| &nbsp;&nbsp;&nbsp; DT Midstream, Inc. | 4686 | 256137 |
| &nbsp;&nbsp;&nbsp; EQT Corp. | 29423 | 961249 |
| &nbsp;&nbsp;&nbsp; Halliburton Co. | 32618 | 1344514 |
| &nbsp;&nbsp;&nbsp; HF Sinclair Corp. | 19022 | 1082352 |
| &nbsp;&nbsp;&nbsp; Marathon Oil Corp. | 41382 | 1136763 |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. | 17223 | 1292069 |
| &nbsp;&nbsp;&nbsp; Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977966 |
| &nbsp;&nbsp;&nbsp; Vitesse Energy, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62659 |
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. (The) | &nbsp;&nbsp; 35340 | &nbsp;&nbsp;&nbsp;&nbsp; 1139362 |
|  |  | &nbsp;&nbsp; 16710295 |
| **Personal Care, Drug & Grocery Stores — 2.8%** | **Personal Care, Drug & Grocery Stores — 2.8%** | **Personal Care, Drug & Grocery Stores — 2.8%** |
| &nbsp;&nbsp;&nbsp; Albertsons Cos., Inc., Class A | &nbsp;&nbsp; 45367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961780 |
| &nbsp;&nbsp;&nbsp; AmerisourceBergen Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7515 | &nbsp;&nbsp;&nbsp;&nbsp; 1269734 |
| &nbsp;&nbsp;&nbsp; Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5210 | &nbsp;&nbsp;&nbsp;&nbsp; 1229091 |
| &nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | &nbsp;&nbsp; 13056 | &nbsp;&nbsp;&nbsp;&nbsp; 1055708 |
| &nbsp;&nbsp;&nbsp; Clorox Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 6850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991127 |
| &nbsp;&nbsp;&nbsp; Grocery Outlet Holding Corp. \* | &nbsp;&nbsp; 12207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370971 |
| &nbsp;&nbsp;&nbsp; Kroger Co. (The) | &nbsp;&nbsp; 25753 | &nbsp;&nbsp;&nbsp;&nbsp; 1149356 |
| &nbsp;&nbsp;&nbsp; Olaplex Holdings, Inc. \* | &nbsp;&nbsp; 58927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371829 |
| &nbsp;&nbsp;&nbsp; Performance Food Group Co. \* | &nbsp;&nbsp;&nbsp;&nbsp; 9958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 610625 |
| &nbsp;&nbsp;&nbsp; Reynolds Consumer Products, Inc. | &nbsp;&nbsp; 21078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 627492 |
| &nbsp;&nbsp;&nbsp; Spectrum Brands Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588452 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9226165 |
| **Personal Goods — 0.5%** | **Personal Goods — 0.5%** | **Personal Goods — 0.5%** |
| &nbsp;&nbsp;&nbsp; Carter's, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220513 |
| &nbsp;&nbsp;&nbsp; Tapestry, Inc. | &nbsp;&nbsp; 28310 | &nbsp;&nbsp;&nbsp;&nbsp; 1290087 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1510600 |
| **Pharmaceuticals, Biotechnology & Marijuana Producers — 3.1%** | **Pharmaceuticals, Biotechnology & Marijuana Producers — 3.1%** | **Pharmaceuticals, Biotechnology & Marijuana Producers — 3.1%** |
| &nbsp;&nbsp;&nbsp; Biogen, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266755 |
| &nbsp;&nbsp;&nbsp; Cardinal Health, Inc. | &nbsp;&nbsp; 15997 | &nbsp;&nbsp;&nbsp;&nbsp; 1235768 |
| &nbsp;&nbsp;&nbsp; Exelixis, Inc. \* | &nbsp;&nbsp; 24093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424519 |
| &nbsp;&nbsp;&nbsp; Horizon Therapeutics plc \* | &nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 1360528 |
| &nbsp;&nbsp;&nbsp; Incyte Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 8428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717560 |
| &nbsp;&nbsp;&nbsp; Jazz Pharmaceuticals plc \* | &nbsp;&nbsp;&nbsp;&nbsp; 7965 | &nbsp;&nbsp;&nbsp;&nbsp; 1247797 |
| &nbsp;&nbsp;&nbsp; Maravai LifeSciences Holdings, Inc., Class A \* | &nbsp;&nbsp; 20125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295032 |
| &nbsp;&nbsp;&nbsp; Organon & Co. | &nbsp;&nbsp; 19811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596905 |
| &nbsp;&nbsp;&nbsp; Royalty Pharma plc | &nbsp;&nbsp; 28843 | &nbsp;&nbsp;&nbsp;&nbsp; 1130357 |
| &nbsp;&nbsp;&nbsp; Syneos Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 7506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269616 |
| &nbsp;&nbsp;&nbsp; United Therapeutics Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 4528 | &nbsp;&nbsp;&nbsp;&nbsp; 1191634 |
| &nbsp;&nbsp;&nbsp; Viatris, Inc. | 114854 | &nbsp;&nbsp;&nbsp;&nbsp; 1396625 |
|  |  | &nbsp;&nbsp; 10133096 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Precious Metals & Mining — 0.2%** | **Precious Metals & Mining — 0.2%** | **Precious Metals & Mining — 0.2%** |
| &nbsp;&nbsp;&nbsp; SSR Mining, Inc. (Canada) | 47987 | 812900 |
| **Real Estate Investment & Services — 0.7%** | **Real Estate Investment & Services — 0.7%** | **Real Estate Investment & Services — 0.7%** |
| &nbsp;&nbsp;&nbsp; CBRE Group, Inc., Class A \* | 14760 | 1262128 |
| &nbsp;&nbsp;&nbsp; Jones Lang LaSalle, Inc. \* | 5898 | 1090363 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2352491 |
| **Real Estate Investment Trusts — 9.0%** | **Real Estate Investment Trusts — 9.0%** | **Real Estate Investment Trusts — 9.0%** |
| &nbsp;&nbsp;&nbsp; American Homes 4 Rent, Class A | 16262 | 557624 |
| &nbsp;&nbsp;&nbsp; Brixmor Property Group, Inc. | 46336 | 1090286 |
| &nbsp;&nbsp;&nbsp; Camden Property Trust | 6810 | 839060 |
| &nbsp;&nbsp;&nbsp; CubeSmart | 21711 | 994147 |
| &nbsp;&nbsp;&nbsp; EPR Properties | 8082 | 343323 |
| &nbsp;&nbsp;&nbsp; Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 983123 |
| &nbsp;&nbsp;&nbsp; First Industrial Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530192 |
| &nbsp;&nbsp;&nbsp; Gaming and Leisure Properties, Inc. | &nbsp;&nbsp; 24349 | &nbsp;&nbsp;&nbsp;&nbsp; 1304132 |
| &nbsp;&nbsp;&nbsp; Highwoods Properties, Inc. | &nbsp;&nbsp; 10367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314846 |
| &nbsp;&nbsp;&nbsp; Host Hotels & Resorts, Inc. | &nbsp;&nbsp; 66888 | &nbsp;&nbsp;&nbsp;&nbsp; 1260839 |
| &nbsp;&nbsp;&nbsp; Iron Mountain, Inc. | &nbsp;&nbsp; 23582 | &nbsp;&nbsp;&nbsp;&nbsp; 1287106 |
| &nbsp;&nbsp;&nbsp; Kimco Realty Corp. | &nbsp;&nbsp; 55066 | &nbsp;&nbsp;&nbsp;&nbsp; 1236782 |
| &nbsp;&nbsp;&nbsp; Lamar Advertising Co., Class A | &nbsp;&nbsp; 12650 | &nbsp;&nbsp;&nbsp;&nbsp; 1347731 |
| &nbsp;&nbsp;&nbsp; Life Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9290 | &nbsp;&nbsp;&nbsp;&nbsp; 1003692 |
| &nbsp;&nbsp;&nbsp; Medical Properties Trust, Inc. | &nbsp;&nbsp; 50127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649145 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6171 | &nbsp;&nbsp;&nbsp;&nbsp; 1028829 |
| &nbsp;&nbsp;&nbsp; National Retail Properties, Inc. | &nbsp;&nbsp; 18793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889849 |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, Inc. | &nbsp;&nbsp; 41838 | &nbsp;&nbsp;&nbsp;&nbsp; 1231711 |
| &nbsp;&nbsp;&nbsp; Rayonier, Inc. | &nbsp;&nbsp; 23659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 860951 |
| &nbsp;&nbsp;&nbsp; Regency Centers Corp. | &nbsp;&nbsp; 17792 | &nbsp;&nbsp;&nbsp;&nbsp; 1185481 |
| &nbsp;&nbsp;&nbsp; Rexford Industrial Realty, Inc. | &nbsp;&nbsp; 15296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 970837 |
| &nbsp;&nbsp;&nbsp; Simon Property Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9242 | &nbsp;&nbsp;&nbsp;&nbsp; 1187227 |
| &nbsp;&nbsp;&nbsp; Spirit Realty Capital, Inc. | &nbsp;&nbsp; 20513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900110 |
| &nbsp;&nbsp;&nbsp; STORE Capital Corp. | &nbsp;&nbsp; 29807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960084 |
| &nbsp;&nbsp;&nbsp; Ventas, Inc. | &nbsp;&nbsp; 18700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968847 |
| &nbsp;&nbsp;&nbsp; VICI Properties, Inc. | &nbsp;&nbsp; 37043 | &nbsp;&nbsp;&nbsp;&nbsp; 1266130 |
| &nbsp;&nbsp;&nbsp; Welltower, Inc. | &nbsp;&nbsp; 14505 | &nbsp;&nbsp;&nbsp;&nbsp; 1088455 |
| &nbsp;&nbsp;&nbsp; Weyerhaeuser Co. | &nbsp;&nbsp; 38731 | &nbsp;&nbsp;&nbsp;&nbsp; 1333508 |
| &nbsp;&nbsp;&nbsp; WP Carey, Inc. | &nbsp;&nbsp; 16078 | &nbsp;&nbsp;&nbsp;&nbsp; 1375151 |
|  |  | &nbsp;&nbsp; 28989198 |
| **Retailers — 3.4%** | **Retailers — 3.4%** | **Retailers — 3.4%** |
| &nbsp;&nbsp;&nbsp; AutoNation, Inc. \* | &nbsp;&nbsp; 10027 | &nbsp;&nbsp;&nbsp;&nbsp; 1270622 |
| &nbsp;&nbsp;&nbsp; AutoZone, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483 | &nbsp;&nbsp;&nbsp;&nbsp; 1177965 |
| &nbsp;&nbsp;&nbsp; Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166648 |
| &nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | &nbsp;&nbsp; 10456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 927656 |
| &nbsp;&nbsp;&nbsp; Dick's Sporting Goods, Inc. | &nbsp;&nbsp; 10398 | &nbsp;&nbsp;&nbsp;&nbsp; 1359643 |
| &nbsp;&nbsp;&nbsp; Kohl's Corp. | &nbsp;&nbsp; 19168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620468 |
| &nbsp;&nbsp;&nbsp; Macy's, Inc. | &nbsp;&nbsp; 41264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 975068 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 1282 | &nbsp;&nbsp;&nbsp;&nbsp; 1015793 |
| &nbsp;&nbsp;&nbsp; Penske Automotive Group, Inc. | &nbsp;&nbsp; 10126 | &nbsp;&nbsp;&nbsp;&nbsp; 1294305 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Retailers — continued** | **Retailers — continued** | **Retailers — continued** |
| &nbsp;&nbsp;&nbsp; Tractor Supply Co. | 5465 | 1245965 |
| &nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | 7102 | 958344 |
|  |  | &nbsp;&nbsp; 11012477 |
| **Software & Computer Services — 5.3%** | **Software & Computer Services — 5.3%** | **Software & Computer Services — 5.3%** |
| &nbsp;&nbsp;&nbsp; Akamai Technologies, Inc. \* | 4549 | 404634 |
| &nbsp;&nbsp;&nbsp; Amdocs Ltd. | 14267 | 1311565 |
| &nbsp;&nbsp;&nbsp; ANSYS, Inc. \* | 3677 | 979406 |
| &nbsp;&nbsp;&nbsp; CACI International, Inc., Class A \* | 3482 | 1072770 |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. \* | 7205 | 1317290 |
| &nbsp;&nbsp;&nbsp; Dell Technologies, Inc., Class C | 16044 | 651707 |
| &nbsp;&nbsp;&nbsp; Dolby Laboratories, Inc., Class A | 10337 | 822412 |
| &nbsp;&nbsp;&nbsp; EPAM Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 2368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 787715 |
| &nbsp;&nbsp;&nbsp; Fortinet, Inc. \* | &nbsp;&nbsp; 19812 | &nbsp;&nbsp;&nbsp;&nbsp; 1036960 |
| &nbsp;&nbsp;&nbsp; Gartner, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3624 | &nbsp;&nbsp;&nbsp;&nbsp; 1225419 |
| &nbsp;&nbsp;&nbsp; Gen Digital, Inc. | &nbsp;&nbsp; 33907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780200 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | &nbsp;&nbsp; 62752 | &nbsp;&nbsp;&nbsp;&nbsp; 1012190 |
| &nbsp;&nbsp;&nbsp; Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908241 |
| &nbsp;&nbsp;&nbsp; Manhattan Associates, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 8752 | &nbsp;&nbsp;&nbsp;&nbsp; 1140911 |
| &nbsp;&nbsp;&nbsp; Paycom Software, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177519 |
| &nbsp;&nbsp;&nbsp; Science Applications International Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489115 |
| &nbsp;&nbsp;&nbsp; SS&C Technologies Holdings, Inc. | &nbsp;&nbsp; 17346 | &nbsp;&nbsp;&nbsp;&nbsp; 1046831 |
| &nbsp;&nbsp;&nbsp; Synopsys, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3620 | &nbsp;&nbsp;&nbsp;&nbsp; 1280575 |
| &nbsp;&nbsp;&nbsp; Tyler Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 2242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723650 |
|  |  | &nbsp;&nbsp; 17169110 |
| **Technology Hardware & Equipment — 4.8%** | **Technology Hardware & Equipment — 4.8%** | **Technology Hardware & Equipment — 4.8%** |
| &nbsp;&nbsp;&nbsp; Amphenol Corp., Class A | &nbsp;&nbsp; 15971 | &nbsp;&nbsp;&nbsp;&nbsp; 1274007 |
| &nbsp;&nbsp;&nbsp; CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6797 | &nbsp;&nbsp;&nbsp;&nbsp; 1332416 |
| &nbsp;&nbsp;&nbsp; Cirrus Logic, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 9639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 871269 |
| &nbsp;&nbsp;&nbsp; Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 680404 |
| &nbsp;&nbsp;&nbsp; Corning, Inc. | &nbsp;&nbsp; 25634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887193 |
| &nbsp;&nbsp;&nbsp; Entegris, Inc. | &nbsp;&nbsp; 10217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824614 |
| &nbsp;&nbsp;&nbsp; HP, Inc. | &nbsp;&nbsp; 25697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748811 |
| &nbsp;&nbsp;&nbsp; Jabil, Inc. | &nbsp;&nbsp; 17561 | &nbsp;&nbsp;&nbsp;&nbsp; 1380821 |
| &nbsp;&nbsp;&nbsp; Microchip Technology, Inc. | &nbsp;&nbsp; 10219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793199 |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2731 | &nbsp;&nbsp;&nbsp;&nbsp; 1164935 |
| &nbsp;&nbsp;&nbsp; National Instruments Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125982 |
| &nbsp;&nbsp;&nbsp; NetApp, Inc. | &nbsp;&nbsp; 12327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816417 |
| &nbsp;&nbsp;&nbsp; ON Semiconductor Corp. \* | &nbsp;&nbsp; 17063 | &nbsp;&nbsp;&nbsp;&nbsp; 1253277 |
| &nbsp;&nbsp;&nbsp; Qorvo, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 7562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821687 |
| &nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791927 |
| &nbsp;&nbsp;&nbsp; TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783184 |
| &nbsp;&nbsp;&nbsp; Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965540 |
|  |  | &nbsp;&nbsp; 15515683 |
| **Telecommunications Equipment — 2.2%** | **Telecommunications Equipment — 2.2%** | **Telecommunications Equipment — 2.2%** |
| &nbsp;&nbsp;&nbsp; Arista Networks, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 9109 | &nbsp;&nbsp;&nbsp;&nbsp; 1147916 |
| &nbsp;&nbsp;&nbsp; Ciena Corp. \* | &nbsp;&nbsp; 21145 | &nbsp;&nbsp;&nbsp;&nbsp; 1099963 |

---

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE ($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Telecommunications Equipment — continued** | **Telecommunications Equipment — continued** | **Telecommunications Equipment — continued** |
| &nbsp;&nbsp;&nbsp; Juniper Networks, Inc. | 38139 | 1231890 |
| &nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc. \* | 17302 | 1041234 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions, Inc. | 4666 | 1199209 |
| &nbsp;&nbsp;&nbsp; Ubiquiti, Inc. | 3982 | 1163381 |
| &nbsp;&nbsp;&nbsp; Viasat, Inc. \* | 7841 | 270122 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 7153715 |
| **Telecommunications Service Providers — 1.7%** | **Telecommunications Service Providers — 1.7%** | **Telecommunications Service Providers — 1.7%** |
| &nbsp;&nbsp;&nbsp; Altice USA, Inc., Class A \* | 168295 | 824645 |
| &nbsp;&nbsp;&nbsp; Cable One, Inc. | 1411 | 1114521 |
| &nbsp;&nbsp;&nbsp; DISH Network Corp., Class A \* | 78930 | 1135803 |
| &nbsp;&nbsp;&nbsp; Frontier Communications Parent, Inc. \* | 37088 | 1098176 |
| &nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. | 231592 | &nbsp;&nbsp;&nbsp;&nbsp; 1215858 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5389003 |
| **Travel & Leisure — 0.7%** | **Travel & Leisure — 0.7%** | **Travel & Leisure — 0.7%** |
| &nbsp;&nbsp;&nbsp; Boyd Gaming Corp. | &nbsp;&nbsp; 14937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 930724 |
| &nbsp;&nbsp;&nbsp; Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354906 |
| &nbsp;&nbsp;&nbsp; Copa Holdings SA, Class A (Panama) \* | &nbsp;&nbsp;&nbsp;&nbsp; 6847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630472 |
| &nbsp;&nbsp;&nbsp; Travel + Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238713 |
| &nbsp;&nbsp;&nbsp; Wendy's Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 1497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33383 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2188198 |
| **Waste & Disposal Services — 0.8%** | **Waste & Disposal Services — 0.8%** | **Waste & Disposal Services — 0.8%** |
| &nbsp;&nbsp;&nbsp; Clean Harbors, Inc. \* | &nbsp;&nbsp; 10526 | &nbsp;&nbsp;&nbsp;&nbsp; 1371538 |
| &nbsp;&nbsp;&nbsp; Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8676 | &nbsp;&nbsp;&nbsp;&nbsp; 1082938 |
| &nbsp;&nbsp;&nbsp; Stericycle, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 2662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143242 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2597718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks <br>(Cost $293,146,391)<br>|  | 322882080 |
| **Short-Term Investments — 0.2%** | **Short-Term Investments — 0.2%** | **Short-Term Investments — 0.2%** |
| **Investment Companies — 0.2%** | **Investment Companies — 0.2%** | **Investment Companies — 0.2%** |
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money Market Fund Class IM Shares, 4.15% (a) (b)(Cost $735,069) | 735069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735069 |
| **Total Investments — 100.1%** <br>**(Cost $293,881,460)**<br>|  | **323617149** |
| **Liabilities in Excess of Other Assets — (0.1)%** |  | **(457333)** |
| **NET ASSETS — 100.0%** |  | **323159816** |

---

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

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

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

\* Non-income producing security. 

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

(b) The rate shown is the current yield as of January 31, 2023.

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

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

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

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

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

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

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

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

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp; **Level 1** <br>Quoted prices<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Level 2** <br>Other significant <br>observable inputs<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Level 3** <br>Significant <br>unobservable inputs<br>| **Total** |
| **Total Investments in Securities** (a) | $323617149 | $— | $— | $323617149 |

---

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

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

**B. Investment Transactions with Affiliates** — The Fund invested in Underlying Funds, which are advised by the Adviser. An issuer which is under common control with the Fund may be considered an affiliate. The Fund assumes the issuers listed in the table below to be affiliated

------

**JPMorgan Diversified Return U.S. Mid Cap Equity ETF** <br>**SCHEDULE OF PORTFOLIO INVESTMENTS** <br>AS OF January 31, 2023 (Unaudited) (continued)

issuers. The Underlying Funds' distributions may be reinvested into such Underlying Funds. Reinvestment amounts are included in the purchases at cost amounts in the table below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** |
| **Security Description** | **Value at** <br>**October 31,** <br>**2022**<br>| **Purchases at** <br>**Cost**<br>| **Proceeds from** <br>**Sales**<br>| **Net Realized** <br>**Gain (Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Value at** <br>**January 31,** <br>**2023**<br>| **Shares at** <br>**January 31,** <br>**2023**<br>| **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money Market Fund <br> Class IM Shares, 4.15% (a) (b)<br>| $— | $2183602 | $2183602 | $— | $— | $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | $1684 | $— |
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money Market Fund <br> Class IM Shares, 4.15% (a) (b)<br>| &nbsp;&nbsp; 414054 | &nbsp;&nbsp; 3462282 | &nbsp;&nbsp; 3141267 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 735069 | 735069 | &nbsp;&nbsp; 7349 | &nbsp;&nbsp; — |
| **Total** | $414054 | $5645884 | $5324869 | $— | $— | $735069 |  | $9033 | $— |

---

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

 <br> (a) Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan Investment Management Inc. <br> (b) The rate shown is the current yield as of January 31, 2023.

------

## 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 Diversified Return U.S. Mid Cap Equity ETF

- **b. EDGAR series identifier (if any):** S000053745

- **c. LEI of Series:** 549300RGWB0T30E6VO11

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $323784584.80

**Total Liabilities:** $624768.78

**Net Assets:** $323159816.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000168940 | 6.33%                | -4.64%               | 6.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $342150.67               | $16082786.56                               |
| Month 2  | $543891.32               | $-15029487.15                              |
| Month 3  | $1160.92                 | $19619533.84                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                              | CBRE Group, Inc., Class A                            | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     14760 | NS      | $1262127.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                           | Brown & Brown, Inc.                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     16524 | NS      | $967645.44    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                   | Host Hotels & Resorts, Inc.                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     66888 | NS      | $1260838.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                | Entegris, Inc.                                       | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     10217 | NS      | $824614.07    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                           | Synchrony Financial                                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     26598 | NS      | $976944.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                  | Cadence Design Systems, Inc.                         | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      7205 | NS      | $1317290.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                | Carter's, Inc.                                       | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2645 | NS      | $220513.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                      | Dolby Laboratories, Inc., Class A                    | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     10337 | NS      | $822411.72    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                    | Pool Corp.                                           | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1268 | NS      | $488953.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                  | Viasat, Inc.                                         | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      7841 | NS      | $270122.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     19864 | NS      | $1352539.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      4528 | NS      | $1191633.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                            | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21711 | NS      | $994146.69    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.  | Expeditors International of Washington, Inc.         | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      7172 | NS      | $775651.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                     | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5881 | NS      | $312633.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                               | Ingredion, Inc.                                      | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     12936 | NS      | $1329820.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                              | OGE Energy Corp.                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     31491 | NS      | $1238226.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                         | Landstar System, Inc.                                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      6254 | NS      | $1080878.82   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                    | Microchip Technology, Inc.                           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     10219 | NS      | $793198.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                | Amphenol Corp., Class A                              | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     15971 | NS      | $1274006.67   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                  | AMETEK, Inc.                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      9006 | NS      | $1305149.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                 | Polaris, Inc.                                        | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      4633 | NS      | $532053.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                   | Huntington Bancshares, Inc.                          | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     78128 | NS      | $1185201.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                    | PG&E Corp.                                           | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     56747 | NS      | $902277.30    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                  | Gentex Corp.                                         | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     37019 | NS      | $1092430.69   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                           | Carlisle Cos., Inc.                                  | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1267 | NS      | $317839.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                | EPR Properties                                       | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      8082 | NS      | $343323.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                           | Flowers Foods, Inc.                                  | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     42173 | NS      | $1167770.37   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                              | Timken Co. (The)                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     16673 | NS      | $1373021.55   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                   | Jabil, Inc.                                          | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     17561 | NS      | $1380821.43   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                           | Syneos Health, Inc.                                  | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      7506 | NS      | $269615.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      9227 | NS      | $366773.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                             | ICU Medical, Inc.                                    | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1524 | NS      | $294482.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                | Ubiquiti, Inc.                                       | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3982 | NS      | $1163381.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                      | Horizon Therapeutics plc                             | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |     12400 | NS      | $1360528.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                     | NVR, Inc.                                            | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |        30 | NS      | $158100.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                      | Jazz Pharmaceuticals plc                             | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      7965 | NS      | $1247796.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.       | Mid-America Apartment Communities, Inc.              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      6171 | NS      | $1028829.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                             | Gen Digital, Inc.                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     33907 | NS      | $780200.07    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                         | Harley-Davidson, Inc.                                | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1959 | NS      | $90172.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                         | J M Smucker Co. (The)                                | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      8230 | NS      | $1257544.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                 | Premier, Inc., Class A                               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23308 | NS      | $777554.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                 | Cummins, Inc.                                        | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      5055 | NS      | $1261424.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                        | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     11503 | NS      | $1111764.95   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                  | Biogen, Inc.                                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |       917 | NS      | $266755.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                | WP Carey, Inc.                                       | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     16078 | NS      | $1375151.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd.                                    | Bunge Ltd.                                           | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     11011 | NS      | $1091190.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.             | Fidelity National Financial, Inc.                    | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     10111 | NS      | $445187.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                            | Crane Holdings Co.                                   | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      3482 | NS      | $403598.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.          | Frontier Communications Parent, Inc.                 | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37088 | NS      | $1098175.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                       | Republic Services, Inc.                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8676 | NS      | $1082938.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                         | Everest Re Group Ltd.                                | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |      1732 | NS      | $605663.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed, Inc.                                  | ResMed, Inc.                                         | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4820 | NS      | $1100743.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                   | Spirit Realty Capital, Inc.                          | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     20513 | NS      | $900110.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                       | Chesapeake Energy Corp.                              | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     12240 | NS      | $1061452.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                          | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     10509 | NS      | $411847.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                            | Devon Energy Corp.                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     17541 | NS      | $1109292.84   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.           | Gaming and Leisure Properties, Inc.                  | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     24349 | NS      | $1304132.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy, Inc.                          | Vitesse Energy, Inc.                                 | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3926 | NS      | $62658.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp.                      | Texas Pacific Land Corp.                             | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $977966.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                 | Enhabit, Inc.                                        | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      6664 | NS      | $102359.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     19591 | NS      | $1165468.59   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                            | Life Storage, Inc.                                   | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      9290 | NS      | $1003691.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                 | Gartner, Inc.                                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      3624 | NS      | $1225419.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.             | Choice Hotels International, Inc.                    | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      2888 | NS      | $354906.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                 | Starwood Property Trust, Inc.                        | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     46161 | NS      | $964303.29    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                        | Univar Solutions, Inc.                               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     38539 | NS      | $1328824.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                         | Albertsons Cos., Inc., Class A                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     45367 | NS      | $961780.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                     | UGI Corp.                                            | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     30447 | NS      | $1212704.01   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                 | Snap-on, Inc.                                        | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      5323 | NS      | $1323989.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                   | Acadia Healthcare Co., Inc.                          | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     14388 | NS      | $1208879.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                              | Kroger Co. (The)                                     | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     25753 | NS      | $1149356.39   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                            | DISH Network Corp., Class A                          | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     78930 | NS      | $1135802.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                | Spectrum Brands Holdings, Inc.                       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      8669 | NS      | $588451.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                         | Camden Property Trust                                | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6810 | NS      | $839060.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                          | Edison International                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     17238 | NS      | $1187698.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                | DTE Energy Co.                                       | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |      9497 | NS      | $1105165.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                            | Hormel Foods Corp.                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     26955 | NS      | $1221331.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                       | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     16262 | NS      | $557623.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                     | QIAGEN NV                                            | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     20396 | NS      | $999404.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                       | Lumentum Holdings, Inc.                              | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     17302 | NS      | $1041234.36   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp.                              | Bio-Techne Corp.                                     | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      2895 | NS      | $230615.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     12566 | NS      | $408269.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                | Teleflex, Inc.                                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       691 | NS      | $168203.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                         | Arista Networks, Inc.                                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      9109 | NS      | $1147916.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                            | Atmos Energy Corp.                                   | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     10540 | NS      | $1238871.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                       | Regions Financial Corp.                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     23606 | NS      | $555685.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                         | Assured Guaranty Ltd.                                | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      6395 | NS      | $400327.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                   | Nucor Corp.                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      8549 | NS      | $1444951.98   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                        | Juniper Networks, Inc.                               | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     38139 | NS      | $1231889.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp.                                     | LKQ Corp.                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      3895 | NS      | $229649.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                    | Simon Property Group, Inc.                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      9242 | NS      | $1187227.32   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                | Hewlett Packard Enterprise Co.                       | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     62752 | NS      | $1012189.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                             | Morningstar, Inc.                                    | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       542 | NS      | $131640.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                          | Steel Dynamics, Inc.                                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     12315 | NS      | $1485681.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.              | Omega Healthcare Investors, Inc.                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     41838 | NS      | $1231710.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                 | Raymond James Financial, Inc.                        | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      6850 | NS      | $772474.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                | Teradyne, Inc.                                       | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      9494 | NS      | $965539.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                  | Bruker Corp.                                         | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     15515 | NS      | $1087911.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                | Assurant, Inc.                                       | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      4627 | NS      | $613493.93    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                       | Molina Healthcare, Inc.                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      3665 | NS      | $1142856.95   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                                    | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19022 | NS      | $1082351.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group, Inc. (The) | Hartford Financial Services Group, Inc. (The)        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     16614 | NS      | $1289412.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                    | Lamb Weston Holdings, Inc.                           | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     14406 | NS      | $1439015.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                     | Nexstar Media Group, Inc.                            | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      6525 | NS      | $1336124.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                             | QuidelOrtho Corp.                                    | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     10265 | NS      | $878786.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                      | Jones Lang LaSalle, Inc.                             | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      5898 | NS      | $1090363.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                | Comerica, Inc.                                       | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4065 | NS      | $298005.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                              | Stericycle, Inc.                                     | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      2662 | NS      | $143242.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                         | McCormick & Co., Inc. (Non-Voting)                   | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      8826 | NS      | $663009.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                            | EPAM Systems, Inc.                                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2368 | NS      | $787715.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                       | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     24093 | NS      | $424518.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                 | Popular, Inc.                                        | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     11299 | NS      | $775563.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                      | Skyworks Solutions, Inc.                             | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      7221 | NS      | $791927.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                         | Dentsply Sirona, Inc.                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     19457 | NS      | $716601.31    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                     | Williams Cos., Inc. (The)                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     35340 | NS      | $1139361.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                          | Globus Medical, Inc., Class A                        | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     12277 | NS      | $926913.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                 | Hologic, Inc.                                        | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     16813 | NS      | $1368073.81   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.              | Old Republic International Corp.                     | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     46751 | NS      | $1233758.89   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                              | Weyerhaeuser Co.                                     | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     38731 | NS      | $1333508.33   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger, Inc.                             | WW Grainger, Inc.                                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      2127 | NS      | $1253823.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                           | Rithm Capital Corp.                                  | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     86319 | NS      | $812261.79    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                     | Church & Dwight Co., Inc.                            | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     13056 | NS      | $1055708.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                         | Regency Centers Corp.                                | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     17792 | NS      | $1185480.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                         | Pilgrim's Pride Corp.                                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     25902 | NS      | $628900.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                               | NewMarket Corp.                                      | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       532 | NS      | $183279.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                             | PerkinElmer, Inc.                                    | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      7491 | NS      | $1030237.23   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems, Inc.                           | Veeva Systems, Inc., Class A                         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      5880 | NS      | $1002834.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM          | Liberty Media Corp.-Liberty SiriusXM, Class A        | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11849 | NS      | $481306.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                    | Performance Food Group Co.                           | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      9958 | NS      | $610624.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                    | Bio-Rad Laboratories, Inc., Class A                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1876 | NS      | $876954.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                | Huntsman Corp.                                       | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     45654 | NS      | $1446775.26   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.               | Universal Health Services, Inc., Class B             | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      6961 | NS      | $1031689.81   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                    | Builders FirstSource, Inc.                           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     20012 | NS      | $1594956.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                  | Ventas, Inc.                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     18700 | NS      | $968847.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                    | Axis Capital Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5976 | NS      | $373918.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                 | Ashland, Inc.                                        | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     11330 | NS      | $1238029.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.               | Lincoln Electric Holdings, Inc.                      | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      5157 | NS      | $860548.59    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                     | Consolidated Edison, Inc.                            | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     12922 | NS      | $1231595.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                           | CNA Financial Corp.                                  | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |       167 | NS      | $7274.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                            | Kimco Realty Corp.                                   | CUSIP: 49446R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55066 | NS      | $1236782.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                                | Celanese Corp.                                       | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      8368 | NS      | $1030937.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.               | Annaly Capital Management, Inc.                      | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     10158 | NS      | $238408.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                      | Diamondback Energy, Inc.                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8573 | NS      | $1252686.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                     | Darling Ingredients, Inc.                            | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     16259 | NS      | $1077809.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                            | Ryder System, Inc.                                   | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      5758 | NS      | $543612.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                  | LyondellBasell Industries NV, Class A                | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     15009 | NS      | $1451220.21   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                 | Corteva, Inc.                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     18927 | NS      | $1219845.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                         | Williams-Sonoma, Inc.                                | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7102 | NS      | $958343.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                       | Element Solutions, Inc.                              | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     59720 | NS      | $1223065.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                               | TD SYNNEX Corp.                                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      7667 | NS      | $783184.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                               | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     12336 | NS      | $770383.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                     | APA Corp.                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     20809 | NS      | $922462.97    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                   | Prosperity Bancshares, Inc.                          | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2809 | NS      | $213090.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                              | Clorox Co. (The)                                     | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      6850 | NS      | $991126.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                             | Eversource Energy                                    | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      4191 | NS      | $345045.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                  | Nasdaq, Inc.                                         | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     11744 | NS      | $706871.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                | AutoZone, Inc.                                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       483 | NS      | $1177964.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                               | Valvoline, Inc.                                      | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     38427 | NS      | $1408733.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)         | Interpublic Group of Cos., Inc. (The)                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     37268 | NS      | $1358791.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                   | Discover Financial Services                          | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      7340 | NS      | $856798.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                  | Invesco Ltd.                                         | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     52859 | NS      | $978420.09    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings, Inc.                        | Olaplex Holdings, Inc.                               | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58927 | NS      | $371829.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                     | ADT, Inc.                                            | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13238 | NS      | $116362.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                   | ANSYS, Inc.                                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      3677 | NS      | $979405.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                   | Amdocs Ltd.                                          | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     14267 | NS      | $1311565.31   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                               | Whirlpool Corp.                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      5537 | NS      | $861501.83    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co.                                  | WestRock Co.                                         | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |      5703 | NS      | $223785.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                       | International Paper Co.                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     23178 | NS      | $969303.96    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                              | Concentrix Corp.                                     | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4798 | NS      | $680404.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                   | Keysight Technologies, Inc.                          | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7094 | NS      | $1272308.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                     | IAA, Inc.                                            | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      9828 | NS      | $410122.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                    | IDEX Corp.                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      5395 | NS      | $1293073.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.            | Hawaiian Electric Industries, Inc.                   | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     21784 | NS      | $920809.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                           | Sonoco Products Co.                                  | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      9914 | NS      | $605844.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                  | Chemed Corp.                                         | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2437 | NS      | $1231026.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.               | Robert Half International, Inc.                      | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      7923 | NS      | $665215.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                  | Grocery Outlet Holding Corp.                         | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12207 | NS      | $370970.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                           | Clean Harbors, Inc.                                  | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     10526 | NS      | $1371537.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp.                            | Marathon Oil Corp.                                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     41382 | NS      | $1136763.54   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                            | Royalty Pharma plc, Class A                          | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     18334 | NS      | $718509.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                       | Arch Capital Group Ltd.                              | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |      2702 | NS      | $173873.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                                | Fortinet, Inc.                                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     19812 | NS      | $1036960.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                             | Xcel Energy, Inc.                                    | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     16686 | NS      | $1147496.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                          | Conagra Brands, Inc.                                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     33354 | NS      | $1240435.26   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                      | Motorola Solutions, Inc.                             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      4666 | NS      | $1199208.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                             | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    231592 | NS      | $1215858.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                         | Cardinal Health, Inc.                                | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     15997 | NS      | $1235768.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.         | Public Service Enterprise Group, Inc.                | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     19073 | NS      | $1181190.89   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                        | Antero Resources Corp.                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     25102 | NS      | $723941.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                         | Eagle Materials, Inc.                                | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      2572 | NS      | $375717.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp. of America Holdings          | Laboratory Corp. of America Holdings                 | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |      4567 | NS      | $1151432.04   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                      | Arthur J Gallagher & Co.                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      6449 | NS      | $1262198.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                     | PPL Corp.                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     42553 | NS      | $1259568.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     15048 | NS      | $825382.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                  | Macy's, Inc.                                         | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     41264 | NS      | $975068.32    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                       | KeyCorp                                              | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     18817 | NS      | $361098.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                              | WR Berkley Corp.                                     | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |      4046 | NS      | $283786.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                        | Antero Midstream Corp.                               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113034 | NS      | $1232070.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                          | Travel + Leisure Co.                                 | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      5634 | NS      | $238712.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                 | Corning, Inc.                                        | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     25634 | NS      | $887192.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                           | Fifth Third Bancorp                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     14919 | NS      | $541410.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                              | AptarGroup, Inc.                                     | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       195 | NS      | $22549.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                             | FirstEnergy Corp.                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     30770 | NS      | $1260031.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                        | Cleveland-Cliffs, Inc.                               | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     67785 | NS      | $1447209.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                  | Casey's General Stores, Inc.                         | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      5210 | NS      | $1229091.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.           | First Industrial Realty Trust, Inc.                  | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9938 | NS      | $530192.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)           | Hanover Insurance Group, Inc. (The)                  | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      2314 | NS      | $311418.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                | NiSource, Inc.                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     43862 | NS      | $1217170.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                         | Quanta Services, Inc.                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      8553 | NS      | $1301681.07   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                    | Constellation Energy Corp.                           | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      9911 | NS      | $846002.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                   | Ciena Corp.                                          | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     21145 | NS      | $1099962.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                      | HP, Inc.                                             | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     25697 | NS      | $748810.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                           | Post Holdings, Inc.                                  | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     13538 | NS      | $1285433.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                  | Kohl's Corp.                                         | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     19168 | NS      | $620468.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                      | Schneider National, Inc., Class B                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      7889 | NS      | $209058.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                            | Chemours Co. (The)                                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     41198 | NS      | $1499195.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                    | Manhattan Associates, Inc.                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      8752 | NS      | $1140910.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.               | Rexford Industrial Realty, Inc.                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     15296 | NS      | $970837.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                     | EQT Corp.                                            | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     29423 | NS      | $961249.41    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                            | Henry Schein, Inc.                                   | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     15667 | NS      | $1349712.05   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                            | Brown-Forman Corp., Class B                          | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     14783 | NS      | $984252.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                               | Halliburton Co.                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     32618 | NS      | $1344513.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                             | Campbell Soup Co.                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     23621 | NS      | $1226638.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                       | RPM International, Inc.                              | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     12229 | NS      | $1099509.39   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                  | Lennar Corp., Class A                                | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     12325 | NS      | $1262080.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                             | Tyson Foods, Inc., Class A                           | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     14151 | NS      | $930428.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.               | MSC Industrial Direct Co., Inc., Class A             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8266 | NS      | $683598.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                     | Akamai Technologies, Inc.                            | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      4549 | NS      | $404633.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                          | Avery Dennison Corp.                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      1766 | NS      | $334551.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                 | Reliance Steel & Aluminum Co.                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      6060 | NS      | $1378347.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                  | Vistra Corp.                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     49362 | NS      | $1138287.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                       | Cooper Cos., Inc. (The)                              | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2074 | NS      | $723680.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.           | Integra LifeSciences Holdings Corp.                  | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      8769 | NS      | $502463.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                  | Masimo Corp.                                         | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      4023 | NS      | $684231.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                | Westlake Corp.                                       | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     11771 | NS      | $1444890.25   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                 | Organon & Co.                                        | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     19811 | NS      | $596905.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                 | Viatris, Inc.                                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    114854 | NS      | $1396624.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                  | Ameren Corp.                                         | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     13362 | NS      | $1160756.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.           | Maravai LifeSciences Holdings, Inc., Class A         | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20125 | NS      | $295032.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.      | Science Applications International Corp.             | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      4713 | NS      | $489115.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                              | CMS Energy Corp.                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     18320 | NS      | $1157640.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.              | Reynolds Consumer Products, Inc.                     | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21078 | NS      | $627492.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.              | SS&C Technologies Holdings, Inc.                     | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     17346 | NS      | $1046831.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                              | Altice USA, Inc., Class A                            | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |    168295 | NS      | $824645.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                    | Olin Corp.                                           | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     22451 | NS      | $1450110.09   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                               | Welltower, Inc.                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     14505 | NS      | $1088455.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                          | Coterra Energy, Inc.                                 | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     40040 | NS      | $1002201.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.            | West Pharmaceutical Services, Inc.                   | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3127 | NS      | $830531.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                 | Penske Automotive Group, Inc.                        | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     10126 | NS      | $1294305.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                    | Ameriprise Financial, Inc.                           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3239 | NS      | $1134038.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                         | VICI Properties, Inc.                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     37043 | NS      | $1266129.74   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings, Inc.                          | IQVIA Holdings, Inc.                                 | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      5320 | NS      | $1220461.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                    | Agilent Technologies, Inc.                           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      7808 | NS      | $1187440.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                       | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      8104 | NS      | $1155549.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                   | Dick's Sporting Goods, Inc.                          | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     10398 | NS      | $1359642.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                | First American Financial Corp.                       | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      5572 | NS      | $344739.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                  | LPL Financial Holdings, Inc.                         | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      5369 | NS      | $1273097.28   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                 | Hubbell, Inc.                                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      4724 | NS      | $1081370.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                 | Nordson Corp.                                        | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |       830 | NS      | $201939.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                       | Western Union Co. (The)                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     11958 | NS      | $169444.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.              | National Retail Properties, Inc.                     | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     18793 | NS      | $889848.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                   | Kellogg Co.                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     17365 | NS      | $1190891.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10027 | NS      | $1270621.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.               | Principal Financial Group, Inc.                      | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     14148 | NS      | $1309397.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                 | Paychex, Inc.                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      7130 | NS      | $826081.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                 | Textron, Inc.                                        | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      5660 | NS      | $412331.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                       | Quest Diagnostics, Inc.                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      8354 | NS      | $1240401.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                     | Molson Coors Beverage Co., Class B                   | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     22986 | NS      | $1208603.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                   | Alcoa Corp.                                          | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     18745 | NS      | $979238.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings, Inc.                  | CF Industries Holdings, Inc.                         | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     11716 | NS      | $992345.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                          | Bank of Hawaii Corp.                                 | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3157 | NS      | $241478.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                  | Evergy, Inc.                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     18048 | NS      | $1130707.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                   | Graco, Inc.                                          | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     16125 | NS      | $1101660.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp.                                     | CDW Corp.                                            | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      6797 | NS      | $1332415.91   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                  | Hexcel Corp.                                         | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     13136 | NS      | $927138.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                           | First Horizon Corp.                                  | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     13346 | NS      | $330046.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                       | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     23659 | NS      | $860951.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                              | SSR Mining, Inc.                                     | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     47987 | NS      | $812899.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                | Tapestry, Inc.                                       | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     28310 | NS      | $1290086.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                     | ITT, Inc.                                            | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4326 | NS      | $396218.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund    | JPMorgan U.S. Government Money Market Fund, Class IM | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |    735069 | NS      | $735068.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                             | Boyd Gaming Corp.                                    | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     14937 | NS      | $930724.47    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                        | OneMain Holdings, Inc.                               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     19487 | NS      | $840669.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                   | Pinnacle West Capital Corp.                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     16175 | NS      | $1205846.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                    | STERIS plc                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5649 | NS      | $1166574.99   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line, Inc.               | Old Dominion Freight Line, Inc.                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      3788 | NS      | $1262313.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                    | Unum Group                                           | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     17477 | NS      | $734558.31    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                          | Alliant Energy Corp.                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     17288 | NS      | $934070.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                   | Masco Corp.                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     16225 | NS      | $863170.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                            | State Street Corp.                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     15974 | NS      | $1458905.42   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                             | Wendy's Co. (The)                                    | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      1497 | NS      | $33383.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                        | ON Semiconductor Corp.                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     17063 | NS      | $1253277.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                    | National Instruments Corp.                           | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      2333 | NS      | $125982.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                     | United States Steel Corp.                            | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     48208 | NS      | $1373445.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                        | WEC Energy Group, Inc.                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     12779 | NS      | $1201098.21   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.            | Reinsurance Group of America, Inc.                   | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3195 | NS      | $484905.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                  | PACCAR, Inc.                                         | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      3607 | NS      | $394281.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                              | Baker Hughes Co.                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36330 | NS      | $1153114.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                  | NetApp, Inc.                                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     12327 | NS      | $816417.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      7562 | NS      | $821686.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                     | FNB Corp.                                            | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     15485 | NS      | $220970.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                            | Tractor Supply Co.                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5465 | NS      | $1245965.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.           | Allison Transmission Holdings, Inc.                  | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     19730 | NS      | $889428.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                 | IDACORP, Inc.                                        | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     10562 | NS      | $1117565.22   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                             | Hershey Co. (The)                                    | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      5396 | NS      | $1211941.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                      | Tyler Technologies, Inc.                             | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      2242 | NS      | $723650.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                    | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3482 | NS      | $1072769.38   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                | Synopsys, Inc.                                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3620 | NS      | $1280575.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                     | O'Reilly Automotive, Inc.                            | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1282 | NS      | $1015792.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                  | Incyte Corp.                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      8428 | NS      | $717559.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                | Medical Properties Trust, Inc.                       | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     50127 | NS      | $649144.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid, Inc.                                | Avangrid, Inc.                                       | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |     19738 | NS      | $832351.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                         | Parker-Hannifin Corp.                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3205 | NS      | $1044830.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                           | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     10367 | NS      | $314845.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                            | Cirrus Logic, Inc.                                   | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      9639 | NS      | $871269.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                         | Paycom Software, Inc.                                | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       548 | NS      | $177519.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                         | Leidos Holdings, Inc.                                | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      9189 | NS      | $908240.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                | Toro Co. (The)                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      9474 | NS      | $1056540.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                            | DT Midstream, Inc.                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4686 | NS      | $256136.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                         | Targa Resources Corp.                                | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     17223 | NS      | $1292069.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3622 | NS      | $166648.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                         | Leggett & Platt, Inc.                                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     12118 | NS      | $443034.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                         | Silgan Holdings, Inc.                                | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     11597 | NS      | $624962.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita, Inc.                                  | DaVita, Inc.                                         | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     10017 | NS      | $825300.63    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     13128 | NS      | $620691.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                  | Fastenal Co.                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     21616 | NS      | $1092688.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                       | Dell Technologies, Inc., Class C                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     16044 | NS      | $651707.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                 | Entergy Corp.                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      9242 | NS      | $1000723.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                     | FMC Corp.                                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      9696 | NS      | $1290828.48   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                           | STORE Capital Corp.                                  | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     29807 | NS      | $960083.47    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                | Amedisys, Inc.                                       | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      4131 | NS      | $399302.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                            | MP Materials Corp.                                   | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $118271.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.              | Fortune Brands Innovations, Inc.                     | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      8462 | NS      | $545883.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                              | NRG Energy, Inc.                                     | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     29861 | NS      | $1021843.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                              | Mosaic Co. (The)                                     | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     24695 | NS      | $1223390.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                | M&T Bank Corp.                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5087 | NS      | $793572.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp.                       | AmerisourceBergen Corp.                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7515 | NS      | $1269734.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy, Inc.                      | CenterPoint Energy, Inc.                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     41019 | NS      | $1235492.28   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                | Citizens Financial Group, Inc.                       | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      8650 | NS      | $374718.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                          | Eastman Chemical Co.                                 | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     11472 | NS      | $1011486.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                         | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     46336 | NS      | $1090286.08   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                               | Cable One, Inc.                                      | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1411 | NS      | $1114520.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                    | Packaging Corp. of America                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      6693 | NS      | $955091.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.             | Booz Allen Hamilton Holding Corp.                    | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |      3446 | NS      | $326129.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                              | Copa Holdings SA, Class A                            | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      6847 | NS      | $630471.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                           | Iron Mountain, Inc.                                  | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     23582 | NS      | $1287105.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                     | QIAGEN NV                                            | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |       861 | NS      | $42189.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                     | Extra Space Storage, Inc.                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6229 | NS      | $983123.07    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                   | Garmin Ltd.                                          | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |      7887 | NS      | $779866.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                         | National Fuel Gas Co.                                | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     19127 | NS      | $1110513.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                       | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     12650 | NS      | $1347731.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                        | Envista Holdings Corp.                               | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     28348 | NS      | $1105288.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                               | H&R Block, Inc.                                      | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     21291 | NS      | $829923.18    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                   | Service Corp. International                          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     13939 | NS      | $1033576.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                      | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     33365 | NS      | $1310577.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                          | FTI Consulting, Inc.                                 | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2125 | NS      | $338980.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                | Monolithic Power Systems, Inc.                       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |      2731 | NS      | $1164935.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp.                               | A O Smith Corp.                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     14875 | NS      | $1007037.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                         | Virtu Financial, Inc., Class A                       | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     30397 | NS      | $586966.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                             | Masterbrand, Inc.                                    | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     12383 | NS      | $113923.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                            | Best Buy Co., Inc.                                   | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     10456 | NS      | $927656.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**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