# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0002071691-26-012768
**Filing Date:** 2026-5
**Character Count:** 151004
**Document Hash:** 58235e12859145743fd36d8a2d3c8a4e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012768.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002071691-26-012768

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 261043779

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan U.S. Large Cap Core Plus Fund (Series ID: S000002849)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007809 | Class I      | JLPSX           |
| C000007811 | Class A      | JLCAX           |
| C000007812 | Class C      | JLPCX           |
| C000033532 | Class R5     | JCPRX           |
| C000070626 | Class R2     | JLPZX           |
| C000195233 | Class R6     | JLPYX           |

## Nport-Ex

**JPMorgan U.S. Large Cap Core Plus Fund**

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

**(Unaudited)** 

---

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

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF March 31, 2026 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE** <br>**($000)**<br>|
| **Long Positions — 121.6%** | **Long Positions — 121.6%** | **Long Positions — 121.6%** |
| **Common Stocks — 120.0%** | **Common Stocks — 120.0%** | **Common Stocks — 120.0%** |
| **Aerospace & Defense — 3.9%** | **Aerospace & Defense — 3.9%** | **Aerospace & Defense — 3.9%** |
| &nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 206 | &nbsp;&nbsp;&nbsp;&nbsp; 47353 |
| &nbsp;&nbsp;&nbsp; RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 266 | &nbsp;&nbsp;&nbsp;&nbsp; 51221 |
| &nbsp;&nbsp;&nbsp; TransDigm Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 27200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 125774 |
| **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** | **Air Freight & Logistics — 0.1%** |
| &nbsp;&nbsp;&nbsp; FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; 3369 |
| **Automobiles — 0.7%** | **Automobiles — 0.7%** | **Automobiles — 0.7%** |
| &nbsp;&nbsp;&nbsp; General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp; 8998 |
| &nbsp;&nbsp;&nbsp; Tesla, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp; 12250 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 21248 |
| **Banks — 4.1%** | **Banks — 4.1%** | **Banks — 4.1%** |
| &nbsp;&nbsp;&nbsp; Bank of America Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp; 19667 |
| &nbsp;&nbsp;&nbsp; Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp;&nbsp;&nbsp; 10018 |
| &nbsp;&nbsp;&nbsp; Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp; 30385 |
| &nbsp;&nbsp;&nbsp; US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 19370 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 671 | &nbsp;&nbsp;&nbsp;&nbsp; 53379 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 132819 |
| **Beverages — 0.9%** | **Beverages — 0.9%** | **Beverages — 0.9%** |
| &nbsp;&nbsp;&nbsp; PepsiCo, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp;&nbsp; 30767 |
| **Biotechnology — 3.3%** | **Biotechnology — 3.3%** | **Biotechnology — 3.3%** |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp; 55522 |
| &nbsp;&nbsp;&nbsp; Biogen, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp; 5273 |
| &nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp; 8018 |
| &nbsp;&nbsp;&nbsp; Insmed, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp; 1944 |
| &nbsp;&nbsp;&nbsp; Neurocrine Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp; 1579 |
| &nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 14795 |
| &nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 20459 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 107590 |
| **Broadline Retail — 5.1%** | **Broadline Retail — 5.1%** | **Broadline Retail — 5.1%** |
| &nbsp;&nbsp;&nbsp; Amazon.com, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 799 | &nbsp;&nbsp;&nbsp;&nbsp; 166480 |
| **Building Products — 2.0%** | **Building Products — 2.0%** | **Building Products — 2.0%** |
| &nbsp;&nbsp;&nbsp; Fortune Brands Innovations, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 |
| &nbsp;&nbsp;&nbsp; Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp;&nbsp;&nbsp; 4736 |
| &nbsp;&nbsp;&nbsp; Trane Technologies plc | &nbsp;&nbsp;&nbsp;&nbsp; 141 | &nbsp;&nbsp;&nbsp;&nbsp; 58939 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 65687 |
| **Capital Markets — 3.7%** | **Capital Markets — 3.7%** | **Capital Markets — 3.7%** |
| &nbsp;&nbsp;&nbsp; Ameriprise Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp; 3566 |
| &nbsp;&nbsp;&nbsp; Blackstone, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp; 7612 |
| &nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp; 22351 |
| &nbsp;&nbsp;&nbsp; CME Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 4271 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 9232 |
| &nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 184 | &nbsp;&nbsp;&nbsp;&nbsp; 28988 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp;&nbsp;&nbsp; 30972 |

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Long Positions — continued** | **Long Positions — continued** | **Long Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Capital Markets — continued** | **Capital Markets — continued** | **Capital Markets — continued** |
| &nbsp;&nbsp;&nbsp; MSCI, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 8429 |
| &nbsp;&nbsp;&nbsp; State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp; 5033 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 120454 |
| **Chemicals — 1.5%** | **Chemicals — 1.5%** | **Chemicals — 1.5%** |
| &nbsp;&nbsp;&nbsp; Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 3443 |
| &nbsp;&nbsp;&nbsp; Ecolab, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp; 32364 |
| &nbsp;&nbsp;&nbsp; Linde plc | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp; 10059 |
| &nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp; 3961 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 49827 |
| **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** | **Commercial Services & Supplies — 0.2%** |
| &nbsp;&nbsp;&nbsp; Waste Connections, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 7408 |
| **Communications Equipment — 0.3%** | **Communications Equipment — 0.3%** | **Communications Equipment — 0.3%** |
| &nbsp;&nbsp;&nbsp; Arista Networks, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp; 9264 |
| **Construction Materials — 0.4%** | **Construction Materials — 0.4%** | **Construction Materials — 0.4%** |
| &nbsp;&nbsp;&nbsp; Martin Marietta Materials, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 11357 |
| **Consumer Finance — 0.7%** | **Consumer Finance — 0.7%** | **Consumer Finance — 0.7%** |
| &nbsp;&nbsp;&nbsp; American Express Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp; 15432 |
| &nbsp;&nbsp;&nbsp; Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp; 7711 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 23143 |
| **Consumer Staples Distribution & Retail — 1.1%** | **Consumer Staples Distribution & Retail — 1.1%** | **Consumer Staples Distribution & Retail — 1.1%** |
| &nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 13752 |
| &nbsp;&nbsp;&nbsp; Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp; 21789 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 35541 |
| **Diversified Telecommunication Services — 0.8%** | **Diversified Telecommunication Services — 0.8%** | **Diversified Telecommunication Services — 0.8%** |
| &nbsp;&nbsp;&nbsp; AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp; 24362 |
| **Electric Utilities — 4.4%** | **Electric Utilities — 4.4%** | **Electric Utilities — 4.4%** |
| &nbsp;&nbsp;&nbsp; Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp; 44414 |
| &nbsp;&nbsp;&nbsp; NextEra Energy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp;&nbsp;&nbsp; 55771 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp; 32345 |
| &nbsp;&nbsp;&nbsp; Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp; 10141 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 142671 |
| **Electrical Equipment — 1.8%** | **Electrical Equipment — 1.8%** | **Electrical Equipment — 1.8%** |
| &nbsp;&nbsp;&nbsp; Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp;&nbsp;&nbsp; 29236 |
| &nbsp;&nbsp;&nbsp; Emerson Electric Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp;&nbsp;&nbsp; 14127 |
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 13963 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 57326 |
| **Electronic Equipment, Instruments & Components — 1.5%** | **Electronic Equipment, Instruments & Components — 1.5%** | **Electronic Equipment, Instruments & Components — 1.5%** |
| &nbsp;&nbsp;&nbsp; Amphenol Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 354 | &nbsp;&nbsp;&nbsp;&nbsp; 44681 |
| &nbsp;&nbsp;&nbsp; Corning, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 5036 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 49717 |

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Long Positions — continued** | **Long Positions — continued** | **Long Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Energy Equipment & Services — 0.4%** | **Energy Equipment & Services — 0.4%** | **Energy Equipment & Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Baker Hughes Co., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp; 13205 |
| **Entertainment — 1.9%** | **Entertainment — 1.9%** | **Entertainment — 1.9%** |
| &nbsp;&nbsp;&nbsp; Take-Two Interactive Software, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 3248 |
| &nbsp;&nbsp;&nbsp; Walt Disney Co. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 416 | &nbsp;&nbsp;&nbsp;&nbsp; 40083 |
| &nbsp;&nbsp;&nbsp; Warner Music Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp; 16799 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 60130 |
| **Financial Services — 4.4%** | **Financial Services — 4.4%** | **Financial Services — 4.4%** |
| &nbsp;&nbsp;&nbsp; Affirm Holdings, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 177 | &nbsp;&nbsp;&nbsp;&nbsp; 8137 |
| &nbsp;&nbsp;&nbsp; Corpay, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp; 35183 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information Services, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 277 | &nbsp;&nbsp;&nbsp;&nbsp; 12991 |
| &nbsp;&nbsp;&nbsp; Fiserv, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp; 2833 |
| &nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp; 159 | &nbsp;&nbsp;&nbsp;&nbsp; 79373 |
| &nbsp;&nbsp;&nbsp; Toast, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp;&nbsp;&nbsp; 5373 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 143890 |
| **Ground Transportation — 1.4%** | **Ground Transportation — 1.4%** | **Ground Transportation — 1.4%** |
| &nbsp;&nbsp;&nbsp; Canadian Pacific Kansas City Ltd. (Canada) | &nbsp;&nbsp;&nbsp;&nbsp; 146 | &nbsp;&nbsp;&nbsp;&nbsp; 11514 |
| &nbsp;&nbsp;&nbsp; CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 826 | &nbsp;&nbsp;&nbsp;&nbsp; 33927 |
| &nbsp;&nbsp;&nbsp; Saia, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; 1607 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 47048 |
| **Health Care Equipment & Supplies — 1.9%** | **Health Care Equipment & Supplies — 1.9%** | **Health Care Equipment & Supplies — 1.9%** |
| &nbsp;&nbsp;&nbsp; Boston Scientific Corp. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp; 17881 |
| &nbsp;&nbsp;&nbsp; Dexcom, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 |
| &nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp;&nbsp;&nbsp; 17687 |
| &nbsp;&nbsp;&nbsp; Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 |
| &nbsp;&nbsp;&nbsp; Stryker Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp; 22056 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 62324 |
| **Health Care Providers & Services — 1.3%** | **Health Care Providers & Services — 1.3%** | **Health Care Providers & Services — 1.3%** |
| &nbsp;&nbsp;&nbsp; HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 7478 |
| &nbsp;&nbsp;&nbsp; UnitedHealth Group, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp; 35221 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 42699 |
| **Health Care REITs — 0.9%** | **Health Care REITs — 0.9%** | **Health Care REITs — 0.9%** |
| &nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp; 1494 |
| &nbsp;&nbsp;&nbsp; Ventas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp; 21227 |
| &nbsp;&nbsp;&nbsp; Welltower, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp; 6335 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 29056 |
| **Hotels, Restaurants & Leisure — 4.1%** | **Hotels, Restaurants & Leisure — 4.1%** | **Hotels, Restaurants & Leisure — 4.1%** |
| &nbsp;&nbsp;&nbsp; Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 12382 |
| &nbsp;&nbsp;&nbsp; Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 |
| &nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 312 | &nbsp;&nbsp;&nbsp;&nbsp; 9985 |
| &nbsp;&nbsp;&nbsp; Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp; 6970 |
| &nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp;&nbsp; 17681 |
| &nbsp;&nbsp;&nbsp; Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 11277 |
| &nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp;&nbsp; 23619 |

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Long Positions — continued** | **Long Positions — continued** | **Long Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Hotels, Restaurants & Leisure — continued** | **Hotels, Restaurants & Leisure — continued** | **Hotels, Restaurants & Leisure — continued** |
| &nbsp;&nbsp;&nbsp; McDonald's Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp; 33877 |
| &nbsp;&nbsp;&nbsp; Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp; 11672 |
| &nbsp;&nbsp;&nbsp; Yum! Brands, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 4771 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 133923 |
| **Household Products — 0.8%** | **Household Products — 0.8%** | **Household Products — 0.8%** |
| &nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp;&nbsp;&nbsp; 26879 |
| **Industrial Conglomerates — 1.2%** | **Industrial Conglomerates — 1.2%** | **Industrial Conglomerates — 1.2%** |
| &nbsp;&nbsp;&nbsp; 3M Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp;&nbsp;&nbsp; 38296 |
| **Insurance — 1.9%** | **Insurance — 1.9%** | **Insurance — 1.9%** |
| &nbsp;&nbsp;&nbsp; Aon plc, Class A | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp; 15386 |
| &nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 171 | &nbsp;&nbsp;&nbsp;&nbsp; 37083 |
| &nbsp;&nbsp;&nbsp; Progressive Corp. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp; 10060 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 62529 |
| **Interactive Media & Services — 8.5%** | **Interactive Media & Services — 8.5%** | **Interactive Media & Services — 8.5%** |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp;&nbsp;&nbsp; 31770 |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp; 508 | &nbsp;&nbsp;&nbsp;&nbsp; 146113 |
| &nbsp;&nbsp;&nbsp; Meta Platforms, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp; 97513 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 275396 |
| **IT Services — 0.2%** | **IT Services — 0.2%** | **IT Services — 0.2%** |
| &nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (Canada) \* | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp; 7156 |
| **Life Sciences Tools & Services — 1.6%** | **Life Sciences Tools & Services — 1.6%** | **Life Sciences Tools & Services — 1.6%** |
| &nbsp;&nbsp;&nbsp; Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp; 17823 |
| &nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 21103 |
| &nbsp;&nbsp;&nbsp; Waters Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 13659 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 52585 |
| **Machinery — 2.3%** | **Machinery — 2.3%** | **Machinery — 2.3%** |
| &nbsp;&nbsp;&nbsp; Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 6619 |
| &nbsp;&nbsp;&nbsp; Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp;&nbsp;&nbsp; 3172 |
| &nbsp;&nbsp;&nbsp; Dover Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp;&nbsp;&nbsp; 38130 |
| &nbsp;&nbsp;&nbsp; IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 3417 |
| &nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 278 | &nbsp;&nbsp;&nbsp;&nbsp; 22277 |
| &nbsp;&nbsp;&nbsp; Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 1483 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 75098 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 4762 |
| **Multi-Utilities — 1.7%** | **Multi-Utilities — 1.7%** | **Multi-Utilities — 1.7%** |
| &nbsp;&nbsp;&nbsp; Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp; 7272 |
| &nbsp;&nbsp;&nbsp; Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp; 7741 |
| &nbsp;&nbsp;&nbsp; NiSource, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp; 5635 |
| &nbsp;&nbsp;&nbsp; Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 362 | &nbsp;&nbsp;&nbsp;&nbsp; 35162 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 55810 |

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Long Positions — continued** | **Long Positions — continued** | **Long Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Oil, Gas & Consumable Fuels — 4.9%** | **Oil, Gas & Consumable Fuels — 4.9%** | **Oil, Gas & Consumable Fuels — 4.9%** |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp; ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp; 174 | &nbsp;&nbsp;&nbsp;&nbsp; 22982 |
| &nbsp;&nbsp;&nbsp; EOG Resources, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 28864 |
| &nbsp;&nbsp;&nbsp; EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp; 16856 |
| &nbsp;&nbsp;&nbsp; Exxon Mobil Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp;&nbsp;&nbsp; 61811 |
| &nbsp;&nbsp;&nbsp; Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp; 6261 |
| &nbsp;&nbsp;&nbsp; Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 3276 |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp; 7281 |
| &nbsp;&nbsp;&nbsp; Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp; 4316 |
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 3939 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 158586 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| &nbsp;&nbsp;&nbsp; Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 2058 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3523 |
| **Pharmaceuticals — 3.8%** | **Pharmaceuticals — 3.8%** | **Pharmaceuticals — 3.8%** |
| &nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp; 22638 |
| &nbsp;&nbsp;&nbsp; Elanco Animal Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 |
| &nbsp;&nbsp;&nbsp; Eli Lilly & Co. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp;&nbsp;&nbsp; 28211 |
| &nbsp;&nbsp;&nbsp; Johnson & Johnson (a) | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp; 69287 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 121741 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| &nbsp;&nbsp;&nbsp; UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp; 4553 |
| **Semiconductors & Semiconductor Equipment — 17.8%** | **Semiconductors & Semiconductor Equipment — 17.8%** | **Semiconductors & Semiconductor Equipment — 17.8%** |
| &nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; 7206 |
| &nbsp;&nbsp;&nbsp; Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp;&nbsp;&nbsp; 21093 |
| &nbsp;&nbsp;&nbsp; ASML Holding NV (Registered), NYRS (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 3170 |
| &nbsp;&nbsp;&nbsp; Broadcom, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 352 | &nbsp;&nbsp;&nbsp;&nbsp; 109075 |
| &nbsp;&nbsp;&nbsp; Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp; 51182 |
| &nbsp;&nbsp;&nbsp; Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; 21694 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 1607 | &nbsp;&nbsp;&nbsp;&nbsp; 280186 |
| &nbsp;&nbsp;&nbsp; NXP Semiconductors NV (Netherlands) | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp; 23965 |
| &nbsp;&nbsp;&nbsp; Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp;&nbsp;&nbsp; 2901 |
| &nbsp;&nbsp;&nbsp; Taiwan Semiconductor Manufacturing Co. Ltd., ADR (Taiwan) | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp; 24459 |
| &nbsp;&nbsp;&nbsp; Texas Instruments, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 151 | &nbsp;&nbsp;&nbsp;&nbsp; 29368 |
| &nbsp;&nbsp;&nbsp; Universal Display Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp; 2464 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 576763 |
| **Software — 8.3%** | **Software — 8.3%** | **Software — 8.3%** |
| &nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp; 17447 |
| &nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp; 5538 |
| &nbsp;&nbsp;&nbsp; Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp; 27745 |
| &nbsp;&nbsp;&nbsp; Microsoft Corp. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 507 | &nbsp;&nbsp;&nbsp;&nbsp; 187562 |

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Long Positions — continued** | **Long Positions — continued** | **Long Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Software — continued** | **Software — continued** | **Software — continued** |
| &nbsp;&nbsp;&nbsp; Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp;&nbsp; 9130 |
| &nbsp;&nbsp;&nbsp; ServiceNow, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp;&nbsp;&nbsp; 23258 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 270680 |
| **Specialized REITs — 1.3%** | **Specialized REITs — 1.3%** | **Specialized REITs — 1.3%** |
| &nbsp;&nbsp;&nbsp; American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp;&nbsp;&nbsp; 18501 |
| &nbsp;&nbsp;&nbsp; Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 22337 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 40838 |
| **Specialty Retail — 4.8%** | **Specialty Retail — 4.8%** | **Specialty Retail — 4.8%** |
| &nbsp;&nbsp;&nbsp; AutoZone, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp; 28927 |
| &nbsp;&nbsp;&nbsp; Burlington Stores, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 121 | &nbsp;&nbsp;&nbsp;&nbsp; 39256 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 282 | &nbsp;&nbsp;&nbsp;&nbsp; 66618 |
| &nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp;&nbsp;&nbsp; 6417 |
| &nbsp;&nbsp;&nbsp; Ross Stores, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp; 13158 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 154376 |
| **Technology Hardware, Storage & Peripherals — 6.7%** | **Technology Hardware, Storage & Peripherals — 6.7%** | **Technology Hardware, Storage & Peripherals — 6.7%** |
| &nbsp;&nbsp;&nbsp; Apple, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 699 | &nbsp;&nbsp;&nbsp;&nbsp; 177354 |
| &nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 206 | &nbsp;&nbsp;&nbsp;&nbsp; 4907 |
| &nbsp;&nbsp;&nbsp; Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 4325 |
| &nbsp;&nbsp;&nbsp; Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp;&nbsp;&nbsp; 30176 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 216762 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| &nbsp;&nbsp;&nbsp; NIKE, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp; 3817 |
| **Tobacco — 0.6%** | **Tobacco — 0.6%** | **Tobacco — 0.6%** |
| &nbsp;&nbsp;&nbsp; Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp; 18257 |
| **Trading Companies & Distributors — 0.4%** | **Trading Companies & Distributors — 0.4%** | **Trading Companies & Distributors — 0.4%** |
| &nbsp;&nbsp;&nbsp; United Rentals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp; 11924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks <br>(Cost $2,566,546)<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; 3897410 |
| **Short-Term Investments — 1.6%** | **Short-Term Investments — 1.6%** | **Short-Term Investments — 1.6%** |
| **Investment Companies — 1.6%** | **Investment Companies — 1.6%** | **Investment Companies — 1.6%** |
| &nbsp;&nbsp;&nbsp; JPMorgan Prime Money Market Fund Class IM Shares, 3.75% (b) (c)(Cost $50,950) | &nbsp;&nbsp;&nbsp;&nbsp; 50946 | &nbsp;&nbsp;&nbsp;&nbsp; 50951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Long Positions <br>(Cost $2,617,496)<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; 3948361 |
| **Short Positions — (21.5)%** | **Short Positions — (21.5)%** | **Short Positions — (21.5)%** |
| **Common Stocks — (21.5)%** | **Common Stocks — (21.5)%** | **Common Stocks — (21.5)%** |
| **Air Freight & Logistics — (0.1)%** | **Air Freight & Logistics — (0.1)%** | **Air Freight & Logistics — (0.1)%** |
| &nbsp;&nbsp;&nbsp; CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (21)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3460)<br>|
| **Automobiles — (0.3)%** | **Automobiles — (0.3)%** | **Automobiles — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp; (724)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8357)<br>|

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Short Positions — continued** | **Short Positions — continued** | **Short Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Banks — (0.7)%** | **Banks — (0.7)%** | **Banks — (0.7)%** |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (130)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7807)<br>|
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (69)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14382)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (22189)<br>|
| **Beverages — (0.1)%** | **Beverages — (0.1)%** | **Beverages — (0.1)%** |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co., Class B | &nbsp;&nbsp;&nbsp;&nbsp; (62)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2662)<br>|
| **Biotechnology — (0.6)%** | **Biotechnology — (0.6)%** | **Biotechnology — (0.6)%** |
| &nbsp;&nbsp;&nbsp; Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (29)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10361)<br>|
| &nbsp;&nbsp;&nbsp; Incyte Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; (42)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3954)<br>|
| &nbsp;&nbsp;&nbsp; Moderna, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (119)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6044)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (20359)<br>|
| **Broadline Retail — (0.4)%** | **Broadline Retail — (0.4)%** | **Broadline Retail — (0.4)%** |
| &nbsp;&nbsp;&nbsp; eBay, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (159)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14453)<br>|
| **Building Products — (0.0)% ^** | **Building Products — (0.0)% ^** | **Building Products — (0.0)% ^** |
| &nbsp;&nbsp;&nbsp; Lennox International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (2)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (762)<br>|
| **Capital Markets — (1.3)%** | **Capital Markets — (1.3)%** | **Capital Markets — (1.3)%** |
| &nbsp;&nbsp;&nbsp; Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (3)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3229)<br>|
| &nbsp;&nbsp;&nbsp; Carlyle Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (101)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4879)<br>|
| &nbsp;&nbsp;&nbsp; FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (20)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4426)<br>|
| &nbsp;&nbsp;&nbsp; Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (444)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10502)<br>|
| &nbsp;&nbsp;&nbsp; LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (11)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3297)<br>|
| &nbsp;&nbsp;&nbsp; Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (27)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11648)<br>|
| &nbsp;&nbsp;&nbsp; Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (20)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1688)<br>|
| &nbsp;&nbsp;&nbsp; Tradeweb Markets, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; (33)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3854)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (43523)<br>|
| **Chemicals — (0.3)%** | **Chemicals — (0.3)%** | **Chemicals — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Air Products and Chemicals, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (24)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7031)<br>|
| &nbsp;&nbsp;&nbsp; Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; (34)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2613)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (9644)<br>|
| **Commercial Services & Supplies — (0.8)%** | **Commercial Services & Supplies — (0.8)%** | **Commercial Services & Supplies — (0.8)%** |
| &nbsp;&nbsp;&nbsp; Cintas Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (7)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1296)<br>|
| &nbsp;&nbsp;&nbsp; Republic Services, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; (34)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7429)<br>|
| &nbsp;&nbsp;&nbsp; Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (19)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1676)<br>|
| &nbsp;&nbsp;&nbsp; Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (64)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14663)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (25064)<br>|
| **Communications Equipment — (0.6)%** | **Communications Equipment — (0.6)%** | **Communications Equipment — (0.6)%** |
| &nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (252)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (19555)<br>|
| **Consumer Finance — (0.3)%** | **Consumer Finance — (0.3)%** | **Consumer Finance — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp; (164)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11135)<br>|
| **Consumer Staples Distribution & Retail — (1.1)%** | **Consumer Staples Distribution & Retail — (1.1)%** | **Consumer Staples Distribution & Retail — (1.1)%** |
| &nbsp;&nbsp;&nbsp; Dollar Tree, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (25)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2767)<br>|

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Short Positions — continued** | **Short Positions — continued** | **Short Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Consumer Staples Distribution & Retail — continued** | **Consumer Staples Distribution & Retail — continued** | **Consumer Staples Distribution & Retail — continued** |
| &nbsp;&nbsp;&nbsp; Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (214)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (15239)<br>|
| &nbsp;&nbsp;&nbsp; Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (152)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (18445)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (36451)<br>|
| **Distributors — (0.1)%** | **Distributors — (0.1)%** | **Distributors — (0.1)%** |
| &nbsp;&nbsp;&nbsp; Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (13)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2724)<br>|
| **Electric Utilities — (2.4)%** | **Electric Utilities — (2.4)%** | **Electric Utilities — (2.4)%** |
| &nbsp;&nbsp;&nbsp; American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (80)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10434)<br>|
| &nbsp;&nbsp;&nbsp; Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (143)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (18698)<br>|
| &nbsp;&nbsp;&nbsp; Edison International | &nbsp;&nbsp;&nbsp;&nbsp; (139)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10188)<br>|
| &nbsp;&nbsp;&nbsp; Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; (173)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (12026)<br>|
| &nbsp;&nbsp;&nbsp; Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (214)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10474)<br>|
| &nbsp;&nbsp;&nbsp; Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (64)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6458)<br>|
| &nbsp;&nbsp;&nbsp; PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (285)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10876)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (79154)<br>|
| **Energy Equipment & Services — (0.2)%** | **Energy Equipment & Services — (0.2)%** | **Energy Equipment & Services — (0.2)%** |
| &nbsp;&nbsp;&nbsp; SLB Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; (104)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5321)<br>|
| **Entertainment — (0.2)%** | **Entertainment — (0.2)%** | **Entertainment — (0.2)%** |
| &nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (29)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5901)<br>|
| **Financial Services — (0.8)%** | **Financial Services — (0.8)%** | **Financial Services — (0.8)%** |
| &nbsp;&nbsp;&nbsp; Berkshire Hathaway, Inc., Class B \* | &nbsp;&nbsp;&nbsp;&nbsp; (7)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3484)<br>|
| &nbsp;&nbsp;&nbsp; Block, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (169)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10170)<br>|
| &nbsp;&nbsp;&nbsp; PayPal Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (35)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1584)<br>|
| &nbsp;&nbsp;&nbsp; Voya Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (103)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7059)<br>|
| &nbsp;&nbsp;&nbsp; Western Union Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (366)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3194)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (25491)<br>|
| **Food Products — (0.3)%** | **Food Products — (0.3)%** | **Food Products — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Campbell's Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (66)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1462)<br>|
| &nbsp;&nbsp;&nbsp; Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (104)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1638)<br>|
| &nbsp;&nbsp;&nbsp; General Mills, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (89)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3332)<br>|
| &nbsp;&nbsp;&nbsp; Kraft Heinz Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (156)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3499)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (9931)<br>|
| **Health Care Equipment & Supplies — (0.2)%** | **Health Care Equipment & Supplies — (0.2)%** | **Health Care Equipment & Supplies — (0.2)%** |
| &nbsp;&nbsp;&nbsp; Dentsply Sirona, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (208)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2419)<br>|
| &nbsp;&nbsp;&nbsp; Zimmer Biomet Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (39)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3489)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (5908)<br>|
| **Health Care Providers & Services — (0.3)%** | **Health Care Providers & Services — (0.3)%** | **Health Care Providers & Services — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Centene Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; (85)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2764)<br>|
| &nbsp;&nbsp;&nbsp; CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (89)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6405)<br>|
| &nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (9)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1820)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (10989)<br>|
| **Hotels, Restaurants & Leisure — (0.4)%** | **Hotels, Restaurants & Leisure — (0.4)%** | **Hotels, Restaurants & Leisure — (0.4)%** |
| &nbsp;&nbsp;&nbsp; Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (137)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (12261)<br>|

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Short Positions — continued** | **Short Positions — continued** | **Short Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Household Durables — (0.4)%** | **Household Durables — (0.4)%** | **Household Durables — (0.4)%** |
| &nbsp;&nbsp;&nbsp; DR Horton, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (12)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1586)<br>|
| &nbsp;&nbsp;&nbsp; Mohawk Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (27)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2690)<br>|
| &nbsp;&nbsp;&nbsp; NVR, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (1)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4382)<br>|
| &nbsp;&nbsp;&nbsp; Toll Brothers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (22)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3004)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (11662)<br>|
| **Household Products — (0.2)%** | **Household Products — (0.2)%** | **Household Products — (0.2)%** |
| &nbsp;&nbsp;&nbsp; Clorox Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (32)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3268)<br>|
| &nbsp;&nbsp;&nbsp; Procter & Gamble Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (22)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3246)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (6514)<br>|
| **Industrial Conglomerates — (0.3)%** | **Industrial Conglomerates — (0.3)%** | **Industrial Conglomerates — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (37)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8257)<br>|
| **Insurance — (1.3)%** | **Insurance — (1.3)%** | **Insurance — (1.3)%** |
| &nbsp;&nbsp;&nbsp; Allstate Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (69)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14301)<br>|
| &nbsp;&nbsp;&nbsp; American International Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (71)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5311)<br>|
| &nbsp;&nbsp;&nbsp; Kinsale Capital Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (13)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4563)<br>|
| &nbsp;&nbsp;&nbsp; Willis Towers Watson plc | &nbsp;&nbsp;&nbsp;&nbsp; (28)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8006)<br>|
| &nbsp;&nbsp;&nbsp; WR Berkley Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (146)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9681)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (41862)<br>|
| **IT Services — (0.0)% ^** | **IT Services — (0.0)% ^** | **IT Services — (0.0)% ^** |
| &nbsp;&nbsp;&nbsp; EPAM Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (12)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1635)<br>|
| **Life Sciences Tools & Services — (0.7)%** | **Life Sciences Tools & Services — (0.7)%** | **Life Sciences Tools & Services — (0.7)%** |
| &nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (29)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3259)<br>|
| &nbsp;&nbsp;&nbsp; Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (128)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4626)<br>|
| &nbsp;&nbsp;&nbsp; ICON plc \* | &nbsp;&nbsp;&nbsp;&nbsp; (11)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1235)<br>|
| &nbsp;&nbsp;&nbsp; Illumina, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (38)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4717)<br>|
| &nbsp;&nbsp;&nbsp; Revvity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (91)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8003)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (21840)<br>|
| **Machinery — (1.1)%** | **Machinery — (1.1)%** | **Machinery — (1.1)%** |
| &nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (55)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14179)<br>|
| &nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (132)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10179)<br>|
| &nbsp;&nbsp;&nbsp; Snap-on, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (27)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9934)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (34292)<br>|
| **Media — (0.2)%** | **Media — (0.2)%** | **Media — (0.2)%** |
| &nbsp;&nbsp;&nbsp; Fox Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp; (82)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4790)<br>|
| &nbsp;&nbsp;&nbsp; Paramount Skydance Corp., Class B | &nbsp;&nbsp;&nbsp;&nbsp; (297)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2678)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (7468)<br>|
| **Metals & Mining — (0.0)% ^** | **Metals & Mining — (0.0)% ^** | **Metals & Mining — (0.0)% ^** |
| &nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (27)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1584)<br>|
| **Multi-Utilities — (0.2)%** | **Multi-Utilities — (0.2)%** | **Multi-Utilities — (0.2)%** |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (66)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7636)<br>|
| **Oil, Gas & Consumable Fuels — (1.1)%** | **Oil, Gas & Consumable Fuels — (1.1)%** | **Oil, Gas & Consumable Fuels — (1.1)%** |
| &nbsp;&nbsp;&nbsp; APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (136)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5793)<br>|

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Short Positions — continued** | **Short Positions — continued** | **Short Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Oil, Gas & Consumable Fuels — continued** | **Oil, Gas & Consumable Fuels — continued** | **Oil, Gas & Consumable Fuels — continued** |
| &nbsp;&nbsp;&nbsp; Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (15)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3049)<br>|
| &nbsp;&nbsp;&nbsp; Enbridge, Inc. (Canada) | &nbsp;&nbsp;&nbsp;&nbsp; (185)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10044)<br>|
| &nbsp;&nbsp;&nbsp; Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (59)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1977)<br>|
| &nbsp;&nbsp;&nbsp; Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (84)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5431)<br>|
| &nbsp;&nbsp;&nbsp; ONEOK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (89)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8041)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (34335)<br>|
| **Pharmaceuticals — (0.4)%** | **Pharmaceuticals — (0.4)%** | **Pharmaceuticals — (0.4)%** |
| &nbsp;&nbsp;&nbsp; Merck & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (62)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7435)<br>|
| &nbsp;&nbsp;&nbsp; Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (182)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5125)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (12560)<br>|
| **Professional Services — (0.7)%** | **Professional Services — (0.7)%** | **Professional Services — (0.7)%** |
| &nbsp;&nbsp;&nbsp; Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (35)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7066)<br>|
| &nbsp;&nbsp;&nbsp; Paychex, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (108)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9934)<br>|
| &nbsp;&nbsp;&nbsp; Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (15)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1916)<br>|
| &nbsp;&nbsp;&nbsp; Verisk Analytics, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; (22)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4133)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (23049)<br>|
| **Retail REITs — (0.4)%** | **Retail REITs — (0.4)%** | **Retail REITs — (0.4)%** |
| &nbsp;&nbsp;&nbsp; NNN REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (123)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5165)<br>|
| &nbsp;&nbsp;&nbsp; Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; (155)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9473)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (14638)<br>|
| **Semiconductors & Semiconductor Equipment — (1.3)%** | **Semiconductors & Semiconductor Equipment — (1.3)%** | **Semiconductors & Semiconductor Equipment — (1.3)%** |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (13)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14653)<br>|
| &nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (139)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (17926)<br>|
| &nbsp;&nbsp;&nbsp; Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (34)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10049)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (42628)<br>|
| **Software — (0.5)%** | **Software — (0.5)%** | **Software — (0.5)%** |
| &nbsp;&nbsp;&nbsp; Adobe, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; (19)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4608)<br>|
| &nbsp;&nbsp;&nbsp; Fair Isaac Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; (5)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4791)<br>|
| &nbsp;&nbsp;&nbsp; Workday, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; (42)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5502)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (14901)<br>|
| **Specialty Retail — (0.4)%** | **Specialty Retail — (0.4)%** | **Specialty Retail — (0.4)%** |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; (38)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (12370)<br>|
| **Technology Hardware, Storage & Peripherals — (0.5)%** | **Technology Hardware, Storage & Peripherals — (0.5)%** | **Technology Hardware, Storage & Peripherals — (0.5)%** |
| &nbsp;&nbsp;&nbsp; NetApp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; (87)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8849)<br>|
| &nbsp;&nbsp;&nbsp; Sandisk Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; (10)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (6546)<br>|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; (15395)<br>|

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | &nbsp;&nbsp;&nbsp; **SHARES**<br> &nbsp;&nbsp;&nbsp;&nbsp;**(000)**<br>| &nbsp;&nbsp;&nbsp; **VALUE**<br> **($000)**<br>|
| **Short Positions — continued** | **Short Positions — continued** | **Short Positions — continued** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Trading Companies & Distributors — (0.3)%** | **Trading Companies & Distributors — (0.3)%** | **Trading Companies & Distributors — (0.3)%** |
| &nbsp;&nbsp;&nbsp; Fastenal Co. | &nbsp;&nbsp;&nbsp;&nbsp; (248)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11493)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks <br>(Proceeds $(699454))<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; (699413)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Short Positions <br>(Proceeds $(699454))<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; (699413)<br>|
| **Total Investments — 100.1%** <br>**(Cost $1,918,042)**<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; **3248948** |
| **Liabilities in Excess of Other Assets — (0.1)%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **(1961)**<br>|
| **Net Assets — 100.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **3246987** |

---

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

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

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

---

| | |
|:---|:---|
| **Abbreviations** |  |
| ADR | American Depositary Receipt |
| NYRS | New York Registry Shares |
| REIT | Real Estate Investment Trust |

---

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

---

| | |
|:---|:---|
| ^ | Amount rounds to less than 0.1% of net assets. |
| \* | Non-income producing security.  |
| (a) | All or a portion of this security is segregated as collateral for short sales. The total value of securities segregated as collateral is $954,198. |
| (b) | Investment in an affiliated fund, which is registered under the Investment Company Act of 1940, as amended, and is advised by J.P. Morgan <br> Investment Management Inc.<br>|
| (c) | The rate shown is the current yield as of March 31, 2026. |

---

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

(Dollar values in thousands)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp; **Level 1** <br>Quoted prices<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Level 2** <br>Other significant <br>observable inputs<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Level 3** <br>Significant <br>unobservable inputs<br>| **Total** |
| **Total Investments in Securities** (a) | &nbsp;&nbsp;&nbsp;&nbsp; $3948361 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $3948361 |
| **Total Liabilities in Securities Sold Short** (a) | &nbsp;&nbsp;&nbsp;&nbsp; $(699413)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(699413)<br>|

---

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

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

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

------

**JPMorgan U.S. Large Cap Core Plus Fund**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

(Dollar values in thousands)

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** | **For the period ended March 31, 2026** |
| **Security Description** | **Value at** <br>**June 30,** <br>**2025** <br>| **Purchases at** <br>**Cost**<br>| **Proceeds from** <br>**Sales**<br>| **Net Realized** <br>**Gain (Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Value at** <br>**March 31,** <br>**2026**<br>| **Shares at** <br>**March 31,** <br>**2026**<br>| **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Prime Money Market Fund Class IM Shares, <br> 3.75% (a) (b)<br>| $104257 | $650867 | $704166 | $(4)<br>| $(3)<br>| $50951 | 50946 | $1308 | $— |

---

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

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

- **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:** 800-480-4111

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

- **a. Name of Series:** JPMorgan U.S. Large Cap Core Plus Fund

- **b. EDGAR series identifier (if any):** S000002849

- **c. LEI of Series:** 54930016EZ7EBWGG9022

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3953579516.84

**Total Liabilities:** $703517614.21

**Net Assets:** $3250061902.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070626 | 0.95%                | -2.41%               | -5.47%               |
| Class ID C000007809 | 1.02%                | -2.36%               | -5.39%               |
| Class ID C000195233 | 0.96%                | -2.31%               | -5.42%               |
| Class ID C000007811 | 0.95%                | -2.33%               | -5.45%               |
| Class ID C000033532 | 0.96%                | -2.31%               | -5.41%               |
| Class ID C000007812 | 0.96%                | -2.44%               | -5.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $27565908.03             | $7649631.51                                |
| Month 2  | $20691501.94             | $-104740431.86                             |
| Month 3  | $18720035.83             | $-204946652.06                             |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SP500GRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intercontinental Exchange, Inc.              | Intercontinental Exchange, Inc.              | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    184309 | NS      | $28988119.52  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                 | Oracle Corp.                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     62061 | NS      | $9129793.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp. plc                              | Eaton Corp. plc                              | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |     81741 | NS      | $29236303.47  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                          | Cisco Systems, Inc.                          | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | EC               | CORP              | US        |   -252025 | NS      | $-19554619.75 | -0.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                 | Cadence Design Systems, Inc.                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     62787 | NS      | $17446623.69  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp.                           | Lam Research Corp.                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |    239547 | NS      | $51181612.02  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                  | CH Robinson Worldwide, Inc.                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Short            | EC               | CORP              | US        |    -20837 | NS      | $-3460400.59  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                            | Exxon Mobil Corp.                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    421043 | NS      | $71434155.38  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                 | Nasdaq, Inc.                                 | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Short            | EC               | CORP              | US        |    -19889 | NS      | $-1688377.21  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. (The)                       | Home Depot, Inc. (The)                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | EC               | CORP              | US        |    -37612 | NS      | $-12370210.68 | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class A                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    508111 | NS      | $146112399.16 | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.  | Taiwan Semiconductor Manufacturing Co. Ltd.  | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     72376 | NS      | $24459469.20  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart, Inc.                                | Walmart, Inc.                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    175321 | NS      | $21788893.88  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group, Inc.                              | CME Group, Inc.                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     14462 | NS      | $4271351.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.                          | Valero Energy Corp.                          | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     17468 | NS      | $4315993.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                     | Berkshire Hathaway, Inc., Class B            | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Short            | EC               | CORP              | US        |     -7270 | NS      | $-3483784.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings, Inc.                   | Crowdstrike Holdings, Inc., Class A          | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     14185 | NS      | $5537965.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                               | Amphenol Corp., Class A                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    353624 | NS      | $44680392.40  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                     | Warner Music Group Corp., Class A            | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    657743 | NS      | $16798756.22  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                       | Verisk Analytics, Inc., Class A              | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Short            | EC               | CORP              | US        |    -21780 | NS      | $-4132755.00  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                     | Willis Towers Watson plc                     | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Short            | EC               | CORP              | IE        |    -27541 | NS      | $-8006168.70  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                 | NVIDIA Corp.                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   1606569 | NS      | $280185633.60 | 8.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                              | Starbucks Corp.                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | EC               | CORP              | US        |   -136862 | NS      | $-12261466.58 | -0.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                             | Amazon.com, Inc.                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    799349 | NS      | $166480416.23 | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Revvity, Inc.                                | Revvity, Inc.                                | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |    -91343 | NS      | $-8002560.23  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                    | NVR, Inc.                                    | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |      -665 | NS      | $-4382236.95  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.             | Air Products and Chemicals, Inc.             | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | EC               | CORP              | US        |    -24202 | NS      | $-7030438.98  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co. (The)                   | Procter & Gamble Co. (The)                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Short            | EC               | CORP              | US        |    -22472 | NS      | $-3245855.68  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                             | CVS Health Corp.                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Short            | EC               | CORP              | US        |    -89177 | NS      | $-6404692.14  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.              | Hilton Worldwide Holdings, Inc.              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     77673 | NS      | $23618805.84  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co.                     | Bristol-Myers Squibb Co.                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    373255 | NS      | $22637915.75  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp.                                 | Waters Corp.                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     45868 | NS      | $13659490.40  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                              | Eli Lilly & Co.                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     30672 | NS      | $28211185.44  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp.                                | Danaher Corp.                                | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     94002 | NS      | $17822779.20  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp.                                | Stryker Corp.                                | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     67124 | NS      | $22056275.16  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                       | Howmet Aerospace, Inc.                       | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    205472 | NS      | $47353077.12  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                               | Alphabet, Inc., Class C                      | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    110752 | NS      | $31770318.72  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                 | Neurocrine Biosciences, Inc.                 | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     11987 | NS      | $1579167.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                | Sandisk Corp.                                | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -10303 | NS      | $-6545908.02  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                             | Clorox Co. (The)                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Short            | EC               | CORP              | US        |    -31534 | NS      | $-3267868.42  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                      | Boston Scientific Corp.                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    284958 | NS      | $17881114.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                            | Eversource Energy                            | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |   -173588 | NS      | $-12026176.64 | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                 | Insmed, Inc.                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     11885 | NS      | $1943435.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                 | Intuit, Inc.                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     64168 | NS      | $27744959.84  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                 | Biogen, Inc.                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     28764 | NS      | $5273304.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                  | Phillips 66                                  | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     17981 | NS      | $3275778.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                   | Saia, Inc.                                   | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4574 | NS      | $1606754.72   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova, Inc.                             | GE Vernova, Inc.                             | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     15996 | NS      | $13962908.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                             | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Short            | EC               | CORP              | US        |     -4488 | NS      | $-4791119.52  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                  | Apple, Inc.                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    698822 | NS      | $177354035.38 | 5.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                | Centene Corp.                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Short            | EC               | CORP              | US        |    -84420 | NS      | $-2763910.80  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash, Inc.                               | DoorDash, Inc., Class A                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |    117758 | NS      | $17681363.70  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                 | Fiserv, Inc.                                 | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     50772 | NS      | $2833077.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                         | NextEra Energy, Inc.                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    600464 | NS      | $55771096.32  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works, Inc.                    | Illinois Tool Works, Inc.                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Short            | EC               | CORP              | US        |    -54473 | NS      | $-14178777.17 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                   | Agilent Technologies, Inc.                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Short            | EC               | CORP              | US        |    -28596 | NS      | $-3259372.08  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                        | Cheniere Energy, Inc.                        | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     14523 | NS      | $4121046.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                            | Ross Stores, Inc.                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     60739 | NS      | $13157889.57  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co.                         | American Express Co.                         | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     51018 | NS      | $15431924.64  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                            | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    283452 | NS      | $69287006.88  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                            | Dollar Tree, Inc.                            | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Short            | EC               | CORP              | US        |    -25269 | NS      | $-2767208.19  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                             | Mastercard, Inc., Class A                    | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    158855 | NS      | $79373489.30  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T, Inc.                                   | AT&T, Inc.                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    840346 | NS      | $24361630.54  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software, Inc.                        | Paycom Software, Inc.                        | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Short            | EC               | CORP              | US        |    -15768 | NS      | $-1916442.72  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                      | Republic Services, Inc., Class A             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Short            | EC               | CORP              | US        |    -33918 | NS      | $-7428720.36  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co.                               | Ford Motor Co.                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |   -724155 | NS      | $-8356748.70  | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla, Inc.                                  | Tesla, Inc.                                  | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     32953 | NS      | $12250277.75  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                        | Arista Networks, Inc.                        | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     75452 | NS      | $9263996.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.               | Hewlett Packard Enterprise Co.               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    206083 | NS      | $4906836.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                       | WEC Energy Group, Inc.                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Short            | EC               | CORP              | US        |    -65956 | NS      | $-7635726.12  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                          | Toll Brothers, Inc.                          | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Short            | EC               | CORP              | US        |    -22010 | NS      | $-3003704.70  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ICON plc                                     | ICON plc                                     | CUSIP: N/A<br>LEI: 6354008SRQGEMC4XFI67       | Short            | EC               | CORP              | IE        |    -11157 | NS      | $-1234633.62  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)     | PNC Financial Services Group, Inc. (The)     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Short            | EC               | CORP              | US        |    -69117 | NS      | $-14382556.53 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings, Inc.                     | TKO Group Holdings, Inc.                     | CUSIP: 87256C101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -29263 | NS      | $-5900883.95  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp. (The)                      | Progressive Corp. (The)                      | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     50746 | NS      | $10059887.04  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                              | ASML Holding NV (Registered)                 | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      2400 | NS      | $3169992.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                 | Bruker Corp.                                 | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |   -128076 | NS      | $-4626105.12  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                         | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Short            | EC               | CORP              | US        |   -139224 | NS      | $-10188412.32 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                  | Block, Inc.                                  | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |   -168989 | NS      | $-10169758.02 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                         | Eastman Chemical Co.                         | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |    -52598 | NS      | $-4014279.36  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems, Inc.               | FactSet Research Systems, Inc.               | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | EC               | CORP              | US        |    -20395 | NS      | $-4425511.05  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                    | UDR, Inc.                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |    134797 | NS      | $4553442.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                     | Skyworks Solutions, Inc.                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     54173 | NS      | $2900964.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                       | Trane Technologies plc                       | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |    141429 | NS      | $58939121.46  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                 | Target Corp.                                 | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | EC               | CORP              | US        |   -152187 | NS      | $-18445064.40 | -0.57%            |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                    | Williams Cos., Inc. (The)                    | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     54126 | NS      | $3939290.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                     | Franklin Resources, Inc.                     | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Short            | EC               | CORP              | US        |   -444607 | NS      | $-10501617.34 | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                      | Mohawk Industries, Inc.                      | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Short            | EC               | CORP              | US        |    -27315 | NS      | $-2689434.90  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Adobe, Inc.                                  | Adobe, Inc.                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Short            | EC               | CORP              | US        |    -18956 | NS      | $-4607824.48  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                 | Fastenal Co.                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Short            | EC               | CORP              | US        |   -247704 | NS      | $-11493465.60 | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                    | Church & Dwight Co., Inc.                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |    288032 | NS      | $26879146.24  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                 | Chipotle Mexican Grill, Inc., Class A        | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |    311923 | NS      | $9984655.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                    | PPL Corp.                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |   -284699 | NS      | $-10875501.80 | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp.                     | Paramount Skydance Corp., Class B            | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Short            | EC               | CORP              | US        |   -296913 | NS      | $-2678155.26  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                    | Carlyle Group, Inc. (The)                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Short            | EC               | CORP              | US        |   -100835 | NS      | $-4879405.65  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Co. (The)                         | Campbell's Co. (The)                         | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | EC               | CORP              | US        |    -65663 | NS      | $-1462315.01  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                        | TransDigm Group, Inc.                        | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23469 | NS      | $27199632.24  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                 | Royal Caribbean Cruises Ltd.                 | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     42416 | NS      | $11672034.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                 | Ventas, Inc.                                 | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    259560 | NS      | $21226816.80  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                      | Universal Display Corp.                      | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26885 | NS      | $2464279.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                           | Southern Co. (The)                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    335112 | NS      | $32345010.24  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI, Inc.                                   | MSCI, Inc.                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     15638 | NS      | $8429038.38   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co. (The)                   | Sherwin-Williams Co. (The)                   | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |     12356 | NS      | $3960715.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                              | Citigroup, Inc.                              | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     88339 | NS      | $10018525.99  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                  | Kinsale Capital Group, Inc.                  | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Short            | EC               | CORP              | US        |    -13355 | NS      | $-4562869.30  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                | Veralto Corp.                                | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Short            | EC               | CORP              | US        |    -18960 | NS      | $-1676443.20  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Amgen, Inc.                                  | Amgen, Inc.                                  | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Short            | EC               | CORP              | US        |    -29448 | NS      | $-10361278.80 | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                       | Freeport-McMoRan, Inc.                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Short            | EC               | CORP              | US        |    -26951 | NS      | $-1584179.78  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp.                            | Duke Energy Corp.                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |   -142796 | NS      | $-18697708.24 | -0.58%            |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                              | DR Horton, Inc.                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | EC               | CORP              | US        |    -11560 | NS      | $-1586263.20  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                               | AutoZone, Inc.                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |      8564 | NS      | $28927307.92  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                         | Otis Worldwide Corp.                         | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Short            | EC               | CORP              | US        |   -132063 | NS      | $-10179416.04 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                     | Darden Restaurants, Inc.                     | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     35554 | NS      | $6970006.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                               | Broadcom, Inc.                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    352411 | NS      | $109074728.61 | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                         | Conagra Brands, Inc.                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | EC               | CORP              | US        |   -104177 | NS      | $-1637662.44  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                         | Meta Platforms, Inc., Class A                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    170439 | NS      | $97513265.07  | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                | Medtronic plc                                | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |     39604 | NS      | $3431686.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.               | United Airlines Holdings, Inc.               | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     15914 | NS      | $1465201.98   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                  | Capital One Financial Corp.                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     42271 | NS      | $7711498.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp.                       | Costco Wholesale Corp.                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     13801 | NS      | $13751730.43  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                | Workday, Inc., Class A                       | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Short            | EC               | CORP              | US        |    -42347 | NS      | $-5501722.24  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                      | Aon plc, Class A                             | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |     47668 | NS      | $15386277.04  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.            | Philip Morris International, Inc.            | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    110419 | NS      | $18256677.46  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                   | IDEX Corp.                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     18026 | NS      | $3416828.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                               | Carnival Corp.                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     65251 | NS      | $1688695.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM, Inc.                               | QUALCOMM, Inc.                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Short            | EC               | CORP              | US        |   -139197 | NS      | $-17925789.66 | -0.55%            |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                            | Xcel Energy, Inc.                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    127652 | NS      | $10140674.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                  | Pinnacle West Capital Corp.                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Short            | EC               | CORP              | US        |    -64102 | NS      | $-6458276.50  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group, Inc.                          | Expedia Group, Inc.                          | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48840 | NS      | $11276667.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                             | Blackstone, Inc.                             | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     66193 | NS      | $7611533.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                     | Arthur J Gallagher & Co.                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    171220 | NS      | $37082827.60  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                   | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    372427 | NS      | $19369928.27  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                       | Tenet Healthcare Corp.                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5766 | NS      | $1088101.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom, Inc.                                 | Dexcom, Inc.                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     25797 | NS      | $1620051.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                         | Voya Financial, Inc.                         | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Short            | EC               | CORP              | US        |   -103321 | NS      | $-7058890.72  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                            | Wells Fargo & Co.                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    670512 | NS      | $53379460.32  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund             | JPMorgan Prime Money Market Fund, Class IM   | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  50945502 | NS      | $50950596.10  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                  | ONEOK, Inc.                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | EC               | CORP              | US        |    -88961 | NS      | $-8041184.79  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                 | Zimmer Biomet Holdings, Inc.                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Short            | EC               | CORP              | US        |    -38584 | NS      | $-3488765.28  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                          | Kinder Morgan, Inc.                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |    -58970 | NS      | $-1977264.10  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.        | Alexandria Real Estate Equities, Inc.        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     32198 | NS      | $1494631.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                | PepsiCo, Inc.                                | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    198128 | NS      | $30767297.12  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning, Inc.                                | Corning, Inc.                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     37039 | NS      | $5036192.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                          | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    653998 | NS      | $30384747.08  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                          | Realty Income Corp.                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |   -154839 | NS      | $-9473050.02  | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                               | NiSource, Inc.                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    120757 | NS      | $5634521.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    188199 | NS      | $30971909.43  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                        | Affirm Holdings, Inc., Class A               | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177589 | NS      | $8137127.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group, Inc.           | American International Group, Inc.           | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Short            | EC               | CORP              | US        |    -70582 | NS      | $-5311295.50  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Corpay, Inc.                                 | Corpay, Inc.                                 | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |    120907 | NS      | $35182727.93  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices, Inc.                 | Advanced Micro Devices, Inc.                 | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     35423 | NS      | $7206100.89   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                    | Fox Corp., Class A                           | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Short            | EC               | CORP              | US        |    -82014 | NS      | $-4789617.60  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                 | Vertex Pharmaceuticals, Inc.                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     45816 | NS      | $20458676.64  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                            | Lowe's Cos., Inc.                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    281947 | NS      | $66618437.16  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                         | Analog Devices, Inc.                         | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     66302 | NS      | $21093318.28  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                   | eBay, Inc.                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Short            | EC               | CORP              | US        |   -158786 | NS      | $-14452701.72 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                | Honeywell International, Inc.                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Short            | EC               | CORP              | US        |    -36529 | NS      | $-8256649.87  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                      | Quest Diagnostics, Inc.                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |     -9290 | NS      | $-1820654.20  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp. (The)                         | Allstate Corp. (The)                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Short            | EC               | CORP              | US        |    -68973 | NS      | $-14300861.82 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.          | Take-Two Interactive Software, Inc.          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     16448 | NS      | $3248480.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                    | EQT Corp.                                    | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    264859 | NS      | $16855626.76  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings, Inc.                        | PayPal Holdings, Inc.                        | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | EC               | CORP              | US        |    -35028 | NS      | $-1584316.44  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings plc              | Seagate Technology Holdings plc              | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |     11041 | NS      | $4325422.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                            | Merck & Co., Inc.                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | EC               | CORP              | US        |    -61811 | NS      | $-7435245.19  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc.                        | Delta Air Lines, Inc.                        | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     30953 | NS      | $2057755.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co., Inc.            | American Electric Power Co., Inc.            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Short            | EC               | CORP              | US        |    -79600 | NS      | $-10433968.00 | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                               | ConocoPhillips                               | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    111966 | NS      | $14779512.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.               | Citizens Financial Group, Inc.               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Short            | EC               | CORP              | US        |   -130181 | NS      | $-7806954.57  | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                   | Charles Schwab Corp. (The)                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    237829 | NS      | $22351169.42  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp.                   | Edwards Lifesciences Corp.                   | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    213573 | NS      | $17102925.84  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                      | Micron Technology, Inc.                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     64213 | NS      | $21693719.92  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                 | Cintas Corp.                                 | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7662 | NS      | $-1295950.68  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                         | Ingersoll Rand, Inc.                         | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    278050 | NS      | $22277366.00  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                 | Ameren Corp.                                 | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     66154 | NS      | $7271647.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar, Inc.                            | Caterpillar, Inc.                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      9342 | NS      | $6618433.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                              | Welltower, Inc.                              | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     32042 | NS      | $6335023.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.               | Monolithic Power Systems, Inc.               | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Short            | EC               | CORP              | US        |    -13402 | NS      | $-14653076.70 | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                             | ServiceNow, Inc.                             | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    222459 | NS      | $23258088.45  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                   | Ameriprise Financial, Inc.                   | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      8024 | NS      | $3565865.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                          | General Mills, Inc.                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Short            | EC               | CORP              | US        |    -89526 | NS      | $-3332157.72  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                 | Exelon Corp.                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Short            | EC               | CORP              | US        |   -213660 | NS      | $-10473613.20 | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.              | Automatic Data Processing, Inc.              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Short            | EC               | CORP              | US        |    -34779 | NS      | $-7066397.22  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                    | APA Corp.                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Short            | EC               | CORP              | US        |   -171036 | NS      | $-7258767.84  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                          | Synchrony Financial                          | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |   -163707 | NS      | $-11135350.14 | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                               | Illumina, Inc.                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Short            | EC               | CORP              | US        |    -38268 | NS      | $-4716913.68  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)              | Goldman Sachs Group, Inc. (The)              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     10913 | NS      | $9232288.87   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co. (The)                        | Walt Disney Co. (The)                        | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    415886 | NS      | $40083092.68  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                              | Microsoft Corp.                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    506693 | NS      | $187562547.81 | 5.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                        | Bank of America Corp.                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    403419 | NS      | $19666676.25  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, Inc.                                   | NIKE, Inc., Class B                          | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     72274 | NS      | $3817512.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                             | WR Berkley Corp.                             | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Short            | EC               | CORP              | US        |   -146065 | NS      | $-9681188.20  | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Paychex, Inc.                                | Paychex, Inc.                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | EC               | CORP              | US        |   -107835 | NS      | $-9933760.20  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                         | Emerson Electric Co.                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    107819 | NS      | $14126445.38  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections, Inc.                      | Waste Connections, Inc.                      | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |     45607 | NS      | $7408401.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                | Snap-on, Inc.                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Short            | EC               | CORP              | US        |    -27350 | NS      | $-9934067.00  | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co.                                       | 3M Co.                                       | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |    263693 | NS      | $38296134.39  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                 | Pfizer, Inc.                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Short            | EC               | CORP              | US        |   -182503 | NS      | $-5124684.24  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.              | Martin Marietta Materials, Inc.              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     19292 | NS      | $11356814.56  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                    | RTX Corp.                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |    265532 | NS      | $51221122.80  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare, Inc.                         | HCA Healthcare, Inc.                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     15801 | NS      | $7477665.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab, Inc.                                 | Ecolab, Inc.                                 | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |    121659 | NS      | $32363727.18  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                  | Masco Corp.                                  | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     78451 | NS      | $4736086.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                           | State Street Corp.                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     39765 | NS      | $5032658.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                 | AbbVie, Inc.                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    255287 | NS      | $55522369.63  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                          | Omnicom Group, Inc.                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     63230 | NS      | $4761851.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock, Inc.                              | Blackrock, Inc.                              | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Short            | EC               | CORP              | US        |     -3358 | NS      | $-3229422.18  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                      | Western Union Co. (The)                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | EC               | CORP              | US        |   -365907 | NS      | $-3194368.11  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp.                     | Marathon Petroleum Corp.                     | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     25640 | NS      | $6260775.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify, Inc.                                | Shopify, Inc., Class A                       | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     60329 | NS      | $7156225.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                        | NXP Semiconductors NV                        | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |    121736 | NS      | $23964948.96  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                          | Donaldson Co., Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     37378 | NS      | $3172270.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                        | Western Digital Corp.                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    111561 | NS      | $30176134.89  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                             | Baker Hughes Co., Class A                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216299 | NS      | $13205053.95  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.              | Regeneron Pharmaceuticals, Inc.              | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     19149 | NS      | $14795283.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                       | Booking Holdings, Inc.                       | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      2941 | NS      | $12382551.12  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                   | Occidental Petroleum Corp.                   | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Short            | EC               | CORP              | US        |    -83554 | NS      | $-5431010.00  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                        | Dentsply Sirona, Inc.                        | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Short            | EC               | CORP              | US        |   -208564 | NS      | $-2419342.40  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                         | United Rentals, Inc.                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     16366 | NS      | $11923612.96  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                       | Sempra                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    361863 | NS      | $35162227.71  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                               | NNN REIT, Inc.                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Short            | EC               | CORP              | US        |   -122896 | NS      | $-5165318.88  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                           | EPAM Systems, Inc.                           | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Short            | EC               | CORP              | US        |    -12075 | NS      | $-1634955.00  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                          | EOG Resources, Inc.                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    199656 | NS      | $28864267.92  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                        | Gilead Sciences, Inc.                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     57528 | NS      | $8017677.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group, Inc.                     | UnitedHealth Group, Inc.                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    130164 | NS      | $35221076.76  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co.                           | General Motors Co.                           | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    120769 | NS      | $8997290.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific, Inc.               | Thermo Fisher Scientific, Inc.               | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     42933 | NS      | $21102857.49  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                | Moderna, Inc.                                | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |   -118977 | NS      | $-6044031.60  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp.                                | Moody's Corp.                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |    -26700 | NS      | $-11647875.00 | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp.                                  | FedEx Corp.                                  | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      9458 | NS      | $3368750.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                    | O'Reilly Automotive, Inc.                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     69510 | NS      | $6416468.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                  | Dover Corp.                                  | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |    182921 | NS      | $38129882.45  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                        | Parker-Hannifin Corp.                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      1657 | NS      | $1483412.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                             | McDonald's Corp.                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    109003 | NS      | $33877042.37  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                              | Albemarle Corp.                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     19179 | NS      | $3443205.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                   | Elanco Animal Health, Inc.                   | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     34588 | NS      | $827690.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co. (The)                        | Kraft Heinz Co. (The)                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Short            | EC               | CORP              | US        |   -155555 | NS      | $-3498431.95  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                 | LPL Financial Holdings, Inc.                 | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Short            | EC               | CORP              | US        |    -10960 | NS      | $-3297096.80  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                            | Yum! Brands, Inc.                            | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     30689 | NS      | $4771525.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                       | Waste Management, Inc.                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Short            | EC               | CORP              | US        |    -63810 | NS      | $-14662899.90 | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                        | Targa Resources Corp.                        | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     29038 | NS      | $7280697.74   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                               | Enbridge, Inc.                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | EC               | CORP              | CA        |   -185520 | NS      | $-10044052.80 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                 | Incyte Corp.                                 | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Short            | EC               | CORP              | US        |    -42012 | NS      | $-3954169.44  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                        | Dominion Energy, Inc.                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    125226 | NS      | $7741471.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp.                                   | Pool Corp.                                   | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |    -13461 | NS      | $-2723564.13  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                | Entergy Corp.                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    395281 | NS      | $44413773.16  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd.                                     | SLB Ltd.                                     | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | EC               | CORP              | CW        |   -103540 | NS      | $-5320920.60  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                    | Molson Coors Beverage Co., Class B           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Short            | EC               | CORP              | US        |    -61824 | NS      | $-2662141.44  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.             | Fortune Brands Innovations, Inc.             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     51615 | NS      | $2011436.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                   | Lennox International, Inc.                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Short            | EC               | CORP              | US        |     -1641 | NS      | $-761637.33   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Toast, Inc.                                  | Toast, Inc., Class A                         | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |    202683 | NS      | $5373126.33   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                         | American Tower Corp.                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    107201 | NS      | $18500748.58  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                       | Tradeweb Markets, Inc., Class A              | CUSIP: 892672106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -32754 | NS      | $-3853835.64  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| NetApp, Inc.                                 | NetApp, Inc.                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Short            | EC               | CORP              | US        |    -86422 | NS      | $-8848748.58  | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                      | Burlington Stores, Inc.                      | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |    120646 | NS      | $39255795.48  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                      | Texas Instruments, Inc.                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    151271 | NS      | $29367751.94  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc. | Fidelity National Information Services, Inc. | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    276924 | NS      | $12990504.84  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp.                                    | CSX Corp.                                    | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    826498 | NS      | $33927742.90  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                               | Teradyne, Inc.                               | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |    -33897 | NS      | $-10049104.62 | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                | Equinix, Inc.                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     22788 | NS      | $22337709.12  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.            | Canadian Pacific Kansas City Ltd.            | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    146374 | NS      | $11513778.84  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                  | Sysco Corp.                                  | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Short            | EC               | CORP              | US        |   -223999 | NS      | $-15977848.67 | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde plc                                    | Linde plc                                    | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |     20290 | NS      | $10058970.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer