# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-015482
**Filing Date:** 2026-6
**Character Count:** 228225
**Document Hash:** 01cdba8620d027ed5abb83866fea7ee7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015482.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 261125181

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

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

## Series and Classes Contracts Data

### JPMorgan Flexible Income ETF (Series ID: S000088766)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000255141 | JPMorgan Flexible Income ETF | JFLI            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Flexible Income ETF

- **b. EDGAR series identifier (if any):** S000088766

- **c. LEI of Series:** 529900IH92J2PQTN2J94

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $45592253.51

**Total Liabilities:** $719086.98

**Net Assets:** $44873166.53

**Cash Not Reported:** $59255.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255141 | 1.70%                | -3.99%               | 5.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-64599.92               | $449562.19                                 |
| Month 2  | $-37122.63               | $-1466750.55                               |
| Month 3  | $213917.40               | $1337699.14                                |

**Designated Index Information**

- **Index Name:** 75% WRLDRNRUSD0, 25% 1TRUSD0

- **Index Identifier:** IBXUSD001882

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T, Inc.                                              | AT&T, Inc.                                                       | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      3373 | NS      | $88136.49     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                            | AbbVie, Inc.                                                     | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       576 | NS      | $121720.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Barratt Redrow plc                                      | Barratt Redrow plc                                               | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |      4555 | NS      | $15513.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Balfour Beatty plc                                      | Balfour Beatty plc                                               | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |       839 | NS      | $9322.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                              | British Land Co. plc (The)                                       | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |      3742 | NS      | $19800.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                    | Alliant Energy Corp.                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       335 | NS      | $24599.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                          | Alphabet, Inc., Class A                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       165 | NS      | $63492.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | Altria Group, Inc.                                               | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       694 | NS      | $50419.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.                       | American Electric Power Co., Inc.                                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       378 | NS      | $51827.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                            | British American Tobacco plc                                     | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       801 | NS      | $47174.75     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                    | American Tower Corp.                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        53 | NS      | $9683.63      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                             | Amgen, Inc.                                                      | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       139 | NS      | $48128.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                          | Amphenol Corp., Class A                                          | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       415 | NS      | $61117.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                    | Analog Devices, Inc.                                             | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       187 | NS      | $75222.62     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Games Workshop Group plc                                | Games Workshop Group plc                                         | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |        15 | NS      | $3978.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                              | Archer-Daniels-Midland Co.                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |       681 | NS      | $50761.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp.                                   | Ares Management Corp., Class A                                   | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       389 | NS      | $45668.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                     | Imperial Brands plc                                              | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        66 | NS      | $2507.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group plc                                         | Mitie Group plc                                                  | CUSIP: N/A<br>LEI: 213800MTCLTKEHWZMJ03       | Long             | EC               | CORP              | GB        |      3794 | NS      | $8972.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                             | AvalonBay Communities, Inc.                                      | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |       107 | NS      | $19581.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                                    | Avery Dennison Corp.                                             | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       197 | NS      | $32294.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                       | HSBC Holdings plc                                                | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      2403 | NS      | $44214.78     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Co.                                        | Baker Hughes Co., Class A                                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $69391.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                   | Bank of America Corp.                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1567 | NS      | $83771.82     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                           | Persimmon plc                                                    | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       617 | NS      | $8896.81      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                          | Prudential plc                                                   | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       682 | NS      | $10277.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                           | Rio Tinto plc                                                    | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |       743 | NS      | $74847.28     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                  | Becton Dickinson & Co.                                           | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |       147 | NS      | $21908.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE plc                                                 | SSE plc                                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |       648 | NS      | $23201.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                  | BP plc                                                           | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      2354 | NS      | $18633.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Sindall Group plc                                | Morgan Sindall Group plc                                         | CUSIP: N/A<br>LEI: 2138008339ULDGZRB345       | Long             | EC               | CORP              | GB        |       119 | NS      | $7584.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                                      | Best Buy Co., Inc.                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       660 | NS      | $39923.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                | Lloyds Banking Group plc                                         | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |     10952 | NS      | $14887.08     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Plus plc                                        | Telecom Plus plc                                                 | CUSIP: N/A<br>LEI: 549300QGHDX5UKE58G86       | Long             | EC               | CORP              | GB        |       267 | NS      | $4250.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                        | Blackstone, Inc.                                                 | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       121 | NS      | $15195.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca plc                                         | AstraZeneca plc                                                  | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       330 | NS      | $62608.38     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                | Bristol-Myers Squibb Co.                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      1585 | NS      | $96035.15     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                          | Broadcom, Inc.                                                   | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       625 | NS      | $260893.75    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                                         | CME Group, Inc.                                                  | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       223 | NS      | $64183.86     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                           | Chevron Corp.                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $92788.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                     | Cisco Systems, Inc.                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       593 | NS      | $54259.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                     | Coca-Cola Co. (The)                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       929 | NS      | $73168.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                           | Comcast Corp., Class A                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      1480 | NS      | $40019.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd.                                 | Agnico Eagle Mines Ltd.                                          | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        72 | NS      | $13539.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia (The)                               | Bank of Nova Scotia (The)                                        | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       616 | NS      | $47924.97     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                               | Consolidated Edison, Inc.                                        | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       375 | NS      | $41808.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                              | Constellation Brands, Inc., Class A                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |       282 | NS      | $44155.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd.                         | Canadian Natural Resources Ltd.                                  | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |      1019 | NS      | $48641.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp. Ltd.                                | Canadian Tire Corp. Ltd., Class A                                | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |       229 | NS      | $31847.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp.                                         | Open Text Corp.                                                  | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |       446 | NS      | $10109.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle, Inc.                                      | Crown Castle, Inc.                                               | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |       522 | NS      | $46343.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                           | Cummins, Inc.                                                    | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        89 | NS      | $59719.89     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                          | DTE Energy Co.                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       274 | NS      | $41563.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis, Inc.                                            | Fortis, Inc.                                                     | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |       833 | NS      | $47636.79     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                | Darden Restaurants, Inc.                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       206 | NS      | $41315.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp.                                             | TELUS Corp.                                                      | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |      3307 | NS      | $41412.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great-West Lifeco, Inc.                                 | Great-West Lifeco, Inc.                                          | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |       818 | NS      | $43707.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA                      | Millicom International Cellular SA                               | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |       134 | NS      | $11373.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                          | Enbridge, Inc.                                                   | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       908 | NS      | $50361.63     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust, Inc.                              | Digital Realty Trust, Inc.                                       | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       186 | NS      | $37374.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                                   | Walt Disney Co. (The)                                            | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       680 | NS      | $70550.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International, Inc.                               | Magna International, Inc.                                        | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |       851 | NS      | $54160.53     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial, Inc.                                | Sun Life Financial, Inc.                                         | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |       580 | NS      | $41789.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                   | Dominion Energy, Inc.                                            | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       704 | NS      | $45408.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow, Inc.                                               | Dow, Inc.                                                        | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1187 | NS      | $48061.63     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                                       | Duke Energy Corp.                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       342 | NS      | $44306.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera, Inc.                                             | Emera, Inc.                                                      | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        33 | NS      | $1760.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                     | EOG Resources, Inc.                                              | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       579 | NS      | $81390.03     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp. of Canada                                   | Power Corp. of Canada                                            | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |       546 | NS      | $30460.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quebecor, Inc.                                          | Quebecor, Inc., Class B                                          | CUSIP: 748193208<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       210 | NS      | $8839.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                    | Edison International                                             | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       676 | NS      | $46975.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                    | Emerson Electric Co.                                             | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       570 | NS      | $80050.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                      | Equity Residential                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       717 | NS      | $46877.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                                            | Evergy, Inc.                                                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       580 | NS      | $48047.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                       | Eversource Energy                                                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       614 | NS      | $43409.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                            | Exelon Corp.                                                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       902 | NS      | $41482.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                                     | Expedia Group, Inc.                                              | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $26078.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                               | Extra Space Storage, Inc.                                        | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $46295.59     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                       | Exxon Mobil Corp.                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       219 | NS      | $33798.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                    | Meta Platforms, Inc., Class A                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        58 | NS      | $35490.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                            | Fastenal Co.                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       932 | NS      | $41874.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                            | Barclays plc                                                     | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      2197 | NS      | $12913.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.            | Fidelity National Information Services, Inc.                     | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1154 | NS      | $53695.62     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Next plc                                                | Next plc                                                         | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |        44 | NS      | $7765.50      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher plc                                          | Kingfisher plc                                                   | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |      1003 | NS      | $3944.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV plc                                                 | ITV plc                                                          | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |      5238 | NS      | $5699.68      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                          | Ford Motor Co.                                                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      3676 | NS      | $44406.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp.                                  | General Dynamics Corp.                                           | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        27 | NS      | $9296.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                     | General Mills, Inc.                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      1139 | NS      | $40218.09     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                                       | Genuine Parts Co.                                                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |        79 | NS      | $8471.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                   | Gilead Sciences, Inc.                                            | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       541 | NS      | $70784.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd.                                        | Gold Fields Ltd.                                                 | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |       511 | NS      | $21707.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                         | Goldman Sachs Group, Inc. (The)                                  | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        25 | NS      | $23094.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues SA                                             | Bouygues SA                                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |       138 | NS      | $8161.29      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                 | Veolia Environnement SA                                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |       219 | NS      | $9261.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HP, Inc.                                                | HP, Inc.                                                         | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      2206 | NS      | $46017.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                | Generali                                                         | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |       222 | NS      | $9948.26      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                              | L'Oreal SA                                                       | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        30 | NS      | $12920.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                     | LVMH Moet Hennessy Louis Vuitton SE                              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        18 | NS      | $9615.77      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                     | Intesa Sanpaolo SpA                                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      8167 | NS      | $55488.49     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                          | BPER Banca SpA                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |       576 | NS      | $8502.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                            | Capgemini SE                                                     | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |       171 | NS      | $20796.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                           | Carlsberg A/S, Class B                                           | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |        50 | NS      | $6770.69      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                       | Hershey Co. (The)                                                | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       214 | NS      | $39748.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                          | Hewlett Packard Enterprise Co.                                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      1802 | NS      | $51843.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                            | KBC Group NV                                                     | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        47 | NS      | $6255.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                        | Wartsila OYJ Abp                                                 | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |       402 | NS      | $16882.87     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                         | Danske Bank A/S                                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |      1180 | NS      | $60662.04     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                   | International Business Machines Corp.                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       147 | NS      | $33954.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                | International Flavors & Fragrances, Inc.                         | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |       457 | NS      | $32081.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                                          | Continental AG                                                   | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |       100 | NS      | $7566.31      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                                 | International Paper Co.                                          | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1152 | NS      | $35043.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                            | Intuit, Inc.                                                     | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        50 | NS      | $19425.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                                  | Invitation Homes, Inc.                                           | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1705 | NS      | $49052.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                     | Iron Mountain, Inc.                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       360 | NS      | $45356.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCC AB                                                  | NCC AB, Class B                                                  | CUSIP: N/A<br>LEI: 213800WRGLW3CY4MHW53       | Long             | EC               | CORP              | SE        |       301 | NS      | $6494.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                  | OMV AG                                                           | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |       314 | NS      | $22165.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                        | JPMorgan Prime Money Market Fund, Class IM                       | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |    947490 | NS      | $947584.83    | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income ETF                                     | JPMorgan Income ETF                                              | CUSIP: 46641Q159<br>LEI: 549300CYQ8KHPO2GR356 | Long             |  | RF                | US        |     18187 | NS      | $839148.18    | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Equity Premium Income ETF                      | JPMorgan Equity Premium Income ETF                               | CUSIP: 46641Q332<br>LEI: 549300WPLSUZ3ZNSFP07 | Long             |  | RF                | US        |     33648 | NS      | $1937788.32   | 4.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan BetaBuilders USD High Yield Corporate Bond ETF | JPMorgan BetaBuilders USD High Yield Corporate Bond ETF          | CUSIP: 46641Q878<br>LEI: 549300UUJZT2ZWE64W88 | Long             |  | RF                | US        |    316643 | NS      | $14662154.12  | 32.67%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Nasdaq Equity Premium Income ETF               | JPMorgan Nasdaq Equity Premium Income ETF                        | CUSIP: 46654Q203<br>LEI: 549300QY7QH8W9EILZ23 | Long             |  | RF                | US        |    154346 | NS      | $9148087.42   | 20.39%            |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                        | Pernod Ricard SA                                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |        65 | NS      | $4832.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                             | Telenor ASA                                                      | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      2532 | NS      | $41677.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                  | RWE AG                                                           | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |       184 | NS      | $13397.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       446 | NS      | $102513.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                        | Skandinaviska Enskilda Banken AB, Class A                        | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       925 | NS      | $18307.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                             | Swedbank AB, Class A                                             | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |       201 | NS      | $7105.19      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                            | Kenvue, Inc.                                                     | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      2498 | NS      | $43789.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                  | Keurig Dr Pepper, Inc.                                           | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      1610 | NS      | $47334.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                          | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      2200 | NS      | $48642.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                 | E.ON SE                                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |      1443 | NS      | $31991.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp.                                    | Kimberly-Clark Corp.                                             | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       440 | NS      | $43309.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                                      | Kimco Realty Corp.                                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      1920 | NS      | $45388.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                     | Kinder Morgan, Inc.                                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      1451 | NS      | $47694.37     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                                   | Kraft Heinz Co. (The)                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      1885 | NS      | $42714.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene OYJ                                         | UPM-Kymmene OYJ                                                  | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |       272 | NS      | $8149.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Heijmans N.V.                               | Koninklijke Heijmans N.V.                                        | CUSIP: N/A<br>LEI: 724500OUE3PCA809DZ79       | Long             | EC               | CORP              | NL        |       108 | NS      | $10927.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BASF SE                                                 | BASF SE                                                          | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |       326 | NS      | $20908.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                             | HOCHTIEF AG                                                      | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |        14 | NS      | $7529.61      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bilfinger SE                                            | Bilfinger SE                                                     | CUSIP: N/A<br>LEI: 529900H0HULEN2BZ4604       | Long             | EC               | CORP              | DE        |        24 | NS      | $2767.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                      | Lam Research Corp.                                               | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       175 | NS      | $45125.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                               | Orange SA                                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |      1049 | NS      | $21842.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Randstad NV                                             | Randstad NV                                                      | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |       307 | NS      | $9096.84      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                              | Allianz SE (Registered)                                          | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |       171 | NS      | $78101.26     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                               | Endesa SA                                                        | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      1334 | NS      | $59792.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                     | Erste Group Bank AG                                              | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        81 | NS      | $8950.18      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG           | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)       | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       163 | NS      | $97502.07     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                   | Lockheed Martin Corp.                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        75 | NS      | $38847.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankinter SA                                            | Bankinter SA                                                     | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |       220 | NS      | $3661.04      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TietoEVRY Oyj                                           | Tieto OYJ                                                        | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |       276 | NS      | $6166.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                       | Lowe's Cos., Inc.                                                | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       427 | NS      | $101963.33    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                      | Banco Bilbao Vizcaya Argentaria SA                               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       932 | NS      | $20580.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                  | Mercedes-Benz Group AG                                           | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       846 | NS      | $49313.45     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                              | Fortum OYJ                                                       | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |       536 | NS      | $13503.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                            | Carrefour SA                                                     | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |      1205 | NS      | $23971.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Naturgy Energy Group SA                                 | Naturgy Energy Group SA                                          | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |       253 | NS      | $7951.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                               | Sanofi SA                                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       607 | NS      | $56800.92     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                      | Banco Santander SA                                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      2159 | NS      | $26344.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                              | Siemens AG (Registered)                                          | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       127 | NS      | $37739.47     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                        | Mastercard, Inc., Class A                                        | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       176 | NS      | $88513.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                   | McCormick & Co., Inc. (Non-Voting)                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       840 | NS      | $42705.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                        | McDonald's Corp.                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       273 | NS      | $80150.07     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                     | Deutsche Telekom AG (Registered)                                 | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       563 | NS      | $18185.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                       | Merck & Co., Inc.                                                | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       801 | NS      | $87453.18     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                         | Microsoft Corp.                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       595 | NS      | $242629.10    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                              | Microchip Technology, Inc.                                       | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       102 | NS      | $9476.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                 | Micron Technology, Inc.                                          | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |        49 | NS      | $25340.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                 | Mid-America Apartment Communities, Inc.                          | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       347 | NS      | $44825.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                      | Koninklijke KPN NV                                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |      6529 | NS      | $34914.15     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                         | Telefonaktiebolaget LM Ericsson, Class B                         | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       835 | NS      | $9960.71      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA                                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |       132 | NS      | $10626.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                            | Telia Co. AB                                                     | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |      2002 | NS      | $10464.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                               | Zurich Insurance Group AG                                        | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        18 | NS      | $12549.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Properties Ltd.                               | Hang Lung Properties Ltd.                                        | CUSIP: N/A<br>LEI: 529900CIVTNMXQT59E61       | Long             | EC               | CORP              | HK        |      8000 | NS      | $9405.10      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                          | Fortescue Ltd.                                                   | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       289 | NS      | $4165.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                            | Bendigo & Adelaide Bank Ltd.                                     | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | EC               | CORP              | AU        |      1446 | NS      | $11177.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                            | Mondelez International, Inc., Class A                            | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1107 | NS      | $68014.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheil Worldwide, Inc.                                   | Cheil Worldwide, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        88 | NS      | $1193.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                          | BHP Group Ltd.                                                   | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       322 | NS      | $12744.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                             | Canon, Inc.                                                      | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |       800 | NS      | $20581.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       473 | NS      | $90149.07     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KT&G Corp.                                              | KT&G Corp.                                                       | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |        66 | NS      | $7934.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                                 | DBS Group Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      1700 | NS      | $78388.14     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd.                             | Cathay Pacific Airways Ltd.                                      | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |      4000 | NS      | $5945.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                          | Chubu Electric Power Co., Inc.                                   | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |       300 | NS      | $5159.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co., Inc. (The)                  | Chugoku Electric Power Co., Inc. (The)                           | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | EC               | CORP              | JP        |      1200 | NS      | $6883.39      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                | Motorola Solutions, Inc.                                         | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       102 | NS      | $44781.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                                      | Origin Energy Ltd.                                               | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       279 | NS      | $2439.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                       | Lenovo Group Ltd.                                                | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      6000 | NS      | $9022.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Delek Group Ltd.                                        | Delek Group Ltd.                                                 | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               | CORP              | IL        |        30 | NS      | $10310.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                          | Rio Tinto Ltd.                                                   | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |       410 | NS      | $50220.74     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DIC Corp.                                               | DIC Corp.                                                        | CUSIP: N/A<br>LEI: 549300F1YB9ARLPUKB67       | Long             | EC               | CORP              | JP        |       100 | NS      | $2289.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co. Ltd.                            | Dai Nippon Printing Co. Ltd.                                     | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |       400 | NS      | $7576.46      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                     | Hong Kong Exchanges & Clearing Ltd.                              | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       500 | NS      | $26631.38     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                          | LG Uplus Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       346 | NS      | $3710.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                    | Mitsubishi UFJ Financial Group, Inc.                             | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      2300 | NS      | $41314.53     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                             | FANUC Corp.                                                      | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |       500 | NS      | $22086.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                            | NetApp, Inc.                                                     | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       298 | NS      | $33009.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Henderson Land Development Co. Ltd.                     | Henderson Land Development Co. Ltd.                              | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |      1000 | NS      | $3952.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                    | Honda Motor Co. Ltd.                                             | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       300 | NS      | $2434.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                              | Power Assets Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |      3000 | NS      | $24792.23     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                          | Hong Kong & China Gas Co. Ltd.                                   | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |      7000 | NS      | $6480.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hysan Development Co. Ltd.                              | Hysan Development Co. Ltd.                                       | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |      1000 | NS      | $2506.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd.                                       | Isuzu Motors Ltd.                                                | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |       100 | NS      | $1377.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                                | Nippon Shokubai Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $6883.49      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                     | Japan Tobacco, Inc.                                              | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       500 | NS      | $18627.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                               | Kia Corp.                                                        | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |        88 | NS      | $9076.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                 | Kirin Holdings Co. Ltd.                                          | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |       800 | NS      | $12615.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                         | Kobe Steel Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |      1400 | NS      | $17253.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                         | Kyushu Electric Power Co., Inc.                                  | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |       400 | NS      | $4324.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                             | Tokio Marine Holdings, Inc.                                      | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       600 | NS      | $27478.06     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                          | Japan Metropolitan Fund Invest                                   | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        27 | NS      | $19971.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueScope Steel Ltd.                                    | BlueScope Steel Ltd.                                             | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |        75 | NS      | $1630.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                    | NextEra Energy, Inc.                                             | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |      1224 | NS      | $119805.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                      | JFE Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      1100 | NS      | $12080.58     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                | CapitaLand Ascendas                                              | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |      7600 | NS      | $14937.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Ltd.                                               | PCCW Ltd.                                                        | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |      7000 | NS      | $5410.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd.                       | Yue Yuen Industrial Holdings Ltd.                                | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |      5000 | NS      | $9288.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp.                                       | Seiko Epson Corp.                                                | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |       500 | NS      | $6725.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                        | Niterra Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |       100 | NS      | $5405.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOK Corp.                                               | NOK Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $3556.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                   | Nomura Holdings, Inc.                                            | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |      1000 | NS      | $8009.83      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                         | Nippon Yusen KK                                                  | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |       100 | NS      | $3593.87      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                      | Orient Overseas International Ltd.                               | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |      1000 | NS      | $17458.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                             | Ono Pharmaceutical Co. Ltd.                                      | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |       200 | NS      | $2958.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp. Ltd.                                     | New Hope Corp. Ltd.                                              | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Long             | EC               | CORP              | AU        |       935 | NS      | $3688.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perpetual Ltd.                                          | Perpetual Ltd.                                                   | CUSIP: N/A<br>LEI: 549300US8OE0UQWXPO82       | Long             | EC               | CORP              | AU        |       131 | NS      | $1583.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                           | JB Hi-Fi Ltd.                                                    | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |        34 | NS      | $1898.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                           | United Urban Investment Corp.                                    | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |        10 | NS      | $11280.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group, Inc.                              | Japan Exchange Group, Inc.                                       | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      1600 | NS      | $19058.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co. Ltd.                             | Shin-Etsu Chemical Co. Ltd.                                      | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       500 | NS      | $23021.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                     | Omnicom Group, Inc.                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1133 | NS      | $86923.76     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                                   | Sonic Healthcare Ltd.                                            | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |      1246 | NS      | $17828.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                        | Sony Group Corp.                                                 | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      1700 | NS      | $34060.06     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                             | ONEOK, Inc.                                                      | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       530 | NS      | $49003.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                       | Sumitomo Electric Industries Ltd.                                | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |       600 | NS      | $39500.55     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Rubber Industries Ltd.                         | Sumitomo Rubber Industries Ltd.                                  | CUSIP: N/A<br>LEI: 353800JD4V72SJ3EOX37       | Long             | EC               | CORP              | JP        |       300 | NS      | $3890.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp.                                      | Suzuki Motor Corp.                                               | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |      1900 | NS      | $21248.53     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                          | Takeda Pharmaceutical Co. Ltd.                                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       900 | NS      | $30089.51     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd.                                  | Spark New Zealand Ltd.                                           | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |      4199 | NS      | $5159.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.             | Taiwan Semiconductor Manufacturing Co. Ltd.                      | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      3000 | NS      | $208265.61    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                         | Toyo Tire Corp.                                                  | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |       300 | NS      | $7355.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lixil Corp.                                             | Lixil Corp.                                                      | CUSIP: N/A<br>LEI: 353800KB8G4F9WUJJ886       | Long             | EC               | CORP              | JP        |       400 | NS      | $4130.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                      | Toyota Motor Corp.                                               | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |      1300 | NS      | $24954.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp. Ltd.                                      | Venture Corp. Ltd.                                               | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |       800 | NS      | $10211.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VTech Holdings Ltd.                                     | VTech Holdings Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       900 | NS      | $6930.98      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corp.                                               | PPL Corp.                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       337 | NS      | $12617.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR, Inc.                                            | PACCAR, Inc.                                                     | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |       496 | NS      | $58924.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                   | Woolworths Group Ltd.                                            | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       751 | NS      | $18647.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                   | Yamaha Motor Co. Ltd.                                            | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |       200 | NS      | $1404.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                   | Astellas Pharma, Inc.                                            | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       100 | NS      | $1417.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                           | Paychex, Inc.                                                    | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |        46 | NS      | $4260.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                           | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       373 | NS      | $17980.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                             | Novartis AG (Registered)                                         | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       518 | NS      | $76555.05     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                | ABB Ltd. (Registered)                                            | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       236 | NS      | $23868.98     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Clariant AG                                             | Clariant AG (Registered)                                         | CUSIP: N/A<br>LEI: 529900VSEKBY7TMPP349       | Long             | EC               | CORP              | CH        |       366 | NS      | $3769.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                               | Nestle SA (Registered)                                           | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       413 | NS      | $41811.98     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA                                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |      1129 | NS      | $45947.20     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                           | PepsiCo, Inc.                                                    | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       576 | NS      | $91290.24     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                | Enel SpA                                                         | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      4903 | NS      | $57245.93     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                 | Eni SpA                                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       320 | NS      | $9048.45      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                              | Temenos AG (Registered)                                          | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |        87 | NS      | $8251.39      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Erste Bank Polska SA                                    | Erste Bank Polska SA                                             | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |        21 | NS      | $3578.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                            | Pfizer, Inc.                                                     | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      1565 | NS      | $41785.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                       | Philip Morris International, Inc.                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       258 | NS      | $42588.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                             | Phillips 66                                                      | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       172 | NS      | $30813.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                                | Snam SpA                                                         | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       722 | NS      | $5693.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                      | Credit Agricole SA                                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |       131 | NS      | $2558.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enagas SA                                               | Enagas SA                                                        | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |       202 | NS      | $4042.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                               | T. Rowe Price Group, Inc.                                        | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       470 | NS      | $48353.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                              | Procter & Gamble Co. (The)                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       190 | NS      | $27947.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                                 | Progressive Corp. (The)                                          | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       214 | NS      | $43073.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                              | Prudential Financial, Inc.                                       | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       434 | NS      | $42579.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                          | Public Storage                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       157 | NS      | $47484.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                               | RTX Corp.                                                        | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       249 | NS      | $43841.43     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                                     | Realty Income Corp.                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       696 | NS      | $44711.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Klepierre SA                                            | Klepierre SA                                                     | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |      1050 | NS      | $42542.07     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                 | Regions Financial Corp.                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       724 | NS      | $20670.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gecina SA                                               | Gecina SA                                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |        60 | NS      | $5072.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                              | Covivio SA                                                       | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |       191 | NS      | $12632.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                  | Sempra                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       447 | NS      | $42518.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                              | Simon Property Group, Inc.                                       | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |       232 | NS      | $47260.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                      | Southern Co. (The)                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       467 | NS      | $45158.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                                   | Sun Communities, Inc.                                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       336 | NS      | $42954.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                             | Sysco Corp.                                                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        30 | NS      | $2241.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US, Inc.                                       | T-Mobile US, Inc.                                                | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       202 | NS      | $39491.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.             | Taiwan Semiconductor Manufacturing Co. Ltd.                      | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        33 | NS      | $13069.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                            | Target Corp.                                                     | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       408 | NS      | $52938.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                 | Texas Instruments, Inc.                                          | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       217 | NS      | $60994.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                                  | 3M Co.                                                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       259 | NS      | $37948.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                                   | TransDigm Group, Inc.                                            | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $42919.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                                  | Truist Financial Corp.                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       923 | NS      | $47534.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                       | Tyson Foods, Inc., Class A                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       696 | NS      | $44592.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       725 | NS      | $41078.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                          | Ubiquiti, Inc.                                                   | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |        54 | NS      | $54648.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                             | United Parcel Service, Inc., Class B                             | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       456 | NS      | $49612.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                | U.S. Treasury Notes                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611000 | PA      | $612694.57    | 1.37%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                         | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       132 | NS      | $48903.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                            | Ventas, Inc.                                                     | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |       832 | NS      | $73099.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.                            | Verizon Communications, Inc.                                     | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      1811 | NS      | $86982.33     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                                   | VICI Properties, Inc., Class A                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1552 | NS      | $45318.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                          | WP Carey, Inc.                                                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |       627 | NS      | $45727.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                                  | WEC Energy Group, Inc.                                           | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       350 | NS      | $41279.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                       | Wells Fargo & Co.                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       553 | NS      | $45473.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                                        | Weyerhaeuser Co.                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1026 | NS      | $25157.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                               | Williams Cos., Inc. (The)                                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       682 | NS      | $52043.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                                       | Xcel Energy, Inc.                                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       552 | NS      | $45788.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                       | Yum! Brands, Inc.                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       472 | NS      | $75354.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                       | Australian Dollar                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |      5813 | OU      | $4185.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp.                             | Invincible Investment Corp.                                      | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |        19 | NS      | $7475.51      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Magellan Financial Group Ltd.                           | Magellan Financial Group Ltd.                                    | CUSIP: N/A<br>LEI: 549300X5WFW6USQQ9U26       | Long             | EC               | CORP              | AU        |       633 | NS      | $4693.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                         | J Sainsbury plc                                                  | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |      2090 | NS      | $9350.97      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Azimut Holding SpA                                      | Azimut Holding SpA                                               | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |       119 | NS      | $5053.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA          | ACS Actividades de Construccion y Servicios SA                   | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        69 | NS      | $9945.30      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Real Estate Investment Corp.                   | Frontier Real Estate Investment Corp.                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         7 | NS      | $3827.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.                       | Singapore Telecommunications Ltd.                                | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |      8300 | NS      | $30060.93     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co. Ltd.                     | Electric Power Development Co. Ltd.                              | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |       800 | NS      | $19578.33     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                            | Centrica plc                                                     | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |      3352 | NS      | $9797.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexus                                                   | Dexus                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       610 | NS      | $2751.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Safran SA                                               | Safran SA                                                        | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       356 | NS      | $114316.16    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Sydbank                                              | AL Sydbank                                                       | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | EC               | CORP              | DK        |        57 | NS      | $4861.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IG Group Holdings plc                                   | IG Group Holdings plc                                            | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |       153 | NS      | $3129.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                        | Raiffeisen Bank International AG                                 | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |        97 | NS      | $5290.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd.                                            | Metcash Ltd.                                                     | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |      2903 | NS      | $5716.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone OYJ                                                | Kone OYJ, Class B                                                | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |       150 | NS      | $9541.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOS SGPS SA                                             | NOS SGPS SA                                                      | CUSIP: N/A<br>LEI: 5493004DM8FGIY6QKF37       | Long             | EC               | CORP              | PT        |      1324 | NS      | $8742.98      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                | Engie SA                                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |      4175 | NS      | $137618.74    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KDX Realty Investment Corp.                             | KDX Realty Investment Corp.                                      | CUSIP: N/A<br>LEI: 353800FFT483NCIHFY42       | Long             | EC               | CORP              | JP        |         7 | NS      | $7311.56      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Energy Group Ltd.                                | United Energy Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900I49QKOOISW8F62       | Long             | EC               | CORP              | BM        |     40000 | NS      | $2451.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                         | Mitsubishi Chemical Group Corp.                                  | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |      1800 | NS      | $10552.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                               | Link                                                             | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       400 | NS      | $2014.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lancashire Holdings Ltd.                                | Lancashire Holdings Ltd.                                         | CUSIP: N/A<br>LEI: 5493002UNUYXLHOWF752       | Long             | EC               | CORP              | BM        |       563 | NS      | $4397.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hana Financial Group, Inc.                              | Hana Financial Group, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       102 | NS      | $8861.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema SA                                               | Arkema SA                                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |        73 | NS      | $5327.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp.                       | Daiwa House REIT Investment Corp.                                | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |         4 | NS      | $3216.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                             | Inpex Corp.                                                      | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |       100 | NS      | $2607.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                         | Norsk Hydro ASA                                                  | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |      1935 | NS      | $21355.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke BAM Groep NV                                | Koninklijke BAM Groep NV                                         | CUSIP: N/A<br>LEI: 724500V38C5KTDY5BS93       | Long             | EC               | CORP              | NL        |       803 | NS      | $8832.71      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                              | Eiffage SA                                                       | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |        44 | NS      | $7094.06      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                         | SBM Offshore NV                                                  | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |       113 | NS      | $4834.30      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                        | TotalEnergies SE                                                 | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       701 | NS      | $65174.47     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec plc                                            | Investec plc                                                     | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |       611 | NS      | $5229.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                 | SSAB AB, Class B                                                 | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |      1495 | NS      | $13611.67     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                               | Wilmar International Ltd.                                        | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |      1600 | NS      | $4563.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                               | Orion OYJ, Class B                                               | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |       167 | NS      | $13491.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE, Inc.                                               | BCE, Inc.                                                        | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      1691 | NS      | $40185.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amot Investments Ltd.                                   | Amot Investments Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       264 | NS      | $1804.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dunelm Group plc                                        | Dunelm Group plc                                                 | CUSIP: N/A<br>LEI: 213800WCOWEI3T5DUV19       | Long             | EC               | CORP              | GB        |       372 | NS      | $3806.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                                 | Idemitsu Kosan Co. Ltd.                                          | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |      2300 | NS      | $19679.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aozora Bank Ltd.                                        | Aozora Bank Ltd.                                                 | CUSIP: N/A<br>LEI: X0XUGKC9FD2CYUQNC010       | Long             | EC               | CORP              | JP        |      1300 | NS      | $20974.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                               | Mapfre SA                                                        | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | EC               | CORP              | ES        |      1032 | NS      | $5051.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Generali SpA                                      | Banca Generali SpA                                               | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |        81 | NS      | $5312.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                             | Aker BP ASA                                                      | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       814 | NS      | $31821.15     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                | Volvo AB, Class B                                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      3688 | NS      | $128551.74    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Freenet AG                                              | Freenet AG                                                       | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |       203 | NS      | $6465.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group plc                                          | Drax Group plc                                                   | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |       555 | NS      | $6673.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                               | Orkla ASA                                                        | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |       577 | NS      | $7116.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                              | Salmar ASA                                                       | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |       123 | NS      | $7421.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco de Sabadell SA                                    | Banco de Sabadell SA                                             | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |      1227 | NS      | $4757.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                | Vinci SA                                                         | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       106 | NS      | $16029.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                               | Danone SA                                                        | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        42 | NS      | $3290.62      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp.       | Industrial & Infrastructure Fund Investment Corp.                | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               | CORP              | JP        |         8 | NS      | $7487.89      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                            | CaixaBank SA                                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       896 | NS      | $11404.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                            | Iberdrola SA                                                     | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       821 | NS      | $19247.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Strabag SE                                              | Strabag SE                                                       | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |        28 | NS      | $2954.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                                | RELX plc                                                         | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |      2162 | NS      | $78840.26     | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                     | Suncor Energy, Inc.                                              | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |       751 | NS      | $51461.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tourmaline Oil Corp.                                    | Tourmaline Oil Corp.                                             | CUSIP: 89156V106<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |       867 | NS      | $41998.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp.                                            | Keyera Corp.                                                     | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |       340 | NS      | $13135.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                               | Gjensidige Forsikring ASA                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |       138 | NS      | $3876.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp.                                  | Pembina Pipeline Corp.                                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1038 | NS      | $48317.99     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore plc                                            | Glencore plc                                                     | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |      1854 | NS      | $14408.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wallenius Wilhelmsen ASA                                | Wallenius Wilhelmsen ASA                                         | CUSIP: N/A<br>LEI: 549300NBN0URT3RA3Y54       | Long             | EC               | CORP              | NO        |       308 | NS      | $3942.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Man Wah Holdings Ltd.                                   | Man Wah Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 52990005BW6K71UPKX41       | Long             | EC               | CORP              | BM        |      1600 | NS      | $871.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA            | International Consolidated Airlines Group SA                     | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |      1342 | NS      | $6789.42      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pola Orbis Holdings, Inc.                               | Pola Orbis Holdings, Inc.                                        | CUSIP: N/A<br>LEI: 353800E8OIV0XYBABS79       | Long             | EC               | CORP              | JP        |       500 | NS      | $4129.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evonik Industries AG                                    | Evonik Industries AG                                             | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |       173 | NS      | $3578.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Life Group, Inc.                                | Daiichi Life Group, Inc.                                         | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |      1100 | NS      | $10071.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                              | Treasury Wine Estates Ltd.                                       | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |       676 | NS      | $2124.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                | Rolls-Royce Holdings plc                                         | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       989 | NS      | $15914.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Properties Ltd.                                   | Swire Properties Ltd.                                            | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |      1000 | NS      | $3191.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                | Unipol Assicurazioni SpA                                         | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |       260 | NS      | $6793.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                                  | Yancoal Australia Ltd.                                           | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |       200 | NS      | $1100.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA                                                | Ageas SA                                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        87 | NS      | $6817.73      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Activia Properties, Inc.                                | Activia Properties, Inc.                                         | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |         3 | NS      | $2690.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group plc (The)                                    | Sage Group plc (The)                                             | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |       650 | NS      | $7752.32      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP J-REIT                                              | GLP J-REIT                                                       | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |         4 | NS      | $3462.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                          | Commerzbank AG                                                   | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       219 | NS      | $9052.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                         | ASML Holding NV                                                  | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        83 | NS      | $119980.34    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                | Tele2 AB, Class B                                                | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      2418 | NS      | $49615.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maire SpA                                               | Maire SpA                                                        | CUSIP: N/A<br>LEI: 815600D85A61200A1B83       | Long             | EC               | CORP              | IT        |       477 | NS      | $8821.17      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                              | Vonovia SE                                                       | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |       740 | NS      | $19937.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Plus500 Ltd.                                            | Plus500 Ltd.                                                     | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |        89 | NS      | $5406.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                           | Koninklijke Ahold Delhaize NV                                    | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |       284 | NS      | $13339.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group plc                               | Bank of Ireland Group plc                                        | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |       357 | NS      | $7031.97      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Railway Co.                                      | Kyushu Railway Co.                                               | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |       700 | NS      | $16067.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                        | ASR Nederland NV                                                 | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       118 | NS      | $8963.22      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Technogym SpA                                           | Technogym SpA                                                    | CUSIP: N/A<br>LEI: 815600B9149F66E77F76       | Long             | EC               | CORP              | IT        |       412 | NS      | $9706.67      | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| National Grid plc                                       | National Grid plc                                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |      2969 | NS      | $53146.83     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                            | Nutrien Ltd.                                                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       657 | NS      | $49939.45     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubis SCA                                               | Rubis SCA                                                        | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |       154 | NS      | $6347.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayvens SA                                               | Ayvens SA                                                        | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |       564 | NS      | $7632.20      | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                           | AIB Group plc                                                    | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       735 | NS      | $8472.02      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cairn Homes plc                                         | Cairn Homes plc                                                  | CUSIP: N/A<br>LEI: 635400DPX6WP2KKDOA83       | Long             | EC               | CORP              | IE        |      2332 | NS      | $5966.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unibail-Rodamco-Westfield                               | Unibail-Rodamco-Westfield                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        55 | NS      | $6677.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Umicore SA                                              | Umicore SA                                                       | CUSIP: N/A<br>LEI: 529900F3AIQECS8ZSV61       | Long             | EC               | CORP              | BE        |       157 | NS      | $3175.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NetLink NBN Trust                                       | NetLink NBN Trust                                                | CUSIP: N/A<br>LEI: 25490032IBVZHHXJIM98       | Long             | EC               | CORP              | SG        |      1900 | NS      | $1507.70      | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SoftBank Corp.                                          | SoftBank Corp.                                                   | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |     26700 | NS      | $37579.43     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                         | Nordea Bank Abp                                                  | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |      5242 | NS      | $98575.25     | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH & Co. KGaA                               | DWS Group GmbH & Co. KGaA                                        | CUSIP: N/A<br>LEI: 529900VM3464806ERS69       | Long             | EC               | CORP              | DE        |        52 | NS      | $3602.05      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AEON REIT Investment Corp.                              | AEON REIT Investment Corp.                                       | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               | CORP              | JP        |         6 | NS      | $4810.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                              | FDJ UNITED                                                       | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |       143 | NS      | $3884.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BE Semiconductor Industries NV                          | BE Semiconductor Industries NV                                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |       116 | NS      | $33931.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                             | Woori Financial Group, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       207 | NS      | $4720.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Life plc                                       | Standard Life plc                                                | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |       870 | NS      | $8950.65      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                        | Unicaja Banco SA                                                 | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |      1324 | NS      | $4298.15      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                      | Vodafone Group plc                                               | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |     38739 | NS      | $61639.44     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Man Group plc                                           | Man Group plc                                                    | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |      1856 | NS      | $6413.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA                            | Gaztransport Et Technigaz SA                                     | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |        17 | NS      | $4136.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                     | Banca Monte dei Paschi di Siena SpA                              | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |      4539 | NS      | $48384.46     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                  | Trane Technologies plc                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       123 | NS      | $60582.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M&G plc                                                 | M&G plc                                                          | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |      2800 | NS      | $11507.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                    | Endeavour Mining plc                                             | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       187 | NS      | $11286.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Vallourec SACA                                          | Vallourec SACA                                                   | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |       173 | NS      | $5212.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                               | Tesco plc                                                        | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |      6444 | NS      | $42269.39     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd.                                           | WH Group Ltd.                                                    | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |      2500 | NS      | $3038.62      | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| NatWest Group plc                                       | NatWest Group plc                                                | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      6519 | NS      | $51994.75     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TPG Telecom Ltd.                                        | TPG Telecom Ltd.                                                 | CUSIP: N/A<br>LEI: 9845008F2E58CD6F7984       | Long             | EC               | CORP              | AU        |       538 | NS      | $1627.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                           | Stellantis NV                                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |      3205 | NS      | $23518.23     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP Group plc                                       | TP ICAP Group plc                                                | CUSIP: N/A<br>LEI: 2138006YAA7IRVKKGE63       | Long             | EC               | CORP              | JE        |      1227 | NS      | $5279.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                              | Woodside Energy Group Ltd.                                       | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       535 | NS      | $12790.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontline plc                                           | Frontline plc                                                    | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |       123 | NS      | $4474.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                              | Tenaris SA                                                       | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |       168 | NS      | $5362.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                                       | Siemens Energy AG                                                | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        47 | NS      | $9960.33      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyoto Financial Group, Inc.                             | Kyoto Financial Group, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       200 | NS      | $5528.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                              | Haleon plc                                                       | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |      3960 | NS      | $18286.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group Spa                                   | Lottomatica Group Spa                                            | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |       214 | NS      | $6291.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GQG Partners, Inc.                                      | GQG Partners, Inc.                                               | CUSIP: N/A<br>LEI: 254900I3AQSQQQA75U50       | Long             | EC               | CORP              | US        |      4113 | NS      | $4856.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                                 | GSK plc                                                          | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      2307 | NS      | $60483.72     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                            | DNB Bank ASA                                                     | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |       252 | NS      | $7631.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                             | NN Group NV                                                      | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       101 | NS      | $8840.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                             | FinecoBank Banca Fineco SpA                                      | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |       207 | NS      | $5138.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                    | Barrick Mining Corp.                                             | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |      1049 | NS      | $41215.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd.                                    | Endeavour Group Ltd.                                             | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |      1773 | NS      | $4292.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Logista Integral SA                                     | Logista Integral SA                                              | CUSIP: N/A<br>LEI: 9598000ANNAL42UJ7X28       | Long             | EC               | CORP              | ES        |       183 | NS      | $7149.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                        | Novo Nordisk A/S, Class B                                        | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       422 | NS      | $17950.18     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                               | Shell plc                                                        | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      1838 | NS      | $83567.98     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                | Daimler Truck Holding AG                                         | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |       166 | NS      | $8372.70      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                           | Industria de Diseno Textil SA                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       189 | NS      | $11311.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Region Group                                            | Region Group                                                     | CUSIP: N/A<br>LEI: 549300MS6NZV0B7K7D28       | Long             | EC               | CORP              | AU        |       437 | NS      | $730.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA            | Cie Generale des Etablissements Michelin SCA                     | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |       180 | NS      | $6520.69      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                          | Var Energi ASA                                                   | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      3276 | NS      | $16646.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker Solutions ASA                                      | Aker Solutions ASA                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXG42836       | Long             | EC               | CORP              | NO        |      1214 | NS      | $5524.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DOF Group ASA                                           | DOF Group ASA                                                    | CUSIP: N/A<br>LEI: 213800GIV9N2A714T434       | Long             | EC               | CORP              | NO        |       312 | NS      | $4627.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                            | UBS Group AG (Registered)                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       381 | NS      | $16859.93     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Mandatum OYJ                                            | Mandatum OYJ                                                     | CUSIP: N/A<br>LEI: 743700OAJK6L28Y2NN56       | Long             | EC               | CORP              | FI        |       507 | NS      | $4054.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House REIT, Inc.                                | Sekisui House REIT, Inc.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        10 | NS      | $5429.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd.                                         | AGL Energy Ltd.                                                  | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |      3237 | NS      | $22429.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                             | Reckitt Benckiser Group plc                                      | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        33 | NS      | $2099.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Restaurant Brands International, Inc.                   | Restaurant Brands International, Inc.                            | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |       590 | NS      | $47609.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lundin Gold, Inc.                                       | Lundin Gold, Inc.                                                | CUSIP: 550371108<br>LEI: 549300ZOV16K515FC525 | Long             | EC               | CORP              | CA        |       238 | NS      | $15995.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                        | Roche Holding AG                                                 | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |       103 | NS      | $41972.50     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| QIAGEN NV                                               | QIAGEN NV                                                        | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        53 | NS      | $1807.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                            | Unilever plc                                                     | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       225 | NS      | $13120.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                | Svenska Handelsbanken AB, Class A                                | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       496 | NS      | $7048.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                           | Banco BPM SpA                                                    | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       447 | NS      | $6513.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                           | UniCredit SpA                                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       224 | NS      | $17311.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                        | ArcelorMittal SA                                                 | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |       182 | NS      | $10566.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Itoham Yonekyu Holdings, Inc.                           | Itoham Yonekyu Holdings, Inc.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       100 | NS      | $3334.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                        | ABN AMRO Bank NV                                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |       132 | NS      | $4595.83      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                          | Cosmo Energy Holdings Co. Ltd.                                   | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |       200 | NS      | $5112.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                            | Japan Post Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |       800 | NS      | $9277.65      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                    | Ryanair Holdings plc                                             | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      1449 | NS      | $38017.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                               | Land Securities Group plc                                        | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |      2467 | NS      | $19850.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                    | Banca Mediolanum SpA                                             | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |      1258 | NS      | $27573.35     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                      | Poste Italiane SpA                                               | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |       253 | NS      | $6715.63      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hydro One Ltd.                                          | Hydro One Ltd.                                                   | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        70 | NS      | $3007.47      | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Amundi SA                                               | Amundi SA                                                        | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |        52 | NS      | $5026.13      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mitsui Fudosan Logistics Park, Inc.                     | Mitsui Fudosan Logistics Park, Inc.                              | CUSIP: N/A<br>LEI: 353800DN63EIYS760S59       | Long             | EC               | CORP              | JP        |         4 | NS      | $2870.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd.                                      | Atlas Arteria Ltd.                                               | CUSIP: N/A<br>LEI: 254900SGF4ZQDBH2YC59       | Long             | EC               | CORP              | AU        |      1716 | NS      | $5946.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                          | BAWAG Group AG                                                   | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |        36 | NS      | $6165.03      | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Johnson Matthey plc                                     | Johnson Matthey plc                                              | CUSIP: N/A<br>LEI: 2138001AVBSD1HSC6Z10       | Long             | EC               | CORP              | GB        |       255 | NS      | $7210.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                     | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       471 | NS      | $13631.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                            | Banco Comercial Portugues SA, Class R                            | CUSIP: N/A<br>LEI: JU1U6S0DG9YLT7N8ZV32       | Long             | EC               | CORP              | PT        |      5274 | NS      | $5637.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Dollar                                         | Canadian Dollar                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       848 | OU      | $624.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Franc                                             | Swiss Franc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       728 | OU      | $932.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danish Krone                                            | Danish Krone                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DK        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                    | EURO                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     16099 | OU      | $18894.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Note                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        54 | NC      | $-107798.13   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                               | Amcor plc                                                        | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |       210 | NS      | $7988.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                           | Accenture plc, Class A                                           | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |       195 | NS      | $34848.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                          | Credicorp Ltd.                                                   | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        39 | NS      | $12642.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                                         | Eaton Corp. plc                                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       116 | NS      | $50229.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                           | Medtronic plc                                                    | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       817 | NS      | $66152.49     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc                         | Seagate Technology Holdings plc                                  | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       126 | NS      | $84878.64     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock plc                                    | Smurfit Westrock plc                                             | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       242 | NS      | $9290.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                                  | Trane Technologies plc                                           | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       111 | NS      | $54671.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                           | British Pound                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      1835 | OU      | $2496.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Dollar                                        | Hong Kong Dollar                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |      3262 | OU      | $416.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 15.50%, 05/08/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       961 | PA      | $24729.06     | 0.06%             | 2026-05-08      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                              | Nomura America Finance LLC, ELN, 08.80%, 05/08/2026              | CUSIP: 65543G853<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |       218 | PA      | $25354.16     | 0.06%             | 2026-05-08      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.00%, 05/08/2026              | CUSIP: 61780M869<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        79 | PA      | $65483.09     | 0.15%             | 2026-05-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                 | BNP Paribas Issuance BV, ELN, 12.20%, 05/08/2026                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |        67 | PA      | $25795.98     | 0.06%             | 2026-05-08      | Fixed         | 12.20%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 18.30%, 05/08/2026              | CUSIP: 61780M885<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       158 | PA      | $23077.85     | 0.05%             | 2026-05-08      | Fixed         | 18.30%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The), ELN, 16.30%, 05/08/2026             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       218 | PA      | $35725.22     | 0.08%             | 2026-05-08      | Fixed         | 16.30%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The), ELN, 17.20%, 05/08/2026             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        96 | PA      | $21329.97     | 0.05%             | 2026-05-08      | Fixed         | 17.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                       | Barclays Bank plc, ELN, 13.80%, 05/08/2026                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       210 | PA      | $27059.82     | 0.06%             | 2026-05-08      | Fixed         | 13.80%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                 | Citigroup Global Markets Holdings, Inc., ELN, 10.10%, 05/08/2026 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |        78 | PA      | $25625.28     | 0.06%             | 2026-05-08      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | Wells Fargo Bank NA, ELN, 09.00%, 05/08/2026                     | CUSIP: 95005A490<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       321 | PA      | $24274.26     | 0.05%             | 2026-05-08      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 11.90%, 05/08/2026              | CUSIP: 61780M836<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |      1205 | PA      | $23952.00     | 0.05%             | 2026-05-08      | Fixed         | 11.90%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 17.60%, 05/08/2026              | CUSIP: 61780M810<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        60 | PA      | $31560.77     | 0.07%             | 2026-05-08      | Fixed         | 17.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.50%, 05/08/2026              | CUSIP: 61780L101<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       256 | PA      | $24053.46     | 0.05%             | 2026-05-08      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                       | Barclays Bank plc, ELN, 15.20%, 05/08/2026                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       118 | PA      | $22937.27     | 0.05%             | 2026-05-08      | Fixed         | 15.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                       | Barclays Bank plc, ELN, 12.00%, 05/08/2026                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       237 | PA      | $31558.13     | 0.07%             | 2026-05-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 13.60%, 05/08/2026              | CUSIP: 61780M844<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        75 | PA      | $33157.85     | 0.07%             | 2026-05-08      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                 | BNP Paribas Issuance BV, ELN, 09.90%, 05/08/2026                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       259 | PA      | $67973.96     | 0.15%             | 2026-05-08      | Fixed         | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | Wells Fargo Bank NA, ELN, 13.10%, 05/08/2026                     | CUSIP: 95005A516<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       129 | PA      | $26435.59     | 0.06%             | 2026-05-08      | Fixed         | 13.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 09.50%, 05/08/2026              | CUSIP: 61780M851<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       665 | PA      | $62355.98     | 0.14%             | 2026-05-08      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                       | Barclays Bank plc, ELN, 10.80%, 05/08/2026                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       109 | PA      | $18795.59     | 0.04%             | 2026-05-08      | Fixed         | 10.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 10.30%, 05/08/2026              | CUSIP: 61780M828<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        78 | PA      | $24177.25     | 0.05%             | 2026-05-08      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| Nomura America Finance LLC                              | Nomura America Finance LLC, ELN, 08.50%, 05/08/2026              | CUSIP: 65543G861<br>LEI: 549300U646RSSKIVOJ29 | Long             | SN               | CORP              | US        |        67 | PA      | $12943.49     | 0.03%             | 2026-05-08      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 18.10%, 05/08/2026              | CUSIP: 61780M877<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        79 | PA      | $27147.74     | 0.06%             | 2026-05-08      | Fixed         | 18.10%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The), ELN, 10.00%, 05/15/2026             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |        82 | PA      | $35857.76     | 0.08%             | 2026-05-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 20.70%, 05/15/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        83 | PA      | $26350.19     | 0.06%             | 2026-05-15      | Fixed         | 20.70%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 10.50%, 05/15/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       268 | PA      | $17160.10     | 0.04%             | 2026-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 14.00%, 05/15/2026              | CUSIP: 61780L226<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       193 | PA      | $50005.10     | 0.11%             | 2026-05-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.50%, 05/15/2026              | CUSIP: 61780L234<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       202 | PA      | $27590.70     | 0.06%             | 2026-05-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.20%, 05/15/2026              | CUSIP: 61780L168<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       105 | PA      | $27808.18     | 0.06%             | 2026-05-15      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                       | Barclays Bank plc, ELN, 14.70%, 05/15/2026                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |        84 | PA      | $23779.00     | 0.05%             | 2026-05-15      | Fixed         | 14.70%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | Royal Bank of Canada, ELN, 17.70%, 05/15/2026                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       443 | PA      | $20470.75     | 0.05%             | 2026-05-15      | Fixed         | 17.70%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 10.90%, 05/15/2026              | CUSIP: 61780L176<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        59 | PA      | $21445.81     | 0.05%             | 2026-05-15      | Fixed         | 10.90%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 11.30%, 05/15/2026              | CUSIP: 61780L119<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       150 | PA      | $21604.85     | 0.05%             | 2026-05-15      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.20%, 05/15/2026              | CUSIP: 61780L150<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       340 | PA      | $43475.54     | 0.10%             | 2026-05-15      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 11.30%, 05/15/2026              | CUSIP: 61780L184<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        25 | PA      | $43890.91     | 0.10%             | 2026-05-15      | Fixed         | 11.30%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 10.80%, 05/15/2026              | CUSIP: 61780L143<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       144 | PA      | $22499.67     | 0.05%             | 2026-05-15      | Fixed         | 10.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 14.70%, 05/15/2026              | CUSIP: 61780L192<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       100 | PA      | $24959.06     | 0.06%             | 2026-05-15      | Fixed         | 14.70%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 18.20%, 05/15/2026              | CUSIP: 61780L135<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       228 | PA      | $15787.26     | 0.04%             | 2026-05-15      | Fixed         | 18.20%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 06.20%, 05/15/2026              | CUSIP: 61780L218<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        56 | PA      | $51725.05     | 0.12%             | 2026-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | Royal Bank of Canada, ELN, 12.00%, 05/15/2026                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       286 | PA      | $109085.97    | 0.24%             | 2026-05-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.00%, 05/15/2026              | CUSIP: 61780L200<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       133 | PA      | $52485.35     | 0.12%             | 2026-05-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 14.40%, 05/15/2026              | CUSIP: 61780L127<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        24 | PA      | $24634.28     | 0.05%             | 2026-05-15      | Fixed         | 14.40%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 12.20%, 05/15/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        59 | PA      | $26478.80     | 0.06%             | 2026-05-15      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 13.60%, 05/22/2026              | CUSIP: 61780L325<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        18 | PA      | $28633.80     | 0.06%             | 2026-05-22      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 19.80%, 05/22/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       424 | PA      | $23572.39     | 0.05%             | 2026-05-22      | Fixed         | 19.80%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                | Mizuho Markets Cayman LP, ELN, 08.70%, 05/22/2026                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       141 | PA      | $33674.61     | 0.08%             | 2026-05-22      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                 | Citigroup Global Markets Holdings, Inc., ELN, 12.40%, 05/22/2026 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       204 | PA      | $23961.07     | 0.05%             | 2026-05-22      | Fixed         | 12.40%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The), ELN, 14.10%, 05/22/2026             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       817 | PA      | $23208.54     | 0.05%             | 2026-05-22      | Fixed         | 14.10%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | Wells Fargo Bank NA, ELN, 07.00%, 05/22/2026                     | CUSIP: 95005A474<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |        42 | PA      | $34297.96     | 0.08%             | 2026-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV                                 | BNP Paribas Issuance BV, ELN, 06.30%, 05/22/2026                 | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |       225 | PA      | $21621.10     | 0.05%             | 2026-05-22      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 14.80%, 05/22/2026              | CUSIP: 61780L283<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        17 | PA      | $31200.39     | 0.07%             | 2026-05-22      | Fixed         | 14.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 15.50%, 05/22/2026              | CUSIP: 61780L317<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        79 | PA      | $23256.35     | 0.05%             | 2026-05-22      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA, ELN, 13.50%, 05/22/2026                     | CUSIP: 83370U390<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       109 | PA      | $27480.44     | 0.06%             | 2026-05-22      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 11.60%, 05/22/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       101 | PA      | $14671.72     | 0.03%             | 2026-05-22      | Fixed         | 11.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 09.40%, 05/22/2026              | CUSIP: 61780L333<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       287 | PA      | $23587.08     | 0.05%             | 2026-05-22      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 14.80%, 05/22/2026              | CUSIP: 61780L291<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       165 | PA      | $23501.52     | 0.05%             | 2026-05-22      | Fixed         | 14.80%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 19.50%, 05/22/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       250 | PA      | $31427.97     | 0.07%             | 2026-05-22      | Fixed         | 19.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA, ELN, 14.90%, 05/22/2026                     | CUSIP: 83370U374<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       200 | PA      | $24173.27     | 0.05%             | 2026-05-22      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                     | Wells Fargo Bank NA, ELN, 09.80%, 05/22/2026                     | CUSIP: 95005A466<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |       133 | PA      | $32312.39     | 0.07%             | 2026-05-22      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 13.50%, 05/22/2026              | CUSIP: 61780L309<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       170 | PA      | $22342.22     | 0.05%             | 2026-05-22      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                | Mizuho Markets Cayman LP, ELN, 10.70%, 05/22/2026                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       186 | PA      | $40019.46     | 0.09%             | 2026-05-22      | Fixed         | 10.70%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | Societe Generale SA, ELN, 15.80%, 05/22/2026                     | CUSIP: 83370U382<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | SN               | CORP              | FR        |       150 | PA      | $76463.25     | 0.17%             | 2026-05-22      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 09.50%, 05/22/2026              | CUSIP: 61780L341<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       119 | PA      | $111339.67    | 0.25%             | 2026-05-22      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 18.10%, 05/22/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        86 | PA      | $36536.71     | 0.08%             | 2026-05-22      | Fixed         | 18.10%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The), ELN, 23.50%, 05/22/2026             | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |       327 | PA      | $22483.24     | 0.05%             | 2026-05-22      | Fixed         | 23.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.80%, 05/29/2026              | CUSIP: 61780L424<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       175 | PA      | $24842.51     | 0.06%             | 2026-05-29      | Fixed         | 12.80%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                | Mizuho Markets Cayman LP, ELN, 16.20%, 05/29/2026                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       212 | PA      | $32594.62     | 0.07%             | 2026-05-29      | Fixed         | 16.20%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | Royal Bank of Canada, ELN, 04.10%, 05/29/2026                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |        86 | PA      | $19141.36     | 0.04%             | 2026-05-29      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                | Mizuho Markets Cayman LP, ELN, 17.10%, 05/29/2026                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       129 | PA      | $32289.54     | 0.07%             | 2026-05-29      | Fixed         | 17.10%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc                                       | Barclays Bank plc, ELN, 04.70%, 05/29/2026                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |       171 | PA      | $26129.52     | 0.06%             | 2026-05-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                | Mizuho Markets Cayman LP, ELN, 04.40%, 05/29/2026                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       141 | PA      | $32772.98     | 0.07%             | 2026-05-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 08.30%, 05/29/2026              | CUSIP: 61780L358<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       101 | PA      | $23739.05     | 0.05%             | 2026-05-29      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 09.80%, 05/29/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |       524 | PA      | $105169.30    | 0.23%             | 2026-05-29      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 23.90%, 05/29/2026              | CUSIP: 61780L408<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        35 | PA      | $31046.50     | 0.07%             | 2026-05-29      | Fixed         | 23.90%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP                                | Mizuho Markets Cayman LP, ELN, 13.30%, 05/29/2026                | CUSIP: N/A<br>LEI: 549300KHUXLS6Q30KT26       | Long             | SN               | CORP              | KY        |       164 | PA      | $25521.44     | 0.06%             | 2026-05-29      | Fixed         | 13.30%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 18.00%, 05/29/2026              | CUSIP: 61780L366<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       130 | PA      | $21510.03     | 0.05%             | 2026-05-29      | Fixed         | 18.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 08.10%, 05/29/2026              | CUSIP: 61780L416<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       362 | PA      | $27876.22     | 0.06%             | 2026-05-29      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Goldman Sachs International, ELN, 05.20%, 05/29/2026             | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | Long             | SN               | CORP              | GB        |        89 | PA      | $40799.17     | 0.09%             | 2026-05-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                    | Royal Bank of Canada, ELN, 15.70%, 05/29/2026                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |       359 | PA      | $26606.36     | 0.06%             | 2026-05-29      | Fixed         | 15.70%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 13.60%, 05/29/2026              | CUSIP: 61780L440<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       386 | PA      | $34193.91     | 0.08%             | 2026-05-29      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 13.10%, 05/29/2026              | CUSIP: 61780L432<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       356 | PA      | $22989.85     | 0.05%             | 2026-05-29      | Fixed         | 13.10%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 10.90%, 05/29/2026              | CUSIP: 61780L382<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       280 | PA      | $41362.65     | 0.09%             | 2026-05-29      | Fixed         | 10.90%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 07.40%, 05/29/2026              | CUSIP: 61780L374<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        35 | PA      | $25191.02     | 0.06%             | 2026-05-29      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc.                 | Citigroup Global Markets Holdings, Inc., ELN, 12.00%, 05/29/2026 | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |       233 | PA      | $44566.02     | 0.10%             | 2026-05-29      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 08.70%, 05/29/2026              | CUSIP: 61780L390<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |        50 | PA      | $35379.49     | 0.08%             | 2026-05-29      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC                              | Morgan Stanley Finance LLC, ELN, 12.20%, 05/29/2026              | CUSIP: 61780L457<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |       109 | PA      | $35540.86     | 0.08%             | 2026-05-29      | Fixed         | 12.20%                | No            |                  2 | On Loan: No      |
| Japanese Yen                                            | Japanese Yen                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     30898 | OU      | $197.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Korea Won                                         | South Korea Won                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |       -31 | OU      | $-0.02        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | MSCI Emerging Markets Index                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31 | NC      | $211410.43    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                            | LyondellBasell Industries NV, Class A                            | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |       517 | NS      | $38568.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                            | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |       280 | NS      | $82205.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Krone                                         | Norwegian Krone                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     12009 | OU      | $1296.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | NASDAQ 100 E-Mini Index                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        10 | NC      | $405695.21    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                      | New Zealand Dollar                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |       311 | OU      | $183.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polish Zloty - New                                      | Polish Zloty - New                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |       601 | OU      | $165.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Krona                                           | Swedish Krona                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |     34233 | OU      | $3707.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                        | Singapore Dollar                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |      1512 | OU      | $1187.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Taiwan Dollar                                       | New Taiwan Dollar                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TW        |         0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Note                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $-16089.47    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer