# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0001752724-23-066063
**Filing Date:** 2023-3
**Character Count:** 501433
**Document Hash:** 23e17c7e7123baf73176413f6f765748
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-066063.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-066063

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 23761653

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

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

## Series and Classes Contracts Data

### JPMorgan BetaBuilders U.S. Small Cap Equity ETF (Series ID: S000069185)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000221046 | JPMorgan BetaBuilders U.S. Small Cap Equity ETF | BBSC            |

## Nport-Ex

**JPMorgan BetaBuilders U.S. Small Cap Equity ETF**

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

**(Unaudited)** 

---

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

---

------

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

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — 99.2%** | **Common Stocks — 99.2%** | **Common Stocks — 99.2%** |
| **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** |
| &nbsp;&nbsp;&nbsp; AAR Corp. \* | 14870 | 764913 |
| &nbsp;&nbsp;&nbsp; AeroVironment, Inc. \* | 11143 | 991393 |
| &nbsp;&nbsp;&nbsp; AerSale Corp. \* | 6922 | 128818 |
| &nbsp;&nbsp;&nbsp; Cadre Holdings, Inc. | 6827 | 156270 |
| &nbsp;&nbsp;&nbsp; Kaman Corp. | 12515 | 315628 |
| &nbsp;&nbsp;&nbsp; Kratos Defense & Security Solutions, Inc. \* | 56214 | 643650 |
| &nbsp;&nbsp;&nbsp; Maxar Technologies, Inc. | 33165 | 1713636 |
| &nbsp;&nbsp;&nbsp; Triumph Group, Inc. \* | 29018 | 330515 |
| &nbsp;&nbsp;&nbsp; V2X, Inc. \* | 4905 | 216605 |
| &nbsp;&nbsp;&nbsp; Virgin Galactic Holdings, Inc. \* (a) | 106623 | 588559 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5849987 |
| **Air Freight & Logistics — 0.7%** | **Air Freight & Logistics — 0.7%** | **Air Freight & Logistics — 0.7%** |
| &nbsp;&nbsp;&nbsp; Air Transport Services Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716809 |
| &nbsp;&nbsp;&nbsp; Atlas Air Worldwide Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11497 | &nbsp;&nbsp;&nbsp;&nbsp; 1175108 |
| &nbsp;&nbsp;&nbsp; Forward Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11865 | &nbsp;&nbsp;&nbsp;&nbsp; 1279640 |
| &nbsp;&nbsp;&nbsp; Hub Group, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14562 | &nbsp;&nbsp;&nbsp;&nbsp; 1241702 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4413259 |
| **Airlines — 0.4%** | **Airlines — 0.4%** | **Airlines — 0.4%** |
| &nbsp;&nbsp;&nbsp; Allegiant Travel Co. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599371 |
| &nbsp;&nbsp;&nbsp; Hawaiian Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282584 |
| &nbsp;&nbsp;&nbsp; SkyWest, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468574 |
| &nbsp;&nbsp;&nbsp; Spirit Airlines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963886 |
| &nbsp;&nbsp;&nbsp; Sun Country Airlines Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271238 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2585653 |
| **Auto Components — 1.1%** | **Auto Components — 1.1%** | **Auto Components — 1.1%** |
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453488 |
| &nbsp;&nbsp;&nbsp; Dorman Products, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12623 | &nbsp;&nbsp;&nbsp;&nbsp; 1225188 |
| &nbsp;&nbsp;&nbsp; Gentherm, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14815 | &nbsp;&nbsp;&nbsp;&nbsp; 1102680 |
| &nbsp;&nbsp;&nbsp; Holley, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75005 |
| &nbsp;&nbsp;&nbsp; LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11353 | &nbsp;&nbsp;&nbsp;&nbsp; 1274034 |
| &nbsp;&nbsp;&nbsp; Mobileye Global, Inc., Class A (Israel) \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804540 |
| &nbsp;&nbsp;&nbsp; Patrick Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682376 |
| &nbsp;&nbsp;&nbsp; Solid Power, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162964 |
| &nbsp;&nbsp;&nbsp; Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339055 |
| &nbsp;&nbsp;&nbsp; XPEL, Inc. \* (b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666221 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6785551 |
| **Automobiles — 0.2%** | **Automobiles — 0.2%** | **Automobiles — 0.2%** |
| &nbsp;&nbsp;&nbsp; Fisker, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525389 |
| &nbsp;&nbsp;&nbsp; Winnebago Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866303 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1391692 |
| **Banks — 8.7%** | **Banks — 8.7%** | **Banks — 8.7%** |
| &nbsp;&nbsp;&nbsp; 1st Source Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373549 |
| &nbsp;&nbsp;&nbsp; Amalgamated Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182338 |
| &nbsp;&nbsp;&nbsp; Amerant Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318852 |
| &nbsp;&nbsp;&nbsp; Ameris Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29098 | &nbsp;&nbsp;&nbsp;&nbsp; 1372262 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Banks — continued** | **Banks — continued** | **Banks — continued** |
| &nbsp;&nbsp;&nbsp; Atlantic Union Bankshares Corp. | 33346 | 1290157 |
| &nbsp;&nbsp;&nbsp; Banc of California, Inc. | 24967 | 434925 |
| &nbsp;&nbsp;&nbsp; BancFirst Corp. | 7766 | 668886 |
| &nbsp;&nbsp;&nbsp; Bancorp, Inc. (The) \* | 24982 | 847639 |
| &nbsp;&nbsp;&nbsp; Banner Corp. | 15256 | 989046 |
| &nbsp;&nbsp;&nbsp; Berkshire Hills Bancorp, Inc. | 20105 | 624260 |
| &nbsp;&nbsp;&nbsp; Brookline Bancorp, Inc. | 39359 | 514816 |
| &nbsp;&nbsp;&nbsp; Cathay General Bancorp | 33221 | 1460395 |
| &nbsp;&nbsp;&nbsp; Central Pacific Financial Corp. | 12158 | 274771 |
| &nbsp;&nbsp;&nbsp; City Holding Co. | 6638 | 629216 |
| &nbsp;&nbsp;&nbsp; Columbia Banking System, Inc. | 35098 | 1084879 |
| &nbsp;&nbsp;&nbsp; Community Bank System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23987 | &nbsp;&nbsp;&nbsp;&nbsp; 1384290 |
| &nbsp;&nbsp;&nbsp; Community Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292729 |
| &nbsp;&nbsp;&nbsp; Customers Bancorp, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414065 |
| &nbsp;&nbsp;&nbsp; Dime Community Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431078 |
| &nbsp;&nbsp;&nbsp; Eagle Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676827 |
| &nbsp;&nbsp;&nbsp; Eastern Bankshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71759 | &nbsp;&nbsp;&nbsp;&nbsp; 1160343 |
| &nbsp;&nbsp;&nbsp; Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885379 |
| &nbsp;&nbsp;&nbsp; FB Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589842 |
| &nbsp;&nbsp;&nbsp; First Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635408 |
| &nbsp;&nbsp;&nbsp; First BanCorp (Puerto Rico) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82392 | &nbsp;&nbsp;&nbsp;&nbsp; 1108172 |
| &nbsp;&nbsp;&nbsp; First Busey Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547053 |
| &nbsp;&nbsp;&nbsp; First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613157 |
| &nbsp;&nbsp;&nbsp; First Financial Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42323 | &nbsp;&nbsp;&nbsp;&nbsp; 1072042 |
| &nbsp;&nbsp;&nbsp; First Foundation, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351894 |
| &nbsp;&nbsp;&nbsp; First Merchants Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26585 | &nbsp;&nbsp;&nbsp;&nbsp; 1133584 |
| &nbsp;&nbsp;&nbsp; Flushing Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242542 |
| &nbsp;&nbsp;&nbsp; Fulton Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74755 | &nbsp;&nbsp;&nbsp;&nbsp; 1250651 |
| &nbsp;&nbsp;&nbsp; German American Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476223 |
| &nbsp;&nbsp;&nbsp; Heartland Financial USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834163 |
| &nbsp;&nbsp;&nbsp; Heritage Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446922 |
| &nbsp;&nbsp;&nbsp; Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668944 |
| &nbsp;&nbsp;&nbsp; Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 687295 |
| &nbsp;&nbsp;&nbsp; Independent Bank Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968663 |
| &nbsp;&nbsp;&nbsp; International Bancshares Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23569 | &nbsp;&nbsp;&nbsp;&nbsp; 1104679 |
| &nbsp;&nbsp;&nbsp; Lakeland Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557173 |
| &nbsp;&nbsp;&nbsp; Lakeland Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800366 |
| &nbsp;&nbsp;&nbsp; Live Oak Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504071 |
| &nbsp;&nbsp;&nbsp; National Bank Holdings Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710562 |
| &nbsp;&nbsp;&nbsp; NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751332 |
| &nbsp;&nbsp;&nbsp; Nicolet Bankshares, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434279 |
| &nbsp;&nbsp;&nbsp; Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801342 |
| &nbsp;&nbsp;&nbsp; OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631679 |
| &nbsp;&nbsp;&nbsp; OFG Bancorp (Puerto Rico) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600795 |
| &nbsp;&nbsp;&nbsp; Origin Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487912 |
| &nbsp;&nbsp;&nbsp; Pacific Premier Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42395 | &nbsp;&nbsp;&nbsp;&nbsp; 1371054 |
| &nbsp;&nbsp;&nbsp; Park National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6453 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808238 |
| &nbsp;&nbsp;&nbsp; Pathward Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637022 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Banks — continued** | **Banks — continued** | **Banks — continued** |
| &nbsp;&nbsp;&nbsp; Preferred Bank | 5896 | 419382 |
| &nbsp;&nbsp;&nbsp; Premier Financial Corp. | 15884 | 397418 |
| &nbsp;&nbsp;&nbsp; Renasant Corp. | 24969 | 888397 |
| &nbsp;&nbsp;&nbsp; Republic Bancorp, Inc., Class A | 3992 | 179560 |
| &nbsp;&nbsp;&nbsp; S&T Bancorp, Inc. | 17403 | 633121 |
| &nbsp;&nbsp;&nbsp; Sandy Spring Bancorp, Inc. | 19921 | 673330 |
| &nbsp;&nbsp;&nbsp; Seacoast Banking Corp. of Florida | 36744 | 1179850 |
| &nbsp;&nbsp;&nbsp; Silvergate Capital Corp., Class A \* (a) | 14119 | 201055 |
| &nbsp;&nbsp;&nbsp; Simmons First National Corp., Class A | 56664 | 1264174 |
| &nbsp;&nbsp;&nbsp; Southside Bancshares, Inc. | 13607 | 515433 |
| &nbsp;&nbsp;&nbsp; Stellar Bancorp, Inc. | 19841 | 557731 |
| &nbsp;&nbsp;&nbsp; Stock Yards Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783078 |
| &nbsp;&nbsp;&nbsp; Tompkins Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423053 |
| &nbsp;&nbsp;&nbsp; Towne Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900023 |
| &nbsp;&nbsp;&nbsp; TriCo Bancshares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751628 |
| &nbsp;&nbsp;&nbsp; Triumph Financial, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 562873 |
| &nbsp;&nbsp;&nbsp; Trustmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791918 |
| &nbsp;&nbsp;&nbsp; Veritex Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678443 |
| &nbsp;&nbsp;&nbsp; Washington Federal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29157 | &nbsp;&nbsp;&nbsp;&nbsp; 1033907 |
| &nbsp;&nbsp;&nbsp; Washington Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327789 |
| &nbsp;&nbsp;&nbsp; WesBanco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981808 |
| &nbsp;&nbsp;&nbsp; Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666776 |
|  |  | &nbsp;&nbsp; 52948508 |
| **Beverages — 0.2%** | **Beverages — 0.2%** | **Beverages — 0.2%** |
| &nbsp;&nbsp;&nbsp; Duckhorn Portfolio, Inc. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307744 |
| &nbsp;&nbsp;&nbsp; MGP Ingredients, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669612 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977356 |
| **Biotechnology — 7.2%** | **Biotechnology — 7.2%** | **Biotechnology — 7.2%** |
| &nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722879 |
| &nbsp;&nbsp;&nbsp; Alector, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240980 |
| &nbsp;&nbsp;&nbsp; Allogene Therapeutics, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313030 |
| &nbsp;&nbsp;&nbsp; Amicus Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 111591 | &nbsp;&nbsp;&nbsp;&nbsp; 1455147 |
| &nbsp;&nbsp;&nbsp; AnaptysBio, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221073 |
| &nbsp;&nbsp;&nbsp; Arcellx, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405330 |
| &nbsp;&nbsp;&nbsp; Arcus Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503244 |
| &nbsp;&nbsp;&nbsp; Arcutis Biotherapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297183 |
| &nbsp;&nbsp;&nbsp; Aurinia Pharmaceuticals, Inc. (Canada) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573960 |
| &nbsp;&nbsp;&nbsp; Avid Bioservices, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439330 |
| &nbsp;&nbsp;&nbsp; Avidity Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703132 |
| &nbsp;&nbsp;&nbsp; BioCryst Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877792 |
| &nbsp;&nbsp;&nbsp; Biohaven Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546031 |
| &nbsp;&nbsp;&nbsp; Bridgebio Pharma, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445830 |
| &nbsp;&nbsp;&nbsp; CareDx, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357126 |
| &nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661857 |
| &nbsp;&nbsp;&nbsp; Celldex Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926450 |
| &nbsp;&nbsp;&nbsp; Chinook Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504617 |
| &nbsp;&nbsp;&nbsp; Cogent Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442177 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Biotechnology — continued** | **Biotechnology — continued** | **Biotechnology — continued** |
| &nbsp;&nbsp;&nbsp; Coherus Biosciences, Inc. \* | 28807 | 244283 |
| &nbsp;&nbsp;&nbsp; Deciphera Pharmaceuticals, Inc. \* | 22014 | 374458 |
| &nbsp;&nbsp;&nbsp; Dynavax Technologies Corp. \* (a) | 52947 | 602537 |
| &nbsp;&nbsp;&nbsp; Editas Medicine, Inc. \* | 30698 | 303603 |
| &nbsp;&nbsp;&nbsp; Emergent BioSolutions, Inc. \* | 19818 | 261399 |
| &nbsp;&nbsp;&nbsp; Enanta Pharmaceuticals, Inc. \* | 8705 | 464673 |
| &nbsp;&nbsp;&nbsp; Entrada Therapeutics, Inc. \* | 7703 | 93591 |
| &nbsp;&nbsp;&nbsp; EQRx, Inc. \* (a) | 102467 | 251044 |
| &nbsp;&nbsp;&nbsp; FibroGen, Inc. \* | 38991 | 920188 |
| &nbsp;&nbsp;&nbsp; Gossamer Bio, Inc. \* (a) | 34579 | 91289 |
| &nbsp;&nbsp;&nbsp; IGM Biosciences, Inc. \* | 3896 | 88556 |
| &nbsp;&nbsp;&nbsp; ImmunityBio, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176518 |
| &nbsp;&nbsp;&nbsp; ImmunoGen, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407896 |
| &nbsp;&nbsp;&nbsp; Immunovant, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440678 |
| &nbsp;&nbsp;&nbsp; Inhibrx, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335450 |
| &nbsp;&nbsp;&nbsp; Insmed, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60461 | &nbsp;&nbsp;&nbsp;&nbsp; 1301725 |
| &nbsp;&nbsp;&nbsp; Iovance Biotherapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487836 |
| &nbsp;&nbsp;&nbsp; Ironwood Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 686143 |
| &nbsp;&nbsp;&nbsp; iTeos Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229001 |
| &nbsp;&nbsp;&nbsp; IVERIC bio, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56856 | &nbsp;&nbsp;&nbsp;&nbsp; 1313374 |
| &nbsp;&nbsp;&nbsp; Keros Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453097 |
| &nbsp;&nbsp;&nbsp; Krystal Biotech, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 802607 |
| &nbsp;&nbsp;&nbsp; Kura Oncology, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387250 |
| &nbsp;&nbsp;&nbsp; Kymera Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649739 |
| &nbsp;&nbsp;&nbsp; Lyell Immunopharma, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211062 |
| &nbsp;&nbsp;&nbsp; Madrigal Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5424 | &nbsp;&nbsp;&nbsp;&nbsp; 1563468 |
| &nbsp;&nbsp;&nbsp; Mersana Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263726 |
| &nbsp;&nbsp;&nbsp; Morphic Holding, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433345 |
| &nbsp;&nbsp;&nbsp; Myovant Sciences Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522574 |
| &nbsp;&nbsp;&nbsp; Myriad Genetics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 713371 |
| &nbsp;&nbsp;&nbsp; PMV Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118605 |
| &nbsp;&nbsp;&nbsp; Prime Medicine, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72377 |
| &nbsp;&nbsp;&nbsp; Prometheus Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15348 | &nbsp;&nbsp;&nbsp;&nbsp; 1744454 |
| &nbsp;&nbsp;&nbsp; Prothena Corp. plc (Ireland) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17745 | &nbsp;&nbsp;&nbsp;&nbsp; 1003480 |
| &nbsp;&nbsp;&nbsp; PTC Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32083 | &nbsp;&nbsp;&nbsp;&nbsp; 1472289 |
| &nbsp;&nbsp;&nbsp; REGENXBIO, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390276 |
| &nbsp;&nbsp;&nbsp; Replimune Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401736 |
| &nbsp;&nbsp;&nbsp; REVOLUTION Medicines, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900871 |
| &nbsp;&nbsp;&nbsp; Rhythm Pharmaceuticals, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543362 |
| &nbsp;&nbsp;&nbsp; Rocket Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563698 |
| &nbsp;&nbsp;&nbsp; Roivant Sciences Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400666 |
| &nbsp;&nbsp;&nbsp; Sage Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23108 | &nbsp;&nbsp;&nbsp;&nbsp; 1024609 |
| &nbsp;&nbsp;&nbsp; Sana Biotechnology, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178588 |
| &nbsp;&nbsp;&nbsp; Sangamo Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211892 |
| &nbsp;&nbsp;&nbsp; Seres Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225030 |
| &nbsp;&nbsp;&nbsp; SpringWorks Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620841 |
| &nbsp;&nbsp;&nbsp; Stoke Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99939 |
| &nbsp;&nbsp;&nbsp; Syndax Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815769 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Biotechnology — continued** | **Biotechnology — continued** | **Biotechnology — continued** |
| &nbsp;&nbsp;&nbsp; Tango Therapeutics, Inc. \* | 19292 | 127327 |
| &nbsp;&nbsp;&nbsp; TG Therapeutics, Inc. \* | 61627 | 938579 |
| &nbsp;&nbsp;&nbsp; Travere Therapeutics, Inc. \* | 24624 | 551578 |
| &nbsp;&nbsp;&nbsp; Twist Bioscience Corp. \* | 25166 | 722012 |
| &nbsp;&nbsp;&nbsp; Vaxcyte, Inc. \* | 28205 | 1279097 |
| &nbsp;&nbsp;&nbsp; Veracyte, Inc. \* | 32028 | 804864 |
| &nbsp;&nbsp;&nbsp; Vericel Corp. \* | 21079 | 579040 |
| &nbsp;&nbsp;&nbsp; Verve Therapeutics, Inc. \* (a) | 18690 | 425197 |
| &nbsp;&nbsp;&nbsp; Viridian Therapeutics, Inc. \* | 17803 | 650165 |
| &nbsp;&nbsp;&nbsp; Xencor, Inc. \* | 26737 | 880182 |
| &nbsp;&nbsp;&nbsp; Zentalis Pharmaceuticals, Inc. \* | 19602 | 462607 |
|  |  | &nbsp;&nbsp; 43920779 |
| **Building Products — 1.4%** | **Building Products — 1.4%** | **Building Products — 1.4%** |
| &nbsp;&nbsp;&nbsp; AAON, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18748 | &nbsp;&nbsp;&nbsp;&nbsp; 1430847 |
| &nbsp;&nbsp;&nbsp; American Woodmark Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 425607 |
| &nbsp;&nbsp;&nbsp; Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463716 |
| &nbsp;&nbsp;&nbsp; AZZ, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471103 |
| &nbsp;&nbsp;&nbsp; Gibraltar Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740820 |
| &nbsp;&nbsp;&nbsp; Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864121 |
| &nbsp;&nbsp;&nbsp; Janus International Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388861 |
| &nbsp;&nbsp;&nbsp; JELD-WEN Holding, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 476121 |
| &nbsp;&nbsp;&nbsp; Masonite International Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 907913 |
| &nbsp;&nbsp;&nbsp; PGT Innovations, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580866 |
| &nbsp;&nbsp;&nbsp; Quanex Building Products Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382810 |
| &nbsp;&nbsp;&nbsp; Resideo Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65089 | &nbsp;&nbsp;&nbsp;&nbsp; 1251661 |
| &nbsp;&nbsp;&nbsp; Tecnoglass, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305866 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8690312 |
| **Capital Markets — 2.4%** | **Capital Markets — 2.4%** | **Capital Markets — 2.4%** |
| &nbsp;&nbsp;&nbsp; AssetMark Financial Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253908 |
| &nbsp;&nbsp;&nbsp; Avantax, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623042 |
| &nbsp;&nbsp;&nbsp; B. Riley Financial, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305349 |
| &nbsp;&nbsp;&nbsp; BGC Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp; 145019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630833 |
| &nbsp;&nbsp;&nbsp; Brightsphere Investment Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338149 |
| &nbsp;&nbsp;&nbsp; Cohen & Steers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814048 |
| &nbsp;&nbsp;&nbsp; Cowen, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461700 |
| &nbsp;&nbsp;&nbsp; Donnelley Financial Solutions, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509008 |
| &nbsp;&nbsp;&nbsp; Focus Financial Partners, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25863 | &nbsp;&nbsp;&nbsp;&nbsp; 1167714 |
| &nbsp;&nbsp;&nbsp; Freedom Holding Corp. (Kazakhstan) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479780 |
| &nbsp;&nbsp;&nbsp; Hamilton Lane, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15895 | &nbsp;&nbsp;&nbsp;&nbsp; 1237585 |
| &nbsp;&nbsp;&nbsp; Moelis & Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28558 | &nbsp;&nbsp;&nbsp;&nbsp; 1335087 |
| &nbsp;&nbsp;&nbsp; Open Lending Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 410366 |
| &nbsp;&nbsp;&nbsp; Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 896509 |
| &nbsp;&nbsp;&nbsp; PJT Partners, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872407 |
| &nbsp;&nbsp;&nbsp; StepStone Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630533 |
| &nbsp;&nbsp;&nbsp; StoneX Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675094 |
| &nbsp;&nbsp;&nbsp; TPG, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734678 |
| &nbsp;&nbsp;&nbsp; Victory Capital Holdings, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 362556 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Capital Markets — continued** | **Capital Markets — continued** | **Capital Markets — continued** |
| &nbsp;&nbsp;&nbsp; Virtu Financial, Inc., Class A | 41422 | 799859 |
| &nbsp;&nbsp;&nbsp; Virtus Investment Partners, Inc. | 3030 | 651086 |
| &nbsp;&nbsp;&nbsp; WisdomTree, Inc. | 49707 | 286312 |
|  |  | &nbsp;&nbsp; 14475603 |
| **Chemicals — 1.8%** | **Chemicals — 1.8%** | **Chemicals — 1.8%** |
| &nbsp;&nbsp;&nbsp; AdvanSix, Inc. | 12300 | 531852 |
| &nbsp;&nbsp;&nbsp; Amyris, Inc. \* (a) | 103046 | 163843 |
| &nbsp;&nbsp;&nbsp; Aspen Aerogels, Inc. \* | 24814 | 260547 |
| &nbsp;&nbsp;&nbsp; Ecovyst, Inc. \* | 29643 | 310955 |
| &nbsp;&nbsp;&nbsp; HB Fuller Co. | 23786 | 1643613 |
| &nbsp;&nbsp;&nbsp; Innospec, Inc. | 11049 | 1248758 |
| &nbsp;&nbsp;&nbsp; Kronos Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114019 |
| &nbsp;&nbsp;&nbsp; LSB Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288466 |
| &nbsp;&nbsp;&nbsp; Mativ Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675771 |
| &nbsp;&nbsp;&nbsp; Minerals Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14476 | &nbsp;&nbsp;&nbsp;&nbsp; 1005358 |
| &nbsp;&nbsp;&nbsp; Perimeter Solutions SA \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 613530 |
| &nbsp;&nbsp;&nbsp; PureCycle Technologies, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495350 |
| &nbsp;&nbsp;&nbsp; Quaker Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6073 | &nbsp;&nbsp;&nbsp;&nbsp; 1195592 |
| &nbsp;&nbsp;&nbsp; Stepan Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9417 | &nbsp;&nbsp;&nbsp;&nbsp; 1034363 |
| &nbsp;&nbsp;&nbsp; Trinseo plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433178 |
| &nbsp;&nbsp;&nbsp; Tronox Holdings plc, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874993 |
|  |  | &nbsp;&nbsp; 10890188 |
| **Commercial Services & Supplies — 1.9%** | **Commercial Services & Supplies — 1.9%** | **Commercial Services & Supplies — 1.9%** |
| &nbsp;&nbsp;&nbsp; ABM Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29527 | &nbsp;&nbsp;&nbsp;&nbsp; 1385112 |
| &nbsp;&nbsp;&nbsp; ACV Auctions, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513481 |
| &nbsp;&nbsp;&nbsp; Aurora Innovation, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 165254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300762 |
| &nbsp;&nbsp;&nbsp; Brady Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20700 | &nbsp;&nbsp;&nbsp;&nbsp; 1106829 |
| &nbsp;&nbsp;&nbsp; BrightView Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135237 |
| &nbsp;&nbsp;&nbsp; Cimpress plc (Ireland) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287214 |
| &nbsp;&nbsp;&nbsp; CoreCivic, Inc., REIT \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546141 |
| &nbsp;&nbsp;&nbsp; Deluxe Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 385047 |
| &nbsp;&nbsp;&nbsp; GEO Group, Inc. (The), REIT \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637158 |
| &nbsp;&nbsp;&nbsp; Healthcare Services Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445305 |
| &nbsp;&nbsp;&nbsp; HNI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586728 |
| &nbsp;&nbsp;&nbsp; Interface, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295322 |
| &nbsp;&nbsp;&nbsp; KAR Auction Services, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 707689 |
| &nbsp;&nbsp;&nbsp; Matthews International Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505670 |
| &nbsp;&nbsp;&nbsp; MillerKnoll, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805377 |
| &nbsp;&nbsp;&nbsp; Montrose Environmental Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660915 |
| &nbsp;&nbsp;&nbsp; Pitney Bowes, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311285 |
| &nbsp;&nbsp;&nbsp; SP Plus Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339126 |
| &nbsp;&nbsp;&nbsp; Steelcase, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321430 |
| &nbsp;&nbsp;&nbsp; UniFirst Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6731 | &nbsp;&nbsp;&nbsp;&nbsp; 1335700 |
|  |  | &nbsp;&nbsp; 11611528 |
| **Communications Equipment — 0.9%** | **Communications Equipment — 0.9%** | **Communications Equipment — 0.9%** |
| &nbsp;&nbsp;&nbsp; ADTRAN Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595292 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Communications Equipment — continued** | **Communications Equipment — continued** | **Communications Equipment — continued** |
| &nbsp;&nbsp;&nbsp; Clearfield, Inc. \* | 5102 | 364589 |
| &nbsp;&nbsp;&nbsp; CommScope Holding Co., Inc. \* | 92985 | 781074 |
| &nbsp;&nbsp;&nbsp; Digi International, Inc. \* | 15744 | 535138 |
| &nbsp;&nbsp;&nbsp; Extreme Networks, Inc. \* | 58626 | 1057027 |
| &nbsp;&nbsp;&nbsp; Harmonic, Inc. \* | 47047 | 619609 |
| &nbsp;&nbsp;&nbsp; Infinera Corp. \* (a) | 85324 | 624572 |
| &nbsp;&nbsp;&nbsp; NETGEAR, Inc. \* | 12909 | 257793 |
| &nbsp;&nbsp;&nbsp; NetScout Systems, Inc. \* | 30643 | 983640 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5818734 |
| **Construction & Engineering — 1.0%** | **Construction & Engineering — 1.0%** | **Construction & Engineering — 1.0%** |
| &nbsp;&nbsp;&nbsp; Ameresco, Inc., Class A \* | 15140 | 976076 |
| &nbsp;&nbsp;&nbsp; Arcosa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21579 | &nbsp;&nbsp;&nbsp;&nbsp; 1278987 |
| &nbsp;&nbsp;&nbsp; Construction Partners, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520451 |
| &nbsp;&nbsp;&nbsp; Dycom Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13144 | &nbsp;&nbsp;&nbsp;&nbsp; 1253543 |
| &nbsp;&nbsp;&nbsp; Granite Construction, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 830821 |
| &nbsp;&nbsp;&nbsp; MYR Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735025 |
| &nbsp;&nbsp;&nbsp; Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630447 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6225350 |
| **Construction Materials — 0.3%** | **Construction Materials — 0.3%** | **Construction Materials — 0.3%** |
| &nbsp;&nbsp;&nbsp; Summit Materials, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52842 | &nbsp;&nbsp;&nbsp;&nbsp; 1736388 |
| **Consumer Finance — 0.8%** | **Consumer Finance — 0.8%** | **Consumer Finance — 0.8%** |
| &nbsp;&nbsp;&nbsp; Encore Capital Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581940 |
| &nbsp;&nbsp;&nbsp; Enova International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640698 |
| &nbsp;&nbsp;&nbsp; Green Dot Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 377348 |
| &nbsp;&nbsp;&nbsp; LendingClub Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454471 |
| &nbsp;&nbsp;&nbsp; Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895687 |
| &nbsp;&nbsp;&nbsp; Nelnet, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766116 |
| &nbsp;&nbsp;&nbsp; PRA Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699814 |
| &nbsp;&nbsp;&nbsp; PROG Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497802 |
| &nbsp;&nbsp;&nbsp; World Acceptance Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 140134 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5054010 |
| **Containers & Packaging — 0.5%** | **Containers & Packaging — 0.5%** | **Containers & Packaging — 0.5%** |
| &nbsp;&nbsp;&nbsp; Greif, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816231 |
| &nbsp;&nbsp;&nbsp; Myers Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392480 |
| &nbsp;&nbsp;&nbsp; O-I Glass, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69241 | &nbsp;&nbsp;&nbsp;&nbsp; 1332889 |
| &nbsp;&nbsp;&nbsp; Pactiv Evergreen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200849 |
| &nbsp;&nbsp;&nbsp; TriMas Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576420 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3318869 |
| **Diversified Consumer Services — 0.9%** | **Diversified Consumer Services — 0.9%** | **Diversified Consumer Services — 0.9%** |
| &nbsp;&nbsp;&nbsp; 2U, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 301290 |
| &nbsp;&nbsp;&nbsp; Adtalem Global Education, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773718 |
| &nbsp;&nbsp;&nbsp; Contra A/S (Denmark) ‡ \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Duolingo, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11061 | &nbsp;&nbsp;&nbsp;&nbsp; 1056215 |
| &nbsp;&nbsp;&nbsp; European Wax Center, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243771 |
| &nbsp;&nbsp;&nbsp; Laureate Education, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660205 |
| &nbsp;&nbsp;&nbsp; OneSpaWorld Holdings Ltd. (Bahamas) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278200 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Diversified Consumer Services — continued** | **Diversified Consumer Services — continued** | **Diversified Consumer Services — continued** |
| &nbsp;&nbsp;&nbsp; Rover Group, Inc. \* | 43468 | 177784 |
| &nbsp;&nbsp;&nbsp; Strategic Education, Inc. | 9919 | 925939 |
| &nbsp;&nbsp;&nbsp; Stride, Inc. \* | 18241 | 783086 |
| &nbsp;&nbsp;&nbsp; Udemy, Inc. \* | 29021 | 363923 |
| &nbsp;&nbsp;&nbsp; Vivint Smart Home, Inc. \* | 19991 | 239492 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5803623 |
| **Diversified Financial Services — 0.4%** | **Diversified Financial Services — 0.4%** | **Diversified Financial Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Cannae Holdings, Inc. \* | 32392 | 791661 |
| &nbsp;&nbsp;&nbsp; Compass Diversified Holdings | 27723 | 618777 |
| &nbsp;&nbsp;&nbsp; Jackson Financial, Inc., Class A | 26306 | 1158516 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2568954 |
| **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** | **Diversified Telecommunication Services — 0.4%** |
| &nbsp;&nbsp;&nbsp; Cogent Communications Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19067 | &nbsp;&nbsp;&nbsp;&nbsp; 1307424 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295768 |
| &nbsp;&nbsp;&nbsp; Liberty Latin America Ltd., Class A (Puerto Rico) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164072 |
| &nbsp;&nbsp;&nbsp; Liberty Latin America Ltd., Class C (Puerto Rico) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 640408 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2407672 |
| **Electric Utilities — 0.4%** | **Electric Utilities — 0.4%** | **Electric Utilities — 0.4%** |
| &nbsp;&nbsp;&nbsp; MGE Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16135 | &nbsp;&nbsp;&nbsp;&nbsp; 1179630 |
| &nbsp;&nbsp;&nbsp; Otter Tail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18581 | &nbsp;&nbsp;&nbsp;&nbsp; 1191971 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2371601 |
| **Electrical Equipment — 1.4%** | **Electrical Equipment — 1.4%** | **Electrical Equipment — 1.4%** |
| &nbsp;&nbsp;&nbsp; Amprius Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36576 |
| &nbsp;&nbsp;&nbsp; Array Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62467 | &nbsp;&nbsp;&nbsp;&nbsp; 1388641 |
| &nbsp;&nbsp;&nbsp; Blink Charging Co. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247171 |
| &nbsp;&nbsp;&nbsp; Encore Wire Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8177 | &nbsp;&nbsp;&nbsp;&nbsp; 1320013 |
| &nbsp;&nbsp;&nbsp; Enovix Corp. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389671 |
| &nbsp;&nbsp;&nbsp; ESS Tech, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54404 |
| &nbsp;&nbsp;&nbsp; FREYR Battery SA (Norway) \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 397789 |
| &nbsp;&nbsp;&nbsp; FuelCell Energy, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 181018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662526 |
| &nbsp;&nbsp;&nbsp; GrafTech International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561675 |
| &nbsp;&nbsp;&nbsp; SES AI Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210692 |
| &nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60710 | &nbsp;&nbsp;&nbsp;&nbsp; 1693202 |
| &nbsp;&nbsp;&nbsp; Stem, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639184 |
| &nbsp;&nbsp;&nbsp; Vicor Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691453 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8292997 |
| **Electronic Equipment, Instruments & Components — 2.8%** | **Electronic Equipment, Instruments & Components — 2.8%** | **Electronic Equipment, Instruments & Components — 2.8%** |
| &nbsp;&nbsp;&nbsp; 908 Devices, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90656 |
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16672 | &nbsp;&nbsp;&nbsp;&nbsp; 1546161 |
| &nbsp;&nbsp;&nbsp; Badger Meter, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13065 | &nbsp;&nbsp;&nbsp;&nbsp; 1514234 |
| &nbsp;&nbsp;&nbsp; Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439303 |
| &nbsp;&nbsp;&nbsp; CTS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 633644 |
| &nbsp;&nbsp;&nbsp; ePlus, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597310 |
| &nbsp;&nbsp;&nbsp; FARO Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230420 |
| &nbsp;&nbsp;&nbsp; Insight Enterprises, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13524 | &nbsp;&nbsp;&nbsp;&nbsp; 1524425 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Electronic Equipment, Instruments & Components — continued** | **Electronic Equipment, Instruments & Components — continued** | **Electronic Equipment, Instruments & Components — continued** |
| &nbsp;&nbsp;&nbsp; Itron, Inc. \* | 20170 | 1159170 |
| &nbsp;&nbsp;&nbsp; Knowles Corp. \* | 40588 | 780507 |
| &nbsp;&nbsp;&nbsp; Lightwave Logic, Inc. \* (a) | 50245 | 316041 |
| &nbsp;&nbsp;&nbsp; Methode Electronics, Inc. | 16332 | 779690 |
| &nbsp;&nbsp;&nbsp; MicroVision, Inc. \* | 74116 | 186031 |
| &nbsp;&nbsp;&nbsp; Mirion Technologies, Inc. \* | 54481 | 433124 |
| &nbsp;&nbsp;&nbsp; Napco Security Technologies, Inc. \* | 12964 | 375567 |
| &nbsp;&nbsp;&nbsp; OSI Systems, Inc. \* | 7006 | 663538 |
| &nbsp;&nbsp;&nbsp; PAR Technology Corp. \* (a) | 12184 | 414134 |
| &nbsp;&nbsp;&nbsp; PC Connection, Inc. | 5046 | 247405 |
| &nbsp;&nbsp;&nbsp; Plexus Corp. \* | 12347 | 1185189 |
| &nbsp;&nbsp;&nbsp; Sanmina Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25639 | &nbsp;&nbsp;&nbsp;&nbsp; 1562184 |
| &nbsp;&nbsp;&nbsp; ScanSource, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371286 |
| &nbsp;&nbsp;&nbsp; SmartRent, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160270 |
| &nbsp;&nbsp;&nbsp; TTM Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717084 |
| &nbsp;&nbsp;&nbsp; Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57830 | &nbsp;&nbsp;&nbsp;&nbsp; 1323729 |
|  |  | &nbsp;&nbsp; 17251102 |
| **Energy Equipment & Services — 2.5%** | **Energy Equipment & Services — 2.5%** | **Energy Equipment & Services — 2.5%** |
| &nbsp;&nbsp;&nbsp; Archrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591805 |
| &nbsp;&nbsp;&nbsp; Cactus, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27096 | &nbsp;&nbsp;&nbsp;&nbsp; 1466164 |
| &nbsp;&nbsp;&nbsp; Core Laboratories NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529818 |
| &nbsp;&nbsp;&nbsp; Diamond Offshore Drilling, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519195 |
| &nbsp;&nbsp;&nbsp; Dril-Quip, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465041 |
| &nbsp;&nbsp;&nbsp; Helix Energy Solutions Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505133 |
| &nbsp;&nbsp;&nbsp; Liberty Energy, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69114 | &nbsp;&nbsp;&nbsp;&nbsp; 1094075 |
| &nbsp;&nbsp;&nbsp; Nabors Industries Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706787 |
| &nbsp;&nbsp;&nbsp; NexTier Oilfield Solutions, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671052 |
| &nbsp;&nbsp;&nbsp; Oceaneering International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955370 |
| &nbsp;&nbsp;&nbsp; Patterson-UTI Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96767 | &nbsp;&nbsp;&nbsp;&nbsp; 1625686 |
| &nbsp;&nbsp;&nbsp; ProFrac Holding Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274545 |
| &nbsp;&nbsp;&nbsp; ProPetro Holding Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427392 |
| &nbsp;&nbsp;&nbsp; RPC, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368419 |
| &nbsp;&nbsp;&nbsp; Tidewater, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977672 |
| &nbsp;&nbsp;&nbsp; Transocean Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 296416 | &nbsp;&nbsp;&nbsp;&nbsp; 1997844 |
| &nbsp;&nbsp;&nbsp; US Silica Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413590 |
| &nbsp;&nbsp;&nbsp; Weatherford International plc \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28680 | &nbsp;&nbsp;&nbsp;&nbsp; 1631318 |
|  |  | &nbsp;&nbsp; 15220906 |
| **Entertainment — 0.6%** | **Entertainment — 0.6%** | **Entertainment — 0.6%** |
| &nbsp;&nbsp;&nbsp; Cinemark Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 571078 |
| &nbsp;&nbsp;&nbsp; IMAX Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352444 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Braves, Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161809 |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Braves, Class C \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572463 |
| &nbsp;&nbsp;&nbsp; Madison Square Garden Entertainment Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 614041 |
| &nbsp;&nbsp;&nbsp; World Wrestling Entertainment, Inc., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19331 | &nbsp;&nbsp;&nbsp;&nbsp; 1635789 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3907624 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Equity Real Estate Investment Trusts (REITs) — 5.1%** | **Equity Real Estate Investment Trusts (REITs) — 5.1%** | **Equity Real Estate Investment Trusts (REITs) — 5.1%** |
| &nbsp;&nbsp;&nbsp; Acadia Realty Trust | 42372 | 658037 |
| &nbsp;&nbsp;&nbsp; Alexander & Baldwin, Inc. | 32385 | 648348 |
| &nbsp;&nbsp;&nbsp; Alexander's, Inc. | 951 | 225653 |
| &nbsp;&nbsp;&nbsp; American Assets Trust, Inc. | 23232 | 661183 |
| &nbsp;&nbsp;&nbsp; Apartment Investment and Management Co., Class A | 67669 | 508194 |
| &nbsp;&nbsp;&nbsp; Brandywine Realty Trust | 76566 | 502273 |
| &nbsp;&nbsp;&nbsp; CareTrust REIT, Inc. | 43316 | 897508 |
| &nbsp;&nbsp;&nbsp; CBL & Associates Properties, Inc. | 10942 | 291604 |
| &nbsp;&nbsp;&nbsp; Centerspace | 6727 | 454880 |
| &nbsp;&nbsp;&nbsp; Corporate Office Properties Trust | 50180 | 1408553 |
| &nbsp;&nbsp;&nbsp; DiamondRock Hospitality Co. | 93440 | 899827 |
| &nbsp;&nbsp;&nbsp; Easterly Government Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657964 |
| &nbsp;&nbsp;&nbsp; Elme Communities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750182 |
| &nbsp;&nbsp;&nbsp; Empire State Realty Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489666 |
| &nbsp;&nbsp;&nbsp; Essential Properties Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63558 | &nbsp;&nbsp;&nbsp;&nbsp; 1619458 |
| &nbsp;&nbsp;&nbsp; Four Corners Property Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37448 | &nbsp;&nbsp;&nbsp;&nbsp; 1077004 |
| &nbsp;&nbsp;&nbsp; Getty Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691514 |
| &nbsp;&nbsp;&nbsp; Gladstone Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281415 |
| &nbsp;&nbsp;&nbsp; Global Net Lease, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692678 |
| &nbsp;&nbsp;&nbsp; Hudson Pacific Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652043 |
| &nbsp;&nbsp;&nbsp; InvenTrust Properties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748289 |
| &nbsp;&nbsp;&nbsp; iStar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359164 |
| &nbsp;&nbsp;&nbsp; LTC Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689866 |
| &nbsp;&nbsp;&nbsp; LXP Industrial Trust | &nbsp;&nbsp;&nbsp;&nbsp; 123074 | &nbsp;&nbsp;&nbsp;&nbsp; 1421505 |
| &nbsp;&nbsp;&nbsp; Macerich Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95862 | &nbsp;&nbsp;&nbsp;&nbsp; 1317144 |
| &nbsp;&nbsp;&nbsp; Necessity Retail REIT, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409185 |
| &nbsp;&nbsp;&nbsp; NexPoint Residential Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512474 |
| &nbsp;&nbsp;&nbsp; Office Properties Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371823 |
| &nbsp;&nbsp;&nbsp; Paramount Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474572 |
| &nbsp;&nbsp;&nbsp; Physicians Realty Trust | &nbsp;&nbsp;&nbsp;&nbsp; 101870 | &nbsp;&nbsp;&nbsp;&nbsp; 1615658 |
| &nbsp;&nbsp;&nbsp; Piedmont Office Realty Trust, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 583668 |
| &nbsp;&nbsp;&nbsp; PotlatchDeltic Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36043 | &nbsp;&nbsp;&nbsp;&nbsp; 1764305 |
| &nbsp;&nbsp;&nbsp; Retail Opportunity Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880053 |
| &nbsp;&nbsp;&nbsp; RPT Realty | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398722 |
| &nbsp;&nbsp;&nbsp; Safehold, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378722 |
| &nbsp;&nbsp;&nbsp; Saul Centers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246928 |
| &nbsp;&nbsp;&nbsp; Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 657977 |
| &nbsp;&nbsp;&nbsp; Summit Hotel Properties, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406489 |
| &nbsp;&nbsp;&nbsp; Tanger Factory Outlet Centers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889857 |
| &nbsp;&nbsp;&nbsp; Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310060 |
| &nbsp;&nbsp;&nbsp; Urban Edge Properties | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825489 |
| &nbsp;&nbsp;&nbsp; Urstadt Biddle Properties, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250431 |
| &nbsp;&nbsp;&nbsp; Veris Residential, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611953 |
| &nbsp;&nbsp;&nbsp; Xenia Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756980 |
|  |  | &nbsp;&nbsp; 30949298 |
| **Food & Staples Retailing — 0.8%** | **Food & Staples Retailing — 0.8%** | **Food & Staples Retailing — 0.8%** |
| &nbsp;&nbsp;&nbsp; Andersons, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511058 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Food & Staples Retailing — continued** | **Food & Staples Retailing — continued** | **Food & Staples Retailing — continued** |
| &nbsp;&nbsp;&nbsp; Chefs' Warehouse, Inc. (The) \* | 15202 | 581173 |
| &nbsp;&nbsp;&nbsp; Grocery Outlet Holding Corp. \* | 39520 | 1201013 |
| &nbsp;&nbsp;&nbsp; Ingles Markets, Inc., Class A | 6410 | 608950 |
| &nbsp;&nbsp;&nbsp; SpartanNash Co. | 15737 | 498548 |
| &nbsp;&nbsp;&nbsp; United Natural Foods, Inc. \* | 26034 | 1083535 |
| &nbsp;&nbsp;&nbsp; Weis Markets, Inc. | 7315 | 631577 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5115854 |
| **Food Products — 1.6%** | **Food Products — 1.6%** | **Food Products — 1.6%** |
| &nbsp;&nbsp;&nbsp; B&G Foods, Inc. (a) | 31993 | 448542 |
| &nbsp;&nbsp;&nbsp; Benson Hill, Inc. \* | 57118 | 153076 |
| &nbsp;&nbsp;&nbsp; Beyond Meat, Inc. \* (a) | 27027 | 444054 |
| &nbsp;&nbsp;&nbsp; Calavo Growers, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253836 |
| &nbsp;&nbsp;&nbsp; Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 969192 |
| &nbsp;&nbsp;&nbsp; Fresh Del Monte Produce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390619 |
| &nbsp;&nbsp;&nbsp; Hain Celestial Group, Inc. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 817784 |
| &nbsp;&nbsp;&nbsp; Hostess Brands, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59768 | &nbsp;&nbsp;&nbsp;&nbsp; 1382434 |
| &nbsp;&nbsp;&nbsp; J & J Snack Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958104 |
| &nbsp;&nbsp;&nbsp; Mission Produce, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224118 |
| &nbsp;&nbsp;&nbsp; Simply Good Foods Co. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37557 | &nbsp;&nbsp;&nbsp;&nbsp; 1363319 |
| &nbsp;&nbsp;&nbsp; Sovos Brands, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232337 |
| &nbsp;&nbsp;&nbsp; Tootsie Roll Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354217 |
| &nbsp;&nbsp;&nbsp; TreeHouse Foods, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22519 | &nbsp;&nbsp;&nbsp;&nbsp; 1090595 |
| &nbsp;&nbsp;&nbsp; Utz Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492719 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9574946 |
| **Gas Utilities — 0.5%** | **Gas Utilities — 0.5%** | **Gas Utilities — 0.5%** |
| &nbsp;&nbsp;&nbsp; Chesapeake Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 999058 |
| &nbsp;&nbsp;&nbsp; Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785343 |
| &nbsp;&nbsp;&nbsp; South Jersey Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27941 | &nbsp;&nbsp;&nbsp;&nbsp; 1008390 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2792791 |
| **Health Care Equipment & Supplies — 3.2%** | **Health Care Equipment & Supplies — 3.2%** | **Health Care Equipment & Supplies — 3.2%** |
| &nbsp;&nbsp;&nbsp; Alphatec Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408906 |
| &nbsp;&nbsp;&nbsp; AtriCure, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 898233 |
| &nbsp;&nbsp;&nbsp; Atrion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406194 |
| &nbsp;&nbsp;&nbsp; Avanos Medical, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635749 |
| &nbsp;&nbsp;&nbsp; Axonics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22098 | &nbsp;&nbsp;&nbsp;&nbsp; 1356817 |
| &nbsp;&nbsp;&nbsp; Butterfly Network, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177414 |
| &nbsp;&nbsp;&nbsp; Cardiovascular Systems, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 260483 |
| &nbsp;&nbsp;&nbsp; CONMED Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13599 | &nbsp;&nbsp;&nbsp;&nbsp; 1302240 |
| &nbsp;&nbsp;&nbsp; Cue Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111827 |
| &nbsp;&nbsp;&nbsp; Embecta Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681126 |
| &nbsp;&nbsp;&nbsp; Establishment Labs Holdings, Inc. (Costa Rica) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672031 |
| &nbsp;&nbsp;&nbsp; Figs, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508494 |
| &nbsp;&nbsp;&nbsp; Glaukos Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21281 | &nbsp;&nbsp;&nbsp;&nbsp; 1043833 |
| &nbsp;&nbsp;&nbsp; Heska Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406773 |
| &nbsp;&nbsp;&nbsp; Inogen, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238549 |
| &nbsp;&nbsp;&nbsp; Integer Holdings Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973067 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Health Care Equipment & Supplies — continued** | **Health Care Equipment & Supplies — continued** | **Health Care Equipment & Supplies — continued** |
| &nbsp;&nbsp;&nbsp; iRhythm Technologies, Inc. \* | 13443 | 1321447 |
| &nbsp;&nbsp;&nbsp; Meridian Bioscience, Inc. \* | 19014 | 646476 |
| &nbsp;&nbsp;&nbsp; Mesa Laboratories, Inc. | 2232 | 434213 |
| &nbsp;&nbsp;&nbsp; Neogen Corp. \* | 96467 | 2065359 |
| &nbsp;&nbsp;&nbsp; Nevro Corp. \* | 15802 | 580249 |
| &nbsp;&nbsp;&nbsp; Outset Medical, Inc. \* | 21559 | 606239 |
| &nbsp;&nbsp;&nbsp; Paragon 28, Inc. \* | 11362 | 191450 |
| &nbsp;&nbsp;&nbsp; PROCEPT BioRobotics Corp. \* (a) | 14558 | 566161 |
| &nbsp;&nbsp;&nbsp; Pulmonx Corp. \* | 16707 | 148525 |
| &nbsp;&nbsp;&nbsp; Senseonics Holdings, Inc. \* (a) | 213466 | 241217 |
| &nbsp;&nbsp;&nbsp; Silk Road Medical, Inc. \* | 17008 | 924555 |
| &nbsp;&nbsp;&nbsp; TransMedics Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 898287 |
| &nbsp;&nbsp;&nbsp; Treace Medical Concepts, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325777 |
| &nbsp;&nbsp;&nbsp; Varex Imaging Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382608 |
|  |  | &nbsp;&nbsp; 19414299 |
| **Health Care Providers & Services — 2.1%** | **Health Care Providers & Services — 2.1%** | **Health Care Providers & Services — 2.1%** |
| &nbsp;&nbsp;&nbsp; 1Life Healthcare, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74907 | &nbsp;&nbsp;&nbsp;&nbsp; 1197763 |
| &nbsp;&nbsp;&nbsp; 23andMe Holding Co. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 127974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319935 |
| &nbsp;&nbsp;&nbsp; AdaptHealth Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 734449 |
| &nbsp;&nbsp;&nbsp; Addus HomeCare Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773069 |
| &nbsp;&nbsp;&nbsp; Agiliti, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274388 |
| &nbsp;&nbsp;&nbsp; Alignment Healthcare, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454134 |
| &nbsp;&nbsp;&nbsp; Brookdale Senior Living, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240157 |
| &nbsp;&nbsp;&nbsp; Cano Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112982 |
| &nbsp;&nbsp;&nbsp; Castle Biosciences, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299261 |
| &nbsp;&nbsp;&nbsp; Clover Health Investments Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 145517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193538 |
| &nbsp;&nbsp;&nbsp; CorVel Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729031 |
| &nbsp;&nbsp;&nbsp; Cross Country Healthcare, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438506 |
| &nbsp;&nbsp;&nbsp; DocGo, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367160 |
| &nbsp;&nbsp;&nbsp; Fulgent Genetics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297500 |
| &nbsp;&nbsp;&nbsp; Hims & Hers Health, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449505 |
| &nbsp;&nbsp;&nbsp; Invitae Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 101896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240475 |
| &nbsp;&nbsp;&nbsp; ModivCare, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 607950 |
| &nbsp;&nbsp;&nbsp; National HealthCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358431 |
| &nbsp;&nbsp;&nbsp; National Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291703 |
| &nbsp;&nbsp;&nbsp; NeoGenomics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669830 |
| &nbsp;&nbsp;&nbsp; OPKO Health, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 182781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235787 |
| &nbsp;&nbsp;&nbsp; Owens & Minor, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671851 |
| &nbsp;&nbsp;&nbsp; Pediatrix Medical Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 561426 |
| &nbsp;&nbsp;&nbsp; RadNet, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458301 |
| &nbsp;&nbsp;&nbsp; Select Medical Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46472 | &nbsp;&nbsp;&nbsp;&nbsp; 1350941 |
| &nbsp;&nbsp;&nbsp; US Physical Therapy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575962 |
|  |  | &nbsp;&nbsp; 12904035 |
| **Health Care Technology — 1.0%** | **Health Care Technology — 1.0%** | **Health Care Technology — 1.0%** |
| &nbsp;&nbsp;&nbsp; American Well Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 108209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429590 |
| &nbsp;&nbsp;&nbsp; Definitive Healthcare Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209024 |
| &nbsp;&nbsp;&nbsp; Evolent Health, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41091 | &nbsp;&nbsp;&nbsp;&nbsp; 1323952 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Health Care Technology — continued** | **Health Care Technology — continued** | **Health Care Technology — continued** |
| &nbsp;&nbsp;&nbsp; GoodRx Holdings, Inc., Class A \* | 33483 | 187170 |
| &nbsp;&nbsp;&nbsp; Health Catalyst, Inc. \* | 24439 | 339702 |
| &nbsp;&nbsp;&nbsp; HealthStream, Inc. \* | 10767 | 260346 |
| &nbsp;&nbsp;&nbsp; NextGen Healthcare, Inc. \* | 24443 | 464906 |
| &nbsp;&nbsp;&nbsp; Phreesia, Inc. \* | 23457 | 879403 |
| &nbsp;&nbsp;&nbsp; Schrodinger, Inc. \* | 23815 | 575847 |
| &nbsp;&nbsp;&nbsp; Sharecare, Inc. \* | 141997 | 360672 |
| &nbsp;&nbsp;&nbsp; Veradigm, Inc. \* | 48777 | 873596 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5904208 |
| **Hotels, Restaurants & Leisure — 2.0%** | **Hotels, Restaurants & Leisure — 2.0%** | **Hotels, Restaurants & Leisure — 2.0%** |
| &nbsp;&nbsp;&nbsp; Bally's Corp. \* | 12235 | 243109 |
| &nbsp;&nbsp;&nbsp; BJ's Restaurants, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329812 |
| &nbsp;&nbsp;&nbsp; Bloomin' Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950333 |
| &nbsp;&nbsp;&nbsp; Bowlero Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209220 |
| &nbsp;&nbsp;&nbsp; Brinker International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 775902 |
| &nbsp;&nbsp;&nbsp; Cheesecake Factory, Inc. (The) (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838145 |
| &nbsp;&nbsp;&nbsp; Dave & Buster's Entertainment, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811555 |
| &nbsp;&nbsp;&nbsp; Denny's Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306895 |
| &nbsp;&nbsp;&nbsp; Dine Brands Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541789 |
| &nbsp;&nbsp;&nbsp; Dutch Bros, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503243 |
| &nbsp;&nbsp;&nbsp; Everi Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693775 |
| &nbsp;&nbsp;&nbsp; Golden Entertainment, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386745 |
| &nbsp;&nbsp;&nbsp; Jack in the Box, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 713604 |
| &nbsp;&nbsp;&nbsp; Krispy Kreme, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364731 |
| &nbsp;&nbsp;&nbsp; Monarch Casino & Resort, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453820 |
| &nbsp;&nbsp;&nbsp; Papa John's International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14349 | &nbsp;&nbsp;&nbsp;&nbsp; 1286962 |
| &nbsp;&nbsp;&nbsp; Portillo's, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355094 |
| &nbsp;&nbsp;&nbsp; Red Rock Resorts, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982973 |
| &nbsp;&nbsp;&nbsp; Shake Shack, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946711 |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84775 |
| &nbsp;&nbsp;&nbsp; Sweetgreen, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346783 |
| &nbsp;&nbsp;&nbsp; Target Hospitality Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166740 |
| &nbsp;&nbsp;&nbsp; Vacasa, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65917 |
|  |  | &nbsp;&nbsp; 12358633 |
| **Household Durables — 2.6%** | **Household Durables — 2.6%** | **Household Durables — 2.6%** |
| &nbsp;&nbsp;&nbsp; Cavco Industries, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 985634 |
| &nbsp;&nbsp;&nbsp; Century Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 772528 |
| &nbsp;&nbsp;&nbsp; GoPro, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355913 |
| &nbsp;&nbsp;&nbsp; Green Brick Partners, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378456 |
| &nbsp;&nbsp;&nbsp; Installed Building Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10473 | &nbsp;&nbsp;&nbsp;&nbsp; 1152973 |
| &nbsp;&nbsp;&nbsp; iRobot Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12158 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547110 |
| &nbsp;&nbsp;&nbsp; KB Home | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37076 | &nbsp;&nbsp;&nbsp;&nbsp; 1425572 |
| &nbsp;&nbsp;&nbsp; La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545742 |
| &nbsp;&nbsp;&nbsp; LGI Homes, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9155 | &nbsp;&nbsp;&nbsp;&nbsp; 1042297 |
| &nbsp;&nbsp;&nbsp; M/I Homes, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732072 |
| &nbsp;&nbsp;&nbsp; MDC Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 960577 |
| &nbsp;&nbsp;&nbsp; Meritage Homes Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16331 | &nbsp;&nbsp;&nbsp;&nbsp; 1758685 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Household Durables — continued** | **Household Durables — continued** | **Household Durables — continued** |
| &nbsp;&nbsp;&nbsp; Skyline Champion Corp. \* | 23629 | 1392929 |
| &nbsp;&nbsp;&nbsp; Snap One Holdings Corp. \* | 7784 | 74649 |
| &nbsp;&nbsp;&nbsp; Sonos, Inc. \* | 56807 | 1047521 |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp. \* | 48369 | 1731610 |
| &nbsp;&nbsp;&nbsp; Tri Pointe Homes, Inc. \* | 45048 | 995110 |
| &nbsp;&nbsp;&nbsp; Vizio Holding Corp., Class A \* | 25209 | 220831 |
|  |  | &nbsp;&nbsp; 16120209 |
| **Household Products — 0.3%** | **Household Products — 0.3%** | **Household Products — 0.3%** |
| &nbsp;&nbsp;&nbsp; Central Garden & Pet Co. \* | 4336 | 181852 |
| &nbsp;&nbsp;&nbsp; Central Garden & Pet Co., Class A \* | 18504 | 733313 |
| &nbsp;&nbsp;&nbsp; WD-40 Co. (a) | 6053 | 1056491 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1971656 |
| **Independent Power and Renewable Electricity Producers — 0.1%** | **Independent Power and Renewable Electricity Producers — 0.1%** | **Independent Power and Renewable Electricity Producers — 0.1%** |
| &nbsp;&nbsp;&nbsp; Altus Power, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127486 |
| &nbsp;&nbsp;&nbsp; Montauk Renewables, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313369 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440855 |
| **Insurance — 1.8%** | **Insurance — 1.8%** | **Insurance — 1.8%** |
| &nbsp;&nbsp;&nbsp; American Equity Investment Life Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30974 | &nbsp;&nbsp;&nbsp;&nbsp; 1475911 |
| &nbsp;&nbsp;&nbsp; AMERISAFE, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470604 |
| &nbsp;&nbsp;&nbsp; Argo Group International Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434277 |
| &nbsp;&nbsp;&nbsp; Bright Health Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 115269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102209 |
| &nbsp;&nbsp;&nbsp; BRP Group, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785554 |
| &nbsp;&nbsp;&nbsp; Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532801 |
| &nbsp;&nbsp;&nbsp; Genworth Financial, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 221545 | &nbsp;&nbsp;&nbsp;&nbsp; 1222928 |
| &nbsp;&nbsp;&nbsp; Goosehead Insurance, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368242 |
| &nbsp;&nbsp;&nbsp; Hagerty, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135511 |
| &nbsp;&nbsp;&nbsp; Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649811 |
| &nbsp;&nbsp;&nbsp; James River Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379079 |
| &nbsp;&nbsp;&nbsp; Lemonade, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326447 |
| &nbsp;&nbsp;&nbsp; Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423758 |
| &nbsp;&nbsp;&nbsp; Oscar Health, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190909 |
| &nbsp;&nbsp;&nbsp; Palomar Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576010 |
| &nbsp;&nbsp;&nbsp; ProAssurance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 466989 |
| &nbsp;&nbsp;&nbsp; Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555961 |
| &nbsp;&nbsp;&nbsp; SiriusPoint Ltd. (Bermuda) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37919 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287805 |
| &nbsp;&nbsp;&nbsp; Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578734 |
| &nbsp;&nbsp;&nbsp; Trupanion, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925965 |
|  |  | &nbsp;&nbsp; 10889505 |
| **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** |
| &nbsp;&nbsp;&nbsp; Cargurus, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737893 |
| &nbsp;&nbsp;&nbsp; Cars.com, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27637 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472593 |
| &nbsp;&nbsp;&nbsp; Eventbrite, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321658 |
| &nbsp;&nbsp;&nbsp; fuboTV, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224076 |
| &nbsp;&nbsp;&nbsp; MediaAlpha, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145066 |
| &nbsp;&nbsp;&nbsp; Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805464 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Interactive Media & Services — continued** | **Interactive Media & Services — continued** | **Interactive Media & Services — continued** |
| &nbsp;&nbsp;&nbsp; Vimeo, Inc. \* | 70092 | 318218 |
| &nbsp;&nbsp;&nbsp; ZipRecruiter, Inc., Class A \* | 23161 | 454882 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3479850 |
| **Internet & Direct Marketing Retail — 0.3%** | **Internet & Direct Marketing Retail — 0.3%** | **Internet & Direct Marketing Retail — 0.3%** |
| &nbsp;&nbsp;&nbsp; ContextLogic, Inc., Class A \* | 250792 | 172520 |
| &nbsp;&nbsp;&nbsp; Overstock.com, Inc. \* | 20406 | 494029 |
| &nbsp;&nbsp;&nbsp; Qurate Retail, Inc. \* | 151844 | 391758 |
| &nbsp;&nbsp;&nbsp; Revolve Group, Inc. \* | 18181 | 518886 |
| &nbsp;&nbsp;&nbsp; Vivid Seats, Inc., Class A \* | 10524 | 89559 |
| &nbsp;&nbsp;&nbsp; Xometry, Inc., Class A \* | 13169 | 461178 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2127930 |
| **IT Services — 2.6%** | **IT Services — 2.6%** | **IT Services — 2.6%** |
| &nbsp;&nbsp;&nbsp; AvidXchange Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660817 |
| &nbsp;&nbsp;&nbsp; BigCommerce Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334833 |
| &nbsp;&nbsp;&nbsp; Conduent, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353982 |
| &nbsp;&nbsp;&nbsp; CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807276 |
| &nbsp;&nbsp;&nbsp; EVERTEC, Inc. (Puerto Rico) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29103 | &nbsp;&nbsp;&nbsp;&nbsp; 1075065 |
| &nbsp;&nbsp;&nbsp; Evo Payments, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730034 |
| &nbsp;&nbsp;&nbsp; Fastly, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49949 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516972 |
| &nbsp;&nbsp;&nbsp; Grid Dynamics Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289525 |
| &nbsp;&nbsp;&nbsp; International Money Express, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335141 |
| &nbsp;&nbsp;&nbsp; Kyndryl Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91105 | &nbsp;&nbsp;&nbsp;&nbsp; 1219896 |
| &nbsp;&nbsp;&nbsp; Marqeta, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 196934 | &nbsp;&nbsp;&nbsp;&nbsp; 1305673 |
| &nbsp;&nbsp;&nbsp; MoneyGram International, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43007 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463185 |
| &nbsp;&nbsp;&nbsp; Paya Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378507 |
| &nbsp;&nbsp;&nbsp; Payoneer Global, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530976 |
| &nbsp;&nbsp;&nbsp; Perficient, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15465 | &nbsp;&nbsp;&nbsp;&nbsp; 1146575 |
| &nbsp;&nbsp;&nbsp; Rackspace Technology, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76302 |
| &nbsp;&nbsp;&nbsp; Remitly Global, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523657 |
| &nbsp;&nbsp;&nbsp; Repay Holdings Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327137 |
| &nbsp;&nbsp;&nbsp; Sabre Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 146552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998019 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23657 | &nbsp;&nbsp;&nbsp;&nbsp; 1514994 |
| &nbsp;&nbsp;&nbsp; Squarespace, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433198 |
| &nbsp;&nbsp;&nbsp; TaskUS, Inc., Class A (Philippines) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215333 |
| &nbsp;&nbsp;&nbsp; TTEC Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428632 |
| &nbsp;&nbsp;&nbsp; Unisys Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163723 |
| &nbsp;&nbsp;&nbsp; Verra Mobility Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959777 |
|  |  | &nbsp;&nbsp; 15789229 |
| **Leisure Products — 0.4%** | **Leisure Products — 0.4%** | **Leisure Products — 0.4%** |
| &nbsp;&nbsp;&nbsp; Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676596 |
| &nbsp;&nbsp;&nbsp; Latham Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82847 |
| &nbsp;&nbsp;&nbsp; Malibu Boats, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549430 |
| &nbsp;&nbsp;&nbsp; Smith & Wesson Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226265 |
| &nbsp;&nbsp;&nbsp; Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449112 |
| &nbsp;&nbsp;&nbsp; Vista Outdoor, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741205 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2725455 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Life Sciences Tools & Services — 0.6%** | **Life Sciences Tools & Services — 0.6%** | **Life Sciences Tools & Services — 0.6%** |
| &nbsp;&nbsp;&nbsp; AbCellera Biologics, Inc. (Canada) \* (a) | 93221 | 981617 |
| &nbsp;&nbsp;&nbsp; Adaptive Biotechnologies Corp. \* | 49139 | 455519 |
| &nbsp;&nbsp;&nbsp; BioLife Solutions, Inc. \* | 15266 | 357835 |
| &nbsp;&nbsp;&nbsp; CryoPort, Inc. \* | 21875 | 499406 |
| &nbsp;&nbsp;&nbsp; NanoString Technologies, Inc. \* | 19145 | 202554 |
| &nbsp;&nbsp;&nbsp; Pacific Biosciences of California, Inc. \* | 101138 | 1121621 |
| &nbsp;&nbsp;&nbsp; SomaLogic, Inc. \* | 67140 | 233647 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3852199 |
| **Machinery — 4.6%** | **Machinery — 4.6%** | **Machinery — 4.6%** |
| &nbsp;&nbsp;&nbsp; 3D Systems Corp. \* | 58549 | 635842 |
| &nbsp;&nbsp;&nbsp; Alamo Group, Inc. | 4596 | 719136 |
| &nbsp;&nbsp;&nbsp; Albany International Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13884 | &nbsp;&nbsp;&nbsp;&nbsp; 1557091 |
| &nbsp;&nbsp;&nbsp; Astec Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447447 |
| &nbsp;&nbsp;&nbsp; Barnes Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 998461 |
| &nbsp;&nbsp;&nbsp; Desktop Metal, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 104902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176235 |
| &nbsp;&nbsp;&nbsp; Energy Recovery, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552984 |
| &nbsp;&nbsp;&nbsp; Enerpac Tool Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673585 |
| &nbsp;&nbsp;&nbsp; EnPro Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9285 | &nbsp;&nbsp;&nbsp;&nbsp; 1124135 |
| &nbsp;&nbsp;&nbsp; Esab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23069 | &nbsp;&nbsp;&nbsp;&nbsp; 1333619 |
| &nbsp;&nbsp;&nbsp; ESCO Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11531 | &nbsp;&nbsp;&nbsp;&nbsp; 1135112 |
| &nbsp;&nbsp;&nbsp; Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27061 | &nbsp;&nbsp;&nbsp;&nbsp; 1440998 |
| &nbsp;&nbsp;&nbsp; Franklin Electric Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17362 | &nbsp;&nbsp;&nbsp;&nbsp; 1567789 |
| &nbsp;&nbsp;&nbsp; Gorman-Rupp Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291121 |
| &nbsp;&nbsp;&nbsp; Greenbrier Cos., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452669 |
| &nbsp;&nbsp;&nbsp; Helios Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 958320 |
| &nbsp;&nbsp;&nbsp; Hillenbrand, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30990 | &nbsp;&nbsp;&nbsp;&nbsp; 1452191 |
| &nbsp;&nbsp;&nbsp; Hillman Solutions Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516518 |
| &nbsp;&nbsp;&nbsp; Hyzon Motors, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82499 |
| &nbsp;&nbsp;&nbsp; John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14227 | &nbsp;&nbsp;&nbsp;&nbsp; 1589583 |
| &nbsp;&nbsp;&nbsp; Kadant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5198 | &nbsp;&nbsp;&nbsp;&nbsp; 1059196 |
| &nbsp;&nbsp;&nbsp; Lindsay Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 769004 |
| &nbsp;&nbsp;&nbsp; Microvast Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139518 |
| &nbsp;&nbsp;&nbsp; Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25377 | &nbsp;&nbsp;&nbsp;&nbsp; 1663462 |
| &nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 879972 |
| &nbsp;&nbsp;&nbsp; Omega Flex, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143186 |
| &nbsp;&nbsp;&nbsp; Proterra, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441431 |
| &nbsp;&nbsp;&nbsp; Proto Labs, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370597 |
| &nbsp;&nbsp;&nbsp; SPX Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20173 | &nbsp;&nbsp;&nbsp;&nbsp; 1513177 |
| &nbsp;&nbsp;&nbsp; Standex International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619224 |
| &nbsp;&nbsp;&nbsp; Tennant Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582640 |
| &nbsp;&nbsp;&nbsp; Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30118 | &nbsp;&nbsp;&nbsp;&nbsp; 1535115 |
| &nbsp;&nbsp;&nbsp; Velo3D, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65892 |
| &nbsp;&nbsp;&nbsp; Wabash National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551419 |
|  |  | &nbsp;&nbsp; 28039168 |
| **Marine — 0.2%** | **Marine — 0.2%** | **Marine — 0.2%** |
| &nbsp;&nbsp;&nbsp; Matson, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16864 | &nbsp;&nbsp;&nbsp;&nbsp; 1115048 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Media — 0.9%** | **Media — 0.9%** | **Media — 0.9%** |
| &nbsp;&nbsp;&nbsp; Advantage Solutions, Inc. \* | 41378 | 107169 |
| &nbsp;&nbsp;&nbsp; AMC Networks, Inc., Class A \* | 12520 | 231745 |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc. \* | 212467 | 405812 |
| &nbsp;&nbsp;&nbsp; EW Scripps Co. (The), Class A \* | 25863 | 386652 |
| &nbsp;&nbsp;&nbsp; Gray Television, Inc. | 37675 | 488268 |
| &nbsp;&nbsp;&nbsp; iHeartMedia, Inc., Class A \* | 46744 | 362266 |
| &nbsp;&nbsp;&nbsp; Integral Ad Science Holding Corp. \* | 16477 | 169383 |
| &nbsp;&nbsp;&nbsp; Magnite, Inc. \* | 52387 | 632835 |
| &nbsp;&nbsp;&nbsp; Scholastic Corp. | 13257 | 586490 |
| &nbsp;&nbsp;&nbsp; Sinclair Broadcast Group, Inc., Class A | 19529 | 402883 |
| &nbsp;&nbsp;&nbsp; Stagwell, Inc. \* | 45534 | 319649 |
| &nbsp;&nbsp;&nbsp; TechTarget, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595747 |
| &nbsp;&nbsp;&nbsp; Thryv Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306111 |
| &nbsp;&nbsp;&nbsp; WideOpenWest, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265316 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5260326 |
| **Metals & Mining — 1.9%** | **Metals & Mining — 1.9%** | **Metals & Mining — 1.9%** |
| &nbsp;&nbsp;&nbsp; Alpha Metallurgical Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6468 | &nbsp;&nbsp;&nbsp;&nbsp; 1040895 |
| &nbsp;&nbsp;&nbsp; Arconic Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45288 | &nbsp;&nbsp;&nbsp;&nbsp; 1064721 |
| &nbsp;&nbsp;&nbsp; ATI, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57767 | &nbsp;&nbsp;&nbsp;&nbsp; 2102141 |
| &nbsp;&nbsp;&nbsp; Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21617 | &nbsp;&nbsp;&nbsp;&nbsp; 1043885 |
| &nbsp;&nbsp;&nbsp; Century Aluminum Co. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256598 |
| &nbsp;&nbsp;&nbsp; Coeur Mining, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 125389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487763 |
| &nbsp;&nbsp;&nbsp; Compass Minerals International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 708719 |
| &nbsp;&nbsp;&nbsp; Hecla Mining Co. | &nbsp;&nbsp;&nbsp;&nbsp; 250959 | &nbsp;&nbsp;&nbsp;&nbsp; 1548417 |
| &nbsp;&nbsp;&nbsp; Ivanhoe Electric, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87980 |
| &nbsp;&nbsp;&nbsp; Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 622967 |
| &nbsp;&nbsp;&nbsp; Materion Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827502 |
| &nbsp;&nbsp;&nbsp; Piedmont Lithium, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501553 |
| &nbsp;&nbsp;&nbsp; Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353187 |
| &nbsp;&nbsp;&nbsp; Schnitzer Steel Industries, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380091 |
| &nbsp;&nbsp;&nbsp; Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 873664 |
|  |  | &nbsp;&nbsp; 11900083 |
| **Mortgage Real Estate Investment Trusts (REITs) — 1.8%** | **Mortgage Real Estate Investment Trusts (REITs) — 1.8%** | **Mortgage Real Estate Investment Trusts (REITs) — 1.8%** |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702659 |
| &nbsp;&nbsp;&nbsp; Arbor Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76547 | &nbsp;&nbsp;&nbsp;&nbsp; 1142847 |
| &nbsp;&nbsp;&nbsp; ARMOUR Residential REIT, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58984 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370420 |
| &nbsp;&nbsp;&nbsp; Brightspire Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324589 |
| &nbsp;&nbsp;&nbsp; Broadmark Realty Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259900 |
| &nbsp;&nbsp;&nbsp; Chimera Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 103437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754056 |
| &nbsp;&nbsp;&nbsp; Claros Mortgage Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909903 |
| &nbsp;&nbsp;&nbsp; Franklin BSP Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533716 |
| &nbsp;&nbsp;&nbsp; Hannon Armstrong Sustainable Infrastructure Capital, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39597 | &nbsp;&nbsp;&nbsp;&nbsp; 1461525 |
| &nbsp;&nbsp;&nbsp; KKR Real Estate Finance Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408063 |
| &nbsp;&nbsp;&nbsp; Ladder Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 563058 |
| &nbsp;&nbsp;&nbsp; MFA Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480864 |
| &nbsp;&nbsp;&nbsp; New York Mortgage Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 165607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516694 |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605273 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Mortgage Real Estate Investment Trusts (REITs) — continued** | **Mortgage Real Estate Investment Trusts (REITs) — continued** | **Mortgage Real Estate Investment Trusts (REITs) — continued** |
| &nbsp;&nbsp;&nbsp; Ready Capital Corp. (a) | 43899 | 580784 |
| &nbsp;&nbsp;&nbsp; Redwood Trust, Inc. | 50595 | 422974 |
| &nbsp;&nbsp;&nbsp; TPG RE Finance Trust, Inc. | 27302 | 237800 |
| &nbsp;&nbsp;&nbsp; Two Harbors Investment Corp. | 38544 | 691479 |
|  |  | &nbsp;&nbsp; 10966604 |
| **Multiline Retail — 0.1%** | **Multiline Retail — 0.1%** | **Multiline Retail — 0.1%** |
| &nbsp;&nbsp;&nbsp; Big Lots, Inc. (a) | 12927 | 211486 |
| &nbsp;&nbsp;&nbsp; Franchise Group, Inc. | 11930 | 368517 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 580003 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
| &nbsp;&nbsp;&nbsp; NorthWestern Corp. | 25786 | 1464645 |
| **Oil, Gas & Consumable Fuels — 2.9%** | **Oil, Gas & Consumable Fuels — 2.9%** | **Oil, Gas & Consumable Fuels — 2.9%** |
| &nbsp;&nbsp;&nbsp; Arch Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8068 | &nbsp;&nbsp;&nbsp;&nbsp; 1194225 |
| &nbsp;&nbsp;&nbsp; California Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32800 | &nbsp;&nbsp;&nbsp;&nbsp; 1401544 |
| &nbsp;&nbsp;&nbsp; Callon Petroleum Co. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 971034 |
| &nbsp;&nbsp;&nbsp; Clean Energy Fuels Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 443931 |
| &nbsp;&nbsp;&nbsp; CONSOL Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846516 |
| &nbsp;&nbsp;&nbsp; Delek US Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 832584 |
| &nbsp;&nbsp;&nbsp; Earthstone Energy, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235397 |
| &nbsp;&nbsp;&nbsp; Gevo, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 105883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224472 |
| &nbsp;&nbsp;&nbsp; Green Plains, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920431 |
| &nbsp;&nbsp;&nbsp; Gulfport Energy Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345793 |
| &nbsp;&nbsp;&nbsp; HighPeak Energy, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169158 |
| &nbsp;&nbsp;&nbsp; International Seaways, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698071 |
| &nbsp;&nbsp;&nbsp; Kinetik Holdings, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288901 |
| &nbsp;&nbsp;&nbsp; Kosmos Energy Ltd. (Ghana) \* | &nbsp;&nbsp;&nbsp;&nbsp; 203477 | &nbsp;&nbsp;&nbsp;&nbsp; 1609503 |
| &nbsp;&nbsp;&nbsp; NextDecade Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25777 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154404 |
| &nbsp;&nbsp;&nbsp; Northern Oil and Gas, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30247 | &nbsp;&nbsp;&nbsp;&nbsp; 1013879 |
| &nbsp;&nbsp;&nbsp; Par Pacific Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 662262 |
| &nbsp;&nbsp;&nbsp; Peabody Energy Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52018 | &nbsp;&nbsp;&nbsp;&nbsp; 1450782 |
| &nbsp;&nbsp;&nbsp; Permian Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 993888 |
| &nbsp;&nbsp;&nbsp; Sitio Royalties Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| &nbsp;&nbsp;&nbsp; Talos Energy, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576768 |
| &nbsp;&nbsp;&nbsp; Tellurian, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp; 226896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451523 |
| &nbsp;&nbsp;&nbsp; Uranium Energy Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 162931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656612 |
| &nbsp;&nbsp;&nbsp; Vital Energy, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 422663 |
| &nbsp;&nbsp;&nbsp; W&T Offshore, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262322 |
| &nbsp;&nbsp;&nbsp; World Fuel Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781787 |
|  |  | &nbsp;&nbsp; 17608477 |
| **Paper & Forest Products — 0.2%** | **Paper & Forest Products — 0.2%** | **Paper & Forest Products — 0.2%** |
| &nbsp;&nbsp;&nbsp; Mercer International, Inc. (Germany) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229420 |
| &nbsp;&nbsp;&nbsp; Resolute Forest Products, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439758 |
| &nbsp;&nbsp;&nbsp; Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701685 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1370863 |
| **Personal Products — 0.8%** | **Personal Products — 0.8%** | **Personal Products — 0.8%** |
| &nbsp;&nbsp;&nbsp; Edgewell Personal Care Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991609 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Personal Products — continued** | **Personal Products — continued** | **Personal Products — continued** |
| &nbsp;&nbsp;&nbsp; elf Beauty, Inc. \* | 22442 | 1291537 |
| &nbsp;&nbsp;&nbsp; Inter Parfums, Inc. | 7970 | 942213 |
| &nbsp;&nbsp;&nbsp; Medifast, Inc. | 4888 | 544768 |
| &nbsp;&nbsp;&nbsp; Nu Skin Enterprises, Inc., Class A | 22051 | 945547 |
| &nbsp;&nbsp;&nbsp; USANA Health Sciences, Inc. \* | 4977 | 290856 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5006530 |
| **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** | **Pharmaceuticals — 1.8%** |
| &nbsp;&nbsp;&nbsp; Aclaris Therapeutics, Inc. \* | 22910 | 387179 |
| &nbsp;&nbsp;&nbsp; Amphastar Pharmaceuticals, Inc. \* | 16829 | 509246 |
| &nbsp;&nbsp;&nbsp; Amylyx Pharmaceuticals, Inc. \* | 17742 | 695309 |
| &nbsp;&nbsp;&nbsp; Arvinas, Inc. \* | 21614 | 708291 |
| &nbsp;&nbsp;&nbsp; Axsome Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15305 | &nbsp;&nbsp;&nbsp;&nbsp; 1147875 |
| &nbsp;&nbsp;&nbsp; Cassava Sciences, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470820 |
| &nbsp;&nbsp;&nbsp; CinCor Pharma, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248393 |
| &nbsp;&nbsp;&nbsp; CONTRA LIGAND PHARMACE ‡ \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Corcept Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977379 |
| &nbsp;&nbsp;&nbsp; DICE Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480108 |
| &nbsp;&nbsp;&nbsp; Harmony Biosciences Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637241 |
| &nbsp;&nbsp;&nbsp; Innoviva, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354478 |
| &nbsp;&nbsp;&nbsp; Ligand Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499331 |
| &nbsp;&nbsp;&nbsp; Nektar Therapeutics \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228194 |
| &nbsp;&nbsp;&nbsp; Pliant Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 661275 |
| &nbsp;&nbsp;&nbsp; Reata Pharmaceuticals, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539459 |
| &nbsp;&nbsp;&nbsp; Revance Therapeutics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36721 | &nbsp;&nbsp;&nbsp;&nbsp; 1273484 |
| &nbsp;&nbsp;&nbsp; Supernus Pharmaceuticals, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989325 |
| &nbsp;&nbsp;&nbsp; Third Harmonic Bio, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22143 |
|  |  | &nbsp;&nbsp; 10829530 |
| **Professional Services — 1.2%** | **Professional Services — 1.2%** | **Professional Services — 1.2%** |
| &nbsp;&nbsp;&nbsp; CBIZ, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22694 | &nbsp;&nbsp;&nbsp;&nbsp; 1080007 |
| &nbsp;&nbsp;&nbsp; First Advantage Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357646 |
| &nbsp;&nbsp;&nbsp; Forrester Research, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186041 |
| &nbsp;&nbsp;&nbsp; HireRight Holdings Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97354 |
| &nbsp;&nbsp;&nbsp; Huron Consulting Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605216 |
| &nbsp;&nbsp;&nbsp; ICF International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773681 |
| &nbsp;&nbsp;&nbsp; Kelly Services, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 279627 |
| &nbsp;&nbsp;&nbsp; Kforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489229 |
| &nbsp;&nbsp;&nbsp; Korn Ferry | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23814 | &nbsp;&nbsp;&nbsp;&nbsp; 1285718 |
| &nbsp;&nbsp;&nbsp; Legalzoom.com, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357322 |
| &nbsp;&nbsp;&nbsp; NV5 Global, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740026 |
| &nbsp;&nbsp;&nbsp; Planet Labs PBC \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423438 |
| &nbsp;&nbsp;&nbsp; Sterling Check Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145164 |
| &nbsp;&nbsp;&nbsp; TrueBlue, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286853 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 7107322 |
| **Real Estate Management & Development — 0.7%** | **Real Estate Management & Development — 0.7%** | **Real Estate Management & Development — 0.7%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414418 |
| &nbsp;&nbsp;&nbsp; Compass, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 112829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 453573 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Real Estate Management & Development — continued** | **Real Estate Management & Development — continued** | **Real Estate Management & Development — continued** |
| &nbsp;&nbsp;&nbsp; Forestar Group, Inc. \* | 7997 | 118995 |
| &nbsp;&nbsp;&nbsp; Kennedy-Wilson Holdings, Inc. | 52279 | 934748 |
| &nbsp;&nbsp;&nbsp; Marcus & Millichap, Inc. | 11064 | 400959 |
| &nbsp;&nbsp;&nbsp; Newmark Group, Inc., Class A | 55112 | 472310 |
| &nbsp;&nbsp;&nbsp; Opendoor Technologies, Inc. \* | 226462 | 495952 |
| &nbsp;&nbsp;&nbsp; Redfin Corp. \* | 48538 | 363064 |
| &nbsp;&nbsp;&nbsp; St. Joe Co. (The) | 15107 | 711540 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4365559 |
| **Road & Rail — 0.6%** | **Road & Rail — 0.6%** | **Road & Rail — 0.6%** |
| &nbsp;&nbsp;&nbsp; ArcBest Corp. | 10903 | 909855 |
| &nbsp;&nbsp;&nbsp; Heartland Express, Inc. | 20781 | 349536 |
| &nbsp;&nbsp;&nbsp; Marten Transport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567757 |
| &nbsp;&nbsp;&nbsp; Schneider National, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 438019 |
| &nbsp;&nbsp;&nbsp; TuSimple Holdings, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128190 |
| &nbsp;&nbsp;&nbsp; Universal Logistics Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109341 |
| &nbsp;&nbsp;&nbsp; Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26231 | &nbsp;&nbsp;&nbsp;&nbsp; 1232070 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 3734768 |
| **Semiconductors & Semiconductor Equipment — 2.6%** | **Semiconductors & Semiconductor Equipment — 2.6%** | **Semiconductors & Semiconductor Equipment — 2.6%** |
| &nbsp;&nbsp;&nbsp; Axcelis Technologies, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14668 | &nbsp;&nbsp;&nbsp;&nbsp; 1612747 |
| &nbsp;&nbsp;&nbsp; Cohu, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766700 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group Holding Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698416 |
| &nbsp;&nbsp;&nbsp; Diodes, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20293 | &nbsp;&nbsp;&nbsp;&nbsp; 1809933 |
| &nbsp;&nbsp;&nbsp; FormFactor, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 967115 |
| &nbsp;&nbsp;&nbsp; Ichor Holdings Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434161 |
| &nbsp;&nbsp;&nbsp; Impinj, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9473 | &nbsp;&nbsp;&nbsp;&nbsp; 1229406 |
| &nbsp;&nbsp;&nbsp; indie Semiconductor, Inc., Class A (China) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234302 |
| &nbsp;&nbsp;&nbsp; Kulicke & Soffa Industries, Inc. (Singapore) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25908 | &nbsp;&nbsp;&nbsp;&nbsp; 1323899 |
| &nbsp;&nbsp;&nbsp; MaxLinear, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32251 | &nbsp;&nbsp;&nbsp;&nbsp; 1328741 |
| &nbsp;&nbsp;&nbsp; Navitas Semiconductor Corp. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169989 |
| &nbsp;&nbsp;&nbsp; Onto Innovation, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22092 | &nbsp;&nbsp;&nbsp;&nbsp; 1737536 |
| &nbsp;&nbsp;&nbsp; Photronics, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498807 |
| &nbsp;&nbsp;&nbsp; Rambus, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47981 | &nbsp;&nbsp;&nbsp;&nbsp; 1941791 |
| &nbsp;&nbsp;&nbsp; Ultra Clean Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683230 |
| &nbsp;&nbsp;&nbsp; Veeco Instruments, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455648 |
|  |  | &nbsp;&nbsp; 15892421 |
| **Software — 4.9%** | **Software — 4.9%** | **Software — 4.9%** |
| &nbsp;&nbsp;&nbsp; 8x8, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234779 |
| &nbsp;&nbsp;&nbsp; A10 Networks, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441660 |
| &nbsp;&nbsp;&nbsp; Adeia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513435 |
| &nbsp;&nbsp;&nbsp; Agilysys, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 738587 |
| &nbsp;&nbsp;&nbsp; Alarm.com Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22282 | &nbsp;&nbsp;&nbsp;&nbsp; 1194315 |
| &nbsp;&nbsp;&nbsp; Alkami Technology, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267469 |
| &nbsp;&nbsp;&nbsp; Altair Engineering, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23377 | &nbsp;&nbsp;&nbsp;&nbsp; 1241319 |
| &nbsp;&nbsp;&nbsp; Amplitude, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344027 |
| &nbsp;&nbsp;&nbsp; Appfolio, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 941999 |
| &nbsp;&nbsp;&nbsp; Appian Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757476 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Software — continued** | **Software — continued** | **Software — continued** |
| &nbsp;&nbsp;&nbsp; AvePoint, Inc. \* | 38702 | 172998 |
| &nbsp;&nbsp;&nbsp; Braze, Inc., Class A \* | 14493 | 463776 |
| &nbsp;&nbsp;&nbsp; C3.ai, Inc., Class A \* (a) | 37490 | 744177 |
| &nbsp;&nbsp;&nbsp; Cerence, Inc. \* | 17586 | 431209 |
| &nbsp;&nbsp;&nbsp; Confluent, Inc., Class A \* | 68625 | 1585238 |
| &nbsp;&nbsp;&nbsp; Consensus Cloud Solutions, Inc. \* | 7884 | 463343 |
| &nbsp;&nbsp;&nbsp; CS Disco, Inc. \* | 7639 | 63480 |
| &nbsp;&nbsp;&nbsp; Digital Turbine, Inc. \* | 40210 | 698046 |
| &nbsp;&nbsp;&nbsp; Domo, Inc., Class B \* | 13842 | 214689 |
| &nbsp;&nbsp;&nbsp; Duck Creek Technologies, Inc. \* | 33770 | 639266 |
| &nbsp;&nbsp;&nbsp; E2open Parent Holdings, Inc. \* | 76892 | 530555 |
| &nbsp;&nbsp;&nbsp; Ebix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199882 |
| &nbsp;&nbsp;&nbsp; Enfusion, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69546 |
| &nbsp;&nbsp;&nbsp; Everbridge, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569367 |
| &nbsp;&nbsp;&nbsp; EverCommerce, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133701 |
| &nbsp;&nbsp;&nbsp; Expensify, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 207065 |
| &nbsp;&nbsp;&nbsp; ForgeRock, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325426 |
| &nbsp;&nbsp;&nbsp; Freshworks, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71896 | &nbsp;&nbsp;&nbsp;&nbsp; 1163277 |
| &nbsp;&nbsp;&nbsp; Gitlab, Inc., Class A \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26782 | &nbsp;&nbsp;&nbsp;&nbsp; 1323299 |
| &nbsp;&nbsp;&nbsp; HashiCorp, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32912 | &nbsp;&nbsp;&nbsp;&nbsp; 1059108 |
| &nbsp;&nbsp;&nbsp; Instructure Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206239 |
| &nbsp;&nbsp;&nbsp; Intapp, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195586 |
| &nbsp;&nbsp;&nbsp; InterDigital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925509 |
| &nbsp;&nbsp;&nbsp; KnowBe4, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 955353 |
| &nbsp;&nbsp;&nbsp; LivePerson, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402706 |
| &nbsp;&nbsp;&nbsp; LiveRamp Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 793782 |
| &nbsp;&nbsp;&nbsp; Marathon Digital Holdings, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357046 |
| &nbsp;&nbsp;&nbsp; Matterport, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347727 |
| &nbsp;&nbsp;&nbsp; MeridianLink, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143238 |
| &nbsp;&nbsp;&nbsp; Model N, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589863 |
| &nbsp;&nbsp;&nbsp; Momentive Global, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 439925 |
| &nbsp;&nbsp;&nbsp; N-Able, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306518 |
| &nbsp;&nbsp;&nbsp; PagerDuty, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36217 | &nbsp;&nbsp;&nbsp;&nbsp; 1078904 |
| &nbsp;&nbsp;&nbsp; Progress Software Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19180 | &nbsp;&nbsp;&nbsp;&nbsp; 1017307 |
| &nbsp;&nbsp;&nbsp; PROS Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458690 |
| &nbsp;&nbsp;&nbsp; Q2 Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 840119 |
| &nbsp;&nbsp;&nbsp; Riot Platforms, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468193 |
| &nbsp;&nbsp;&nbsp; Samsara, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606584 |
| &nbsp;&nbsp;&nbsp; SolarWinds Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212710 |
| &nbsp;&nbsp;&nbsp; Sprinklr, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266193 |
| &nbsp;&nbsp;&nbsp; Sumo Logic, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569579 |
| &nbsp;&nbsp;&nbsp; Telos Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114921 |
| &nbsp;&nbsp;&nbsp; Zeta Global Holdings Corp., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508262 |
| &nbsp;&nbsp;&nbsp; Zuora, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437643 |
|  |  | &nbsp;&nbsp; 29975111 |
| **Specialty Retail — 2.6%** | **Specialty Retail — 2.6%** | **Specialty Retail — 2.6%** |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639031 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Specialty Retail — continued** | **Specialty Retail — continued** | **Specialty Retail — continued** |
| &nbsp;&nbsp;&nbsp; Academy Sports & Outdoors, Inc. | 35581 | 2078642 |
| &nbsp;&nbsp;&nbsp; Arko Corp. | 32681 | 274194 |
| &nbsp;&nbsp;&nbsp; Asbury Automotive Group, Inc. \* | 9869 | 2171180 |
| &nbsp;&nbsp;&nbsp; Boot Barn Holdings, Inc. \* | 13293 | 1109833 |
| &nbsp;&nbsp;&nbsp; Buckle, Inc. (The) | 13186 | 580184 |
| &nbsp;&nbsp;&nbsp; Caleres, Inc. | 16286 | 423762 |
| &nbsp;&nbsp;&nbsp; Camping World Holdings, Inc., Class A | 17857 | 453746 |
| &nbsp;&nbsp;&nbsp; Carvana Co. \* (a) | 44443 | 451985 |
| &nbsp;&nbsp;&nbsp; Children's Place, Inc. (The) \* | 5820 | 264053 |
| &nbsp;&nbsp;&nbsp; Designer Brands, Inc., Class A | 22702 | 234058 |
| &nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc. | 6498 | 1389597 |
| &nbsp;&nbsp;&nbsp; Guess?, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315135 |
| &nbsp;&nbsp;&nbsp; Monro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714280 |
| &nbsp;&nbsp;&nbsp; ODP Corp. (The) \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928903 |
| &nbsp;&nbsp;&nbsp; Rent-A-Center, Inc. (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601341 |
| &nbsp;&nbsp;&nbsp; Sally Beauty Holdings, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744116 |
| &nbsp;&nbsp;&nbsp; Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20643 | &nbsp;&nbsp;&nbsp;&nbsp; 1585589 |
| &nbsp;&nbsp;&nbsp; Sleep Number Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337371 |
| &nbsp;&nbsp;&nbsp; Sonic Automotive, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400623 |
| &nbsp;&nbsp;&nbsp; Warby Parker, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449552 |
|  |  | &nbsp;&nbsp; 16147175 |
| **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** | **Technology Hardware, Storage & Peripherals — 0.4%** |
| &nbsp;&nbsp;&nbsp; Avid Technology, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449134 |
| &nbsp;&nbsp;&nbsp; Corsair Gaming, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269722 |
| &nbsp;&nbsp;&nbsp; IonQ, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300015 |
| &nbsp;&nbsp;&nbsp; Super Micro Computer, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20558 | &nbsp;&nbsp;&nbsp;&nbsp; 1486960 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2505831 |
| **Textiles, Apparel & Luxury Goods — 0.8%** | **Textiles, Apparel & Luxury Goods — 0.8%** | **Textiles, Apparel & Luxury Goods — 0.8%** |
| &nbsp;&nbsp;&nbsp; G-III Apparel Group Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322681 |
| &nbsp;&nbsp;&nbsp; Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22028 | &nbsp;&nbsp;&nbsp;&nbsp; 1052057 |
| &nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794696 |
| &nbsp;&nbsp;&nbsp; Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783264 |
| &nbsp;&nbsp;&nbsp; Steven Madden Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32666 | &nbsp;&nbsp;&nbsp;&nbsp; 1171076 |
| &nbsp;&nbsp;&nbsp; Wolverine World Wide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 566873 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4690647 |
| **Thrifts & Mortgage Finance — 1.7%** | **Thrifts & Mortgage Finance — 1.7%** | **Thrifts & Mortgage Finance — 1.7%** |
| &nbsp;&nbsp;&nbsp; Axos Financial, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23822 | &nbsp;&nbsp;&nbsp;&nbsp; 1146315 |
| &nbsp;&nbsp;&nbsp; Capitol Federal Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482522 |
| &nbsp;&nbsp;&nbsp; Columbia Financial, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291358 |
| &nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550762 |
| &nbsp;&nbsp;&nbsp; Kearny Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282779 |
| &nbsp;&nbsp;&nbsp; Merchants Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 326683 |
| &nbsp;&nbsp;&nbsp; Mr. Cooper Group, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31504 | &nbsp;&nbsp;&nbsp;&nbsp; 1448869 |
| &nbsp;&nbsp;&nbsp; NMI Holdings, Inc., Class A \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866363 |
| &nbsp;&nbsp;&nbsp; Northfield Bancorp, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280343 |
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 904574 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Thrifts & Mortgage Finance — continued** | **Thrifts & Mortgage Finance — continued** | **Thrifts & Mortgage Finance — continued** |
| &nbsp;&nbsp;&nbsp; Provident Financial Services, Inc. | 33607 | 788420 |
| &nbsp;&nbsp;&nbsp; Rocket Cos., Inc., Class A (a) | 54359 | 511518 |
| &nbsp;&nbsp;&nbsp; Walker & Dunlop, Inc. | 13692 | 1305943 |
| &nbsp;&nbsp;&nbsp; WSFS Financial Corp. | 27485 | 1327800 |
|  |  | &nbsp;&nbsp; 10514249 |
| **Tobacco — 0.2%** | **Tobacco — 0.2%** | **Tobacco — 0.2%** |
| &nbsp;&nbsp;&nbsp; Universal Corp. | 10960 | 595895 |
| &nbsp;&nbsp;&nbsp; Vector Group Ltd. | 58723 | 760463 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1356358 |
| **Trading Companies & Distributors — 1.5%** | **Trading Companies & Distributors — 1.5%** | **Trading Companies & Distributors — 1.5%** |
| &nbsp;&nbsp;&nbsp; Boise Cascade Co. | 17614 | 1320522 |
| &nbsp;&nbsp;&nbsp; Custom Truck One Source, Inc. \* (a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194778 |
| &nbsp;&nbsp;&nbsp; Global Industrial Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191365 |
| &nbsp;&nbsp;&nbsp; GMS, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18931 | &nbsp;&nbsp;&nbsp;&nbsp; 1122987 |
| &nbsp;&nbsp;&nbsp; H&E Equipment Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767370 |
| &nbsp;&nbsp;&nbsp; McGrath RentCorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10888 | &nbsp;&nbsp;&nbsp;&nbsp; 1083791 |
| &nbsp;&nbsp;&nbsp; NOW, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692144 |
| &nbsp;&nbsp;&nbsp; Rush Enterprises, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18905 | &nbsp;&nbsp;&nbsp;&nbsp; 1017278 |
| &nbsp;&nbsp;&nbsp; Triton International Ltd. (Bermuda) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26248 | &nbsp;&nbsp;&nbsp;&nbsp; 1854159 |
| &nbsp;&nbsp;&nbsp; Veritiv Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751740 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 8996134 |
| **Water Utilities — 0.8%** | **Water Utilities — 0.8%** | **Water Utilities — 0.8%** |
| &nbsp;&nbsp;&nbsp; American States Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16495 | &nbsp;&nbsp;&nbsp;&nbsp; 1553334 |
| &nbsp;&nbsp;&nbsp; California Water Service Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24470 | &nbsp;&nbsp;&nbsp;&nbsp; 1496830 |
| &nbsp;&nbsp;&nbsp; Middlesex Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660901 |
| &nbsp;&nbsp;&nbsp; SJW Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921411 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4632476 |
| **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** | **Wireless Telecommunication Services — 0.3%** |
| &nbsp;&nbsp;&nbsp; Gogo, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485978 |
| &nbsp;&nbsp;&nbsp; Shenandoah Telecommunications Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437157 |
| &nbsp;&nbsp;&nbsp; Telephone and Data Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595754 |
| &nbsp;&nbsp;&nbsp; United States Cellular Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153976 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1672865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks <br>(Cost $613,387,696)<br>|  | 606661391 |
|  | &nbsp;&nbsp;&nbsp; **NO. OF** <br> **RIGHTS**<br>|  |
| **Rights — 0.0% ^** | **Rights — 0.0% ^** | **Rights — 0.0% ^** |
| **Pharmaceuticals — 0.0% ^** | **Pharmaceuticals — 0.0% ^** | **Pharmaceuticals — 0.0% ^** |
| &nbsp;&nbsp;&nbsp; Zogenix, Inc., CVR ‡ \*(Cost $—) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9582 |
|  | **SHARES** |  |
| **Short-Term Investments — 3.2%** | **Short-Term Investments — 3.2%** | **Short-Term Investments — 3.2%** |
| **Investment Companies — 0.7%** | **Investment Companies — 0.7%** | **Investment Companies — 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money Market Fund Class IM Shares, 4.15% (c) (d) <br>(Cost $4,014,248)<br>| &nbsp;&nbsp; 4014248 | &nbsp;&nbsp;&nbsp;&nbsp; 4014248 |

---

------

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | &nbsp;&nbsp;&nbsp; <br> **VALUE($)**<br>|
| **Short-Term Investments — continued** | **Short-Term Investments — continued** | **Short-Term Investments — continued** |
| **Investment of Cash Collateral from Securities Loaned — 2.5%** | **Investment of Cash Collateral from Securities Loaned — 2.5%** | **Investment of Cash Collateral from Securities Loaned — 2.5%** |
| &nbsp;&nbsp;&nbsp; JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 4.57% (c) (d) | 13002402 | 13007603 |
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money Market Fund Class IM Shares, 4.15% (c) (d) | 2504889 | 2504889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investment of Cash Collateral from Securities Loaned <br>(Cost $15,509,087)<br>|  | &nbsp;&nbsp; 15512492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Short-Term Investments <br>(Cost $19,523,335)<br>|  | &nbsp;&nbsp; 19526740 |
| **Total Investments — 102.4%** <br>**(Cost $632,911,031)**<br>|  | **626197713** |
| **Liabilities in Excess of Other Assets — (2.4)%** |  | **(14871580)** |
| **NET ASSETS — 100.0%** |  | **611326133** |

---

&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** |  |
| CVR | Contingent Value Rights |
| REIT | Real Estate Investment Trust |

---

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

---

| | |
|:---|:---|
| ^ | Amount rounds to less than 0.1% of net assets. |
| ‡ | Value determined using significant unobservable inputs. |
| \* | Non-income producing security.  |
| (a) | The security or a portion of this security is on loan at January 31, 2023. The total value of securities on loan at January 31, 2023 is <br> $15,491,842.<br>|
| (b) | Security exempt from registration pursuant to Regulation S under the Securities Act of 1933, as amended. Regulation S applies to securities <br> offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have <br> restrictions on resale.<br>|
| (c) | 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>|
| (d) | The rate shown is the current yield as of January 31, 2023. |

---

**Futures contracts outstanding as of January 31, 2023:**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **DESCRIPTION** | &nbsp;&nbsp;&nbsp; **NUMBER OF** <br>**CONTRACTS**<br>| **EXPIRATION DATE** | **TRADING CURRENCY** | &nbsp;&nbsp;&nbsp; **NOTIONAL** <br>**AMOUNT ($)**<br>| &nbsp;&nbsp;&nbsp; **VALUE AND** <br>**UNREALIZED** <br>**APPRECIATION** <br>&nbsp;&nbsp;&nbsp;&nbsp;**(DEPRECIATION) ($)**<br>|
| **Long Contracts** |  |  |  |  |  |
| Russell 2000 E-Mini Index | 52 | 03/17/2023 | USD | 5042180 | 348434 |

---

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

---

| | |
|:---|:---|
| **Abbreviations** |  |
| USD | United States Dollar |

---

------

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

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

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

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

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

Equities and other exchange-traded instruments are valued at the last sale price or official market closing price on the primary exchange on which the instrument is traded before the NAVs of the Fund is calculated on a valuation date. Certain foreign equity instruments are valued by applying international fair value factors provided by approved Pricing Services. The factors seek to adjust the local closing price for movements of local markets post-closing, but prior to the time the NAVs are calculated.

Investments in open-end investment companies ("Underlying Funds") are valued at each Underlying Fund's NAVs 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** |
| **Investments in Securities** |  |  |  |  |
| Common Stocks | $606661391 | $— | $— | $606661391 |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 9582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9582 |
| Short-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4014248 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4014248 |
| &nbsp;&nbsp;&nbsp; Investment of Cash Collateral from Securities Loaned | &nbsp;&nbsp;&nbsp;&nbsp; 15512492 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15512492 |
| Total Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp; 19526740 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19526740 |
| **Total Investments in Securities** | $626188131 | $— | $9582 | $626197713 |

---

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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** |
| **Appreciation in Other Financial Instruments** |  |  |  |  |
| Futures Contracts | $348434 | $— | $— | $348434 |

---

**B. Investment Transactions with Affiliates** — The Fund invested in Underlying Funds, which are advised by the Adviser. An issuer which is under common control with the Fund may be considered an affiliate. The Fund assumes the issuers listed in the table below to be affiliated issuers. The Underlying Funds' distributions may be reinvested into such Underlying Funds. Reinvestment amounts are included in the purchases at cost amounts in the table below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** | **For the period ended January 31, 2023** |
| **Security Description** | **Value at** <br>**October 31,** <br>**2022**<br>| **Purchases at** <br>**Cost**<br>| **Proceeds from** <br>**Sales**<br>| **Net Realized** <br>**Gain (Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Value at** <br>**January 31,** <br>**2023**<br>| **Shares at** <br>**January 31,** <br>**2023**<br>| **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Securities Lending Money <br> Market Fund Agency SL <br> Class Shares, 4.57% (a) (b)<br>| $10003601 | $9000000 | $6000000 | $4799 | $(797) | $13007603 | 13002402 | $110905 | $— |
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money <br> Market Fund Class IM Shares, <br> 4.15% (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1618100 | &nbsp;&nbsp; 25949032 | &nbsp;&nbsp; 25062243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2504889 | &nbsp;&nbsp; 2504889 | &nbsp;&nbsp;&nbsp;&nbsp; 31193 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; JPMorgan U.S. Government Money <br> Market Fund Class IM Shares, <br> 4.15% (a) (b)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8224756 | &nbsp;&nbsp;&nbsp;&nbsp; 9924108 | &nbsp;&nbsp; 14134616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4014248 | &nbsp;&nbsp; 4014248 | &nbsp;&nbsp;&nbsp;&nbsp; 57676 | &nbsp;&nbsp; — |
| **Total** | $19846457 | $44873140 | $45196859 | $4799 | $(797) | $19526740 |  | $199774 | $— |

---

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

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

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

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

- **a. Name of Series:** JPMorgan BetaBuilders U.S. Small Cap Equity ETF

- **b. EDGAR series identifier (if any):** S000069185

- **c. LEI of Series:** 549300LKK9I7ORHNOS29

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $610942812.58

**Total Liabilities:** $15551682.02

**Net Assets:** $595391130.56

**Cash Not Reported:** $69704.64

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221046 | 2.41%                | -6.51%               | 11.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4073352.76             | $14165320.63                               |
| Month 2  | $-14251389.14            | $-21803199.44                              |
| Month 3  | $-861131.73              | $59682750.42                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Green Plains, Inc.                                        | Green Plains, Inc.                                                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     25779 | NS      | $896335.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6333 | NS      | $1354312.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     25549 | NS      | $1200036.53   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     14037 | NS      | $659037.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                        | PJT Partners, Inc., Class A                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     10615 | NS      | $849518.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                            | Renasant Corp.                                                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     24320 | NS      | $865305.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     48871 | NS      | $1371808.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     10935 | NS      | $370040.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.                           | Shoals Technologies Group, Inc., Class A                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59126 | NS      | $1649024.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                              | Guess?, Inc.                                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     13249 | NS      | $306979.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                                | Wolverine World Wide, Inc.                                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     34231 | NS      | $552146.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                               | Sabre Corp.                                                           | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    142735 | NS      | $972025.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                        | InterDigital, Inc.                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12890 | NS      | $901655.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                               | Sonos, Inc.                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     55322 | NS      | $1020137.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      7715 | NS      | $972707.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                        | Helix Energy Solutions Group, Inc.                                    | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     62038 | NS      | $491961.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                                      | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41571 | NS      | $108916.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                                 | GMS, Inc.                                                             | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     18436 | NS      | $1093623.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                                     | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14340 | NS      | $326378.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp.                                     | First Advantage Corp.                                                 | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     25096 | NS      | $348332.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     47594 | NS      | $403597.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                                 | Mirion Technologies, Inc.                                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     53062 | NS      | $421842.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                                     | Gulfport Energy Corp.                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      4942 | NS      | $336797.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     11058 | NS      | $318138.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class C                                   | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     63322 | NS      | $623721.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                            | WesBanco, Inc.                                                        | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25721 | NS      | $956049.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley, Inc.                                              | Holley, Inc.                                                          | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |     22066 | NS      | $73038.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                               | Brinker International, Inc.                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     19146 | NS      | $755501.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                        | Talos Energy, Inc.                                                    | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     28356 | NS      | $561732.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                      | Addus HomeCare Corp.                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      7003 | NS      | $752962.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                   | Oxford Industries, Inc.                                               | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6506 | NS      | $762633.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.                        | Universal Logistics Holdings, Inc.                                    | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2967 | NS      | $106574.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, Inc.                                                | CBIZ, Inc.                                                            | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     22100 | NS      | $1051739.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                                   | Hawaiian Holdings, Inc.                                               | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     22343 | NS      | $275265.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp.                                               | Nevro Corp.                                                           | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     15395 | NS      | $565304.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     63395 | NS      | $1219085.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade, Inc.                                            | Lemonade, Inc.                                                        | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     19535 | NS      | $318029.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                                | Esab Corp.                                                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     22464 | NS      | $1298643.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                                        | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14228 | NS      | $279295.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences, Inc.                              | Prometheus Biosciences, Inc.                                          | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14952 | NS      | $1699444.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                                        | Kosmos Energy Ltd.                                                    | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    198175 | NS      | $1567564.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                             | Axonics, Inc.                                                         | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     21526 | NS      | $1321696.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                                    | Lakeland Bancorp, Inc.                                                | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     28166 | NS      | $542758.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                                 | Meridian Bioscience, Inc.                                             | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     19014 | NS      | $646476.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.                           | Urstadt Biddle Properties, Inc., Class A                              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     12983 | NS      | $243820.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics, Inc.                                  | Tango Therapeutics, Inc.                                              | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18786 | NS      | $123987.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                                     | Cal-Maine Foods, Inc.                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     16498 | NS      | $944015.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp.                                               | Heska Corp.                                                           | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      4427 | NS      | $395950.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals, Inc.                            | Madrigal Pharmaceuticals, Inc.                                        | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      5281 | NS      | $1522248.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                                   | Permian Resources Corp.                                               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     89047 | NS      | $967940.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                          | TriCo Bancshares                                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14484 | NS      | $732166.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS, Inc.                                              | TaskUS, Inc., Class A                                                 | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     11249 | NS      | $209793.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint, Inc.                                            | AvePoint, Inc.                                                        | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37690 | NS      | $168474.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                                    | Kyndryl Holdings, Inc.                                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     88729 | NS      | $1188081.31   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                              | Two Harbors Investment Corp.                                          | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     37543 | NS      | $673521.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                              | Ligand Pharmaceuticals, Inc.                                          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      6977 | NS      | $486296.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health, Inc.                                        | Oscar Health, Inc., Class A                                           | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48418 | NS      | $185925.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     15902 | NS      | $1712486.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                       | Triumph Group, Inc.                                                   | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     28259 | NS      | $321870.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     15330 | NS      | $485654.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass, Inc.                                          | Tecnoglass, Inc.                                                      | CUSIP: N/A<br>LEI: 529900YRWTPOC2E6IO67       | Long             | EC               | CORP              | KY        |      8702 | NS      | $297956.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics, Inc.                                  | Stoke Therapeutics, Inc.                                              | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      9770 | NS      | $97309.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp.                                  | Target Hospitality Corp.                                              | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10573 | NS      | $162348.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines, Inc.                                     | Spirit Airlines, Inc.                                                 | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     47318 | NS      | $938789.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices, Inc.                                         | 908 Devices, Inc.                                                     | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9474 | NS      | $88297.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Infinera Corp.                                            | Infinera Corp.                                                        | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     83102 | NS      | $608306.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| KAR Auction Services, Inc.                                | KAR Auction Services, Inc.                                            | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     47340 | NS      | $689270.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                             | Tootsie Roll Industries, Inc.                                         | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      7710 | NS      | $344868.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     38166 | NS      | $925525.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd.                       | Credo Technology Group Holding Ltd.                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     39256 | NS      | $680306.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38336 | NS      | $501434.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                                        | WideOpenWest, Inc.                                                    | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     22486 | NS      | $258364.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp.                                      | PAR Technology Corp.                                                  | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     11865 | NS      | $403291.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16931 | NS      | $632880.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      6245 | NS      | $593275.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                    | Integer Holdings Corp.                                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     14401 | NS      | $947729.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                            | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     14283 | NS      | $1570415.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp.                              | Masonite International Corp.                                          | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      9689 | NS      | $883830.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     15256 | NS      | $764935.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                                | Northwest Bancshares, Inc.                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55198 | NS      | $780499.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                               | Standex International Corp.                                           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      5215 | NS      | $602697.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24333 | NS      | $825618.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                       | Varex Imaging Corp.                                                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     17342 | NS      | $372679.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com, Inc.                                       | Overstock.com, Inc.                                                   | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     19878 | NS      | $481246.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                                     | Jack in the Box, Inc.                                                 | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      9150 | NS      | $695217.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings, Inc.                              | E2open Parent Holdings, Inc.                                          | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74890 | NS      | $516741.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                      | Universal Health Realty Income Trust                                  | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      5514 | NS      | $302222.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power, Inc.                                         | Solid Power, Inc.                                                     | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47381 | NS      | $158726.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp.                           | Clover Health Investments Corp.                                       | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |    141722 | NS      | $188490.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                                    | Hilltop Holdings, Inc.                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     19929 | NS      | $651678.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp.                                              | Atrion Corp.                                                          | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $398634.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp.                         | Integral Ad Science Holding Corp.                                     | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16048 | NS      | $164973.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.                          | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49795 | NS      | $441681.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                                     | Energy Recovery, Inc.                                                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     24339 | NS      | $538622.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                          | Proto Labs, Inc.                                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     11792 | NS      | $360835.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies, Inc.                              | PureCycle Technologies, Inc.                                          | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57571 | NS      | $482444.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     25352 | NS      | $1055150.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                                     | ADTRAN Holdings, Inc.                                                 | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     30722 | NS      | $579724.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals, Inc.                              | Amylyx Pharmaceuticals, Inc.                                          | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17280 | NS      | $677203.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris, Inc.                                              | Amyris, Inc.                                                          | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |    100362 | NS      | $159575.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     13252 | NS      | $843887.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                              | RadNet, Inc.                                                          | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     21200 | NS      | $446260.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar, Inc.                                               | iStar, Inc.                                                           | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     37691 | NS      | $349772.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mobileye Global, Inc.                                     | Mobileye Global, Inc., Class A                                        | CUSIP: 60741F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20304 | NS      | $783734.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Planet Labs PBC                                           | Planet Labs PBC                                                       | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83310 | NS      | $412384.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     56260 | NS      | $2047301.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                              | Insmed, Inc.                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     58888 | NS      | $1267858.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                             | Standard Motor Products, Inc.                                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      8160 | NS      | $330153.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels, Inc.                                      | Aspen Aerogels, Inc.                                                  | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24165 | NS      | $253732.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     91009 | NS      | $876416.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals, Inc.                              | Rhythm Pharmaceuticals, Inc.                                          | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     19350 | NS      | $529222.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinseo plc                                               | Trinseo plc                                                           | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     15203 | NS      | $421883.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A                           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53633 | NS      | $568509.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                                       | Hamilton Lane, Inc., Class A                                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     15477 | NS      | $1205039.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                                           | Trustmark Corp.                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     26491 | NS      | $771417.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort, Inc.                                            | CryoPort, Inc.                                                        | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     21303 | NS      | $486347.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                               | Centerspace                                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      6551 | NS      | $442978.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     21494 | NS      | $622466.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                             | Lindsay Corp.                                                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      4778 | NS      | $748330.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                              | Grid Dynamics Holdings, Inc.                                          | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22520 | NS      | $281950.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | Clearfield, Inc.                                                      | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      4970 | NS      | $355156.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     24318 | NS      | $423619.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                           | PagerDuty, Inc.                                                       | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     35271 | NS      | $1050723.09   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     27295 | NS      | $377216.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28398 | NS      | $1006993.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                                  | Northfield Bancorp, Inc.                                              | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18268 | NS      | $273106.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                                    | World Acceptance Corp.                                                | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1431 | NS      | $136975.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co.                                       | 23andMe Holding Co.                                                   | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124641 | NS      | $311602.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11826 | NS      | $518806.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                              | Cactus, Inc., Class A                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     26392 | NS      | $1428071.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                              | Vishay Intertechnology, Inc.                                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     56323 | NS      | $1289233.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                                          | SiriusPoint Ltd.                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     36929 | NS      | $280291.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                          | Elme Communities                                                      | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     38049 | NS      | $730540.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics, Inc.                                 | Pliant Therapeutics, Inc.                                             | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     18377 | NS      | $643930.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves                        | Liberty Media Corp.-Liberty Braves, Class A                           | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4485 | NS      | $157558.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                             | Navient Corp.                                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     45984 | NS      | $872316.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                            | Office Properties Income Trust                                        | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21107 | NS      | $362196.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                                     | GEO Group, Inc. (The)                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     53964 | NS      | $620586.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                              | CorVel Corp.                                                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3982 | NS      | $709433.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp.                                  | Chimera Investment Corp.                                              | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |    100742 | NS      | $734409.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                    | Warrior Met Coal, Inc.                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     22459 | NS      | $850746.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics, Inc.                                | Entrada Therapeutics, Inc.                                            | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7505 | NS      | $91185.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp.                                        | Open Lending Corp., Class A                                           | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45571 | NS      | $399657.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic, Inc.                                     | Lightwave Logic, Inc.                                                 | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48936 | NS      | $307807.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu, Inc.                                                | Cohu, Inc.                                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     20700 | NS      | $746856.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace, Inc.                                         | Squarespace, Inc., Class A                                            | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     17790 | NS      | $421978.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine, Inc.                                     | Editas Medicine, Inc.                                                 | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     29895 | NS      | $295661.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings, Inc.                         | Establishment Labs Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |      9624 | NS      | $654816.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                            | Ironwood Pharmaceuticals, Inc.                                        | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     58010 | NS      | $668275.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                               | Allogene Therapeutics, Inc.                                           | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39492 | NS      | $304878.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Montrose Environmental Group, Inc.                        | Montrose Environmental Group, Inc.                                    | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     11884 | NS      | $643637.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                              | Inogen, Inc.                                                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      9961 | NS      | $232390.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                              | Nelnet, Inc., Class A                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      7814 | NS      | $746158.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp.                                          | NextDecade Corp.                                                      | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |     25106 | NS      | $150384.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                                     | HighPeak Energy, Inc.                                                 | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      5896 | NS      | $164852.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group, Inc.                                       | Revolve Group, Inc.                                                   | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17708 | NS      | $505386.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                            | SpringWorks Therapeutics, Inc.                                        | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19255 | NS      | $604607.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                                  | Marcus & Millichap, Inc.                                              | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     10778 | NS      | $390594.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2953 | NS      | $634540.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp.                                       | Vizio Holding Corp., Class A                                          | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24549 | NS      | $215049.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     11200 | NS      | $1144752.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                                        | Weis Markets, Inc.                                                    | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7128 | NS      | $615431.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics, Inc.                               | Viridian Therapeutics, Inc.                                           | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     17341 | NS      | $633293.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3893 | NS      | $175107.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                                             | Marqeta, Inc., Class A                                                | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191797 | NS      | $1271614.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                                      | Allegiant Travel Co.                                                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      6791 | NS      | $584229.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                                 | Strategic Education, Inc.                                             | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      9666 | NS      | $902321.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                | JPMorgan U.S. Government Money Market Fund, Share Class IM            | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   2504889 | NS      | $2504889.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical, Inc.                                   | Silk Road Medical, Inc.                                               | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     16568 | NS      | $900636.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.                    | Argo Group International Holdings Ltd.                                | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |     15237 | NS      | $422979.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     32810 | NS      | $877339.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                              | Mueller Water Products, Inc., Class A                                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     67748 | NS      | $857012.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                              | Moelis & Co., Class A                                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     27810 | NS      | $1300117.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N, Inc.                                             | Model N, Inc.                                                         | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     14488 | NS      | $574594.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co. (The)                                         | St. Joe Co. (The)                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     14711 | NS      | $692888.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                            | Innospec, Inc.                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     10763 | NS      | $1216434.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                              | Children's Place, Inc. (The)                                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      5666 | NS      | $257066.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                                            | Conduent, Inc.                                                        | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     72274 | NS      | $344746.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT, Inc. (The)                         | Necessity Retail REIT, Inc. (The)                                     | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     58348 | NS      | $398516.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                               | Smith & Wesson Brands, Inc.                                           | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     19893 | NS      | $220414.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                                     | Myriad Genetics, Inc.                                                 | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     35229 | NS      | $694715.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                      | Uranium Energy Corp.                                                  | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    158685 | NS      | $639500.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                                       | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      8913 | NS      | $1014745.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplitude, Inc.                                           | Amplitude, Inc., Class A                                              | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23297 | NS      | $335010.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                            | Medifast, Inc.                                                        | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      4756 | NS      | $530056.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                        | Saul Centers, Inc.                                                    | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5614 | NS      | $240335.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                                           | Confluent, Inc., Class A                                              | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     66832 | NS      | $1543819.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen, Inc.                                            | FibroGen, Inc.                                                        | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     37979 | NS      | $896304.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy, Inc.                                               | Udemy, Inc.                                                           | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     28262 | NS      | $354405.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                          | McGrath RentCorp                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     10602 | NS      | $1055323.08   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings, Inc.                                 | Senseonics Holdings, Inc.                                             | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |    207900 | NS      | $234927.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares, Inc.                                | Southside Bancshares, Inc.                                            | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     13255 | NS      | $502099.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                      | Clear Channel Outdoor Holdings, Inc.                                  | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206934 | NS      | $395243.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                       | Nektar Therapeutics                                                   | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     81706 | NS      | $222240.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings, Inc.                            | Virgin Galactic Holdings, Inc.                                        | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |    103840 | NS      | $573196.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Reata Pharmaceuticals, Inc.                               | Reata Pharmaceuticals, Inc., Class A                                  | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |     12131 | NS      | $525636.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Forrester Research, Inc.                                  | Forrester Research, Inc.                                              | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      4888 | NS      | $181149.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     47104 | NS      | $1686323.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                                  | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32707 | NS      | $318566.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                           | BRP Group, Inc., Class A                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26704 | NS      | $765069.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.                       | Sun Country Airlines Holdings, Inc.                                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     14154 | NS      | $264255.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                                           | Universal Corp.                                                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     10674 | NS      | $580345.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                               | Amalgamated Financial Corp.                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7736 | NS      | $177541.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                                 | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13340 | NS      | $1272369.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp.                                   | National Research Corp.                                               | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      6119 | NS      | $284043.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                                     | Amerant Bancorp, Inc.                                                 | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     11156 | NS      | $310583.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                                  | Hims & Hers Health, Inc.                                              | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |     52869 | NS      | $437755.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                                       | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7675 | NS      | $451059.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     24717 | NS      | $1620199.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     36108 | NS      | $1388352.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     18020 | NS      | $714132.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                            | Cargurus, Inc.                                                        | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     40718 | NS      | $718672.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                    | SPX Technologies, Inc.                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     19645 | NS      | $1473571.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                        | Steven Madden Ltd.                                                    | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     31819 | NS      | $1140711.15   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                           | ModivCare, Inc.                                                       | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      5525 | NS      | $592611.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA, Inc.                             | Heartland Financial USA, Inc.                                         | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     16422 | NS      | $812396.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                                   | Hillman Solutions Corp.                                               | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52407 | NS      | $503107.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp.                                 | PROCEPT BioRobotics Corp.                                             | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14184 | NS      | $551615.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury General Corp.                                     | Mercury General Corp.                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     11552 | NS      | $412752.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     23198 | NS      | $1252460.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm, Inc.                                            | Veradigm, Inc.                                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     47501 | NS      | $850742.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25715 | NS      | $615102.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                                          | Scholastic Corp.                                                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12916 | NS      | $571403.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                               | USANA Health Sciences, Inc.                                           | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      4845 | NS      | $283141.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent, Inc.                                           | SmartRent, Inc.                                                       | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53457 | NS      | $156094.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15042 | NS      | $272260.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     32352 | NS      | $1422193.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                             | Magnite, Inc.                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     51023 | NS      | $616357.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     61897 | NS      | $1577135.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                             | New York Mortgage Trust, Inc.                                         | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    161295 | NS      | $503240.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences, Inc.                                    | Cassava Sciences, Inc.                                                | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |     16375 | NS      | $458500.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Boise Cascade Co.                                         | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     17152 | NS      | $1285885.44   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors, Inc.                                        | Hyzon Motors, Inc.                                                    | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37720 | NS      | $80343.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gitlab, Inc.                                              | Gitlab, Inc., Class A                                                 | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26089 | NS      | $1289057.49   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Sage Therapeutics, Inc.                                   | Sage Therapeutics, Inc.                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     22503 | NS      | $997783.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                                     | TG Therapeutics, Inc.                                                 | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     60021 | NS      | $914119.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                                            | Safehold, Inc.                                                        | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     10547 | NS      | $368723.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra A/S                                                | Contra A/S                                                            | CUSIP: 532CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      2112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sumo Logic, Inc.                                          | Sumo Logic, Inc.                                                      | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     46893 | NS      | $554744.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros, Inc.                                          | Dutch Bros, Inc., Class A                                             | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12864 | NS      | $490247.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Interface, Inc.                                           | Interface, Inc.                                                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     25280 | NS      | $287686.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                                     | Roivant Sciences Ltd.                                                 | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |     47019 | NS      | $390257.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     36696 | NS      | $475580.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                                 | National HealthCare Corp.                                             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5866 | NS      | $349261.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                    | Twist Bioscience Corp.                                                | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     24506 | NS      | $703077.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                                     | Shift4 Payments, Inc., Class A                                        | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23041 | NS      | $1475545.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                                    | JELD-WEN Holding, Inc.                                                | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     36659 | NS      | $463736.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     45680 | NS      | $442639.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson, Inc.                                          | LivePerson, Inc.                                                      | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     30452 | NS      | $392221.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                          | 3D Systems Corp.                                                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     57020 | NS      | $619237.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd.                                           | Transocean Ltd.                                                       | CUSIP: N/A<br>LEI: 529900QO4W5DQGBGEF32       | Long             | EC               | CORP              | CH        |    288694 | NS      | $1945797.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                               | CommScope Holding Co., Inc.                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     90565 | NS      | $760746.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                                      | LSB Industries, Inc.                                                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     22102 | NS      | $280916.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                                   | ICF International, Inc.                                               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      7373 | NS      | $753446.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FREYR Battery SA                                          | FREYR Battery SA                                                      | CUSIP: N/A<br>LEI: 222100QIBHPZGVW6UT76       | Long             | EC               | CORP              | LU        |     43975 | NS      | $387419.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Offshore Drilling, Inc.                           | Diamond Offshore Drilling, Inc.                                       | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     44128 | NS      | $505706.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves                        | Liberty Media Corp.-Liberty Braves, Class C                           | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16078 | NS      | $557585.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23013 | NS      | $1356616.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                      | EW Scripps Co. (The), Class A                                         | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     25192 | NS      | $376620.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home, Inc.                                   | Vivint Smart Home, Inc.                                               | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19474 | NS      | $233298.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                                      | Riot Platforms, Inc.                                                  | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     72725 | NS      | $455985.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Portillo's, Inc.                                          | Portillo's, Inc., Class A                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15333 | NS      | $345912.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International, Inc.                                | Mercer International, Inc.                                            | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     17549 | NS      | $223398.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                                       | MFA Financial, Inc.                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     39387 | NS      | $468308.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                           | Healthcare Services Group, Inc.                                       | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     32201 | NS      | $433747.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                              | Safety Insurance Group, Inc.                                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      6412 | NS      | $541108.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                               | Brady Corp., Class A                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     20161 | NS      | $1078008.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                                      | Callon Petroleum Co.                                                  | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     22227 | NS      | $945758.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                             | ARMOUR Residential REIT, Inc.                                         | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     57444 | NS      | $360748.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| J&J Snack Foods Corp.                                     | J&J Snack Foods Corp.                                                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6510 | NS      | $932883.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                             | Griffon Corp.                                                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     20588 | NS      | $841637.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                                   | Cinemark Holdings, Inc.                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     46586 | NS      | $556236.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                            | California Water Service Group                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     23832 | NS      | $1457803.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     29337 | NS      | $1495306.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     49689 | NS      | $852166.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                        | Prothena Corp. plc                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     17283 | NS      | $977353.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     11130 | NS      | $795015.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                                     | Designer Brands, Inc., Class A                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     22108 | NS      | $227933.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                                            | Gentherm, Inc.                                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     14430 | NS      | $1074024.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                                        | ACV Auctions, Inc., Class A                                           | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51032 | NS      | $500113.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.                         | Shenandoah Telecommunications Co.                                     | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     21778 | NS      | $425759.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                                          | TechTarget, Inc.                                                      | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     11720 | NS      | $580491.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                                       | Middlesex Water Co.                                                   | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7672 | NS      | $643373.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                                     | Replimune Group, Inc.                                                 | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     14051 | NS      | $391320.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                                 | Coherus Biosciences, Inc.                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     28059 | NS      | $237940.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | Live Oak Bancshares, Inc.                                             | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14341 | NS      | $490892.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                               | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15466 | NS      | $386959.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass, Inc.                                             | Compass, Inc., Class A                                                | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109892 | NS      | $441765.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     20845 | NS      | $536967.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                                | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      8576 | NS      | $289697.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                                            | La-Z-Boy, Inc.                                                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     18701 | NS      | $531669.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences, Inc.                                  | Castle Biosciences, Inc.                                              | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10765 | NS      | $291516.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      8474 | NS      | $452342.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     13172 | NS      | $1484747.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock, Inc.                                           | ForgeRock, Inc., Class A                                              | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15957 | NS      | $316906.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                                  | Eastern Bankshares, Inc.                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     69889 | NS      | $1130105.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                 | Amicus Therapeutics, Inc.                                             | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    108687 | NS      | $1417278.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group, Inc.                                     | Franchise Group, Inc.                                                 | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |     11622 | NS      | $359003.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     10617 | NS      | $885988.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     11913 | NS      | $353101.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living, Inc.                             | Brookdale Senior Living, Inc.                                         | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     81210 | NS      | $233884.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme, Inc.                                        | Krispy Kreme, Inc.                                                    | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29115 | NS      | $355203.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corp.                                  | Flushing Financial Corp.                                              | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12309 | NS      | $236209.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp.                                  | Clean Energy Fuels Corp.                                              | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     76387 | NS      | $432350.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4, Inc.                                             | KnowBe4, Inc., Class A                                                | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37382 | NS      | $930437.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                                        | HealthStream, Inc.                                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     10492 | NS      | $253696.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                                      | Verra Mobility Corp.                                                  | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     60585 | NS      | $934826.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                                         | First Busey Corp.                                                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     22324 | NS      | $532873.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                    | PTC Therapeutics, Inc.                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     31247 | NS      | $1433924.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                                            | Agilysys, Inc.                                                        | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      8608 | NS      | $719284.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                               | Carvana Co.                                                           | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     43288 | NS      | $440238.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp.                                        | NorthWestern Corp.                                                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     25115 | NS      | $1426532.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics, Inc.                                  | Seres Therapeutics, Inc.                                              | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     40072 | NS      | $219193.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks, Inc.                                          | Freshworks, Inc., Class A                                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     70026 | NS      | $1133020.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings, Inc.                                | AvidXchange Holdings, Inc.                                            | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57875 | NS      | $643570.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.                 | Madison Square Garden Entertainment Corp.                             | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11435 | NS      | $597936.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.               | Apollo Commercial Real Estate Finance, Inc.                           | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     56230 | NS      | $684319.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                                        | Vital Energy, Inc.                                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      7312 | NS      | $411519.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                                    | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      9314 | NS      | $247193.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                                        | Hope Bancorp, Inc.                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     51934 | NS      | $669429.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     44111 | NS      | $1037049.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp.                                       | American Well Corp., Class A                                          | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105393 | NS      | $418410.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                 | SJW Group                                                             | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11595 | NS      | $897568.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                                     | TreeHouse Foods, Inc.                                                 | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     21936 | NS      | $1062360.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation, Inc.                                   | Aurora Innovation, Inc.                                               | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160942 | NS      | $292914.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp.                                                 | HNI Corp.                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     17984 | NS      | $571351.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure, Inc.                                            | AtriCure, Inc.                                                        | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20215 | NS      | $874905.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                                      | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     69378 | NS      | $653540.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                              | Plexus Corp.                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     12028 | NS      | $1154567.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      5858 | NS      | $732484.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite, Inc.                                          | Eventbrite, Inc., Class A                                             | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     35236 | NS      | $313248.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                               | ePlus, Inc.                                                           | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11691 | NS      | $581977.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp.                                               | Telos Corp.                                                           | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23079 | NS      | $111933.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                                        | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     15395 | NS      | $427211.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     21479 | NS      | $921019.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                            | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     19776 | NS      | $665462.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                    | Red Rock Resorts, Inc., Class A                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21267 | NS      | $957227.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                             | EVERTEC, Inc.                                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     28344 | NS      | $1047027.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                         | Vector Group Ltd.                                                     | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     57194 | NS      | $740662.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                              | Cardiovascular Systems, Inc.                                          | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     18202 | NS      | $253735.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                                     | Gorman-Rupp Co. (The)                                                 | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      9869 | NS      | $283536.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                                   | ESCO Technologies, Inc.                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     11234 | NS      | $1105874.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies, Inc.                             | Duck Creek Technologies, Inc.                                         | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32890 | NS      | $622607.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                               | Horace Mann Educators Corp.                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     17775 | NS      | $632967.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                  | US Silica Holdings, Inc.                                              | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     32910 | NS      | $402818.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                               | Tennant Co.                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      8088 | NS      | $567211.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                                 | Goosehead Insurance, Inc., Class A                                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      9188 | NS      | $358791.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco, Inc.                                            | CS Disco, Inc.                                                        | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7441 | NS      | $61834.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                                         | NBT Bancorp, Inc.                                                     | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18618 | NS      | $731873.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy, Inc.                                     | FuelCell Energy, Inc.                                                 | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    176299 | NS      | $645254.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                             | Berkshire Hills Bancorp, Inc.                                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     19577 | NS      | $607865.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                               | Monro, Inc.                                                           | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13670 | NS      | $695803.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                              | National Bank Holdings Corp., Class A                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16386 | NS      | $691980.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                              | CareDx, Inc.                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     23277 | NS      | $347758.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings, Inc.                                  | Microvast Holdings, Inc.                                              | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     83361 | NS      | $135878.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp.                                              | Enovix Corp.                                                          | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     47801 | NS      | $379539.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Warby Parker, Inc.                                        | Warby Parker, Inc., Class A                                           | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27110 | NS      | $437826.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.                           | Franklin BSP Realty Trust, Inc.                                       | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     35851 | NS      | $519839.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital, Inc.                            | Broadmark Realty Capital, Inc.                                        | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57787 | NS      | $253107.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech, Inc.                                            | ESS Tech, Inc.                                                        | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23979 | NS      | $52993.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                               | Community Bank System, Inc.                                           | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     23360 | NS      | $1348105.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                                      | Avanos Medical, Inc.                                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     20210 | NS      | $619234.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                                            | Cars.com, Inc.                                                        | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     26922 | NS      | $460366.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                       | Westamerica BanCorp                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11693 | NS      | $649663.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     40594 | NS      | $597137.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                                | Ebix, Inc.                                                            | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     10212 | NS      | $194640.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                            | UniFirst Corp.                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      6555 | NS      | $1300774.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                         | OPKO Health, Inc.                                                     | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    178018 | NS      | $229643.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CinCor Pharma, Inc.                                       | CinCor Pharma, Inc.                                                   | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8366 | NS      | $242028.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                  | Laureate Education, Inc., Class A                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     58566 | NS      | $643054.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                                  | Heritage Financial Corp.                                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15258 | NS      | $435310.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     23206 | NS      | $1116672.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                                | Towne Bank                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     28768 | NS      | $876560.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                                     | Ryerson Holding Corp.                                                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      9011 | NS      | $343949.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                                          | Photronics, Inc.                                                      | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     26813 | NS      | $485851.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                            | Adtalem Global Education, Inc.                                        | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     19737 | NS      | $753558.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                      | LXP Industrial Trust                                                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    119862 | NS      | $1384406.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                              | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     49484 | NS      | $737311.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co.                   | Apartment Investment and Management Co., Class A                      | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |     65909 | NS      | $494976.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida                         | Seacoast Banking Corp. of Florida                                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     30918 | NS      | $992776.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare, Inc.                                | Alignment Healthcare, Inc.                                            | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35815 | NS      | $442315.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.                           | Capitol Federal Financial, Inc.                                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56142 | NS      | $469908.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                                | AAON, Inc.                                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18264 | NS      | $1393908.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail, Inc.                                       | Qurate Retail, Inc., Series A                                         | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    147884 | NS      | $381540.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                               | DocGo, Inc.                                                           | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35759 | NS      | $357590.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.                   | Pacific Biosciences of California, Inc.                               | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     98498 | NS      | $1092342.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore, Inc.                                        | W&T Offshore, Inc.                                                    | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     41074 | NS      | $255480.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                                           | Tidewater, Inc.                                                       | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     21944 | NS      | $952369.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings, Inc.                                     | GoodRx Holdings, Inc., Class A                                        | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32614 | NS      | $182312.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                                | XPEL, Inc.                                                            | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      8527 | NS      | $648648.89    | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                               | InvenTrust Properties Corp.                                           | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     29307 | NS      | $728865.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                              | John Bean Technologies Corp.                                          | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     13853 | NS      | $1547795.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      9647 | NS      | $451865.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables, Inc.                                  | Montauk Renewables, Inc.                                              | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27469 | NS      | $305180.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                              | Stride, Inc.                                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     17768 | NS      | $762780.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                          | NV5 Global, Inc.                                                      | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5409 | NS      | $720965.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx, Inc.                                             | Inhibrx, Inc.                                                         | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     13066 | NS      | $326650.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     25624 | NS      | $1128480.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                                        | Levi Strauss & Co., Class A                                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     42068 | NS      | $774051.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                      | Federal Signal Corp.                                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     26357 | NS      | $1403510.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                             | Fresh Del Monte Produce, Inc.                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     13306 | NS      | $380551.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                         | iHeartMedia, Inc., Class A                                            | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45523 | NS      | $352803.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                                   | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     49275 | NS      | $411939.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics, Inc.                                   | DICE Therapeutics, Inc.                                               | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14716 | NS      | $467527.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce, Inc.                                     | Mission Produce, Inc.                                                 | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     17514 | NS      | $218224.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp.                                                | Arko Corp.                                                            | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31834 | NS      | $267087.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands, Inc.                                        | Sovos Brands, Inc.                                                    | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16683 | NS      | $226221.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's, Inc.                                         | Alexander's, Inc.                                                     | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       929 | NS      | $220433.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                              | Xencor, Inc.                                                          | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     26044 | NS      | $857368.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                        | PennyMac Mortgage Investment Trust                                    | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     38656 | NS      | $589504.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                                    | BJ's Restaurants, Inc.                                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     10172 | NS      | $321130.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics, Inc.                             | Arcutis Biotherapeutics, Inc.                                         | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17473 | NS      | $289527.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                | RPT Realty                                                            | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     37056 | NS      | $388346.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare, Inc.                                    | 1Life Healthcare, Inc.                                                | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72960 | NS      | $1166630.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                  | 2U, Inc.                                                              | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     33999 | NS      | $293411.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                              | Unisys Corp.                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     29471 | NS      | $159438.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                               | Simply Good Foods Co. (The)                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36578 | NS      | $1327781.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals, Inc.                           | Deciphera Pharmaceuticals, Inc.                                       | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     21442 | NS      | $364728.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                          | Telephone and Data Systems, Inc.                                      | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43393 | NS      | $580164.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                                   | American Woodmark Corp.                                               | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      7231 | NS      | $414263.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                          | elf Beauty, Inc.                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     21859 | NS      | $1257985.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio, Inc. (The)                            | Duckhorn Portfolio, Inc. (The)                                        | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     18525 | NS      | $299734.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                            | Focus Financial Partners, Inc., Class A                               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     25192 | NS      | $1137418.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     50665 | NS      | $1413046.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.                       | Brightsphere Investment Group, Inc.                                   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     14046 | NS      | $329378.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                             | Iovance Biotherapeutics, Inc.                                         | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     59691 | NS      | $475140.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics, Inc.                                | Sangamo Therapeutics, Inc.                                            | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     59130 | NS      | $206363.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                                 | European Wax Center, Inc., Class A                                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12598 | NS      | $237346.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     15297 | NS      | $574555.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.                       | KKR Real Estate Finance Trust, Inc.                                   | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     24945 | NS      | $397373.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group, Inc.                                 | Bright Health Group, Inc.                                             | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112266 | NS      | $99546.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp.                                             | SP Plus Corp.                                                         | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      8762 | NS      | $330415.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28, Inc.                                          | Paragon 28, Inc.                                                      | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     11065 | NS      | $186445.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                              | Neogen Corp.                                                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     93948 | NS      | $2011426.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                 | AAR Corp.                                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     14485 | NS      | $745108.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     23801 | NS      | $330833.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                                          | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     27687 | NS      | $794616.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                                          | Everbridge, Inc.                                                      | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     17353 | NS      | $554601.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen, Inc.                                    | Pactiv Evergreen, Inc.                                                | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     16999 | NS      | $195658.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                                   | Mesa Laboratories, Inc.                                               | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      2177 | NS      | $423513.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                              | Grocery Outlet Holding Corp.                                          | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38486 | NS      | $1169589.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.                         | Four Corners Property Trust, Inc.                                     | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     36469 | NS      | $1048848.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     28220 | NS      | $473249.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group, Inc.                           | Janus International Group, Inc.                                       | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34427 | NS      | $378697.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte, Inc.                                             | Vaxcyte, Inc.                                                         | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     27468 | NS      | $1245673.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                            | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     20019 | NS      | $1447974.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                                        | Coeur Mining, Inc.                                                    | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    122122 | NS      | $475054.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     20104 | NS      | $1544188.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                                    | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      9560 | NS      | $328672.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo, Inc.                                                | Domo, Inc., Class B                                                   | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     13479 | NS      | $209059.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics, Inc.                                  | Keros Therapeutics, Inc.                                              | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7538 | NS      | $441500.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)                          | Hain Celestial Group, Inc. (The)                                      | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     38819 | NS      | $796565.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                                       | Ichor Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     12515 | NS      | $423007.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                             | SkyWest, Inc.                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     21988 | NS      | $456470.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     25892 | NS      | $1104034.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     11981 | NS      | $518058.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                             | First Bancorp                                                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15527 | NS      | $618750.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     48964 | NS      | $548396.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        52 | NC      | $348434.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha, Inc.                                          | MediaAlpha, Inc., Class A                                             | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10124 | NS      | $141229.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                               | Agios Pharmaceuticals, Inc.                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     23883 | NS      | $704070.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                                     | Kaiser Aluminum Corp.                                                 | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6931 | NS      | $606601.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics, Inc.                                 | Axsome Therapeutics, Inc.                                             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     14909 | NS      | $1118175.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                              | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      6821 | NS      | $527331.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings, Inc.                                   | TuSimple Holdings, Inc., Class A                                      | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59448 | NS      | $124840.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.                       | Dave & Buster's Entertainment, Inc.                                   | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     18237 | NS      | $790573.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                                    | Extreme Networks, Inc.                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     57097 | NS      | $1029458.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                                 | RPC, Inc.                                                             | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36171 | NS      | $358816.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                                 | WD-40 Co.                                                             | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      5899 | NS      | $1029611.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corp.                                       | Park National Corp.                                                   | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      6288 | NS      | $787572.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV, Inc.                                              | fuboTV, Inc.                                                          | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84912 | NS      | $218223.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Palomar Holdings, Inc.                                    | Palomar Holdings, Inc.                                                | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     10973 | NS      | $560830.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                               | International Seaways, Inc.                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     17500 | NS      | $679700.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HashiCorp, Inc.                                           | HashiCorp, Inc., Class A                                              | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |     32054 | NS      | $1031497.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                                          | Utz Brands, Inc.                                                      | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28805 | NS      | $479891.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     23474 | NS      | $660793.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                 | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     16066 | NS      | $1512935.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                    | Cavco Industries, Inc.                                                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3605 | NS      | $959290.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                     | Urban Edge Properties                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51048 | NS      | $804006.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies, Inc.                                  | Array Technologies, Inc.                                              | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     60839 | NS      | $1352450.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class A                                   | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     16245 | NS      | $159850.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                             | AerSale Corp.                                                         | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6746 | NS      | $125543.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                                 | Alexander & Baldwin, Inc.                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31538 | NS      | $631390.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     80247 | NS      | $1079322.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                               | GoPro, Inc., Class A                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     56365 | NS      | $346644.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                                    | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     11796 | NS      | $563494.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                                | Celldex Therapeutics, Inc.                                            | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     20477 | NS      | $902216.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp.                                             | Pulmonx Corp.                                                         | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     16267 | NS      | $144613.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                                      | Core Laboratories NV                                                  | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |     20157 | NS      | $516019.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                                             | Alector, Inc.                                                         | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     26607 | NS      | $234673.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter, Inc.                                        | ZipRecruiter, Inc., Class A                                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     22556 | NS      | $442999.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                            | Materion Corp.                                                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      8927 | NS      | $805661.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                | Par Pacific Holdings, Inc.                                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     24127 | NS      | $644914.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                               | Definitive Healthcare Corp.                                           | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16444 | NS      | $203576.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp.                                                | IMAX Corp.                                                            | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     20193 | NS      | $343281.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                                          | AnaptysBio, Inc.                                                      | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      8651 | NS      | $215323.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                             | Denny's Corp.                                                         | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     24872 | NS      | $298961.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                           | CSG Systems International, Inc.                                       | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     13177 | NS      | $786271.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                                       | Newmark Group, Inc., Class A                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53671 | NS      | $459960.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                                     | Global Industrial Co.                                                 | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7092 | NS      | $186448.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                                   | Arcus Biosciences, Inc.                                               | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22661 | NS      | $490157.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     12293 | NS      | $752331.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21053 | NS      | $689906.81    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                    | Global Net Lease, Inc.                                                | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     45123 | NS      | $674588.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                                     | StepStone Group, Inc., Class A                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21040 | NS      | $614157.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                           | Steelcase, Inc., Class A                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     40131 | NS      | $313021.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     18410 | NS      | $990642.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                            | Catalyst Pharmaceuticals, Inc.                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     41617 | NS      | $644647.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                                   | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41272 | NS      | $640954.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Holding Corp.                                     | Freedom Holding Corp.                                                 | CUSIP: 356390104<br>LEI: 254900RKI81EPUJ3RW71 | Long             | EC               | CORP              | US        |      7252 | NS      | $467028.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                                    | Fulton Financial Corp.                                                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     72808 | NS      | $1218077.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | Mativ Holdings, Inc.                                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     23882 | NS      | $658187.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp.                                      | Sterling Check Corp.                                                  | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10131 | NS      | $141327.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp.                                             | Bally's Corp.                                                         | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |     11916 | NS      | $236770.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies, Inc.                             | NanoString Technologies, Inc.                                         | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     18650 | NS      | $197317.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.                             | Custom Truck One Source, Inc.                                         | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26796 | NS      | $189715.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kadant, Inc.                                              | Kadant, Inc.                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      5066 | NS      | $1032298.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                                          | 1st Source Corp.                                                      | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7396 | NS      | $363809.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                                            | Sprinklr, Inc., Class A                                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     26087 | NS      | $259304.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                                        | Shutterstock, Inc.                                                    | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     10426 | NS      | $784765.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                                          | MGE Energy, Inc.                                                      | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15717 | NS      | $1149069.87   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                          | Perficient, Inc.                                                      | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     15058 | NS      | $1116400.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     16289 | NS      | $369108.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma, Inc.                                  | Lyell Immunopharma, Inc.                                              | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62862 | NS      | $205558.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                                  | Nicolet Bankshares, Inc.                                              | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5804 | NS      | $423053.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                             | Sanmina Corp.                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     24968 | NS      | $1521300.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences, Inc.                                  | Cogent Biosciences, Inc.                                              | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28591 | NS      | $430580.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14188 | NS      | $1209810.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce, Inc.                                        | EverCommerce, Inc.                                                    | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12602 | NS      | $130178.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                              | Deluxe Corp.                                                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     18756 | NS      | $374932.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat, Inc.                                         | Beyond Meat, Inc.                                                     | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     26323 | NS      | $432486.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp.                                  | Enerpac Tool Group Corp.                                              | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     24720 | NS      | $656068.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                                       | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     16375 | NS      | $380063.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                                  | Schneider National, Inc., Class B                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     16100 | NS      | $426650.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                            | BioCryst Pharmaceuticals, Inc.                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     81036 | NS      | $854929.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     28339 | NS      | $1336467.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings, Inc.                                    | Kinetik Holdings, Inc.                                                | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8991 | NS      | $281328.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Revance Therapeutics, Inc.                                | Revance Therapeutics, Inc.                                            | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     35764 | NS      | $1240295.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings, Inc.                                      | Cadre Holdings, Inc.                                                  | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6651 | NS      | $152241.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                                       | Eagle Bancorp, Inc.                                                   | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     13878 | NS      | $659066.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                                         | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     41295 | NS      | $1335480.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.                              | United States Cellular Corp.                                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      6130 | NS      | $149939.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group, Inc.                                        | Latham Group, Inc.                                                    | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18334 | NS      | $80669.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                                     | Cannae Holdings, Inc.                                                 | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     31545 | NS      | $770959.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                            | Big Lots, Inc.                                                        | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12586 | NS      | $205906.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| US Physical Therapy, Inc.                                 | US Physical Therapy, Inc.                                             | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      5655 | NS      | $560693.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                                      | WSFS Financial Corp.                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     26770 | NS      | $1293258.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.                            | International Bancshares Corp.                                        | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     22953 | NS      | $1075807.11   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                                      | Cohen & Steers, Inc.                                                  | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     10794 | NS      | $793035.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                               | Sally Beauty Holdings, Inc.                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     46518 | NS      | $724750.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora, Inc.                                               | Zuora, Inc., Class A                                                  | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     53817 | NS      | $426230.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti, Inc.                                             | Agiliti, Inc.                                                         | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14487 | NS      | $267285.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa, Inc.                                              | Vacasa, Inc., Class A                                                 | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36688 | NS      | $64204.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara, Inc.                                             | Samsara, Inc., Class A                                                | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43316 | NS      | $590830.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                 | TPG, Inc.                                                             | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     22215 | NS      | $715545.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     10169 | NS      | $566616.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                                            | Appfolio, Inc., Class A                                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      8166 | NS      | $917286.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals, Inc.                            | Zentalis Pharmaceuticals, Inc.                                        | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19096 | NS      | $450665.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     26910 | NS      | $761553.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     99219 | NS      | $1573613.34   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amprius Technologies, Inc.                                | Amprius Technologies, Inc.                                            | CUSIP: 03214Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5484 | NS      | $35646.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                              | Matthews International Corp., Class A                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     13300 | NS      | $492632.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp.                                     | Sitio Royalties Corp.                                                 | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $26.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                                        | A10 Networks, Inc.                                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     27783 | NS      | $430080.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                                     | MGP Ingredients, Inc.                                                 | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      6689 | NS      | $652445.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp.                                             | Bowlero Corp.                                                         | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14820 | NS      | $203775.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.                        | Air Transport Services Group, Inc.                                    | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     24660 | NS      | $698124.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments, Inc.                                        | Evo Payments, Inc., Class A                                           | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     20993 | NS      | $711032.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      9362 | NS      | $664421.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14860 | NS      | $963373.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     14433 | NS      | $437464.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     12670 | NS      | $475125.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     36327 | NS      | $843876.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.                         | Installed Building Products, Inc.                                     | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     10198 | NS      | $1122697.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                                 | Avidity Biosciences, Inc.                                             | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28898 | NS      | $684882.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                                   | Sturm Ruger & Co., Inc.                                               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      7684 | NS      | $437219.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem, Inc.                                                | Stem, Inc.                                                            | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |     63132 | NS      | $622481.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     14255 | NS      | $440764.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                                    | Myers Industries, Inc.                                                | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     15870 | NS      | $382149.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                               | Itron, Inc.                                                           | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     19642 | NS      | $1128825.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                              | CONMED Corp.                                                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     13247 | NS      | $1268532.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                                     | PGT Innovations, Inc.                                                 | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     26075 | NS      | $565827.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                                   | BioLife Solutions, Inc.                                               | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     14870 | NS      | $348552.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                             | Community Trust Bancorp, Inc.                                         | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6619 | NS      | $285146.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                            | Ameresco, Inc., Class A                                               | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     14744 | NS      | $950545.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo, Inc.                                                | Gevo, Inc.                                                            | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |    103122 | NS      | $218618.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     11923 | NS      | $712995.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant, Inc.                                          | Immunovant, Inc.                                                      | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24150 | NS      | $429145.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                       | World Wrestling Entertainment, Inc., Class A                          | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     18825 | NS      | $1592971.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| MYR Group, Inc.                                           | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      7222 | NS      | $715411.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                           | Amphastar Pharmaceuticals, Inc.                                       | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     16389 | NS      | $495931.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                              | Compass Diversified Holdings                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     26997 | NS      | $602573.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.                      | Easterly Government Properties, Inc.                                  | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     39459 | NS      | $640814.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                                          | SolarWinds Corp.                                                      | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20386 | NS      | $207121.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen, Inc.                                          | Sweetgreen, Inc., Class A                                             | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32572 | NS      | $337771.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      3882 | NS      | $689210.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                          | NexPoint Residential Trust, Inc.                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      9884 | NS      | $499142.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs, Inc.                                                | Figs, Inc., Class A                                                   | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55330 | NS      | $495203.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.                       | Tanger Factory Outlet Centers, Inc.                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     45355 | NS      | $866734.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                                         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      9616 | NS      | $2115520.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic, Inc.                                           | SomaLogic, Inc.                                                       | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |     65391 | NS      | $227560.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp.                                              | Appian Corp., Class A                                                 | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     17839 | NS      | $737910.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                                      | LTC Properties, Inc.                                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     17610 | NS      | $671821.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra, Inc.                                            | Proterra, Inc.                                                        | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84300 | NS      | $429930.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Primoris Services Corp.                                   | Primoris Services Corp.                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     23085 | NS      | $614061.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                                           | Trupanion, Inc.                                                       | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     15282 | NS      | $901943.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Schrodinger, Inc.                                         | Schrodinger, Inc.                                                     | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23199 | NS      | $560951.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                               | Construction Partners, Inc., Class A                                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     17913 | NS      | $506758.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                         | CBL & Associates Properties, Inc.                                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |     10656 | NS      | $283982.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                               | GrafTech International Ltd.                                           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     83650 | NS      | $547071.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                                       | Vista Outdoor, Inc.                                                   | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     24594 | NS      | $721833.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                                | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     22065 | NS      | $342669.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies, Inc.                                 | Helios Technologies, Inc.                                             | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     14146 | NS      | $933636.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | Triumph Financial, Inc.                                               | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      9836 | NS      | $548160.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54142 | NS      | $857067.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine, Inc.                                      | Prime Medicine, Inc.                                                  | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4007 | NS      | $70443.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                                            | Duolingo, Inc.                                                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10775 | NS      | $1028904.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio, Inc.                                  | Third Harmonic Bio, Inc.                                              | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4935 | NS      | $21565.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                                | California Resources Corp.                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     31942 | NS      | $1364881.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                       | Ready Capital Corp.                                                   | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     42755 | NS      | $565648.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Expensify, Inc.                                           | Expensify, Inc., Class A                                              | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19374 | NS      | $201683.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                      | Corsair Gaming, Inc.                                                  | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     16696 | NS      | $262628.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                   | Brandywine Realty Trust                                               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     74575 | NS      | $489212.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust, Inc.                               | Claros Mortgage Trust, Inc.                                           | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |     52936 | NS      | $886148.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SES AI Corp.                                              | SES AI Corp.                                                          | CUSIP: 78397Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62185 | NS      | $205210.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33381 | NS      | $715354.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                            | Supernus Pharmaceuticals, Inc.                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     23497 | NS      | $963611.97    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen, Inc.                                           | ImmunoGen, Inc.                                                       | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     86363 | NS      | $397269.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                              | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     74556 | NS      | $1113121.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp, Inc.                             | German American Bancorp, Inc.                                         | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12044 | NS      | $463934.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                             | South Jersey Industries, Inc.                                         | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     27941 | NS      | $1008390.69   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                       | AeroVironment, Inc.                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     10857 | NS      | $965947.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp.                                  | HireRight Holdings Corp.                                              | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8290 | NS      | $94837.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                           | B&G Foods, Inc.                                                       | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     31157 | NS      | $436821.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products, Inc.                                     | Dorman Products, Inc.                                                 | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12293 | NS      | $1193158.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                    | Kearny Financial Corp.                                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29366 | NS      | $275453.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                              | Impinj, Inc.                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      9231 | NS      | $1197999.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                     | Marten Transport Ltd.                                                 | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25031 | NS      | $552934.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai, Inc.                                               | C3.ai, Inc., Class A                                                  | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     36511 | NS      | $724743.35    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersana Therapeutics, Inc.                                | Mersana Therapeutics, Inc.                                            | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     39035 | NS      | $256850.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                  | Boot Barn Holdings, Inc.                                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     12952 | NS      | $1081362.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     19765 | NS      | $1762840.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings, Inc.                                       | Paya Holdings, Inc.                                                   | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37929 | NS      | $368669.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                            | Sinclair Broadcast Group, Inc., Class A                               | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     19023 | NS      | $392444.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings, Inc.                                     | Sonder Holdings, Inc.                                                 | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61615 | NS      | $82564.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      7261 | NS      | $389988.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                             | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     23170 | NS      | $1601047.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.                             | Aurinia Pharmaceuticals, Inc.                                         | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     61771 | NS      | $559027.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health, Inc.                                         | Cano Health, Inc.                                                     | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79737 | NS      | $110037.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                                  | Digi International, Inc.                                              | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     15337 | NS      | $521304.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17529 | NS      | $904496.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.                           | Papa John's International, Inc.                                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     13975 | NS      | $1253417.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                             | Monarch Casino & Resort, Inc.                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5769 | NS      | $442020.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                                  | Tompkins Financial Corp.                                              | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      5473 | NS      | $412281.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp, Inc.                                              | Intapp, Inc.                                                          | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6573 | NS      | $190485.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                                      | Calavo Growers, Inc.                                                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7711 | NS      | $247137.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies, Inc.                                  | Maxar Technologies, Inc.                                              | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     32296 | NS      | $1668734.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     15401 | NS      | $288152.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     13065 | NS      | $880842.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                             | Cerence, Inc.                                                         | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     17124 | NS      | $419880.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                    | Perimeter Solutions SA                                                | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | LU        |     64255 | NS      | $597571.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                                 | PMV Pharmaceuticals, Inc.                                             | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14090 | NS      | $115538.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                              | Huron Consulting Group, Inc.                                          | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      8664 | NS      | $589498.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio, Inc.                                         | ImmunityBio, Inc.                                                     | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     45242 | NS      | $171919.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     21520 | NS      | $1692548.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                     | Digital Turbine, Inc.                                                 | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     39165 | NS      | $679904.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                                          | Omega Flex, Inc.                                                      | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $139678.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Travere Therapeutics, Inc.                                | Travere Therapeutics, Inc.                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23986 | NS      | $537286.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     28757 | NS      | $1348990.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     30299 | NS      | $810801.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings, Inc.                                | Instructure Holdings, Inc.                                            | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7432 | NS      | $200886.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     41644 | NS      | $951981.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                                    | Bridgebio Pharma, Inc.                                                | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     46788 | NS      | $434192.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker, Inc.                                              | Fisker, Inc.                                                          | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |     68685 | NS      | $511703.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Legalzoom.com, Inc.                                       | Legalzoom.com, Inc.                                                   | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     41037 | NS      | $347993.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                        | BGC Partners, Inc., Class A                                           | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    141235 | NS      | $614372.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                          | Advanced Energy Industries, Inc.                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     16243 | NS      | $1506375.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                    | ProPetro Holding Corp.                                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41832 | NS      | $416228.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     21750 | NS      | $484807.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                  | Service Properties Trust                                              | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     71922 | NS      | $640825.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D, Inc.                                              | Velo3D, Inc.                                                          | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26740 | NS      | $64176.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ, Inc.                                                | IonQ, Inc.                                                            | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65811 | NS      | $292200.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp.                                               | Kaman Corp.                                                           | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     12185 | NS      | $307305.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products, Inc.                            | Resolute Forest Products, Inc.                                        | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19728 | NS      | $428294.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                                         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     50915 | NS      | $910360.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                                      | Hostess Brands, Inc.                                                  | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58206 | NS      | $1346304.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45668 | NS      | $500064.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor, Inc.                                 | indie Semiconductor, Inc., Class A                                    | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     28628 | NS      | $228165.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                                         | Rocket Cos., Inc., Class A                                            | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52940 | NS      | $498165.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global, Inc.                                     | Payoneer Global, Inc.                                                 | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86769 | NS      | $517143.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                            | Washington Trust Bancorp, Inc.                                        | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      7466 | NS      | $319320.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                            | Preferred Bank                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      5742 | NS      | $408428.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                   | Progress Software Corp.                                               | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     18685 | NS      | $991052.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats, Inc.                                         | Vivid Seats, Inc., Class A                                            | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10249 | NS      | $87218.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices, Inc.                                    | Avid Bioservices, Inc.                                                | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     27027 | NS      | $427837.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill, Inc.                                         | Benson Hill, Inc.                                                     | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55633 | NS      | $149096.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                                         | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28873 | NS      | $302877.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     20672 | NS      | $585224.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                            | Adaptive Biotechnologies Corp.                                        | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     47863 | NS      | $443690.01    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals, Inc.                              | Rocket Pharmaceuticals, Inc.                                          | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     25270 | NS      | $549117.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                               | Franklin Electric Co., Inc.                                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     16911 | NS      | $1527063.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                                        | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     93365 | NS      | $1282835.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx, Inc.                                             | Arcellx, Inc.                                                         | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11813 | NS      | $394672.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                                          | City Holding Co.                                                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6462 | NS      | $612532.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     22531 | NS      | $965678.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                                     | Paramount Group, Inc.                                                 | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     71663 | NS      | $462226.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                        | MDC Holdings, Inc.                                                    | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     24779 | NS      | $935655.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion, Inc.                                            | Enfusion, Inc., Class A                                               | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $67716.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                                       | PC Connection, Inc.                                                   | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4914 | NS      | $240933.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                                  | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      7788 | NS      | $115885.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                                         | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34185 | NS      | $1056658.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67437 | NS      | $1298162.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     16424 | NS      | $1085954.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide, Inc.                                    | Kronos Worldwide, Inc.                                                | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      9534 | NS      | $111071.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power, Inc.                                         | Altus Power, Inc.                                                     | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     15478 | NS      | $124133.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                                   | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     14253 | NS      | $824250.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     15288 | NS      | $427911.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                             | Xometry, Inc., Class A                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     12828 | NS      | $449236.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc.                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     21780 | NS      | $585664.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Butterfly Network, Inc.                                   | Butterfly Network, Inc.                                               | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62831 | NS      | $172785.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd.                                 | Triton International Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     25566 | NS      | $1805982.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp.                                              | Redfin Corp.                                                          | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     47273 | NS      | $353602.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                           | CoreCivic, Inc.                                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     49987 | NS      | $531861.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                            | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19404 | NS      | $655855.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                                        | Badger Meter, Inc.                                                    | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     12724 | NS      | $1474711.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp.                                | Zeta Global Holdings Corp., Class A                                   | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54513 | NS      | $494978.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18097 | NS      | $1160922.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54909 | NS      | $652318.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial, Inc.                                  | B. Riley Financial, Inc.                                              | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6959 | NS      | $297358.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cimpress plc                                              | Cimpress plc                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      8555 | NS      | $279662.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.                           | Empire State Realty Trust, Inc., Class A                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     57184 | NS      | $476914.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings, Inc.                                       | PROS Holdings, Inc.                                                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     17729 | NS      | $446770.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global, Inc.                                      | Remitly Global, Inc.                                                  | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42288 | NS      | $509993.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                           | Dril-Quip, Inc.                                                       | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     14747 | NS      | $452880.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     14102 | NS      | $979383.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                              | H&E Equipment Services, Inc.                                          | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     14683 | NS      | $747217.87    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial, Inc.                                  | Columbia Financial, Inc.                                              | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     14293 | NS      | $283716.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                          | FormFactor, Inc.                                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     33477 | NS      | $942042.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                             | Select Medical Holdings Corp.                                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45262 | NS      | $1315766.34   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                             | Knowles Corp.                                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     39532 | NS      | $760200.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp.                       | Federal Agricultural Mortgage Corp., Class C                          | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |      4032 | NS      | $536135.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp.                                             | Invitae Corp.                                                         | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     99245 | NS      | $234218.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     16176 | NS      | $862504.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                                       | Inter Parfums, Inc.                                                   | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7761 | NS      | $917505.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                | JPMorgan U.S. Government Money Market Fund, Class IM                  | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |   4014248 | NS      | $4014248.14   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies, Inc.                                | iRhythm Technologies, Inc.                                            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     13091 | NS      | $1286845.30   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                | Albany International Corp., Class A                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     13521 | NS      | $1516380.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34657 | NS      | $2024661.94   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp.                                              | TriMas Corp.                                                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     18237 | NS      | $561517.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     10978 | NS      | $361505.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     12190 | NS      | $225636.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                                    | NetScout Systems, Inc.                                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     29840 | NS      | $957864.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding, Inc.                                     | Morphic Holding, Inc.                                                 | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |     12899 | NS      | $422184.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                             | Glaukos Corp.                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     20731 | NS      | $1016855.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                               | American Assets Trust, Inc.                                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22627 | NS      | $643964.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                      | Evolent Health, Inc., Class A                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     40024 | NS      | $1289573.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                                | Golden Entertainment, Inc.                                            | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      9538 | NS      | $376751.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                     | Stellar Bancorp, Inc.                                                 | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     19324 | NS      | $543197.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                  | Lakeland Financial Corp.                                              | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11022 | NS      | $779365.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                      | Cogent Communications Holdings, Inc.                                  | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18572 | NS      | $1273482.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7968 | NS      | $1286274.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                                  | Genworth Financial, Inc., Class A                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    215770 | NS      | $1191050.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                                | Northern Oil and Gas, Inc.                                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     29455 | NS      | $987331.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences, Inc.                                     | IGM Biosciences, Inc.                                                 | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      3797 | NS      | $86305.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.                          | Kulicke & Soffa Industries, Inc.                                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     25237 | NS      | $1289610.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                  | Alarm.com Holdings, Inc.                                              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     21699 | NS      | $1163066.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                              | Arcosa, Inc.                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     21018 | NS      | $1245736.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                                     | Krystal Biotech, Inc.                                                 | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      9403 | NS      | $781577.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                                | Stepan Co.                                                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      9175 | NS      | $1007782.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantax, Inc.                                             | Avantax, Inc.                                                         | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     20820 | NS      | $606694.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                                | Rackspace Technology, Inc.                                            | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24774 | NS      | $74322.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmonic, Inc.                                            | Harmonic, Inc.                                                        | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     45826 | NS      | $603528.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                           | Oceaneering International, Inc.                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     43582 | NS      | $930475.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     28893 | NS      | $773176.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     18487 | NS      | $673481.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                                | Granite Construction, Inc.                                            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     19006 | NS      | $809275.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                                   | Earthstone Energy, Inc., Class A                                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     16495 | NS      | $229280.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva, Inc.                                            | Innoviva, Inc.                                                        | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     27296 | NS      | $345294.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                             | NETGEAR, Inc.                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     12568 | NS      | $250982.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                           | Dime Community Bancshares, Inc.                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14082 | NS      | $419925.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                    | Summit Materials, Inc., Class A                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     51467 | NS      | $1691205.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global, Inc.                                    | Momentive Global, Inc.                                                | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     55574 | NS      | $428475.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                                         | S&T Bancorp, Inc.                                                     | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16952 | NS      | $616713.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                   | Alphatec Holdings, Inc.                                               | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     30592 | NS      | $398307.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp.                                  | Silvergate Capital Corp., Class A                                     | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     13756 | NS      | $195885.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     11839 | NS      | $267561.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                                    | Mr. Cooper Group, Inc.                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     30679 | NS      | $1410927.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                         | Forward Air Corp.                                                     | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11557 | NS      | $1246422.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE                                    | CONTRA LIGAND PHARMACE                                                | CUSIP: 532CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Myovant Sciences Ltd.                                     | Myovant Sciences Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     18935 | NS      | $508972.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                          | WisdomTree, Inc.                                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     48409 | NS      | $278835.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                                         | Shake Shack, Inc., Class A                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     16215 | NS      | $922309.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                                 | Methode Electronics, Inc.                                             | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     15903 | NS      | $759209.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze, Inc.                                               | Braze, Inc., Class A                                                  | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |     14119 | NS      | $451808.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                             | Summit Hotel Properties, Inc.                                         | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     46467 | NS      | $395898.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                                   | Veris Residential, Inc.                                               | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34449 | NS      | $595967.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                             | Sylvamo Corp.                                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     14378 | NS      | $683386.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                           | Marathon Digital Holdings, Inc.                                       | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     48234 | NS      | $347767.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Blink Charging Co.                                        | Blink Charging Co.                                                    | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17688 | NS      | $240733.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Co.                                      | Century Aluminum Co.                                                  | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     22235 | NS      | $249921.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                                 | CTS Corp.                                                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     13862 | NS      | $616997.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology, Inc.                                  | Sana Biotechnology, Inc.                                              | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38141 | NS      | $173922.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                              | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10671 | NS      | $223023.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                                | Carpenter Technology Corp.                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     21056 | NS      | $1016794.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zogenix, Inc.                                             | Zogenix, Inc., CVR                                                    | CUSIP: 989CVR014<br>LEI: 54930089H3HF4C32SK78 | Long             |  | CORP              | US        |     14091 | NS      | $9581.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                | TPG RE Finance Trust, Inc.                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26587 | NS      | $231572.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | Pathward Financial, Inc.                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     12508 | NS      | $620646.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                   | Heartland Express, Inc.                                               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     20242 | NS      | $340470.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                               | Opendoor Technologies, Inc.                                           | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    220555 | NS      | $483015.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                           | Hudson Pacific Properties, Inc.                                       | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55751 | NS      | $635003.89    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                   | Veeco Instruments, Inc.                                               | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     22349 | NS      | $443851.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     13672 | NS      | $624126.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co.                                              | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4226 | NS      | $177238.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                   | First Financial Bancorp                                               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     41223 | NS      | $1044178.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                                     | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      6819 | NS      | $645827.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     48011 | NS      | $674074.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                               | Vicor Corp.                                                           | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      9695 | NS      | $673123.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group, Inc.                              | Independent Bank Group, Inc.                                          | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15395 | NS      | $943713.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                         | Q2 Holdings, Inc.                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     25005 | NS      | $818163.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     11567 | NS      | $449724.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                                         | Alamo Group, Inc.                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      4475 | NS      | $700203.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightspire Capital, Inc.                                 | Brightspire Capital, Inc.                                             | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     41486 | NS      | $316123.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                             | Caleres, Inc.                                                         | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     15857 | NS      | $412599.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6303 | NS      | $1014341.79   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio, Inc.                                        | Gossamer Bio, Inc.                                                    | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     33677 | NS      | $88907.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pitney Bowes, Inc.                                        | Pitney Bowes, Inc.                                                    | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     70343 | NS      | $303178.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AMERISAFE, Inc.                                           | AMERISAFE, Inc.                                                       | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      8324 | NS      | $458485.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                      | Kontoor Brands, Inc.                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     21456 | NS      | $1024738.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                              | Simmons First National Corp., Class A                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     55190 | NS      | $1231288.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     94248 | NS      | $1583366.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     18576 | NS      | $314305.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                              | Chefs' Warehouse, Inc. (The)                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     14806 | NS      | $566033.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                                          | Hecla Mining Co.                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    244414 | NS      | $1508034.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport, Inc.                                          | Matterport, Inc.                                                      | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96212 | NS      | $338666.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                             | Weatherford International plc                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     27932 | NS      | $1588772.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group, Inc.                                         | Rover Group, Inc.                                                     | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42335 | NS      | $173150.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                             | Biohaven Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     27855 | NS      | $531751.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                                  | NextGen Healthcare, Inc.                                              | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23805 | NS      | $452771.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                                   | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      8211 | NS      | $417447.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                                    | Astec Industries, Inc.                                                | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      9873 | NS      | $435794.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                                     | Quaker Chemical Corp.                                                 | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      5919 | NS      | $1165273.53   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                                      | Everi Holdings, Inc.                                                  | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     38896 | NS      | $675623.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics, Inc.                                 | AbCellera Biologics, Inc.                                             | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     90790 | NS      | $956018.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     44428 | NS      | $698408.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                              | Kforce, Inc.                                                          | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      8485 | NS      | $476263.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                                 | 8x8, Inc.                                                             | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     48549 | NS      | $228665.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.                         | Napco Security Technologies, Inc.                                     | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     12623 | NS      | $365688.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp.                               | Navitas Semiconductor Corp.                                           | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33381 | NS      | $165569.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OneSpaWorld Holdings Ltd.                                 | OneSpaWorld Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | BS        |     25777 | NS      | $270916.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp.                                      | Gladstone Land Corp.                                                  | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     14028 | NS      | $274107.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                            | Archrock, Inc.                                                        | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     58167 | NS      | $576434.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32477 | NS      | $1256535.13   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                           | BancFirst Corp.                                                       | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7568 | NS      | $651831.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare, Inc.                                           | Sharecare, Inc.                                                       | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138301 | NS      | $351284.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)                            | Cheesecake Factory, Inc. (The)                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     20793 | NS      | $816125.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| MeridianLink, Inc.                                        | MeridianLink, Inc.                                                    | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8789 | NS      | $139569.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                                 | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     10804 | NS      | $458953.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20332 | NS      | $367602.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium, Inc.                                    | Piedmont Lithium, Inc.                                                | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      7120 | NS      | $488716.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo, Inc.                                               | Vimeo, Inc.                                                           | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     68266 | NS      | $309927.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                                | Chinook Therapeutics, Inc.                                            | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     19452 | NS      | $491552.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     10874 | NS      | $495963.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings, Inc.                                | BigCommerce Holdings, Inc., Series 1                                  | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     26596 | NS      | $326066.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp.                                   | Snap One Holdings Corp.                                               | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      7586 | NS      | $72749.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                             | Vericel Corp.                                                         | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     20529 | NS      | $563931.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International, Inc.                             | MoneyGram International, Inc.                                         | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     41885 | NS      | $451101.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc.                                                  | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67310 | NS      | $1065517.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp, Inc.                                 | Stock Yards Bancorp, Inc.                                             | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |     12719 | NS      | $762631.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hagerty, Inc.                                             | Hagerty, Inc., Class A                                                | CUSIP: 405166109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13738 | NS      | $132022.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc., Class A                                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8837 | NS      | $535433.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.                        | Harmony Biosciences Holdings, Inc.                                    | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12888 | NS      | $620814.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                            | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11811 | NS      | $368503.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering, Inc.                                  | Altair Engineering, Inc., Class A                                     | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     22772 | NS      | $1209193.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                            | Quanex Building Products Corp.                                        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     14401 | NS      | $372841.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                                           | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     19301 | NS      | $254580.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions, Inc.                                 | Advantage Solutions, Inc.                                             | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40300 | NS      | $104377.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     46727 | NS      | $1891041.69   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                | Aclaris Therapeutics, Inc.                                            | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     22316 | NS      | $377140.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                                   | FARO Technologies, Inc.                                               | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      8165 | NS      | $224374.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.                        | Provident Financial Services, Inc.                                    | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     32727 | NS      | $767775.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                            | Phreesia, Inc.                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     22841 | NS      | $856309.09    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co.               | American Equity Investment Life Holding Co.                           | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     30171 | NS      | $1437648.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                    | EnPro Industries, Inc.                                                | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      9043 | NS      | $1094836.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                           | PRA Group, Inc.                                                       | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     16940 | NS      | $681665.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision, Inc.                                         | MicroVision, Inc.                                                     | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |     72180 | NS      | $181171.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio, Inc.                                          | IVERIC bio, Inc.                                                      | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     55371 | NS      | $1279070.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian, Inc.                                           | Tellurian, Inc.                                                       | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |    220978 | NS      | $439746.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TransMedics Group, Inc.                                   | TransMedics Group, Inc.                                               | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13880 | NS      | $874717.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                              | Camping World Holdings, Inc., Class A                                 | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |     17395 | NS      | $442006.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                | Gibraltar Industries, Inc.                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13466 | NS      | $721373.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     31415 | NS      | $1294298.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group, Inc.                                        | Barnes Group, Inc.                                                    | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     21976 | NS      | $972657.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                                        | Buckle, Inc. (The)                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     12845 | NS      | $565180.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                                      | Outset Medical, Inc.                                                  | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20998 | NS      | $590463.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N-Able, Inc.                                              | N-Able, Inc.                                                          | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29065 | NS      | $298497.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal, Inc.                                       | Desktop Metal, Inc., Class A                                          | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |    102163 | NS      | $171633.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ProFrac Holding Corp.                                     | ProFrac Holding Corp., Class A                                        | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11883 | NS      | $267367.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly, Inc.                                              | Fastly, Inc., Class A                                                 | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     48651 | NS      | $503537.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund             | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |  13004899 | NS      | $13004899.33  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      7484 | NS      | $657693.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric, Inc.                                    | Ivanhoe Electric, Inc.                                                | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6464 | NS      | $85648.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology, Inc.                                   | Alkami Technology, Inc.                                               | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15910 | NS      | $260446.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43871 | NS      | $969110.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                 | V2X, Inc.                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4773 | NS      | $210775.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                             | Pediatrix Medical Group, Inc.                                         | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35618 | NS      | $546736.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                                  | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13332 | NS      | $298236.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic, Inc.                                        | ContextLogic, Inc., Class A                                           | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |    244258 | NS      | $168025.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                                  | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      7859 | NS      | $1163289.18   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                    | Dycom Industries, Inc.                                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     12803 | NS      | $1221022.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     13532 | NS      | $497706.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     13282 | NS      | $403374.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                | Dynavax Technologies Corp.                                            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     51572 | NS      | $586889.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Kratos Defense & Security Solutions, Inc.                 | Kratos Defense & Security Solutions, Inc.                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     54751 | NS      | $626898.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.                      | Compass Minerals International, Inc.                                  | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     14793 | NS      | $690241.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                            | Veracyte, Inc.                                                        | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     31192 | NS      | $783854.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      6144 | NS      | $873062.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell, Inc.                                            | Stagwell, Inc.                                                        | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     44346 | NS      | $311308.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                            | LCI Industries                                                        | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     11056 | NS      | $1240704.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts, Inc.                             | Treace Medical Concepts, Inc.                                         | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13746 | NS      | $317395.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ProAssurance Corp.                                        | ProAssurance Corp.                                                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     23457 | NS      | $454831.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                                      | CareTrust REIT, Inc.                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     42183 | NS      | $874031.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                             | Embecta Corp.                                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     25139 | NS      | $663418.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc.             | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38563 | NS      | $1423360.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     35108 | NS      | $1718536.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                                 | BrightView Holdings, Inc.                                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     16571 | NS      | $131739.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | Owens & Minor, Inc.                                                   | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     33144 | NS      | $654262.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp.                                              | iRobot Corp.                                                          | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     11839 | NS      | $532755.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                                     | Virtu Financial, Inc., Class A                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     40344 | NS      | $779042.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                         | Hillenbrand, Inc.                                                     | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     30187 | NS      | $1414562.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                                  | Verve Therapeutics, Inc.                                              | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18206 | NS      | $414186.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     32846 | NS      | $784362.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx, Inc.                                                | EQRx, Inc.                                                            | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99794 | NS      | $244495.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer