# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-26-007415
**Filing Date:** 2026-3
**Character Count:** 255808
**Document Hash:** 6ff609671c3bc671e669f6a987ef576c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-007415.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0002071691-26-007415

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 26805553

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

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

## Series and Classes Contracts Data

### JPMorgan Diversified Return International Equity ETF (Series ID: S000045406)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000141385 | JPMorgan Diversified Return International Equity ETF | JPIN            |

## Nport-Ex

**JPMorgan Diversified Return International Equity ETF**

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

**(Unaudited)** 

---

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

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF January 31, 2026 (Unaudited)

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — 99.7%** | **Common Stocks — 99.7%** | **Common Stocks — 99.7%** |
| **Australia — 9.2%** | **Australia — 9.2%** | **Australia — 9.2%** |
| &nbsp;&nbsp;&nbsp; AGL Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 33725 | &nbsp;&nbsp;&nbsp;&nbsp; 212184 |
| &nbsp;&nbsp;&nbsp; Ansell Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 37132 | &nbsp;&nbsp;&nbsp;&nbsp; 841863 |
| &nbsp;&nbsp;&nbsp; APA Group | &nbsp;&nbsp;&nbsp;&nbsp; 107781 | &nbsp;&nbsp;&nbsp;&nbsp; 663553 |
| &nbsp;&nbsp;&nbsp; BHP Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 33043 | &nbsp;&nbsp;&nbsp;&nbsp; 1138079 |
| &nbsp;&nbsp;&nbsp; BlueScope Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 19730 | &nbsp;&nbsp;&nbsp;&nbsp; 411786 |
| &nbsp;&nbsp;&nbsp; Brambles Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 12209 | &nbsp;&nbsp;&nbsp;&nbsp; 189517 |
| &nbsp;&nbsp;&nbsp; CAR Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 32722 | &nbsp;&nbsp;&nbsp;&nbsp; 626132 |
| &nbsp;&nbsp;&nbsp; Charter Hall Group, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 25405 | &nbsp;&nbsp;&nbsp;&nbsp; 404580 |
| &nbsp;&nbsp;&nbsp; Cochlear Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5138 | &nbsp;&nbsp;&nbsp;&nbsp; 957689 |
| &nbsp;&nbsp;&nbsp; Coles Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 92255 | &nbsp;&nbsp;&nbsp;&nbsp; 1363053 |
| &nbsp;&nbsp;&nbsp; CSL Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5570 | &nbsp;&nbsp;&nbsp;&nbsp; 701875 |
| &nbsp;&nbsp;&nbsp; Dexus, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 162867 | &nbsp;&nbsp;&nbsp;&nbsp; 759818 |
| &nbsp;&nbsp;&nbsp; Dyno Nobel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 187523 | &nbsp;&nbsp;&nbsp;&nbsp; 456710 |
| &nbsp;&nbsp;&nbsp; EBOS Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 10111 | &nbsp;&nbsp;&nbsp;&nbsp; 156518 |
| &nbsp;&nbsp;&nbsp; Endeavour Group Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 254912 | &nbsp;&nbsp;&nbsp;&nbsp; 654855 |
| &nbsp;&nbsp;&nbsp; Evolution Mining Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 69934 | &nbsp;&nbsp;&nbsp;&nbsp; 671592 |
| &nbsp;&nbsp;&nbsp; Fortescue Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 79604 | &nbsp;&nbsp;&nbsp;&nbsp; 1152735 |
| &nbsp;&nbsp;&nbsp; GPT Group (The), REIT | &nbsp;&nbsp;&nbsp;&nbsp; 299819 | &nbsp;&nbsp;&nbsp;&nbsp; 1101539 |
| &nbsp;&nbsp;&nbsp; Harvey Norman Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 151187 | &nbsp;&nbsp;&nbsp;&nbsp; 679392 |
| &nbsp;&nbsp;&nbsp; JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 17650 | &nbsp;&nbsp;&nbsp;&nbsp; 994410 |
| &nbsp;&nbsp;&nbsp; Lottery Corp. Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 163768 | &nbsp;&nbsp;&nbsp;&nbsp; 583411 |
| &nbsp;&nbsp;&nbsp; Metcash Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 249267 | &nbsp;&nbsp;&nbsp;&nbsp; 574665 |
| &nbsp;&nbsp;&nbsp; New Hope Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 184079 | &nbsp;&nbsp;&nbsp;&nbsp; 577215 |
| &nbsp;&nbsp;&nbsp; Northern Star Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 76716 | &nbsp;&nbsp;&nbsp;&nbsp; 1410293 |
| &nbsp;&nbsp;&nbsp; Orica Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 12804 | &nbsp;&nbsp;&nbsp;&nbsp; 228093 |
| &nbsp;&nbsp;&nbsp; Origin Energy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 157989 | &nbsp;&nbsp;&nbsp;&nbsp; 1295717 |
| &nbsp;&nbsp;&nbsp; Pro Medicus Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5784 | &nbsp;&nbsp;&nbsp;&nbsp; 739446 |
| &nbsp;&nbsp;&nbsp; Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 61584 | &nbsp;&nbsp;&nbsp;&nbsp; 430573 |
| &nbsp;&nbsp;&nbsp; Ramsay Health Care Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 8545 | &nbsp;&nbsp;&nbsp;&nbsp; 215554 |
| &nbsp;&nbsp;&nbsp; REA Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 793 | &nbsp;&nbsp;&nbsp;&nbsp; 104267 |
| &nbsp;&nbsp;&nbsp; Rio Tinto Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 11459 | &nbsp;&nbsp;&nbsp;&nbsp; 1193854 |
| &nbsp;&nbsp;&nbsp; Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp; 18737 | &nbsp;&nbsp;&nbsp;&nbsp; 1709458 |
| &nbsp;&nbsp;&nbsp; Santos Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 248692 | &nbsp;&nbsp;&nbsp;&nbsp; 1212808 |
| &nbsp;&nbsp;&nbsp; SGH Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 10035 | &nbsp;&nbsp;&nbsp;&nbsp; 321602 |
| &nbsp;&nbsp;&nbsp; Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 57236 | &nbsp;&nbsp;&nbsp;&nbsp; 915308 |
| &nbsp;&nbsp;&nbsp; South32 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 55890 | &nbsp;&nbsp;&nbsp;&nbsp; 177052 |
| &nbsp;&nbsp;&nbsp; Stockland, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 328367 | &nbsp;&nbsp;&nbsp;&nbsp; 1228620 |
| &nbsp;&nbsp;&nbsp; Telstra Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 342725 | &nbsp;&nbsp;&nbsp;&nbsp; 1164338 |
| &nbsp;&nbsp;&nbsp; Vicinity Ltd., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 672366 | &nbsp;&nbsp;&nbsp;&nbsp; 1147089 |
| &nbsp;&nbsp;&nbsp; Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 21405 | &nbsp;&nbsp;&nbsp;&nbsp; 1234781 |
| &nbsp;&nbsp;&nbsp; Whitehaven Coal Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 221301 | &nbsp;&nbsp;&nbsp;&nbsp; 1352071 |
| &nbsp;&nbsp;&nbsp; Woodside Energy Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 27552 | &nbsp;&nbsp;&nbsp;&nbsp; 486472 |
| &nbsp;&nbsp;&nbsp; Yancoal Australia Ltd. (a) | &nbsp;&nbsp;&nbsp;&nbsp; 182636 | &nbsp;&nbsp;&nbsp;&nbsp; 731066 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 33171633 |
| **Austria — 0.4%** | **Austria — 0.4%** | **Austria — 0.4%** |
| &nbsp;&nbsp;&nbsp; OMV AG | &nbsp;&nbsp;&nbsp;&nbsp; 24197 | &nbsp;&nbsp;&nbsp;&nbsp; 1437489 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Belgium — 0.5%** | **Belgium — 0.5%** | **Belgium — 0.5%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev SA | &nbsp;&nbsp;&nbsp;&nbsp; 14909 | &nbsp;&nbsp;&nbsp;&nbsp; 1073195 |
| &nbsp;&nbsp;&nbsp; D'ieteren Group | &nbsp;&nbsp;&nbsp;&nbsp; 2485 | &nbsp;&nbsp;&nbsp;&nbsp; 566030 |
| &nbsp;&nbsp;&nbsp; Syensqo SA | &nbsp;&nbsp;&nbsp;&nbsp; 437 | &nbsp;&nbsp;&nbsp;&nbsp; 36780 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1676005 |
| **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** |
| &nbsp;&nbsp;&nbsp; Yara International ASA | &nbsp;&nbsp;&nbsp;&nbsp; 19479 | &nbsp;&nbsp;&nbsp;&nbsp; 895309 |
| **Chile — 0.5%** | **Chile — 0.5%** | **Chile — 0.5%** |
| &nbsp;&nbsp;&nbsp; Antofagasta plc | &nbsp;&nbsp;&nbsp;&nbsp; 33498 | &nbsp;&nbsp;&nbsp;&nbsp; 1659877 |
| **China — 1.5%** | **China — 1.5%** | **China — 1.5%** |
| &nbsp;&nbsp;&nbsp; AAC Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 183000 | &nbsp;&nbsp;&nbsp;&nbsp; 868707 |
| &nbsp;&nbsp;&nbsp; Budweiser Brewing Co. APAC Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp; 851906 | &nbsp;&nbsp;&nbsp;&nbsp; 839955 |
| &nbsp;&nbsp;&nbsp; Lenovo Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 684000 | &nbsp;&nbsp;&nbsp;&nbsp; 770672 |
| &nbsp;&nbsp;&nbsp; Prosus NV | &nbsp;&nbsp;&nbsp;&nbsp; 22052 | &nbsp;&nbsp;&nbsp;&nbsp; 1268018 |
| &nbsp;&nbsp;&nbsp; SITC International Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 192917 | &nbsp;&nbsp;&nbsp;&nbsp; 720386 |
| &nbsp;&nbsp;&nbsp; Wilmar International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 337000 | &nbsp;&nbsp;&nbsp;&nbsp; 899805 |
| &nbsp;&nbsp;&nbsp; Xinyi Glass Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 13000 | &nbsp;&nbsp;&nbsp;&nbsp; 16987 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5384530 |
| **Denmark — 0.4%** | **Denmark — 0.4%** | **Denmark — 0.4%** |
| &nbsp;&nbsp;&nbsp; Carlsberg A/S, Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp; 7408 | &nbsp;&nbsp;&nbsp;&nbsp; 1007112 |
| &nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 5448 | &nbsp;&nbsp;&nbsp;&nbsp; 323498 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1330610 |
| **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** |
| &nbsp;&nbsp;&nbsp; Elisa OYJ | &nbsp;&nbsp;&nbsp;&nbsp; 4213 | &nbsp;&nbsp;&nbsp;&nbsp; 186362 |
| &nbsp;&nbsp;&nbsp; Kesko OYJ, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 25167 | &nbsp;&nbsp;&nbsp;&nbsp; 636559 |
| &nbsp;&nbsp;&nbsp; Orion OYJ, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 7681 | &nbsp;&nbsp;&nbsp;&nbsp; 635204 |
| &nbsp;&nbsp;&nbsp; UPM-Kymmene OYJ (a) | &nbsp;&nbsp;&nbsp;&nbsp; 29158 | &nbsp;&nbsp;&nbsp;&nbsp; 804415 |
| &nbsp;&nbsp;&nbsp; Wartsila OYJ Abp | &nbsp;&nbsp;&nbsp;&nbsp; 11313 | &nbsp;&nbsp;&nbsp;&nbsp; 458630 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 2721170 |
| **France — 4.8%** | **France — 4.8%** | **France — 4.8%** |
| &nbsp;&nbsp;&nbsp; Air Liquide SA | &nbsp;&nbsp;&nbsp;&nbsp; 2668 | &nbsp;&nbsp;&nbsp;&nbsp; 499616 |
| &nbsp;&nbsp;&nbsp; Arkema SA | &nbsp;&nbsp;&nbsp;&nbsp; 4534 | &nbsp;&nbsp;&nbsp;&nbsp; 273047 |
| &nbsp;&nbsp;&nbsp; Capgemini SE | &nbsp;&nbsp;&nbsp;&nbsp; 4337 | &nbsp;&nbsp;&nbsp;&nbsp; 673875 |
| &nbsp;&nbsp;&nbsp; Carrefour SA | &nbsp;&nbsp;&nbsp;&nbsp; 54314 | &nbsp;&nbsp;&nbsp;&nbsp; 889619 |
| &nbsp;&nbsp;&nbsp; Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp;&nbsp; 18960 | &nbsp;&nbsp;&nbsp;&nbsp; 704092 |
| &nbsp;&nbsp;&nbsp; Covivio SA, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 8133 | &nbsp;&nbsp;&nbsp;&nbsp; 519585 |
| &nbsp;&nbsp;&nbsp; Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 43552 | &nbsp;&nbsp;&nbsp;&nbsp; 943181 |
| &nbsp;&nbsp;&nbsp; Danone SA | &nbsp;&nbsp;&nbsp;&nbsp; 15088 | &nbsp;&nbsp;&nbsp;&nbsp; 1182295 |
| &nbsp;&nbsp;&nbsp; Eiffage SA | &nbsp;&nbsp;&nbsp;&nbsp; 8882 | &nbsp;&nbsp;&nbsp;&nbsp; 1317266 |
| &nbsp;&nbsp;&nbsp; Engie SA | &nbsp;&nbsp;&nbsp;&nbsp; 52906 | &nbsp;&nbsp;&nbsp;&nbsp; 1579585 |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp; 3568 | &nbsp;&nbsp;&nbsp;&nbsp; 1090724 |
| &nbsp;&nbsp;&nbsp; Gecina SA, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 7549 | &nbsp;&nbsp;&nbsp;&nbsp; 693386 |
| &nbsp;&nbsp;&nbsp; Klepierre SA, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 32849 | &nbsp;&nbsp;&nbsp;&nbsp; 1265456 |
| &nbsp;&nbsp;&nbsp; Orange SA | &nbsp;&nbsp;&nbsp;&nbsp; 84193 | &nbsp;&nbsp;&nbsp;&nbsp; 1565151 |
| &nbsp;&nbsp;&nbsp; Publicis Groupe SA | &nbsp;&nbsp;&nbsp;&nbsp; 8265 | &nbsp;&nbsp;&nbsp;&nbsp; 826073 |
| &nbsp;&nbsp;&nbsp; TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp; 17043 | &nbsp;&nbsp;&nbsp;&nbsp; 1239516 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **France — continued** | **France — continued** | **France — continued** |
| &nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 10124 | &nbsp;&nbsp;&nbsp;&nbsp; 1119360 |
| &nbsp;&nbsp;&nbsp; Vinci SA | &nbsp;&nbsp;&nbsp;&nbsp; 7194 | &nbsp;&nbsp;&nbsp;&nbsp; 1034387 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 17416214 |
| **Germany — 2.7%** | **Germany — 2.7%** | **Germany — 2.7%** |
| &nbsp;&nbsp;&nbsp; Aumovio SE \* | &nbsp;&nbsp;&nbsp;&nbsp; 3714 | &nbsp;&nbsp;&nbsp;&nbsp; 178214 |
| &nbsp;&nbsp;&nbsp; Brenntag SE | &nbsp;&nbsp;&nbsp;&nbsp; 4762 | &nbsp;&nbsp;&nbsp;&nbsp; 289719 |
| &nbsp;&nbsp;&nbsp; Continental AG | &nbsp;&nbsp;&nbsp;&nbsp; 8259 | &nbsp;&nbsp;&nbsp;&nbsp; 649895 |
| &nbsp;&nbsp;&nbsp; Deutsche Lufthansa AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 93662 | &nbsp;&nbsp;&nbsp;&nbsp; 964857 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 30534 | &nbsp;&nbsp;&nbsp;&nbsp; 1024669 |
| &nbsp;&nbsp;&nbsp; Evonik Industries AG | &nbsp;&nbsp;&nbsp;&nbsp; 53567 | &nbsp;&nbsp;&nbsp;&nbsp; 829749 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care AG | &nbsp;&nbsp;&nbsp;&nbsp; 20485 | &nbsp;&nbsp;&nbsp;&nbsp; 922215 |
| &nbsp;&nbsp;&nbsp; Fresenius SE & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp; 15253 | &nbsp;&nbsp;&nbsp;&nbsp; 853220 |
| &nbsp;&nbsp;&nbsp; Heidelberg Materials AG | &nbsp;&nbsp;&nbsp;&nbsp; 5236 | &nbsp;&nbsp;&nbsp;&nbsp; 1433987 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 12630 | &nbsp;&nbsp;&nbsp;&nbsp; 863188 |
| &nbsp;&nbsp;&nbsp; Merck KGaA | &nbsp;&nbsp;&nbsp;&nbsp; 2733 | &nbsp;&nbsp;&nbsp;&nbsp; 407197 |
| &nbsp;&nbsp;&nbsp; Scout24 SE (b) | &nbsp;&nbsp;&nbsp;&nbsp; 7649 | &nbsp;&nbsp;&nbsp;&nbsp; 761544 |
| &nbsp;&nbsp;&nbsp; Vonovia SE | &nbsp;&nbsp;&nbsp;&nbsp; 17385 | &nbsp;&nbsp;&nbsp;&nbsp; 509020 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9687474 |
| **Hong Kong — 3.8%** | **Hong Kong — 3.8%** | **Hong Kong — 3.8%** |
| &nbsp;&nbsp;&nbsp; CK Asset Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 56000 | &nbsp;&nbsp;&nbsp;&nbsp; 328056 |
| &nbsp;&nbsp;&nbsp; CK Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 150500 | &nbsp;&nbsp;&nbsp;&nbsp; 1236095 |
| &nbsp;&nbsp;&nbsp; CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 153000 | &nbsp;&nbsp;&nbsp;&nbsp; 1446238 |
| &nbsp;&nbsp;&nbsp; Henderson Land Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 175000 | &nbsp;&nbsp;&nbsp;&nbsp; 696083 |
| &nbsp;&nbsp;&nbsp; Hong Kong & China Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1045393 | &nbsp;&nbsp;&nbsp;&nbsp; 984602 |
| &nbsp;&nbsp;&nbsp; Hongkong Land Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 36800 | &nbsp;&nbsp;&nbsp;&nbsp; 312244 |
| &nbsp;&nbsp;&nbsp; Hutchison Port Holdings Trust | &nbsp;&nbsp;&nbsp;&nbsp; 947000 | &nbsp;&nbsp;&nbsp;&nbsp; 217810 |
| &nbsp;&nbsp;&nbsp; Johnson Electric Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 133000 | &nbsp;&nbsp;&nbsp;&nbsp; 458121 |
| &nbsp;&nbsp;&nbsp; Link, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 55900 | &nbsp;&nbsp;&nbsp;&nbsp; 257015 |
| &nbsp;&nbsp;&nbsp; Orient Overseas International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 55500 | &nbsp;&nbsp;&nbsp;&nbsp; 909266 |
| &nbsp;&nbsp;&nbsp; PCCW Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1032000 | &nbsp;&nbsp;&nbsp;&nbsp; 771261 |
| &nbsp;&nbsp;&nbsp; Power Assets Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 162000 | &nbsp;&nbsp;&nbsp;&nbsp; 1256593 |
| &nbsp;&nbsp;&nbsp; Prudential plc | &nbsp;&nbsp;&nbsp;&nbsp; 20337 | &nbsp;&nbsp;&nbsp;&nbsp; 334040 |
| &nbsp;&nbsp;&nbsp; Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 101000 | &nbsp;&nbsp;&nbsp;&nbsp; 1621948 |
| &nbsp;&nbsp;&nbsp; Swire Pacific Ltd., Class A (a) | &nbsp;&nbsp;&nbsp;&nbsp; 84500 | &nbsp;&nbsp;&nbsp;&nbsp; 815416 |
| &nbsp;&nbsp;&nbsp; WH Group Ltd. (b) | &nbsp;&nbsp;&nbsp;&nbsp; 1251243 | &nbsp;&nbsp;&nbsp;&nbsp; 1476587 |
| &nbsp;&nbsp;&nbsp; Yue Yuen Industrial Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 184500 | &nbsp;&nbsp;&nbsp;&nbsp; 411490 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13532865 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |
| &nbsp;&nbsp;&nbsp; First Pacific Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 312000 | &nbsp;&nbsp;&nbsp;&nbsp; 244123 |
| **Iraq — 0.1%** | **Iraq — 0.1%** | **Iraq — 0.1%** |
| &nbsp;&nbsp;&nbsp; United Energy Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5752000 | &nbsp;&nbsp;&nbsp;&nbsp; 473687 |
| **Italy — 3.4%** | **Italy — 3.4%** | **Italy — 3.4%** |
| &nbsp;&nbsp;&nbsp; A2A SpA | &nbsp;&nbsp;&nbsp;&nbsp; 261777 | &nbsp;&nbsp;&nbsp;&nbsp; 789729 |
| &nbsp;&nbsp;&nbsp; Banca Mediolanum SpA | &nbsp;&nbsp;&nbsp;&nbsp; 22203 | &nbsp;&nbsp;&nbsp;&nbsp; 520843 |
| &nbsp;&nbsp;&nbsp; BPER Banca SpA | &nbsp;&nbsp;&nbsp;&nbsp; 26740 | &nbsp;&nbsp;&nbsp;&nbsp; 376591 |
| &nbsp;&nbsp;&nbsp; Coca-Cola HBC AG | &nbsp;&nbsp;&nbsp;&nbsp; 27222 | &nbsp;&nbsp;&nbsp;&nbsp; 1478418 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Italy — continued** | **Italy — continued** | **Italy — continued** |
| &nbsp;&nbsp;&nbsp; Enel SpA | &nbsp;&nbsp;&nbsp;&nbsp; 107882 | &nbsp;&nbsp;&nbsp;&nbsp; 1191941 |
| &nbsp;&nbsp;&nbsp; Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp; 57048 | &nbsp;&nbsp;&nbsp;&nbsp; 1166012 |
| &nbsp;&nbsp;&nbsp; Generali | &nbsp;&nbsp;&nbsp;&nbsp; 13837 | &nbsp;&nbsp;&nbsp;&nbsp; 564417 |
| &nbsp;&nbsp;&nbsp; Italgas SpA | &nbsp;&nbsp;&nbsp;&nbsp; 123788 | &nbsp;&nbsp;&nbsp;&nbsp; 1487212 |
| &nbsp;&nbsp;&nbsp; Pirelli & C SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp; 74424 | &nbsp;&nbsp;&nbsp;&nbsp; 560429 |
| &nbsp;&nbsp;&nbsp; Poste Italiane SpA (b) | &nbsp;&nbsp;&nbsp;&nbsp; 51555 | &nbsp;&nbsp;&nbsp;&nbsp; 1357865 |
| &nbsp;&nbsp;&nbsp; Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp;&nbsp; 12937 | &nbsp;&nbsp;&nbsp;&nbsp; 712820 |
| &nbsp;&nbsp;&nbsp; Ryanair Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 18055 | &nbsp;&nbsp;&nbsp;&nbsp; 612775 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 16867 | &nbsp;&nbsp;&nbsp;&nbsp; 1469892 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 12288944 |
| **Ivory Coast — 0.4%** | **Ivory Coast — 0.4%** | **Ivory Coast — 0.4%** |
| &nbsp;&nbsp;&nbsp; Endeavour Mining plc | &nbsp;&nbsp;&nbsp;&nbsp; 25914 | &nbsp;&nbsp;&nbsp;&nbsp; 1474979 |
| **Japan — 26.4%** | **Japan — 26.4%** | **Japan — 26.4%** |
| &nbsp;&nbsp;&nbsp; Activia Properties, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp; 452024 |
| &nbsp;&nbsp;&nbsp; AEON REIT Investment Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 308 | &nbsp;&nbsp;&nbsp;&nbsp; 266574 |
| &nbsp;&nbsp;&nbsp; Alfresa Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 31100 | &nbsp;&nbsp;&nbsp;&nbsp; 500861 |
| &nbsp;&nbsp;&nbsp; Asahi Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 69500 | &nbsp;&nbsp;&nbsp;&nbsp; 727585 |
| &nbsp;&nbsp;&nbsp; Asahi Intecc Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 22300 | &nbsp;&nbsp;&nbsp;&nbsp; 371745 |
| &nbsp;&nbsp;&nbsp; Asahi Kasei Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 30100 | &nbsp;&nbsp;&nbsp;&nbsp; 292000 |
| &nbsp;&nbsp;&nbsp; Astellas Pharma, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 52300 | &nbsp;&nbsp;&nbsp;&nbsp; 727488 |
| &nbsp;&nbsp;&nbsp; BIPROGY, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11600 | &nbsp;&nbsp;&nbsp;&nbsp; 385229 |
| &nbsp;&nbsp;&nbsp; Brother Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 32800 | &nbsp;&nbsp;&nbsp;&nbsp; 668713 |
| &nbsp;&nbsp;&nbsp; Canon Marketing Japan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 19000 | &nbsp;&nbsp;&nbsp;&nbsp; 828944 |
| &nbsp;&nbsp;&nbsp; Canon, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 36500 | &nbsp;&nbsp;&nbsp;&nbsp; 1111019 |
| &nbsp;&nbsp;&nbsp; Capcom Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 27500 | &nbsp;&nbsp;&nbsp;&nbsp; 700945 |
| &nbsp;&nbsp;&nbsp; Chubu Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 32600 | &nbsp;&nbsp;&nbsp;&nbsp; 473632 |
| &nbsp;&nbsp;&nbsp; Chugai Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp; 1370898 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 22100 | &nbsp;&nbsp;&nbsp;&nbsp; 492978 |
| &nbsp;&nbsp;&nbsp; COMSYS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 27400 | &nbsp;&nbsp;&nbsp;&nbsp; 856085 |
| &nbsp;&nbsp;&nbsp; Cosmo Energy Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 34100 | &nbsp;&nbsp;&nbsp;&nbsp; 1022561 |
| &nbsp;&nbsp;&nbsp; Daito Trust Construction Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 28900 | &nbsp;&nbsp;&nbsp;&nbsp; 586596 |
| &nbsp;&nbsp;&nbsp; Daiwa Securities Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 113900 | &nbsp;&nbsp;&nbsp;&nbsp; 1109886 |
| &nbsp;&nbsp;&nbsp; Dexerials Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 14900 | &nbsp;&nbsp;&nbsp;&nbsp; 261409 |
| &nbsp;&nbsp;&nbsp; Dowa Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 11846 |
| &nbsp;&nbsp;&nbsp; Electric Power Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 69300 | &nbsp;&nbsp;&nbsp;&nbsp; 1471810 |
| &nbsp;&nbsp;&nbsp; ENEOS Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 175900 | &nbsp;&nbsp;&nbsp;&nbsp; 1486692 |
| &nbsp;&nbsp;&nbsp; Fuji Media Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; 151087 |
| &nbsp;&nbsp;&nbsp; FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 39900 | &nbsp;&nbsp;&nbsp;&nbsp; 797013 |
| &nbsp;&nbsp;&nbsp; Hachijuni Nagano Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 29000 | &nbsp;&nbsp;&nbsp;&nbsp; 362308 |
| &nbsp;&nbsp;&nbsp; Hikari Tsushin, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 1242816 |
| &nbsp;&nbsp;&nbsp; Hoya Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp; 251634 |
| &nbsp;&nbsp;&nbsp; Hulic Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 85800 | &nbsp;&nbsp;&nbsp;&nbsp; 1022472 |
| &nbsp;&nbsp;&nbsp; Idemitsu Kosan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 90785 | &nbsp;&nbsp;&nbsp;&nbsp; 770335 |
| &nbsp;&nbsp;&nbsp; Inpex Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 65800 | &nbsp;&nbsp;&nbsp;&nbsp; 1474197 |
| &nbsp;&nbsp;&nbsp; Invincible Investment Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp;&nbsp;&nbsp; 298157 |
| &nbsp;&nbsp;&nbsp; ITOCHU Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 97500 | &nbsp;&nbsp;&nbsp;&nbsp; 1248251 |
| &nbsp;&nbsp;&nbsp; Iwatani Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 18600 | &nbsp;&nbsp;&nbsp;&nbsp; 220615 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Japan — continued** | **Japan — continued** | **Japan — continued** |
| &nbsp;&nbsp;&nbsp; Japan Metropolitan Fund Invest, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 838 | &nbsp;&nbsp;&nbsp;&nbsp; 659575 |
| &nbsp;&nbsp;&nbsp; Japan Post Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 35100 | &nbsp;&nbsp;&nbsp;&nbsp; 422352 |
| &nbsp;&nbsp;&nbsp; Japan Post Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 24800 | &nbsp;&nbsp;&nbsp;&nbsp; 768107 |
| &nbsp;&nbsp;&nbsp; Japan Real Estate Investment Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 628 | &nbsp;&nbsp;&nbsp;&nbsp; 506667 |
| &nbsp;&nbsp;&nbsp; Japan Tobacco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 36600 | &nbsp;&nbsp;&nbsp;&nbsp; 1322786 |
| &nbsp;&nbsp;&nbsp; JFE Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp; 60584 |
| &nbsp;&nbsp;&nbsp; Kajima Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 11400 | &nbsp;&nbsp;&nbsp;&nbsp; 465072 |
| &nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 159684 |
| &nbsp;&nbsp;&nbsp; Kansai Electric Power Co., Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 27400 | &nbsp;&nbsp;&nbsp;&nbsp; 437165 |
| &nbsp;&nbsp;&nbsp; Kao Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp; 960060 |
| &nbsp;&nbsp;&nbsp; Kawasaki Kisen Kaisha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 79900 | &nbsp;&nbsp;&nbsp;&nbsp; 1154560 |
| &nbsp;&nbsp;&nbsp; KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 77100 | &nbsp;&nbsp;&nbsp;&nbsp; 1301755 |
| &nbsp;&nbsp;&nbsp; Kinden Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3300 | &nbsp;&nbsp;&nbsp;&nbsp; 146025 |
| &nbsp;&nbsp;&nbsp; Kirin Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 282960 |
| &nbsp;&nbsp;&nbsp; Kobe Steel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 107300 | &nbsp;&nbsp;&nbsp;&nbsp; 1544564 |
| &nbsp;&nbsp;&nbsp; K's Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 32700 | &nbsp;&nbsp;&nbsp;&nbsp; 340077 |
| &nbsp;&nbsp;&nbsp; Kuraray Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 25300 | &nbsp;&nbsp;&nbsp;&nbsp; 273127 |
| &nbsp;&nbsp;&nbsp; Kyowa Kirin Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6300 | &nbsp;&nbsp;&nbsp;&nbsp; 102275 |
| &nbsp;&nbsp;&nbsp; Kyushu Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 117300 | &nbsp;&nbsp;&nbsp;&nbsp; 1305773 |
| &nbsp;&nbsp;&nbsp; Marubeni Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 50000 | &nbsp;&nbsp;&nbsp;&nbsp; 1657408 |
| &nbsp;&nbsp;&nbsp; MatsukiyoCocokara & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 53000 | &nbsp;&nbsp;&nbsp;&nbsp; 848630 |
| &nbsp;&nbsp;&nbsp; Mebuki Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 68400 | &nbsp;&nbsp;&nbsp;&nbsp; 516023 |
| &nbsp;&nbsp;&nbsp; Medipal Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 31600 | &nbsp;&nbsp;&nbsp;&nbsp; 572730 |
| &nbsp;&nbsp;&nbsp; MEIJI Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 38700 | &nbsp;&nbsp;&nbsp;&nbsp; 905984 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 137200 | &nbsp;&nbsp;&nbsp;&nbsp; 905823 |
| &nbsp;&nbsp;&nbsp; Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 44600 | &nbsp;&nbsp;&nbsp;&nbsp; 1184859 |
| &nbsp;&nbsp;&nbsp; Mitsubishi HC Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 113700 | &nbsp;&nbsp;&nbsp;&nbsp; 992253 |
| &nbsp;&nbsp;&nbsp; Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 84500 | &nbsp;&nbsp;&nbsp;&nbsp; 1530326 |
| &nbsp;&nbsp;&nbsp; Mitsui & Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 46900 | &nbsp;&nbsp;&nbsp;&nbsp; 1531990 |
| &nbsp;&nbsp;&nbsp; Mitsui Fudosan Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 118600 | &nbsp;&nbsp;&nbsp;&nbsp; 1359975 |
| &nbsp;&nbsp;&nbsp; Mitsui Kinzoku Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 11700 | &nbsp;&nbsp;&nbsp;&nbsp; 1526954 |
| &nbsp;&nbsp;&nbsp; Modec, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8500 | &nbsp;&nbsp;&nbsp;&nbsp; 828899 |
| &nbsp;&nbsp;&nbsp; Morinaga Milk Industry Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp;&nbsp;&nbsp; 98131 |
| &nbsp;&nbsp;&nbsp; NEC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 27800 | &nbsp;&nbsp;&nbsp;&nbsp; 942410 |
| &nbsp;&nbsp;&nbsp; NH Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 16300 | &nbsp;&nbsp;&nbsp;&nbsp; 740045 |
| &nbsp;&nbsp;&nbsp; Nichirei Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 218677 |
| &nbsp;&nbsp;&nbsp; Nintendo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 14800 | &nbsp;&nbsp;&nbsp;&nbsp; 916498 |
| &nbsp;&nbsp;&nbsp; Nippon Building Fund, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp;&nbsp;&nbsp; 532434 |
| &nbsp;&nbsp;&nbsp; Nippon Shokubai Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 34400 | &nbsp;&nbsp;&nbsp;&nbsp; 495456 |
| &nbsp;&nbsp;&nbsp; Nippon Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 174400 | &nbsp;&nbsp;&nbsp;&nbsp; 726734 |
| &nbsp;&nbsp;&nbsp; Nippon Yusen KK (a) | &nbsp;&nbsp;&nbsp;&nbsp; 27000 | &nbsp;&nbsp;&nbsp;&nbsp; 887352 |
| &nbsp;&nbsp;&nbsp; Nissan Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 261968 |
| &nbsp;&nbsp;&nbsp; Nisshin Seifun Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4400 | &nbsp;&nbsp;&nbsp;&nbsp; 55839 |
| &nbsp;&nbsp;&nbsp; Niterra Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 32100 | &nbsp;&nbsp;&nbsp;&nbsp; 1403472 |
| &nbsp;&nbsp;&nbsp; Nitto Denko Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 54600 | &nbsp;&nbsp;&nbsp;&nbsp; 1213394 |
| &nbsp;&nbsp;&nbsp; NOF Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 17383 |
| &nbsp;&nbsp;&nbsp; Nomura Real Estate Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 161700 | &nbsp;&nbsp;&nbsp;&nbsp; 1074536 |
| &nbsp;&nbsp;&nbsp; Nomura Real Estate Master Fund, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp;&nbsp;&nbsp; 311191 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Japan — continued** | **Japan — continued** | **Japan — continued** |
| &nbsp;&nbsp;&nbsp; NS Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7400 | &nbsp;&nbsp;&nbsp;&nbsp; 195504 |
| &nbsp;&nbsp;&nbsp; NTT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1146600 | &nbsp;&nbsp;&nbsp;&nbsp; 1152195 |
| &nbsp;&nbsp;&nbsp; Obayashi Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 15900 | &nbsp;&nbsp;&nbsp;&nbsp; 358916 |
| &nbsp;&nbsp;&nbsp; Ono Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 70200 | &nbsp;&nbsp;&nbsp;&nbsp; 1045864 |
| &nbsp;&nbsp;&nbsp; Open House Group Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 729638 |
| &nbsp;&nbsp;&nbsp; Osaka Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 40400 | &nbsp;&nbsp;&nbsp;&nbsp; 1516724 |
| &nbsp;&nbsp;&nbsp; Otsuka Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 22600 | &nbsp;&nbsp;&nbsp;&nbsp; 1353025 |
| &nbsp;&nbsp;&nbsp; Sankyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 67400 | &nbsp;&nbsp;&nbsp;&nbsp; 1054307 |
| &nbsp;&nbsp;&nbsp; Santen Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 87200 | &nbsp;&nbsp;&nbsp;&nbsp; 980968 |
| &nbsp;&nbsp;&nbsp; Sanwa Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 18300 | &nbsp;&nbsp;&nbsp;&nbsp; 414519 |
| &nbsp;&nbsp;&nbsp; Sawai Group Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 28900 | &nbsp;&nbsp;&nbsp;&nbsp; 443290 |
| &nbsp;&nbsp;&nbsp; SCREEN Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp; 114618 |
| &nbsp;&nbsp;&nbsp; Seibu Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 11900 | &nbsp;&nbsp;&nbsp;&nbsp; 315305 |
| &nbsp;&nbsp;&nbsp; Seiko Epson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 29200 | &nbsp;&nbsp;&nbsp;&nbsp; 375737 |
| &nbsp;&nbsp;&nbsp; Sekisui Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 19900 | &nbsp;&nbsp;&nbsp;&nbsp; 351979 |
| &nbsp;&nbsp;&nbsp; Sekisui House REIT, Inc., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 756 | &nbsp;&nbsp;&nbsp;&nbsp; 443942 |
| &nbsp;&nbsp;&nbsp; Shimamura Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5600 | &nbsp;&nbsp;&nbsp;&nbsp; 375340 |
| &nbsp;&nbsp;&nbsp; Shionogi & Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 72400 | &nbsp;&nbsp;&nbsp;&nbsp; 1490657 |
| &nbsp;&nbsp;&nbsp; SKY Perfect JSAT Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 17700 | &nbsp;&nbsp;&nbsp;&nbsp; 255851 |
| &nbsp;&nbsp;&nbsp; Skylark Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 18700 | &nbsp;&nbsp;&nbsp;&nbsp; 380501 |
| &nbsp;&nbsp;&nbsp; SoftBank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 851400 | &nbsp;&nbsp;&nbsp;&nbsp; 1157273 |
| &nbsp;&nbsp;&nbsp; SoftBank Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 33600 | &nbsp;&nbsp;&nbsp;&nbsp; 917528 |
| &nbsp;&nbsp;&nbsp; Sojitz Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 12320 | &nbsp;&nbsp;&nbsp;&nbsp; 449253 |
| &nbsp;&nbsp;&nbsp; Subaru Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 266205 |
| &nbsp;&nbsp;&nbsp; Sugi Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 19500 | &nbsp;&nbsp;&nbsp;&nbsp; 448439 |
| &nbsp;&nbsp;&nbsp; Sumitomo Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 207300 | &nbsp;&nbsp;&nbsp;&nbsp; 630633 |
| &nbsp;&nbsp;&nbsp; Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 43400 | &nbsp;&nbsp;&nbsp;&nbsp; 1527266 |
| &nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9600 | &nbsp;&nbsp;&nbsp;&nbsp; 267331 |
| &nbsp;&nbsp;&nbsp; Suntory Beverage & Food Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 18200 | &nbsp;&nbsp;&nbsp;&nbsp; 576559 |
| &nbsp;&nbsp;&nbsp; Suzuken Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 11300 | &nbsp;&nbsp;&nbsp;&nbsp; 455499 |
| &nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 42900 | &nbsp;&nbsp;&nbsp;&nbsp; 1460304 |
| &nbsp;&nbsp;&nbsp; TIS, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp; 81476 |
| &nbsp;&nbsp;&nbsp; Toho Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 12400 | &nbsp;&nbsp;&nbsp;&nbsp; 410767 |
| &nbsp;&nbsp;&nbsp; Tohoku Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 93700 | &nbsp;&nbsp;&nbsp;&nbsp; 675846 |
| &nbsp;&nbsp;&nbsp; Tokyo Electron Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; 1332295 |
| &nbsp;&nbsp;&nbsp; Tokyo Gas Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 35300 | &nbsp;&nbsp;&nbsp;&nbsp; 1566108 |
| &nbsp;&nbsp;&nbsp; Tokyo Tatemono Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 40900 | &nbsp;&nbsp;&nbsp;&nbsp; 962469 |
| &nbsp;&nbsp;&nbsp; Tokyu Fudosan Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 147900 | &nbsp;&nbsp;&nbsp;&nbsp; 1369482 |
| &nbsp;&nbsp;&nbsp; Tosoh Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 44800 | &nbsp;&nbsp;&nbsp;&nbsp; 731164 |
| &nbsp;&nbsp;&nbsp; Toyo Suisan Kaisha Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 17600 | &nbsp;&nbsp;&nbsp;&nbsp; 1256580 |
| &nbsp;&nbsp;&nbsp; Toyo Tire Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 30100 | &nbsp;&nbsp;&nbsp;&nbsp; 811187 |
| &nbsp;&nbsp;&nbsp; Toyota Boshoku Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 10400 | &nbsp;&nbsp;&nbsp;&nbsp; 174636 |
| &nbsp;&nbsp;&nbsp; Trend Micro, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 7600 | &nbsp;&nbsp;&nbsp;&nbsp; 298132 |
| &nbsp;&nbsp;&nbsp; Tsumura & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 11500 | &nbsp;&nbsp;&nbsp;&nbsp; 304001 |
| &nbsp;&nbsp;&nbsp; United Urban Investment Corp., REIT | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp; 387039 |
| &nbsp;&nbsp;&nbsp; USS Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 72100 | &nbsp;&nbsp;&nbsp;&nbsp; 796657 |
| &nbsp;&nbsp;&nbsp; Yamada Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 55200 | &nbsp;&nbsp;&nbsp;&nbsp; 193518 |
| &nbsp;&nbsp;&nbsp; Yamato Kogyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp; 504645 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Japan — continued** | **Japan — continued** | **Japan — continued** |
| &nbsp;&nbsp;&nbsp; Yamazaki Baking Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 10700 | &nbsp;&nbsp;&nbsp;&nbsp; 226706 |
| &nbsp;&nbsp;&nbsp; Yokohama Rubber Co. Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp; 24900 | &nbsp;&nbsp;&nbsp;&nbsp; 982810 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 95057635 |
| **Luxembourg — 0.1%** | **Luxembourg — 0.1%** | **Luxembourg — 0.1%** |
| &nbsp;&nbsp;&nbsp; RTL Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 7290 | &nbsp;&nbsp;&nbsp;&nbsp; 317843 |
| **Macau — 0.1%** | **Macau — 0.1%** | **Macau — 0.1%** |
| &nbsp;&nbsp;&nbsp; MGM China Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 261200 | &nbsp;&nbsp;&nbsp;&nbsp; 417101 |
| **Mexico — 0.5%** | **Mexico — 0.5%** | **Mexico — 0.5%** |
| &nbsp;&nbsp;&nbsp; Fresnillo plc | &nbsp;&nbsp;&nbsp;&nbsp; 37416 | &nbsp;&nbsp;&nbsp;&nbsp; 1842609 |
| **Netherlands — 1.6%** | **Netherlands — 1.6%** | **Netherlands — 1.6%** |
| &nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, CVA (b) | &nbsp;&nbsp;&nbsp;&nbsp; 31539 | &nbsp;&nbsp;&nbsp;&nbsp; 1162000 |
| &nbsp;&nbsp;&nbsp; ASR Nederland NV | &nbsp;&nbsp;&nbsp;&nbsp; 6154 | &nbsp;&nbsp;&nbsp;&nbsp; 446969 |
| &nbsp;&nbsp;&nbsp; Heineken Holding NV | &nbsp;&nbsp;&nbsp;&nbsp; 10993 | &nbsp;&nbsp;&nbsp;&nbsp; 817100 |
| &nbsp;&nbsp;&nbsp; JDE Peet's NV | &nbsp;&nbsp;&nbsp;&nbsp; 10088 | &nbsp;&nbsp;&nbsp;&nbsp; 379785 |
| &nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp;&nbsp; 32831 | &nbsp;&nbsp;&nbsp;&nbsp; 1283697 |
| &nbsp;&nbsp;&nbsp; Koninklijke KPN NV | &nbsp;&nbsp;&nbsp;&nbsp; 255748 | &nbsp;&nbsp;&nbsp;&nbsp; 1252530 |
| &nbsp;&nbsp;&nbsp; NN Group NV | &nbsp;&nbsp;&nbsp;&nbsp; 5885 | &nbsp;&nbsp;&nbsp;&nbsp; 466488 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5808569 |
| **New Zealand — 0.2%** | **New Zealand — 0.2%** | **New Zealand — 0.2%** |
| &nbsp;&nbsp;&nbsp; Fisher & Paykel Healthcare Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 37263 | &nbsp;&nbsp;&nbsp;&nbsp; 870514 |
| &nbsp;&nbsp;&nbsp; Spark New Zealand Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 17390 | &nbsp;&nbsp;&nbsp;&nbsp; 23664 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 894178 |
| **Nigeria — 0.1%** | **Nigeria — 0.1%** | **Nigeria — 0.1%** |
| &nbsp;&nbsp;&nbsp; Airtel Africa plc (b) | &nbsp;&nbsp;&nbsp;&nbsp; 86624 | &nbsp;&nbsp;&nbsp;&nbsp; 377683 |
| **Norway — 1.4%** | **Norway — 1.4%** | **Norway — 1.4%** |
| &nbsp;&nbsp;&nbsp; DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 12256 | &nbsp;&nbsp;&nbsp;&nbsp; 351421 |
| &nbsp;&nbsp;&nbsp; Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 45724 | &nbsp;&nbsp;&nbsp;&nbsp; 1228994 |
| &nbsp;&nbsp;&nbsp; Mowi ASA | &nbsp;&nbsp;&nbsp;&nbsp; 23614 | &nbsp;&nbsp;&nbsp;&nbsp; 544352 |
| &nbsp;&nbsp;&nbsp; Norsk Hydro ASA | &nbsp;&nbsp;&nbsp;&nbsp; 111094 | &nbsp;&nbsp;&nbsp;&nbsp; 986280 |
| &nbsp;&nbsp;&nbsp; Orkla ASA | &nbsp;&nbsp;&nbsp;&nbsp; 64766 | &nbsp;&nbsp;&nbsp;&nbsp; 770609 |
| &nbsp;&nbsp;&nbsp; Telenor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 66037 | &nbsp;&nbsp;&nbsp;&nbsp; 1110845 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4992501 |
| **Poland — 0.4%** | **Poland — 0.4%** | **Poland — 0.4%** |
| &nbsp;&nbsp;&nbsp; ORLEN SA | &nbsp;&nbsp;&nbsp;&nbsp; 52726 | &nbsp;&nbsp;&nbsp;&nbsp; 1602480 |
| **Portugal — 0.2%** | **Portugal — 0.2%** | **Portugal — 0.2%** |
| &nbsp;&nbsp;&nbsp; Jeronimo Martins SGPS SA | &nbsp;&nbsp;&nbsp;&nbsp; 27487 | &nbsp;&nbsp;&nbsp;&nbsp; 648173 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Evraz plc ‡ \* | &nbsp;&nbsp;&nbsp;&nbsp; 393430 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| **Singapore — 2.9%** | **Singapore — 2.9%** | **Singapore — 2.9%** |
| &nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial Trust, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 653808 | &nbsp;&nbsp;&nbsp;&nbsp; 1227463 |
| &nbsp;&nbsp;&nbsp; ComfortDelGro Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 230000 | &nbsp;&nbsp;&nbsp;&nbsp; 265723 |
| &nbsp;&nbsp;&nbsp; DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 19200 | &nbsp;&nbsp;&nbsp;&nbsp; 892461 |
| &nbsp;&nbsp;&nbsp; Jardine Cycle & Carriage Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 16700 | &nbsp;&nbsp;&nbsp;&nbsp; 416535 |
| &nbsp;&nbsp;&nbsp; Keppel Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 154600 | &nbsp;&nbsp;&nbsp;&nbsp; 1329997 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Singapore — continued** | **Singapore — continued** | **Singapore — continued** |
| &nbsp;&nbsp;&nbsp; Mapletree Pan Asia Commercial Trust, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 86400 | &nbsp;&nbsp;&nbsp;&nbsp; 99088 |
| &nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 84400 | &nbsp;&nbsp;&nbsp;&nbsp; 1408598 |
| &nbsp;&nbsp;&nbsp; Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 176200 | &nbsp;&nbsp;&nbsp;&nbsp; 834920 |
| &nbsp;&nbsp;&nbsp; Singapore Airlines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 193700 | &nbsp;&nbsp;&nbsp;&nbsp; 966954 |
| &nbsp;&nbsp;&nbsp; Singapore Telecommunications Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 378500 | &nbsp;&nbsp;&nbsp;&nbsp; 1365889 |
| &nbsp;&nbsp;&nbsp; Suntec, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 616700 | &nbsp;&nbsp;&nbsp;&nbsp; 696635 |
| &nbsp;&nbsp;&nbsp; United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp; 78362 |
| &nbsp;&nbsp;&nbsp; Venture Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 68300 | &nbsp;&nbsp;&nbsp;&nbsp; 877049 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 10459674 |
| **South Africa — 0.4%** | **South Africa — 0.4%** | **South Africa — 0.4%** |
| &nbsp;&nbsp;&nbsp; Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp; 34180 | &nbsp;&nbsp;&nbsp;&nbsp; 1584852 |
| **South Korea — 9.1%** | **South Korea — 9.1%** | **South Korea — 9.1%** |
| &nbsp;&nbsp;&nbsp; Alteogen, Inc. \* | &nbsp;&nbsp;&nbsp;&nbsp; 1387 | &nbsp;&nbsp;&nbsp;&nbsp; 396638 |
| &nbsp;&nbsp;&nbsp; CJ Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2513 | &nbsp;&nbsp;&nbsp;&nbsp; 379536 |
| &nbsp;&nbsp;&nbsp; CJ Logistics Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp; 37049 |
| &nbsp;&nbsp;&nbsp; DB Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4065 | &nbsp;&nbsp;&nbsp;&nbsp; 401335 |
| &nbsp;&nbsp;&nbsp; Doosan Bobcat, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5282 | &nbsp;&nbsp;&nbsp;&nbsp; 215041 |
| &nbsp;&nbsp;&nbsp; GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6050 | &nbsp;&nbsp;&nbsp;&nbsp; 288166 |
| &nbsp;&nbsp;&nbsp; GS Retail Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 12041 | &nbsp;&nbsp;&nbsp;&nbsp; 185051 |
| &nbsp;&nbsp;&nbsp; Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 20659 | &nbsp;&nbsp;&nbsp;&nbsp; 1435430 |
| &nbsp;&nbsp;&nbsp; Hankook Tire & Technology Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 13280 | &nbsp;&nbsp;&nbsp;&nbsp; 587359 |
| &nbsp;&nbsp;&nbsp; Hanmi Pharm Co. Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 2672 | &nbsp;&nbsp;&nbsp;&nbsp; 899642 |
| &nbsp;&nbsp;&nbsp; Hanwha Aerospace Co. Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 1694 | &nbsp;&nbsp;&nbsp;&nbsp; 1524907 |
| &nbsp;&nbsp;&nbsp; HD Hyundai Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7834 | &nbsp;&nbsp;&nbsp;&nbsp; 1271363 |
| &nbsp;&nbsp;&nbsp; HD Hyundai Electric Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2365 | &nbsp;&nbsp;&nbsp;&nbsp; 1448905 |
| &nbsp;&nbsp;&nbsp; HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4013 | &nbsp;&nbsp;&nbsp;&nbsp; 1149459 |
| &nbsp;&nbsp;&nbsp; Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3650 | &nbsp;&nbsp;&nbsp;&nbsp; 1140468 |
| &nbsp;&nbsp;&nbsp; Industrial Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp; 62280 | &nbsp;&nbsp;&nbsp;&nbsp; 956864 |
| &nbsp;&nbsp;&nbsp; KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 12645 | &nbsp;&nbsp;&nbsp;&nbsp; 1183562 |
| &nbsp;&nbsp;&nbsp; Kia Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 11934 | &nbsp;&nbsp;&nbsp;&nbsp; 1269816 |
| &nbsp;&nbsp;&nbsp; Korea Electric Power Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 37676 | &nbsp;&nbsp;&nbsp;&nbsp; 1519590 |
| &nbsp;&nbsp;&nbsp; Korea Gas Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 31320 | &nbsp;&nbsp;&nbsp;&nbsp; 870181 |
| &nbsp;&nbsp;&nbsp; Korea Investment Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp;&nbsp;&nbsp; 27376 |
| &nbsp;&nbsp;&nbsp; Korean Air Lines Co. Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 9400 | &nbsp;&nbsp;&nbsp;&nbsp; 151557 |
| &nbsp;&nbsp;&nbsp; KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 13760 | &nbsp;&nbsp;&nbsp;&nbsp; 1471213 |
| &nbsp;&nbsp;&nbsp; LG Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 10599 | &nbsp;&nbsp;&nbsp;&nbsp; 672807 |
| &nbsp;&nbsp;&nbsp; LG H&H Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp; 30709 |
| &nbsp;&nbsp;&nbsp; LG Innotek Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4760 | &nbsp;&nbsp;&nbsp;&nbsp; 808256 |
| &nbsp;&nbsp;&nbsp; LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 53892 | &nbsp;&nbsp;&nbsp;&nbsp; 599050 |
| &nbsp;&nbsp;&nbsp; NAVER Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp; 271817 |
| &nbsp;&nbsp;&nbsp; NH Investment & Securities Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 18461 | &nbsp;&nbsp;&nbsp;&nbsp; 346114 |
| &nbsp;&nbsp;&nbsp; NongShim Co. Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 1798 | &nbsp;&nbsp;&nbsp;&nbsp; 506826 |
| &nbsp;&nbsp;&nbsp; Orion Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 10369 | &nbsp;&nbsp;&nbsp;&nbsp; 844044 |
| &nbsp;&nbsp;&nbsp; Posco International Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6499 | &nbsp;&nbsp;&nbsp;&nbsp; 280628 |
| &nbsp;&nbsp;&nbsp; Samsung Biologics Co. Ltd. \* (b) | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp;&nbsp;&nbsp; 200613 |
| &nbsp;&nbsp;&nbsp; Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 15105 | &nbsp;&nbsp;&nbsp;&nbsp; 1668721 |
| &nbsp;&nbsp;&nbsp; Samsung Episholdings Co. Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp; 36628 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **South Korea — continued** | **South Korea — continued** | **South Korea — continued** |
| &nbsp;&nbsp;&nbsp; Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp;&nbsp;&nbsp; 115556 |
| &nbsp;&nbsp;&nbsp; Samsung SDS Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4676 | &nbsp;&nbsp;&nbsp;&nbsp; 560710 |
| &nbsp;&nbsp;&nbsp; Samsung Securities Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 10262 | &nbsp;&nbsp;&nbsp;&nbsp; 644127 |
| &nbsp;&nbsp;&nbsp; Samyang Foods Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 934 | &nbsp;&nbsp;&nbsp;&nbsp; 763319 |
| &nbsp;&nbsp;&nbsp; SK hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3655 | &nbsp;&nbsp;&nbsp;&nbsp; 2282100 |
| &nbsp;&nbsp;&nbsp; SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2676 | &nbsp;&nbsp;&nbsp;&nbsp; 617974 |
| &nbsp;&nbsp;&nbsp; S-Oil Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 3768 | &nbsp;&nbsp;&nbsp;&nbsp; 276816 |
| &nbsp;&nbsp;&nbsp; Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 69008 | &nbsp;&nbsp;&nbsp;&nbsp; 1443569 |
| &nbsp;&nbsp;&nbsp; Yuhan Corp. \* | &nbsp;&nbsp;&nbsp;&nbsp; 12747 | &nbsp;&nbsp;&nbsp;&nbsp; 952784 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 32733676 |
| **Spain — 2.0%** | **Spain — 2.0%** | **Spain — 2.0%** |
| &nbsp;&nbsp;&nbsp; Amadeus IT Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 18774 | &nbsp;&nbsp;&nbsp;&nbsp; 1258734 |
| &nbsp;&nbsp;&nbsp; Endesa SA | &nbsp;&nbsp;&nbsp;&nbsp; 37549 | &nbsp;&nbsp;&nbsp;&nbsp; 1383776 |
| &nbsp;&nbsp;&nbsp; Iberdrola SA | &nbsp;&nbsp;&nbsp;&nbsp; 54804 | &nbsp;&nbsp;&nbsp;&nbsp; 1232145 |
| &nbsp;&nbsp;&nbsp; Iberdrola SA \* | &nbsp;&nbsp;&nbsp;&nbsp; 797 | &nbsp;&nbsp;&nbsp;&nbsp; 17919 |
| &nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp; 16686 | &nbsp;&nbsp;&nbsp;&nbsp; 1085760 |
| &nbsp;&nbsp;&nbsp; Merlin Properties Socimi SA, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 49444 | &nbsp;&nbsp;&nbsp;&nbsp; 735885 |
| &nbsp;&nbsp;&nbsp; Naturgy Energy Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 34610 | &nbsp;&nbsp;&nbsp;&nbsp; 1086341 |
| &nbsp;&nbsp;&nbsp; Telefonica SA | &nbsp;&nbsp;&nbsp;&nbsp; 102826 | &nbsp;&nbsp;&nbsp;&nbsp; 416271 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 7216831 |
| **Sweden — 2.6%** | **Sweden — 2.6%** | **Sweden — 2.6%** |
| &nbsp;&nbsp;&nbsp; Boliden AB \* | &nbsp;&nbsp;&nbsp;&nbsp; 12722 | &nbsp;&nbsp;&nbsp;&nbsp; 890880 |
| &nbsp;&nbsp;&nbsp; Castellum AB | &nbsp;&nbsp;&nbsp;&nbsp; 4119 | &nbsp;&nbsp;&nbsp;&nbsp; 50920 |
| &nbsp;&nbsp;&nbsp; Essity AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 28662 | &nbsp;&nbsp;&nbsp;&nbsp; 848643 |
| &nbsp;&nbsp;&nbsp; Getinge AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 10874 | &nbsp;&nbsp;&nbsp;&nbsp; 238274 |
| &nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 19060 | &nbsp;&nbsp;&nbsp;&nbsp; 381679 |
| &nbsp;&nbsp;&nbsp; Hexagon AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 18375 | &nbsp;&nbsp;&nbsp;&nbsp; 207179 |
| &nbsp;&nbsp;&nbsp; Securitas AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 53738 | &nbsp;&nbsp;&nbsp;&nbsp; 888660 |
| &nbsp;&nbsp;&nbsp; SKF AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 41290 | &nbsp;&nbsp;&nbsp;&nbsp; 1079597 |
| &nbsp;&nbsp;&nbsp; SSAB AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 150842 | &nbsp;&nbsp;&nbsp;&nbsp; 1240881 |
| &nbsp;&nbsp;&nbsp; Tele2 AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 75233 | &nbsp;&nbsp;&nbsp;&nbsp; 1384177 |
| &nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 56101 | &nbsp;&nbsp;&nbsp;&nbsp; 607583 |
| &nbsp;&nbsp;&nbsp; Telia Co. AB | &nbsp;&nbsp;&nbsp;&nbsp; 207115 | &nbsp;&nbsp;&nbsp;&nbsp; 946197 |
| &nbsp;&nbsp;&nbsp; Trelleborg AB, Class B | &nbsp;&nbsp;&nbsp;&nbsp; 12022 | &nbsp;&nbsp;&nbsp;&nbsp; 486485 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 9251155 |
| **Switzerland — 1.7%** | **Switzerland — 1.7%** | **Switzerland — 1.7%** |
| &nbsp;&nbsp;&nbsp; Avolta AG | &nbsp;&nbsp;&nbsp;&nbsp; 4377 | &nbsp;&nbsp;&nbsp;&nbsp; 267967 |
| &nbsp;&nbsp;&nbsp; DSM-Firmenich AG | &nbsp;&nbsp;&nbsp;&nbsp; 3584 | &nbsp;&nbsp;&nbsp;&nbsp; 282611 |
| &nbsp;&nbsp;&nbsp; Logitech International SA (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 11381 | &nbsp;&nbsp;&nbsp;&nbsp; 980498 |
| &nbsp;&nbsp;&nbsp; PSP Swiss Property AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 4465 | &nbsp;&nbsp;&nbsp;&nbsp; 896211 |
| &nbsp;&nbsp;&nbsp; Sandoz Group AG (a) | &nbsp;&nbsp;&nbsp;&nbsp; 2072 | &nbsp;&nbsp;&nbsp;&nbsp; 164156 |
| &nbsp;&nbsp;&nbsp; Sonova Holding AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 1263 | &nbsp;&nbsp;&nbsp;&nbsp; 345662 |
| &nbsp;&nbsp;&nbsp; Swiss Prime Site AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 7118 | &nbsp;&nbsp;&nbsp;&nbsp; 1211773 |
| &nbsp;&nbsp;&nbsp; Swisscom AG (Registered) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 1204 | &nbsp;&nbsp;&nbsp;&nbsp; 988582 |
| &nbsp;&nbsp;&nbsp; Temenos AG (Registered) (a) | &nbsp;&nbsp;&nbsp;&nbsp; 10308 | &nbsp;&nbsp;&nbsp;&nbsp; 910958 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 6048418 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **Thailand — 0.2%** | **Thailand — 0.2%** | **Thailand — 0.2%** |
| &nbsp;&nbsp;&nbsp; Thai Beverage PCL | &nbsp;&nbsp;&nbsp;&nbsp; 1616700 | &nbsp;&nbsp;&nbsp;&nbsp; 610217 |
| **United Kingdom — 17.5%** | **United Kingdom — 17.5%** | **United Kingdom — 17.5%** |
| &nbsp;&nbsp;&nbsp; 3i Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 22120 | &nbsp;&nbsp;&nbsp;&nbsp; 1016173 |
| &nbsp;&nbsp;&nbsp; Admiral Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 18189 | &nbsp;&nbsp;&nbsp;&nbsp; 684524 |
| &nbsp;&nbsp;&nbsp; Ashtead Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 10627 | &nbsp;&nbsp;&nbsp;&nbsp; 684163 |
| &nbsp;&nbsp;&nbsp; Associated British Foods plc | &nbsp;&nbsp;&nbsp;&nbsp; 42457 | &nbsp;&nbsp;&nbsp;&nbsp; 1109584 |
| &nbsp;&nbsp;&nbsp; AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 6107 | &nbsp;&nbsp;&nbsp;&nbsp; 1137820 |
| &nbsp;&nbsp;&nbsp; Autotrader Group plc (b) | &nbsp;&nbsp;&nbsp;&nbsp; 124184 | &nbsp;&nbsp;&nbsp;&nbsp; 915421 |
| &nbsp;&nbsp;&nbsp; Aviva plc | &nbsp;&nbsp;&nbsp;&nbsp; 150210 | &nbsp;&nbsp;&nbsp;&nbsp; 1309509 |
| &nbsp;&nbsp;&nbsp; BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 48471 | &nbsp;&nbsp;&nbsp;&nbsp; 1315840 |
| &nbsp;&nbsp;&nbsp; Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 237615 | &nbsp;&nbsp;&nbsp;&nbsp; 1585859 |
| &nbsp;&nbsp;&nbsp; Berkeley Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5932 | &nbsp;&nbsp;&nbsp;&nbsp; 335151 |
| &nbsp;&nbsp;&nbsp; British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp; 24437 | &nbsp;&nbsp;&nbsp;&nbsp; 1476327 |
| &nbsp;&nbsp;&nbsp; British Land Co. plc (The), REIT | &nbsp;&nbsp;&nbsp;&nbsp; 233769 | &nbsp;&nbsp;&nbsp;&nbsp; 1333402 |
| &nbsp;&nbsp;&nbsp; BT Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 425581 | &nbsp;&nbsp;&nbsp;&nbsp; 1118649 |
| &nbsp;&nbsp;&nbsp; Bunzl plc | &nbsp;&nbsp;&nbsp;&nbsp; 27970 | &nbsp;&nbsp;&nbsp;&nbsp; 784365 |
| &nbsp;&nbsp;&nbsp; Burberry Group plc \* | &nbsp;&nbsp;&nbsp;&nbsp; 22717 | &nbsp;&nbsp;&nbsp;&nbsp; 343230 |
| &nbsp;&nbsp;&nbsp; Centrica plc | &nbsp;&nbsp;&nbsp;&nbsp; 596144 | &nbsp;&nbsp;&nbsp;&nbsp; 1561009 |
| &nbsp;&nbsp;&nbsp; CK Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 14756 | &nbsp;&nbsp;&nbsp;&nbsp; 118982 |
| &nbsp;&nbsp;&nbsp; Coca-Cola Europacific Partners plc | &nbsp;&nbsp;&nbsp;&nbsp; 2741 | &nbsp;&nbsp;&nbsp;&nbsp; 250377 |
| &nbsp;&nbsp;&nbsp; Convatec Group plc (b) | &nbsp;&nbsp;&nbsp;&nbsp; 238349 | &nbsp;&nbsp;&nbsp;&nbsp; 751829 |
| &nbsp;&nbsp;&nbsp; Croda International plc | &nbsp;&nbsp;&nbsp;&nbsp; 13184 | &nbsp;&nbsp;&nbsp;&nbsp; 492685 |
| &nbsp;&nbsp;&nbsp; DCC plc | &nbsp;&nbsp;&nbsp;&nbsp; 7098 | &nbsp;&nbsp;&nbsp;&nbsp; 449938 |
| &nbsp;&nbsp;&nbsp; Diageo plc | &nbsp;&nbsp;&nbsp;&nbsp; 19782 | &nbsp;&nbsp;&nbsp;&nbsp; 455190 |
| &nbsp;&nbsp;&nbsp; Diploma plc | &nbsp;&nbsp;&nbsp;&nbsp; 4382 | &nbsp;&nbsp;&nbsp;&nbsp; 319236 |
| &nbsp;&nbsp;&nbsp; Entain plc | &nbsp;&nbsp;&nbsp;&nbsp; 17680 | &nbsp;&nbsp;&nbsp;&nbsp; 146677 |
| &nbsp;&nbsp;&nbsp; Halma plc | &nbsp;&nbsp;&nbsp;&nbsp; 15106 | &nbsp;&nbsp;&nbsp;&nbsp; 733677 |
| &nbsp;&nbsp;&nbsp; Hikma Pharmaceuticals plc | &nbsp;&nbsp;&nbsp;&nbsp; 27137 | &nbsp;&nbsp;&nbsp;&nbsp; 569236 |
| &nbsp;&nbsp;&nbsp; Howden Joinery Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 79817 | &nbsp;&nbsp;&nbsp;&nbsp; 914377 |
| &nbsp;&nbsp;&nbsp; HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 103805 | &nbsp;&nbsp;&nbsp;&nbsp; 1831216 |
| &nbsp;&nbsp;&nbsp; IMI plc | &nbsp;&nbsp;&nbsp;&nbsp; 33739 | &nbsp;&nbsp;&nbsp;&nbsp; 1274062 |
| &nbsp;&nbsp;&nbsp; Imperial Brands plc | &nbsp;&nbsp;&nbsp;&nbsp; 30875 | &nbsp;&nbsp;&nbsp;&nbsp; 1300386 |
| &nbsp;&nbsp;&nbsp; Informa plc | &nbsp;&nbsp;&nbsp;&nbsp; 97665 | &nbsp;&nbsp;&nbsp;&nbsp; 1178604 |
| &nbsp;&nbsp;&nbsp; InterContinental Hotels Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 9832 | &nbsp;&nbsp;&nbsp;&nbsp; 1328306 |
| &nbsp;&nbsp;&nbsp; International Consolidated Airlines Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 260152 | &nbsp;&nbsp;&nbsp;&nbsp; 1494594 |
| &nbsp;&nbsp;&nbsp; Intertek Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 16468 | &nbsp;&nbsp;&nbsp;&nbsp; 1010274 |
| &nbsp;&nbsp;&nbsp; J Sainsbury plc | &nbsp;&nbsp;&nbsp;&nbsp; 321602 | &nbsp;&nbsp;&nbsp;&nbsp; 1409168 |
| &nbsp;&nbsp;&nbsp; Kingfisher plc | &nbsp;&nbsp;&nbsp;&nbsp; 258532 | &nbsp;&nbsp;&nbsp;&nbsp; 1191416 |
| &nbsp;&nbsp;&nbsp; Land Securities Group plc, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 126291 | &nbsp;&nbsp;&nbsp;&nbsp; 1127202 |
| &nbsp;&nbsp;&nbsp; M&G plc | &nbsp;&nbsp;&nbsp;&nbsp; 102387 | &nbsp;&nbsp;&nbsp;&nbsp; 434044 |
| &nbsp;&nbsp;&nbsp; Marks & Spencer Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 210193 | &nbsp;&nbsp;&nbsp;&nbsp; 1054160 |
| &nbsp;&nbsp;&nbsp; National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp; 91320 | &nbsp;&nbsp;&nbsp;&nbsp; 1551486 |
| &nbsp;&nbsp;&nbsp; NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 166317 | &nbsp;&nbsp;&nbsp;&nbsp; 1515944 |
| &nbsp;&nbsp;&nbsp; Next plc | &nbsp;&nbsp;&nbsp;&nbsp; 7183 | &nbsp;&nbsp;&nbsp;&nbsp; 1304138 |
| &nbsp;&nbsp;&nbsp; Pearson plc | &nbsp;&nbsp;&nbsp;&nbsp; 92415 | &nbsp;&nbsp;&nbsp;&nbsp; 1215530 |
| &nbsp;&nbsp;&nbsp; Persimmon plc | &nbsp;&nbsp;&nbsp;&nbsp; 16607 | &nbsp;&nbsp;&nbsp;&nbsp; 319805 |
| &nbsp;&nbsp;&nbsp; Reckitt Benckiser Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 16813 | &nbsp;&nbsp;&nbsp;&nbsp; 1401530 |
| &nbsp;&nbsp;&nbsp; RELX plc | &nbsp;&nbsp;&nbsp;&nbsp; 25663 | &nbsp;&nbsp;&nbsp;&nbsp; 909805 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Common Stocks — continued** | **Common Stocks — continued** | **Common Stocks — continued** |
| **United Kingdom — continued** | **United Kingdom — continued** | **United Kingdom — continued** |
| &nbsp;&nbsp;&nbsp; Rightmove plc | &nbsp;&nbsp;&nbsp;&nbsp; 139675 | &nbsp;&nbsp;&nbsp;&nbsp; 945517 |
| &nbsp;&nbsp;&nbsp; Rolls-Royce Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 94212 | &nbsp;&nbsp;&nbsp;&nbsp; 1574940 |
| &nbsp;&nbsp;&nbsp; Sage Group plc (The) | &nbsp;&nbsp;&nbsp;&nbsp; 70785 | &nbsp;&nbsp;&nbsp;&nbsp; 928218 |
| &nbsp;&nbsp;&nbsp; Segro plc, REIT | &nbsp;&nbsp;&nbsp;&nbsp; 36149 | &nbsp;&nbsp;&nbsp;&nbsp; 376621 |
| &nbsp;&nbsp;&nbsp; Smith & Nephew plc | &nbsp;&nbsp;&nbsp;&nbsp; 74042 | &nbsp;&nbsp;&nbsp;&nbsp; 1261917 |
| &nbsp;&nbsp;&nbsp; Smiths Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 42379 | &nbsp;&nbsp;&nbsp;&nbsp; 1455373 |
| &nbsp;&nbsp;&nbsp; SSE plc | &nbsp;&nbsp;&nbsp;&nbsp; 45237 | &nbsp;&nbsp;&nbsp;&nbsp; 1503563 |
| &nbsp;&nbsp;&nbsp; St. James's Place plc | &nbsp;&nbsp;&nbsp;&nbsp; 29337 | &nbsp;&nbsp;&nbsp;&nbsp; 612713 |
| &nbsp;&nbsp;&nbsp; Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 62260 | &nbsp;&nbsp;&nbsp;&nbsp; 1593011 |
| &nbsp;&nbsp;&nbsp; Taylor Wimpey plc | &nbsp;&nbsp;&nbsp;&nbsp; 164393 | &nbsp;&nbsp;&nbsp;&nbsp; 240336 |
| &nbsp;&nbsp;&nbsp; Tesco plc | &nbsp;&nbsp;&nbsp;&nbsp; 221501 | &nbsp;&nbsp;&nbsp;&nbsp; 1288870 |
| &nbsp;&nbsp;&nbsp; Unilever plc | &nbsp;&nbsp;&nbsp;&nbsp; 5568 | &nbsp;&nbsp;&nbsp;&nbsp; 378788 |
| &nbsp;&nbsp;&nbsp; UNITE Group plc (The), REIT | &nbsp;&nbsp;&nbsp;&nbsp; 48890 | &nbsp;&nbsp;&nbsp;&nbsp; 380236 |
| &nbsp;&nbsp;&nbsp; United Utilities Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 83383 | &nbsp;&nbsp;&nbsp;&nbsp; 1427979 |
| &nbsp;&nbsp;&nbsp; Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 987298 | &nbsp;&nbsp;&nbsp;&nbsp; 1454020 |
| &nbsp;&nbsp;&nbsp; Weir Group plc (The) | &nbsp;&nbsp;&nbsp;&nbsp; 18950 | &nbsp;&nbsp;&nbsp;&nbsp; 836998 |
| &nbsp;&nbsp;&nbsp; Whitbread plc | &nbsp;&nbsp;&nbsp;&nbsp; 7699 | &nbsp;&nbsp;&nbsp;&nbsp; 287392 |
| &nbsp;&nbsp;&nbsp; Wise plc, Class A \* | &nbsp;&nbsp;&nbsp;&nbsp; 60980 | &nbsp;&nbsp;&nbsp;&nbsp; 786504 |
| &nbsp;&nbsp;&nbsp; WPP plc | &nbsp;&nbsp;&nbsp;&nbsp; 183500 | &nbsp;&nbsp;&nbsp;&nbsp; 761199 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 62859095 |
| **United States — 3.4%** | **United States — 3.4%** | **United States — 3.4%** |
| &nbsp;&nbsp;&nbsp; Amrize Ltd. \* | &nbsp;&nbsp;&nbsp;&nbsp; 9029 | &nbsp;&nbsp;&nbsp;&nbsp; 477633 |
| &nbsp;&nbsp;&nbsp; AP Moller - Maersk A/S, Class B (a) | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp; 581091 |
| &nbsp;&nbsp;&nbsp; BP plc | &nbsp;&nbsp;&nbsp;&nbsp; 118117 | &nbsp;&nbsp;&nbsp;&nbsp; 748928 |
| &nbsp;&nbsp;&nbsp; Experian plc | &nbsp;&nbsp;&nbsp;&nbsp; 20161 | &nbsp;&nbsp;&nbsp;&nbsp; 763592 |
| &nbsp;&nbsp;&nbsp; GSK plc | &nbsp;&nbsp;&nbsp;&nbsp; 57496 | &nbsp;&nbsp;&nbsp;&nbsp; 1486942 |
| &nbsp;&nbsp;&nbsp; Haleon plc | &nbsp;&nbsp;&nbsp;&nbsp; 237025 | &nbsp;&nbsp;&nbsp;&nbsp; 1239618 |
| &nbsp;&nbsp;&nbsp; Holcim AG | &nbsp;&nbsp;&nbsp;&nbsp; 14375 | &nbsp;&nbsp;&nbsp;&nbsp; 1481615 |
| &nbsp;&nbsp;&nbsp; Novartis AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp; 9175 | &nbsp;&nbsp;&nbsp;&nbsp; 1361293 |
| &nbsp;&nbsp;&nbsp; Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp; 2696 | &nbsp;&nbsp;&nbsp;&nbsp; 1225979 |
| &nbsp;&nbsp;&nbsp; Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp; 4383 | &nbsp;&nbsp;&nbsp;&nbsp; 413421 |
| &nbsp;&nbsp;&nbsp; Shell plc | &nbsp;&nbsp;&nbsp;&nbsp; 39137 | &nbsp;&nbsp;&nbsp;&nbsp; 1504407 |
| &nbsp;&nbsp;&nbsp; Sims Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 27473 | &nbsp;&nbsp;&nbsp;&nbsp; 384654 |
| &nbsp;&nbsp;&nbsp; Tenaris SA | &nbsp;&nbsp;&nbsp;&nbsp; 26240 | &nbsp;&nbsp;&nbsp;&nbsp; 582868 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; 12252041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Common Stocks <br>(Cost $276,992,980)<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; 358369640 |
| **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** | **Short-Term Investments — 1.2%** |
| **Investment Companies — 0.0% ^** | **Investment Companies — 0.0% ^** | **Investment Companies — 0.0% ^** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Prime Money Market Fund Class IM Shares, 3.79% (c) (d) <br>(Cost $60,950)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 60925 | &nbsp;&nbsp;&nbsp;&nbsp; 60950 |
| **Investment of Cash Collateral from Securities Loaned — 1.2%** | **Investment of Cash Collateral from Securities Loaned — 1.2%** | **Investment of Cash Collateral from Securities Loaned — 1.2%** |
| &nbsp;&nbsp;&nbsp; JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 3.68% (c) (d)(Cost $4,403,725) | &nbsp;&nbsp;&nbsp;&nbsp; 4403725 | &nbsp;&nbsp;&nbsp;&nbsp; 4403725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Short-Term Investments <br>(Cost $4,464,675)<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; 4464675 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

---

| | | |
|:---|:---|:---|
| **INVESTMENTS** | **SHARES** | **VALUE($)** |
| **Total Investments — 100.9%** <br>**(Cost $281,457,655)**<br>|  | &nbsp;&nbsp;&nbsp;&nbsp; **362834315** |
| **Liabilities in Excess of Other Assets — (0.9)%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **(3191405)**<br>|
| **NET ASSETS — 100.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp; **359642910** |

---

&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** |  |
| APAC | Asia Pacific |
| CVA | Certificaten Van Aandelen (Dutch Certificate) |
| OYJ | Public Limited Company |
| REIT | Real Estate Investment Trust |
| SCA | Limited partnership with share capital |
| SGPS | Holding company |

---

&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, 2026. The total value of securities on loan at January 31, 2026 is <br> $3,937,786.<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, 2026. |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

**Summary of Investments by Industry, January 31, 2026**

The following table represents the portfolio investments of the Fund by industry classifications as a percentage of total investments:

---

| | |
|:---|:---|
| **INDUSTRY** | **PERCENT OF** <br>**TOTAL** <br>**INVESTMENTS**<br>|
| Metals & Mining | 6.1<br> %<br>|
| Banks | 6.1 |
| Pharmaceuticals | 5.7 |
| Oil, Gas & Consumable Fuels | 5.6 |
| Electric Utilities | 4.1 |
| Diversified Telecommunication Services | 3.8 |
| Real Estate Management & Development | 3.4 |
| Food Products | 3.4 |
| Consumer Staples Distribution & Retail | 3.1 |
| Diversified REITs | 2.8 |
| Trading Companies & Distributors | 2.7 |
| Chemicals | 2.4 |
| Beverages | 2.4 |
| Gas Utilities | 2.4 |
| Industrial Conglomerates | 2.2 |
| Automobile Components | 2.1 |
| Health Care Equipment & Supplies | 1.9 |
| Wireless Telecommunication Services | 1.8 |
| Multi-Utilities | 1.8 |
| Technology Hardware, Storage & Peripherals | 1.8 |
| Specialty Retail | 1.6 |
| Tobacco | 1.5 |
| Insurance | 1.5 |
| Machinery | 1.5 |
| Retail REITs | 1.3 |
| Passenger Airlines | 1.3 |
| Health Care Providers & Services | 1.3 |
| Electronic Equipment, Instruments & Components | 1.3 |
| Broadline Retail | 1.2 |
| Aerospace & Defense | 1.2 |
| Hotels, Restaurants & Leisure | 1.2 |
| Marine Transportation | 1.2 |
| Construction & Engineering | 1.2 |
| Financial Services | 1.1 |
| Interactive Media & Services | 1.0 |
| Capital Markets | 1.0 |
| Semiconductors & Semiconductor Equipment | 1.0 |
| Media | 1.0 |
| Others (each less than 1.0%) | 10.8 |
| Short-Term Investments | 1.2 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

**Futures contracts outstanding as of January 31, 2026:**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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** |  |  |  |  |  |
| MSCI EAFE Index | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp;&nbsp;&nbsp; 1062880 | &nbsp;&nbsp;&nbsp;&nbsp; 55056 |

---

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

---

| | |
|:---|:---|
| **Abbreviations** |  |
| EAFE | Europe, Australasia and Far East |
| MSCI | Morgan Stanley Capital International |
| USD | United States Dollar |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF January 31, 2026 (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 "1940 Act"), the Board is required to determine fair value for securities that do not have readily available market quotations. Pursuant to Rule 2a-5 under the 1940 Act (Good Faith Determinations of Fair Value), the Board may designate the performance of these fair valuation determinations to a valuation designee. The Board has designated the Adviser as the "Valuation Designee" to perform fair valuation determinations for the Fund on behalf of the Board subject to appropriate oversight by the Board. The Adviser, as Valuation Designee, leverages the J.P. Morgan Asset Management Americas Valuation Committee ("AVC") to help oversee and carry out the policies for the valuation of investments held in the Fund. The Adviser, as Valuation Designee, remains responsible for the valuation determinations.

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

A market-based approach is primarily used to value the Fund's investments. Investments for which market quotations are not readily available are fair valued using prices supplied by approved affiliated and/or unaffiliated pricing vendors or third party broker-dealers (collectively referred to as "Pricing Services"), or may be internally fair valued using methods set forth by the valuation policies approved by the Board. This may include the use of related or comparable assets or liabilities, recent transactions, market multiples, book values and other relevant information for the investment. An income-based valuation approach may be used in which the anticipated future cash flows of the investment are discounted to calculate the fair value. Discounts may also be applied due to the nature or duration of any restrictions on the disposition of the investments. Valuations may be based upon current market prices of securities that are comparable in coupon, rating, maturity and industry. It is possible that the estimated values may differ significantly from the values that would have been used had a ready market for the investments existed, and such differences could be material.

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

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

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

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

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

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

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

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

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

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &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 |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp;&nbsp;&nbsp; $156518 | &nbsp;&nbsp;&nbsp;&nbsp; $33015115 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $33171633 |
| &nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1437489 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1437489 |
| &nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1676005 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1676005 |
| &nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 895309 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 895309 |
| &nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1659877 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1659877 |
| &nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5384530 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5384530 |
| &nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1330610 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1330610 |
| &nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2721170 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2721170 |
| &nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17416214 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 17416214 |
| &nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9687474 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9687474 |
| &nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp;&nbsp;&nbsp; 217810 | &nbsp;&nbsp;&nbsp;&nbsp; 13315055 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13532865 |
| &nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 244123 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 244123 |
| &nbsp;&nbsp;&nbsp; Iraq | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 473687 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 473687 |
| &nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12288944 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12288944 |
| &nbsp;&nbsp;&nbsp; Ivory Coast | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1474979 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1474979 |
| &nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp;&nbsp;&nbsp; 2858070 | &nbsp;&nbsp;&nbsp;&nbsp; 92199565 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 95057635 |
| &nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 317843 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 317843 |
| &nbsp;&nbsp;&nbsp; Macau | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 417101 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 417101 |
| &nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1842609 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1842609 |
| &nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5808569 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5808569 |
| &nbsp;&nbsp;&nbsp; New Zealand | &nbsp;&nbsp;&nbsp;&nbsp; 23664 | &nbsp;&nbsp;&nbsp;&nbsp; 870514 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 894178 |
| &nbsp;&nbsp;&nbsp; Nigeria | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 377683 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 377683 |
| &nbsp;&nbsp;&nbsp; Norway | &nbsp;&nbsp;&nbsp;&nbsp; 1110845 | &nbsp;&nbsp;&nbsp;&nbsp; 3881656 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4992501 |
| &nbsp;&nbsp;&nbsp; Poland | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1602480 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1602480 |
| &nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 648173 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 648173 |
| &nbsp;&nbsp;&nbsp; Russia | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; —(a)<br>| &nbsp;&nbsp;&nbsp;&nbsp; —(a)<br>|
| &nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10459674 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10459674 |
| &nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1584852 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1584852 |
| &nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp;&nbsp;&nbsp; 2222447 | &nbsp;&nbsp;&nbsp;&nbsp; 30511229 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32733676 |
| &nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp;&nbsp;&nbsp; 2470117 | &nbsp;&nbsp;&nbsp;&nbsp; 4746714 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7216831 |
| &nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9251155 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9251155 |
| &nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6048418 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6048418 |
| &nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 610217 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 610217 |
| &nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp; 1401530 | &nbsp;&nbsp;&nbsp;&nbsp; 61457565 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 62859095 |
| &nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12252041 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12252041 |
| &nbsp;&nbsp;&nbsp; Total Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 10461001 | &nbsp;&nbsp;&nbsp;&nbsp; 347908639 | &nbsp;&nbsp;&nbsp;&nbsp; —<br> (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 358369640 |
| Short-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 60950 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 60950 |
| &nbsp;&nbsp;&nbsp; Investment of Cash Collateral from Securities Loaned | &nbsp;&nbsp;&nbsp;&nbsp; 4403725 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4403725 |
| &nbsp;&nbsp;&nbsp; Total Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp; 4464675 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4464675 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; $14925676 | &nbsp;&nbsp;&nbsp;&nbsp; $347908639 | &nbsp;&nbsp;&nbsp;&nbsp; $—<br> (a)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $362834315 |

---

------

**JPMorgan Diversified Return International Equity ETF**

**SCHEDULE OF PORTFOLIO INVESTMENTS**

AS OF January 31, 2026 (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 | &nbsp;&nbsp;&nbsp;&nbsp; $55056 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $55056 |

---

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

 <br> (a) Value is zero.

**B. Investment Transactions with Affiliates**— The Fund invested in Underlying Funds 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, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** | **For the period ended January 31, 2026** |
| **Security Description** | **Value at** <br>**October 31,** <br>**2025**<br>| **Purchases at** <br>**Cost**<br>| **Proceeds from** <br>**Sales**<br>| **Net Realized** <br>**Gain (Loss)**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>| **Value at** <br>**January 31,** <br>**2026**<br>| **Shares at** <br>**January 31,** <br>**2026**<br>| **Dividend** <br>**Income**<br>| **Capital Gain** <br>**Distributions**<br>|
| &nbsp;&nbsp;&nbsp; JPMorgan Prime Money Market Fund <br> Class IM Shares, 3.79% (a) (b)<br>| $242239 | $3157118 | $3338408 | $(23)<br>| $24 | $60950 | 60925 | $4818 | $— |
| &nbsp;&nbsp;&nbsp; JPMorgan Securities Lending Money <br> Market Fund Agency SL Class Shares, <br> 3.68% (a) (b)<br>| 4566374 | 9065648 | 9228297 |  |  | 4403725 | 4403725 | 47772 |  |
| **Total** | $4808613 | $12222766 | $12566705 | $(23)<br>| $24 | $4464675 |  | $52590 | $— |

---

&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, 2026.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** JPMorgan Diversified Return International Equity ETF

- **b. EDGAR series identifier (if any):** S000045406

- **c. LEI of Series:** 549300BY2GOTBGN1XN59

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

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

- **b. Date as of which information is reported:** 2026-01-31

**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:** $366231571.90

**Total Liabilities:** $6613197.39

**Net Assets:** $359618374.51

**Cash Not Reported:** $41173.08

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000141385 | 1.63%                | 1.89%                | 5.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24861.35                | $5403189.34                                |
| Month 2  | $4217008.80              | $2197953.99                                |
| Month 3  | $8245804.81              | $11065841.96                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SKF AB                                                | SKF AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |     41290 | NS      | $1079597.02   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                             | Orange SA                                                             | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     84193 | NS      | $1565151.28   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                               | MEIJI Holdings Co. Ltd.                                               | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |     38700 | NS      | $905984.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co. Ltd.                                     | Mitsui & Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |     46900 | NS      | $1531990.41   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SK, Inc.                                              | SK, Inc.                                                              | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |      2838 | NS      | $655384.68    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                       | Norwegian Krone                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     10862 | OU      | $1127.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nichirei Corp.                                        | Nichirei Corp.                                                        | CUSIP: N/A<br>LEI: 529900MX3GPXXKO0MT06       | Long             | EC               | CORP              | JP        |     17700 | NS      | $218676.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian plc                                          | Experian plc                                                          | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |     20161 | NS      | $763592.61    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co. Ltd.                               | Idemitsu Kosan Co. Ltd.                                               | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     90785 | NS      | $770335.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                  | Evonik Industries AG                                                  | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |     53567 | NS      | $829748.88    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                  | SoftBank Group Corp.                                                  | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     33600 | NS      | $917528.22    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                           | Keppel Ltd.                                                           | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |    154600 | NS      | $1329997.55   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Getinge AB                                            | Getinge AB, Class B                                                   | CUSIP: N/A<br>LEI: 5493003PZ4F570G3W735       | Long             | EC               | CORP              | SE        |     10874 | NS      | $238274.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                        | Rio Tinto Ltd.                                                        | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     11459 | NS      | $1193853.65   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                           | Telenor ASA                                                           | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |     66037 | NS      | $1110845.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever plc                                          | Unilever plc                                                          | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |      5568 | NS      | $378787.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BIPROGY, Inc.                                         | BIPROGY, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11600 | NS      | $385228.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp.                                | Medipal Holdings Corp.                                                | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |     31600 | NS      | $572729.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Japanese Yen                                          | Japanese Yen                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | JP        |       -96 | OU      | $-0.62        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trelleborg AB                                         | Trelleborg AB, Class B                                                | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |     12022 | NS      | $486485.27    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapletree Pan Asia Commercial Trust                   | Mapletree Pan Asia Commercial Trust                                   | CUSIP: N/A<br>LEI: 549300BF18K4IC5LZ208       | Long             | EC               | CORP              | SG        |     86400 | NS      | $99088.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Antofagasta plc                                       | Antofagasta plc                                                       | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     33498 | NS      | $1659876.60   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryanair Holdings plc                                  | Ryanair Holdings plc                                                  | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |     18055 | NS      | $612774.96    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokohama Rubber Co. Ltd. (The)                        | Yokohama Rubber Co. Ltd. (The)                                        | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |     24900 | NS      | $982810.35    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                           | NN Group NV                                                           | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |      5885 | NS      | $466487.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Fudosan Holdings Corp.                          | Tokyu Fudosan Holdings Corp.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    147900 | NS      | $1369481.88   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Dollar                                      | Singapore Dollar                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SG        |        -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENEOS Holdings, Inc.                                  | ENEOS Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    175900 | NS      | $1486692.32   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corp.                                          | Subaru Corp.                                                          | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     12400 | NS      | $266205.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Uplus Corp.                                        | LG Uplus Corp.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     57129 | NS      | $635031.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morinaga Milk Industry Co. Ltd.                       | Morinaga Milk Industry Co. Ltd.                                       | CUSIP: N/A<br>LEI: 529900FB91P7MVO08949       | Long             | EC               | CORP              | JP        |      3800 | NS      | $98130.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Aumovio SE                                            | Aumovio SE                                                            | CUSIP: N/A<br>LEI: 391200IGI9RQ7VTOK384       | Long             | EC               | CORP              | DE        |      3714 | NS      | $178213.51    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankook Tire & Technology Co. Ltd.                    | Hankook Tire & Technology Co. Ltd.                                    | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |     14078 | NS      | $622653.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Ltd.                                              | CSL Ltd.                                                              | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |      5570 | NS      | $701874.78    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Link REIT                                             | Link                                                                  | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     55900 | NS      | $257014.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Corp.                                              | CJ Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      2663 | NS      | $402190.51    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                       | CK Infrastructure Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |    150500 | NS      | $1236095.09   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group plc (The)                                  | Weir Group plc (The)                                                  | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |     18950 | NS      | $836997.73    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa plc                                           | Informa plc                                                           | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |     97665 | NS      | $1178603.60   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Episholdings Co. Ltd.                         | Samsung Episholdings Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        93 | NS      | $39153.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                   | Amadeus IT Group SA                                                   | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |     18774 | NS      | $1258734.20   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Gas Corp.                                       | Korea Gas Corp.                                                       | CUSIP: N/A<br>LEI: 988400TFZILHBD5M3R71       | Long             | EC               | CORP              | KR        |     33201 | NS      | $922441.98    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                         | JDE Peet's NV                                                         | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     10088 | NS      | $379784.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                              | Jeronimo Martins SGPS SA                                              | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |     27487 | NS      | $648172.61    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sugi Holdings Co. Ltd.                                | Sugi Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               | CORP              | JP        |     19500 | NS      | $448439.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                        | Hong Kong & China Gas Co. Ltd.                                        | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |   1045393 | NS      | $984602.29    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Halma plc                                             | Halma plc                                                             | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     15106 | NS      | $733677.02    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corp.                                     | Asahi Kasei Corp.                                                     | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |     30100 | NS      | $292000.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Metropolitan Fund Invest                        | Japan Metropolitan Fund Invest                                        | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |       838 | NS      | $659574.92    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                             | Danone SA                                                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     15088 | NS      | $1182294.91   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                             | Sanofi SA                                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |      4383 | NS      | $413420.92    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Group                                    | Charter Hall Group                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     25405 | NS      | $404580.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group plc                              | Howden Joinery Group plc                                              | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |     79817 | NS      | $914376.68    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                    | Oversea-Chinese Banking Corp. Ltd.                                    | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |     84400 | NS      | $1408598.19   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Next plc                                              | Next plc                                                              | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |      7183 | NS      | $1304137.92   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Thai Beverage PCL                                     | Thai Beverage PCL                                                     | CUSIP: N/A<br>LEI: 529900VZFHQZ684D8L07       | Long             | EC               | CORP              | TH        |   1616700 | NS      | $610216.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Diploma plc                                           | Diploma plc                                                           | CUSIP: N/A<br>LEI: 2138008OGI7VYG8FGR19       | Long             | EC               | CORP              | GB        |      4382 | NS      | $319235.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                        | Fortescue Ltd.                                                        | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |     79604 | NS      | $1152735.08   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                               | GSK plc                                                               | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |     57496 | NS      | $1486941.99   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                         | Brambles Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12209 | NS      | $189516.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co. Ltd.                     | Daito Trust Construction Co. Ltd.                                     | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |     28900 | NS      | $586595.54    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                           | Brenntag SE                                                           | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |      4762 | NS      | $289718.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                             | Logitech International SA (Registered)                                | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     11381 | NS      | $980497.37    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Iwatani Corp.                                         | Iwatani Corp.                                                         | CUSIP: N/A<br>LEI: 353800TSKIDNENNV2L96       | Long             | EC               | CORP              | JP        |     18600 | NS      | $220614.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco plc                          | British American Tobacco plc                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     24437 | NS      | $1476327.18   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                       | Toyo Tire Corp.                                                       | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |     30100 | NS      | $811186.70    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Co. Ltd.                                   | HD Hyundai Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      8305 | NS      | $1347800.68   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Co. Ltd.                               | Kirin Holdings Co. Ltd.                                               | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |     18200 | NS      | $282960.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                               | MatsukiyoCocokara & Co.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     53000 | NS      | $848630.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Entain plc                                            | Entain plc                                                            | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |     17680 | NS      | $146677.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Gas Co. Ltd.                                     | Toho Gas Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800BCVTE4F8012906       | Long             | EC               | CORP              | JP        |     12400 | NS      | $410767.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Co. APAC Ltd.                       | Budweiser Brewing Co. APAC Ltd.                                       | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |    851906 | NS      | $839955.20    | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Whitbread plc                                         | Whitbread plc                                                         | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |      7699 | NS      | $287391.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                         | JB Hi-Fi Ltd.                                                         | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     17650 | NS      | $994410.36    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                 | Sonic Healthcare Ltd.                                                 | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |     57236 | NS      | $915307.45    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SKY Perfect JSAT Holdings, Inc.                       | SKY Perfect JSAT Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 5299009SAF34W9TVEF26       | Long             | EC               | CORP              | JP        |     17700 | NS      | $255851.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                     | Nitto Denko Corp.                                                     | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |     54600 | NS      | $1213394.07   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                    | Vodafone Group plc                                                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |    987298 | NS      | $1454019.82   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| D'ieteren Group                                       | D'ieteren Group                                                       | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |      2485 | NS      | $566029.97    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corp.                                           | Tosoh Corp.                                                           | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |     44800 | NS      | $731163.68    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                | AP Moller - Maersk A/S, Class B                                       | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |       235 | NS      | $581090.75    | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| Mercedes-Benz Group AG                                | Mercedes-Benz Group AG                                                | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |     12630 | NS      | $863187.85    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp.                                           | NAVER Corp.                                                           | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |      1517 | NS      | $288353.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                             | Elisa OYJ                                                             | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |      4213 | NS      | $186362.33    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                   | EssilorLuxottica SA                                                   | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      3568 | NS      | $1090723.60   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Yancoal Australia Ltd.                                | Yancoal Australia Ltd.                                                | CUSIP: N/A<br>LEI: 3003003IC6G39HKQAD13       | Long             | EC               | CORP              | AU        |    182636 | NS      | $731066.31    | 0.20%             |  |  |  | No            |                  2 | On Loan: —       |
| Yamada Holdings Co. Ltd.                              | Yamada Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800MDZ4K1DQKLO464       | Long             | EC               | CORP              | JP        |     55200 | NS      | $193517.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners plc                    | Coca-Cola Europacific Partners plc                                    | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      2741 | NS      | $250376.81    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                           | Merlin Properties Socimi SA                                           | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |     49444 | NS      | $735885.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Marks & Spencer Group plc                             | Marks & Spencer Group plc                                             | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |    210193 | NS      | $1054160.17   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                          | RTL Group SA                                                          | CUSIP: N/A<br>LEI: 5493000C8J3C3SZYS040       | Long             | EC               | CORP              | LU        |      7290 | NS      | $317842.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Group Ltd.                                  | Endeavour Group Ltd.                                                  | CUSIP: N/A<br>LEI: 254900JAN9FOLMWAD533       | Long             | EC               | CORP              | AU        |    254912 | NS      | $654855.13    | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokyo Gas Co. Ltd.                                    | Tokyo Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     35300 | NS      | $1566107.91   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                          | Barclays plc                                                          | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    237615 | NS      | $1585858.51   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                                            | Tenaris SA                                                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     26240 | NS      | $582867.91    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                         | Swedish Krona                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      9929 | OU      | $1114.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Bottlers Japan Holdings, Inc.               | Coca-Cola Bottlers Japan Holdings, Inc.                               | CUSIP: N/A<br>LEI: 353800XN1G90665VTQ16       | Long             | EC               | CORP              | JP        |     22100 | NS      | $492978.07    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                       | Sankyo Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |     67400 | NS      | $1054306.97   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanwa Holdings Corp.                                  | Sanwa Holdings Corp.                                                  | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     18300 | NS      | $414519.01    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                     | Sonova Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |      1263 | NS      | $345662.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                          | Iberdrola SA                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       797 | NS      | $17918.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kia Corp.                                             | Kia Corp.                                                             | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     12651 | NS      | $1346107.11   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                         | Industria de Diseno Textil SA                                         | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |     16686 | NS      | $1085760.25   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                               | MGM China Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | EC               | CORP              | KY        |    261200 | NS      | $417101.42    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corp.                                  | Toyota Boshoku Corp.                                                  | CUSIP: N/A<br>LEI: 529900KS87U6EY7PWG26       | Long             | EC               | CORP              | JP        |     10400 | NS      | $174636.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp. Ltd. (The)                              | Lottery Corp. Ltd. (The)                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    163768 | NS      | $583411.32    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                 | Dexus                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    162867 | NS      | $759818.42    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfresa Holdings Corp.                                | Alfresa Holdings Corp.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     31100 | NS      | $500861.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Marketing Japan, Inc.                           | Canon Marketing Japan, Inc.                                           | CUSIP: N/A<br>LEI: 529900WMTZBIIROD5K97       | Long             | EC               | CORP              | JP        |     19000 | NS      | $828944.06    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE Group plc (The)                                 | UNITE Group plc (The)                                                 | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |     48890 | NS      | $380236.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                          | Sun Hung Kai Properties Ltd.                                          | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |    101000 | NS      | $1621948.20   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Temenos AG                                            | Temenos AG (Registered)                                               | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |     10308 | NS      | $910958.27    | 0.25%             |  |  |  | No            |                  2 | On Loan: —       |
| CAR Group Ltd.                                        | CAR Group Ltd.                                                        | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |     32722 | NS      | $626132.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LG H&H Co. Ltd.                                       | LG H&H Co. Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       178 | NS      | $32344.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion OYJ                                             | Orion OYJ, Class B                                                    | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |      7681 | NS      | $635204.21    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co. Ltd.                                 | DB Insurance Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |      4308 | NS      | $425326.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                            | Hexagon AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |     18375 | NS      | $207178.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                               | SSAB AB, Class B                                                      | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |    150842 | NS      | $1240880.78   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Rightmove plc                                         | Rightmove plc                                                         | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    139675 | NS      | $945517.36    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                               | Eni SpA                                                               | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |     57048 | NS      | $1166011.68   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                              | Vinci SA                                                              | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |      7194 | NS      | $1034387.36   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                    | Publicis Groupe SA                                                    | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |      8265 | NS      | $826072.66    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                              | ORLEN SA                                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     52726 | NS      | $1602480.05   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                              | RELX plc                                                              | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |     25663 | NS      | $909805.17    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                        | Prudential plc                                                        | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |     20337 | NS      | $334040.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NS Solutions Corp.                                    | NS Solutions Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7400 | NS      | $195503.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Invincible Investment Corp.                           | Invincible Investment Corp.                                           | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |       704 | NS      | $298156.97    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                      | Pro Medicus Ltd.                                                      | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |      5784 | NS      | $739445.81    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                | CK Asset Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |     56000 | NS      | $328055.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                              | Industrial Bank of Korea                                              | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               | CORP              | KR        |     66021 | NS      | $1014340.42   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                    | Koninklijke KPN NV                                                    | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |    255748 | NS      | $1252529.62   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Croda International plc                               | Croda International plc                                               | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |     13184 | NS      | $492684.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Corp.                                              | LG Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     11235 | NS      | $713179.37    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Innotek Co. Ltd.                                   | LG Innotek Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 988400KTHH2LMUX7EB48       | Long             | EC               | CORP              | KR        |      5045 | NS      | $856649.22    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| St. James's Place plc                                 | St. James's Place plc                                                 | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |     29337 | NS      | $612713.09    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ComfortDelGro Corp. Ltd.                              | ComfortDelGro Corp. Ltd.                                              | CUSIP: N/A<br>LEI: 2549005O5PVA2JCH6Q33       | Long             | EC               | CORP              | SG        |    230000 | NS      | $265722.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                | OMV AG                                                                | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     24197 | NS      | $1437489.58   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G plc                                               | M&G plc                                                               | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |    102387 | NS      | $434044.07    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                   | Tokyo Electron Ltd.                                                   | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |      5000 | NS      | $1332295.41   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                    | Telstra Group Ltd.                                                    | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    342725 | NS      | $1164337.80   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Dyno Nobel Ltd.                                       | Dyno Nobel Ltd.                                                       | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |    187523 | NS      | $456710.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                            | Scout24 SE                                                            | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |      7649 | NS      | $761544.45    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hachijuni Nagano Bank Ltd.                            | Hachijuni Nagano Bank Ltd.                                            | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |     29000 | NS      | $362308.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Kinzoku Co. Ltd.                               | Mitsui Kinzoku Co. Ltd.                                               | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |     11700 | NS      | $1526953.85   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                       | Telefonaktiebolaget LM Ericsson, Class B                              | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |     56101 | NS      | $607583.09    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                              | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |    107882 | NS      | $1191940.95   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                           | Mitsubishi HC Capital, Inc.                                           | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |    113700 | NS      | $992253.42    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tsumura & Co.                                         | Tsumura & Co.                                                         | CUSIP: N/A<br>LEI: 3538005RS3M1OVJLC663       | Long             | EC               | CORP              | JP        |     11500 | NS      | $304000.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eiffage SA                                            | Eiffage SA                                                            | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |      8882 | NS      | $1317266.07   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Chemical Co. Ltd.                            | Sumitomo Chemical Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |    207300 | NS      | $630632.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                      | Novo Nordisk A/S, Class B                                             | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |      5448 | NS      | $323498.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                        | Air Liquide SA                                                        | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |      2668 | NS      | $499616.19    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co. Ltd.                         | Japan Post Insurance Co. Ltd.                                         | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |     24800 | NS      | $768107.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                                               | A2A SpA                                                               | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |    261777 | NS      | $789729.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                   | Imperial Brands plc                                                   | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |     30875 | NS      | $1300386.45   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuhan Corp.                                           | Yuhan Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     13512 | NS      | $1009964.32   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corp. Ltd.                                    | Venture Corp. Ltd.                                                    | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |     68300 | NS      | $877048.75    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Santen Pharmaceutical Co. Ltd.                        | Santen Pharmaceutical Co. Ltd.                                        | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |     87200 | NS      | $980967.99    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                            | Power Assets Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    162000 | NS      | $1256593.50   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Danish Krone                                          | Danish Krone                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | DK        |        -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa Securities Group, Inc.                          | Daiwa Securities Group, Inc.                                          | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |    113900 | NS      | $1109886.11   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha Ltd.                               | Toyo Suisan Kaisha Ltd.                                               | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17600 | NS      | $1256579.66   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                   | Shionogi & Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     72400 | NS      | $1490657.20   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA        | Recordati Industria Chimica e Farmaceutica SpA                        | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     12937 | NS      | $712820.36    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Castellum AB                                          | Castellum AB                                                          | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |      4119 | NS      | $50920.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cosmo Energy Holdings Co. Ltd.                        | Cosmo Energy Holdings Co. Ltd.                                        | CUSIP: N/A<br>LEI: 353800Y4GZ7KR5X7L150       | Long             | EC               | CORP              | JP        |     34100 | NS      | $1022561.44   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco plc                                             | Tesco plc                                                             | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |    221501 | NS      | $1288870.32   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                          | Iberdrola SA                                                          | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     54804 | NS      | $1232144.70   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corp.                                           | Orion Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10993 | NS      | $894837.63    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NOF Corp.                                             | NOF Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       900 | NS      | $17383.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                           | Italgas SpA                                                           | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    123788 | NS      | $1487211.78   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co. Ltd.                   | Electric Power Development Co. Ltd.                                   | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |     69300 | NS      | $1471810.09   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                          | 3i Group plc                                                          | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |     22120 | NS      | $1016173.38   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                | BP plc                                                                | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |    118117 | NS      | $748927.66    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Franc                                           | Swiss Franc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |       870 | OU      | $1125.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods plc                          | Associated British Foods plc                                          | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |     42457 | NS      | $1109583.74   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                             | Orkla ASA                                                             | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |     64766 | NS      | $770609.45    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                     | Singapore Telecommunications Ltd.                                     | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |    378500 | NS      | $1365889.58   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin, Inc.                                  | Hikari Tsushin, Inc.                                                  | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      4500 | NS      | $1242816.27   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                             | TIS, Inc.                                                             | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |      2800 | NS      | $81475.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Securities Co. Ltd.                           | Samsung Securities Co. Ltd.                                           | CUSIP: N/A<br>LEI: 988400RBTJTHNUOHE716       | Long             | EC               | CORP              | KR        |     10880 | NS      | $682917.69    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Aerospace Co. Ltd.                             | Hanwha Aerospace Co. Ltd.                                             | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |      1796 | NS      | $1616725.56   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Mebuki Financial Group, Inc.                          | Mebuki Financial Group, Inc.                                          | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |     68400 | NS      | $516022.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Co. AB                                          | Telia Co. AB                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    207115 | NS      | $946197.01    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Investment Holdings Co. Ltd.                    | Korea Investment Holdings Co. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       195 | NS      | $29170.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                             | Fresenius Medical Care AG                                             | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     20485 | NS      | $922214.60    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                    | Intertek Group plc                                                    | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |     16468 | NS      | $1010273.53   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                       | Wesfarmers Ltd.                                                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     21405 | NS      | $1234781.13   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KT&G Corp.                                            | KT&G Corp.                                                            | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |     14588 | NS      | $1559742.39   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL Energy Ltd.                                       | AGL Energy Ltd.                                                       | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |     33725 | NS      | $212184.06    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                   | Japan Tobacco, Inc.                                                   | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |     36600 | NS      | $1322786.06   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa plc                                     | Airtel Africa plc                                                     | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |     86624 | NS      | $377683.51    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fresnillo plc                                         | Fresnillo plc                                                         | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     37416 | NS      | $1842609.35   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Gecina SA                                             | Gecina SA                                                             | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |      7549 | NS      | $693385.58    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                          | Kajima Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11400 | NS      | $465071.76    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp.                                            | Hoya Corp.                                                            | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |      1500 | NS      | $251633.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                  | Kyowa Kirin Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |      6300 | NS      | $102274.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Foods Ltd.                                         | NH Foods Ltd.                                                         | CUSIP: N/A<br>LEI: 353800NLDBIOUQILWU82       | Long             | EC               | CORP              | JP        |     16300 | NS      | $740045.18    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM-Firmenich AG                                      | DSM-Firmenich AG                                                      | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |      3584 | NS      | $282611.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co. Ltd.                            | Samsung Biologics Co. Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       175 | NS      | $211489.16    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Osaka Gas Co. Ltd.                                    | Osaka Gas Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     40400 | NS      | $1516723.62   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Open House Group Co. Ltd.                             | Open House Group Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |     12400 | NS      | $729638.17    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                       | BAE Systems plc                                                       | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |     48471 | NS      | $1315839.53   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C SpA                                       | Pirelli & C SpA                                                       | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |     74424 | NS      | $560428.68    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                          | Northern Star Resources Ltd.                                          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |     76716 | NS      | $1410293.19   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                             | Kao Corp.                                                             | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |     24000 | NS      | $960059.88    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                         | Koninklijke Ahold Delhaize NV                                         | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     32831 | NS      | $1283697.38   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                               | FUJIFILM Holdings Corp.                                               | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |     39900 | NS      | $797012.87    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                               | Brother Industries Ltd.                                               | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |     32800 | NS      | $668713.17    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Kogyo Co. Ltd.                                 | Yamato Kogyo Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7000 | NS      | $504644.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                     | Lenovo Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    684000 | NS      | $770672.07    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                           | Swisscom AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      1204 | NS      | $988581.99    | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| Burberry Group plc                                    | Burberry Group plc                                                    | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     22717 | NS      | $343229.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group plc (The)                                  | Sage Group plc (The)                                                  | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |     70785 | NS      | $928218.24    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                   | Qantas Airways Ltd.                                                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     61584 | NS      | $430572.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                        | BPER Banca SpA                                                        | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |     26740 | NS      | $376591.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                               | DBS Group Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |     19200 | NS      | $892461.21    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Shokubai Co. Ltd.                              | Nippon Shokubai Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34400 | NS      | $495455.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Orient Overseas International Ltd.                    | Orient Overseas International Ltd.                                    | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |     55500 | NS      | $909266.19    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group plc                           | Reckitt Benckiser Group plc                                           | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |     16813 | NS      | $1401529.70   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hutchison Port Holdings Trust                         | Hutchison Port Holdings Trust                                         | CUSIP: N/A<br>LEI: 529900E8LS83XV4W6889       | Long             | EC               | CORP              | SG        |    947000 | NS      | $217810.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Canon, Inc.                                           | Canon, Inc.                                                           | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |     36500 | NS      | $1111019.24   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                             | Avolta AG                                                             | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |      4377 | NS      | $267966.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                          | ITOCHU Corp.                                                          | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |     97500 | NS      | $1248250.91   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Activia Properties, Inc.                              | Activia Properties, Inc.                                              | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |       484 | NS      | $452023.99    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                            | Kawasaki Kisen Kaisha Ltd.                                            | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |     79900 | NS      | $1154560.36   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                            | Woodside Energy Group Ltd.                                            | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |     27552 | NS      | $486472.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                        | BHP Group Ltd.                                                        | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |     33043 | NS      | $1138079.05   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                 | Sumitomo Mitsui Financial Group, Inc.                                 | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |     43400 | NS      | $1527265.58   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                    | Nippon Steel Corp.                                                    | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |    174400 | NS      | $726733.96    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Korean Air Lines Co. Ltd.                             | Korean Air Lines Co. Ltd.                                             | CUSIP: N/A<br>LEI: 988400C2UFBF4B660C58       | Long             | EC               | CORP              | KR        |      9964 | NS      | $160650.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                 | Kansai Electric Power Co., Inc. (The)                                 | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |     27400 | NS      | $437165.37    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group plc                            | United Utilities Group plc                                            | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |     83383 | NS      | $1427978.68   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimamura Co. Ltd.                                    | Shimamura Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      5600 | NS      | $375340.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                     | Nintendo Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |     14800 | NS      | $916498.27    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                            | CK Hutchison Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |     14756 | NS      | $118982.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo plc                                            | Diageo plc                                                            | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |     19782 | NS      | $455189.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Dollar                                      | Hong Kong Dollar                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HK        |      8577 | OU      | $1097.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Pacific Co. Ltd.                                | First Pacific Co. Ltd.                                                | CUSIP: N/A<br>LEI: 254900VS1MDQSDM9DE09       | Long             | EC               | CORP              | BM        |    312000 | NS      | $244122.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Inc.                        | Chubu Electric Power Co., Inc.                                        | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |     32600 | NS      | $473632.53    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                             | NEC Corp.                                                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |     27800 | NS      | $942410.49    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                      | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |     60925 | NS      | $60949.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                    | JFE Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |      4500 | NS      | $60584.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                 | Deutsche Lufthansa AG (Registered)                                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |     93662 | NS      | $964857.08    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Samyang Foods Co. Ltd.                                | Samyang Foods Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       991 | NS      | $809902.24    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund         | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |   4403725 | NS      | $4403724.85   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP plc                                               | WPP plc                                                               | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |    183500 | NS      | $761199.15    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                  | Mitsubishi UFJ Financial Group, Inc.                                  | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |     84500 | NS      | $1530326.15   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Modec, Inc.                                           | Modec, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      8500 | NS      | $828898.54    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                              | Generali                                                              | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     13837 | NS      | $564417.13    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                      | Wartsila OYJ Abp                                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     11313 | NS      | $458629.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co. Ltd.                                      | Niterra Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     32100 | NS      | $1403472.25   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                             | Sekisui Chemical Co. Ltd.                                             | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     19900 | NS      | $351979.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United Urban Investment Corp.                         | United Urban Investment Corp.                                         | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |       335 | NS      | $387038.58    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                  | Banca Mediolanum SpA                                                  | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |     22203 | NS      | $520842.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                           | Ono Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     70200 | NS      | $1045864.51   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                       | Mitsubishi Chemical Group Corp.                                       | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |    137200 | NS      | $905822.54    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Ltd.                                         | Cochlear Ltd.                                                         | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |      5138 | NS      | $957688.96    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                      | Mitsubishi Corp.                                                      | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |     44600 | NS      | $1184858.98   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                             | Stockland                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    328367 | NS      | $1228619.93   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| K's Holdings Corp.                                    | K's Holdings Corp.                                                    | CUSIP: N/A<br>LEI: 3538003LJ09YLR6NHG27       | Long             | EC               | CORP              | JP        |     32700 | NS      | $340076.64    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntec REIT                                           | Suntec                                                                | CUSIP: N/A<br>LEI: 549300C46QFXSI2F4K13       | Long             | EC               | CORP              | SG        |    616700 | NS      | $696634.87    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co. Ltd.              | Samsung Fire & Marine Insurance Co. Ltd.                              | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |       353 | NS      | $122865.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon plc                                            | Haleon plc                                                            | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |    237025 | NS      | $1239617.89   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                          | Securitas AB, Class B                                                 | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |     53738 | NS      | $888660.03    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                            | Vonovia SE                                                            | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |     17385 | NS      | $509020.45    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                       | Norsk Hydro ASA                                                       | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |    111094 | NS      | $986279.70    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                             | Holcim AG                                                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     14375 | NS      | $1481615.15   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund, Inc.                            | Nippon Building Fund, Inc.                                            | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |       574 | NS      | $532434.42    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowa Holdings Co. Ltd.                                | Dowa Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800ZSQZKFE140A689       | Long             | EC               | CORP              | JP        |       200 | NS      | $11845.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                  | SITC International Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    192917 | NS      | $720385.75    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| British Land Co. plc (The)                            | British Land Co. plc (The)                                            | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |    233769 | NS      | $1333401.85   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvey Norman Holdings Ltd.                           | Harvey Norman Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 529900ONRWOF42PYKU59       | Long             | EC               | CORP              | AU        |    151187 | NS      | $679391.45    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| South Korea Won                                       | South Korea Won                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KR        |     62680 | OU      | $43.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kakaku.com, Inc.                                      | Kakaku.com, Inc.                                                      | CUSIP: N/A<br>LEI: 353800KA15Y0DCPWYY65       | Long             | EC               | CORP              | JP        |     11700 | NS      | $159683.68    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                             | Unibail-Rodamco-Westfield                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     10124 | NS      | $1119360.39   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                     | National Grid plc                                                     | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |     91320 | NS      | $1551486.16   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                      | Roche Holding AG                                                      | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |      2696 | NS      | $1225978.84   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Media Holdings, Inc.                             | Fuji Media Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 353800TG2T8DSPV7H313       | Long             | EC               | CORP              | JP        |      6000 | NS      | $151087.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Evraz plc                                             | Evraz plc                                                             | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |    393430 | NS      | $0.53         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sembcorp Industries Ltd.                              | Sembcorp Industries Ltd.                                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |    176200 | NS      | $834919.89    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group (The)                                       | GPT Group (The)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    299819 | NS      | $1101538.89   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corp.                                            | KDDI Corp.                                                            | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |     77100 | NS      | $1301754.55   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Sawai Group Holdings Co. Ltd.                         | Sawai Group Holdings Co. Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28900 | NS      | $443289.97    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinden Corp.                                          | Kinden Corp.                                                          | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |      3300 | NS      | $146024.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                    | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |     43552 | NS      | $943180.89    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitehaven Coal Ltd.                                  | Whitehaven Coal Ltd.                                                  | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |    221301 | NS      | $1352071.15   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Dollar                                     | Australian Dollar                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     21905 | OU      | $15253.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Mobis Co. Ltd.                                | Hyundai Mobis Co. Ltd.                                                | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |      3869 | NS      | $1208895.86   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Sojitz Corp.                                          | Sojitz Corp.                                                          | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |     12320 | NS      | $449252.65    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexerials Corp.                                       | Dexerials Corp.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14900 | NS      | $261409.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                        | Chugai Pharmaceutical Co. Ltd.                                        | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     24000 | NS      | $1370897.54   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                             | Shell plc                                                             | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     39137 | NS      | $1504407.15   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co. Ltd.                                      | Kuraray Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |     25300 | NS      | $273126.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Berkeley Group Holdings plc                           | Berkeley Group Holdings plc                                           | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |      5932 | NS      | $335151.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                   | Heineken Holding NV                                                   | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |     10993 | NS      | $817100.36    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuken Co. Ltd.                                      | Suzuken Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 529900LRLSX7F1Q8TN71       | Long             | EC               | CORP              | JP        |     11300 | NS      | $455499.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                             | Kesko OYJ, Class B                                                    | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |     25167 | NS      | $636558.77    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen KK                                       | Nippon Yusen KK                                                       | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |     27000 | NS      | $887351.82    | 0.25%             |  |  |  | No            |                  2 | On Loan: —       |
| Mowi ASA                                              | Mowi ASA                                                              | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     23614 | NS      | $544351.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                          | HD Hyundai Electric Co. Ltd.                                          | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |      2506 | NS      | $1535287.80   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group, Inc.                           | Woori Financial Group, Inc.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     73154 | NS      | $1530299.10   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                        | Marubeni Corp.                                                        | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |     50000 | NS      | $1657407.74   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                      | ABN AMRO Bank NV                                                      | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |     31539 | NS      | $1162000.22   | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                          | Suntory Beverage & Food Ltd.                                          | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |     18200 | NS      | $576558.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                               | Singapore Airlines Ltd.                                               | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |    193700 | NS      | $966953.98    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Yue Yuen Industrial Holdings Ltd.                     | Yue Yuen Industrial Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 254900YUFIBANZ1XU687       | Long             | EC               | CORP              | BM        |    184500 | NS      | $411489.73    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                             | Segro plc                                                             | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |     36149 | NS      | $376621.15    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tohoku Electric Power Co., Inc.                       | Tohoku Electric Power Co., Inc.                                       | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |     93700 | NS      | $675846.50    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | HD Korea Shipbuilding & Offshore Engineering Co. Ltd.                 | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      4253 | NS      | $1218203.37   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC plc                                               | DCC plc                                                               | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |      7098 | NS      | $449938.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Ltd.                                       | EBOS Group Ltd.                                                       | CUSIP: N/A<br>LEI: 254900KJ40C7HBYTWC21       | Long             | EC               | CORP              | NZ        |     10111 | NS      | $156518.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                             | Arkema SA                                                             | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |      4534 | NS      | $273047.01    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Tatemono Co. Ltd.                               | Tokyo Tatemono Co. Ltd.                                               | CUSIP: N/A<br>LEI: 529900RQA4JTW1869J86       | Long             | EC               | CORP              | JP        |     40900 | NS      | $962468.54    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                          | Carrefour SA                                                          | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |     54314 | NS      | $889619.38    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Financial Group, Inc.                              | KB Financial Group, Inc.                                              | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     13404 | NS      | $1254603.96   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                         | WH Group Ltd.                                                         | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1251243 | NS      | $1476586.55   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wilmar International Ltd.                             | Wilmar International Ltd.                                             | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |    337000 | NS      | $899804.39    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| USS Co. Ltd.                                          | USS Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     72100 | NS      | $796657.22    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co. Ltd.                          | Japan Post Holdings Co. Ltd.                                          | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |     35100 | NS      | $422352.05    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                        | Takeda Pharmaceutical Co. Ltd.                                        | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |     42900 | NS      | $1460303.74   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Holdings Corp.                                     | GS Holdings Corp.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      6413 | NS      | $305456.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Master Fund, Inc.                  | Nomura Real Estate Master Fund, Inc.                                  | CUSIP: N/A<br>LEI: 353800TNNZOQ1CPZE086       | Long             | EC               | CORP              | JP        |       288 | NS      | $311191.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                    | Swire Pacific Ltd., Class A                                           | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |     84500 | NS      | $815415.97    | 0.23%             |  |  |  | No            |                  2 | On Loan: —       |
| Convatec Group plc                                    | Convatec Group plc                                                    | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |    238349 | NS      | $751828.92    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                               | Mitsui Fudosan Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    118600 | NS      | $1359974.96   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                         | UniCredit SpA                                                         | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     16867 | NS      | $1469892.57   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| NongShim Co. Ltd.                                     | NongShim Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1906 | NS      | $537269.03    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung SDS Co. Ltd.                                  | Samsung SDS Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400G19T2TB4CAWX91       | Long             | EC               | CORP              | KR        |      4958 | NS      | $594525.01    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                | Standard Chartered plc                                                | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     62260 | NS      | $1593011.22   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                       | J Sainsbury plc                                                       | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |    321602 | NS      | $1409168.45   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                             | Endesa SA                                                             | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     37549 | NS      | $1383775.71   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Persimmon plc                                         | Persimmon plc                                                         | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     16607 | NS      | $319804.85    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corp.                                        | Obayashi Corp.                                                        | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |     15900 | NS      | $358915.84    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                 | Astellas Pharma, Inc.                                                 | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |     52300 | NS      | $727487.61    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Xinyi Glass Holdings Ltd.                             | Xinyi Glass Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 52990082YXVVZFK1QJ17       | Long             | EC               | CORP              | KY        |     13000 | NS      | $16987.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                       | Capcom Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     27500 | NS      | $700945.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Alteogen, Inc.                                        | Alteogen, Inc.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      1471 | NS      | $420659.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                | Sumitomo Realty & Development Co. Ltd.                                | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |      9600 | NS      | $267331.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co., Inc.                       | Kyushu Electric Power Co., Inc.                                       | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |    117300 | NS      | $1305773.31   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                  | Endeavour Mining plc                                                  | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     25914 | NS      | $1474979.58   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                                    | Poste Italiane SpA                                                    | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     51555 | NS      | $1357864.99   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United Energy Group Ltd.                              | United Energy Group Ltd.                                              | CUSIP: N/A<br>LEI: 254900I49QKOOISW8F62       | Long             | EC               | CORP              | BM        |   5752000 | NS      | $473686.74    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA          | Cie Generale des Etablissements Michelin SCA                          | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |     18960 | NS      | $704091.71    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| REA Group Ltd.                                        | REA Group Ltd.                                                        | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |       793 | NS      | $104266.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo SA                                            | Syensqo SA                                                            | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |       437 | NS      | $36779.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                       | AstraZeneca plc                                                       | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      6107 | NS      | $1137820.17   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix, Inc.                                        | SK hynix, Inc.                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |      3874 | NS      | $2418838.33   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                 | Fisher & Paykel Healthcare Corp. Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     37263 | NS      | $870514.32    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group plc                                      | Smiths Group plc                                                      | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |     42379 | NS      | $1455372.75   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd.                                | Spark New Zealand Ltd.                                                | CUSIP: N/A<br>LEI: 529900HUN51H3Y7QBB66       | Long             | EC               | CORP              | NZ        |     17390 | NS      | $23663.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | MSCI EAFE Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $55056.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                              | Otsuka Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     22600 | NS      | $1353025.44   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                       | Sandoz Group AG                                                       | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |      2072 | NS      | $164155.95    | 0.05%             |  |  |  | No            |                  2 | On Loan: —       |
| Swiss Prime Site AG                                   | Swiss Prime Site AG (Registered)                                      | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |      7118 | NS      | $1211772.98   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                           | Inpex Corp.                                                           | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |     65800 | NS      | $1474197.47   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                         | Rio Tinto plc                                                         | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     18737 | NS      | $1709457.73   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Intecc Co. Ltd.                                 | Asahi Intecc Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |     22300 | NS      | $371744.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                     | Ashtead Group plc                                                     | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |     10627 | NS      | $684163.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica plc                                          | Centrica plc                                                          | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |    596144 | NS      | $1561009.45   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                     | Trend Micro, Inc.                                                     | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |      7600 | NS      | $298132.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                           | Equinor ASA                                                           | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |     45724 | NS      | $1228993.81   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP Swiss Property AG                                 | PSP Swiss Property AG (Registered)                                    | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      4465 | NS      | $896211.03    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Nisshin Seifun Group, Inc.                            | Nisshin Seifun Group, Inc.                                            | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               | CORP              | JP        |      4400 | NS      | $55838.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                           | Santos Ltd.                                                           | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |    248692 | NS      | $1212808.30   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                | Yara International ASA                                                | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |     19479 | NS      | $895308.87    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                        | SoftBank Corp.                                                        | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |    851400 | NS      | $1157273.20   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                    | NTT, Inc.                                                             | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |   1146600 | NS      | $1152195.43   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                           | Hongkong Land Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |     36800 | NS      | $312243.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                               | Fresenius SE & Co. KGaA                                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     15253 | NS      | $853219.51    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                         | Carlsberg A/S, Class B                                                | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |      7408 | NS      | $1007111.62   | 0.28%             |  |  |  | No            |                  2 | On Loan: —       |
| TotalEnergies SE                                      | TotalEnergies SE                                                      | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |     17043 | NS      | $1239516.33   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                               | Naturgy Energy Group SA                                               | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |     34610 | NS      | $1086341.03   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                              | Engie SA                                                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     52906 | NS      | $1579584.75   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BT Group plc                                          | BT Group plc                                                          | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |    425581 | NS      | $1118649.36   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                         | Telefonica SA                                                         | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    102826 | NS      | $416270.68    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                     | Admiral Group plc                                                     | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     18189 | NS      | $684524.23    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Ltd.                                      | Coles Group Ltd.                                                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     92255 | NS      | $1363052.93   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd.                                          | Metcash Ltd.                                                          | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |    249267 | NS      | $574664.68    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                      | Coca-Cola HBC AG                                                      | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     27222 | NS      | $1478417.68   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                             | Hikma Pharmaceuticals plc                                             | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     27137 | NS      | $569235.71    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew plc                                    | Smith & Nephew plc                                                    | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |     74042 | NS      | $1261917.25   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Seibu Holdings, Inc.                                  | Seibu Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |     11900 | NS      | $315304.57    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AEON REIT Investment Corp.                            | AEON REIT Investment Corp.                                            | CUSIP: N/A<br>LEI: 353800P59F8MJB4FE788       | Long             | EC               | CORP              | JP        |       308 | NS      | $266573.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                       | UPM-Kymmene OYJ                                                       | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |     29158 | NS      | $804414.95    | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| CLP Holdings Ltd.                                     | CLP Holdings Ltd.                                                     | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |    153000 | NS      | $1446238.28   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl plc                                             | Bunzl plc                                                             | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |     27970 | NS      | $784364.79    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                           | Pearson plc                                                           | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |     92415 | NS      | $1215530.35   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| South32 Ltd.                                          | South32 Ltd.                                                          | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |     55890 | NS      | $177052.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CJ Logistics Corp.                                    | CJ Logistics Corp.                                                    | CUSIP: N/A<br>LEI: 988400MIXJ2YDYLYR916       | Long             | EC               | CORP              | KR        |       545 | NS      | $39207.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                              | Tele2 AB, Class B                                                     | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |     75233 | NS      | $1384176.50   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings, Inc.                       | AAC Technologies Holdings, Inc.                                       | CUSIP: N/A<br>LEI: 549300SKEDE1VKS0A552       | Long             | EC               | CORP              | KY        |    183000 | NS      | $868706.97    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamazaki Baking Co. Ltd.                              | Yamazaki Baking Co. Ltd.                                              | CUSIP: 984632109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10700 | NS      | $226705.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SGH Ltd.                                              | SGH Ltd.                                                              | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |     10035 | NS      | $321602.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Ltd.                         | Jardine Cycle & Carriage Ltd.                                         | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |     16700 | NS      | $416534.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                               | Heidelberg Materials AG                                               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      5236 | NS      | $1433987.50   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp.                                           | S-Oil Corp.                                                           | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |      3993 | NS      | $293346.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Ltd.                               | Ramsay Health Care Ltd.                                               | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |      8545 | NS      | $215554.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: —       |
| Covivio SA                                            | Covivio SA                                                            | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |      8133 | NS      | $519584.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Doosan Bobcat, Inc.                                   | Doosan Bobcat, Inc.                                                   | CUSIP: N/A<br>LEI: 9884007K6X0Q0112FX44       | Long             | EC               | CORP              | KR        |      5600 | NS      | $227987.10    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Chemical Corp.                                 | Nissan Chemical Corp.                                                 | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |      7600 | NS      | $261968.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Vicinity Ltd.                                         | Vicinity Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    672366 | NS      | $1147088.77   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                   | Deutsche Telekom AG (Registered)                                      | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     30534 | NS      | $1024668.81   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                           | Novartis AG (Registered)                                              | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |      9175 | NS      | $1361293.09   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| New Hope Corp. Ltd.                                   | New Hope Corp. Ltd.                                                   | CUSIP: N/A<br>LEI: 254900DHRUGXZSLSNZ83       | Long             | EC               | CORP              | AU        |    184079 | NS      | $577215.40    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                             | Prosus NV                                                             | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     22052 | NS      | $1268018.06   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                    | Anglo American plc                                                    | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |     34180 | NS      | $1584851.90   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd.                                           | Amrize Ltd.                                                           | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |      9029 | NS      | $477633.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                  | BlueScope Steel Ltd.                                                  | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |     19730 | NS      | $411786.05    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sims Ltd.                                             | Sims Ltd.                                                             | CUSIP: N/A<br>LEI: 5493002YM7ZHVDMFC916       | Long             | EC               | CORP              | AU        |     27473 | NS      | $384654.03    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                             | Essity AB, Class B                                                    | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     28662 | NS      | $848643.07    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Real Estate Investment Corp.                    | Japan Real Estate Investment Corp.                                    | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |       628 | NS      | $506666.95    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                               | Anheuser-Busch InBev SA                                               | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |     14909 | NS      | $1073195.41   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp.                            | Korea Electric Power Corp.                                            | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     39941 | NS      | $1610944.57   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd.                             | Asahi Group Holdings Ltd.                                             | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |     69500 | NS      | $727585.43    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSYS Holdings Corp.                                 | COMSYS Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 529900BXEDA1UA6QX260       | Long             | EC               | CORP              | JP        |     27400 | NS      | $856084.56    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group SA          | International Consolidated Airlines Group SA                          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    260152 | NS      | $1494594.19   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanmi Pharm Co. Ltd.                                  | Hanmi Pharm Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 988400PP10VZVUOFE672       | Long             | EC               | CORP              | KR        |      2834 | NS      | $954186.39    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co. Ltd.                                        | Hulic Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |     85800 | NS      | $1022472.01   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Skylark Holdings Co. Ltd.                             | Skylark Holdings Co. Ltd.                                             | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |     18700 | NS      | $380500.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd.                                            | Orica Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     12804 | NS      | $228093.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ansell Ltd.                                           | Ansell Ltd.                                                           | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |     37132 | NS      | $841862.73    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution Mining Ltd.                                 | Evolution Mining Ltd.                                                 | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |     69934 | NS      | $671592.13    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                            | Hana Financial Group, Inc.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     21901 | NS      | $1521727.14   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                     | Seiko Epson Corp.                                                     | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |     29200 | NS      | $375737.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                          | Capgemini SE                                                          | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |      4337 | NS      | $673875.47    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Real Estate Holdings, Inc.                     | Nomura Real Estate Holdings, Inc.                                     | CUSIP: N/A<br>LEI: 353800UZ91CT24OL9P59       | Long             | EC               | CORP              | JP        |    161700 | NS      | $1074535.86   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co. Ltd.                              | SCREEN Holdings Co. Ltd.                                              | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |       900 | NS      | $114617.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                     | HSBC Holdings plc                                                     | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    103805 | NS      | $1831216.23   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.                   | Henderson Land Development Co. Ltd.                                   | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |    175000 | NS      | $696083.03    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                   | NH Investment & Securities Co. Ltd.                                   | CUSIP: N/A<br>LEI: 549300LQ6NXDW1B8NT42       | Long             | EC               | CORP              | KR        |     19571 | NS      | $366924.48    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Wise plc                                              | Wise plc, Class A                                                     | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |     60980 | NS      | $786504.04    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Autotrader Group plc                                  | Autotrader Group plc                                                  | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    124184 | NS      | $915420.99    | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Continental AG                                        | Continental AG                                                        | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |      8259 | NS      | $649894.96    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                  | EURO                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     23877 | OU      | $28302.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                         | British Pound                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     14465 | OU      | $19793.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher plc                                        | Kingfisher plc                                                        | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |    258532 | NS      | $1191416.46   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Posco International Corp.                             | Posco International Corp.                                             | CUSIP: N/A<br>LEI: 988400B6ECL5BWA8KC19       | Long             | EC               | CORP              | KR        |      6889 | NS      | $297467.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House REIT, Inc.                              | Sekisui House REIT, Inc.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       756 | NS      | $443941.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group plc                             | Land Securities Group plc                                             | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |    126291 | NS      | $1127202.07   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd.                                       | Kobe Steel Ltd.                                                       | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |    107300 | NS      | $1544564.06   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                            | Boliden AB                                                            | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |     12722 | NS      | $890880.11    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Electric Holdings Ltd.                        | Johnson Electric Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 529900EDYRQ6K25JEC80       | Long             | EC               | CORP              | BM        |    133000 | NS      | $458120.61    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                     | NatWest Group plc                                                     | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |    166317 | NS      | $1515943.75   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| IMI plc                                               | IMI plc                                                               | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     33739 | NS      | $1274062.09   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                               | SSE plc                                                               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |     45237 | NS      | $1503562.57   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                     | InterContinental Hotels Group plc                                     | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |      9832 | NS      | $1328306.09   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                              | Rolls-Royce Holdings plc                                              | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |     94212 | NS      | $1574939.80   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                             | H & M Hennes & Mauritz AB, Class B                                    | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |     19060 | NS      | $381679.09    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                          | DNB Bank ASA                                                          | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |     12256 | NS      | $351420.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                          | Klepierre SA                                                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     32849 | NS      | $1265455.53   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                      | ASR Nederland NV                                                      | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |      6154 | NS      | $446969.36    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                          | Samsung Electronics Co. Ltd.                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |     16011 | NS      | $1768811.69   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                | CapitaLand Integrated Commercial Trust                                | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |    653808 | NS      | $1227462.79   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                            | Merck KGaA                                                            | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |      2733 | NS      | $407197.25    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                             | United Overseas Bank Ltd.                                             | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |      2600 | NS      | $78361.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey plc                                     | Taylor Wimpey plc                                                     | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |    164393 | NS      | $240336.19    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| APA Group                                             | APA Group                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    107781 | NS      | $663552.79    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva plc                                             | Aviva plc                                                             | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |    150210 | NS      | $1309508.69   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                    | Origin Energy Ltd.                                                    | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    157989 | NS      | $1295716.70   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| PCCW Ltd.                                             | PCCW Ltd.                                                             | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |   1032000 | NS      | $771261.06    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                    | New Zealand Dollar                                                    | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | NZ        |        -0 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GS Retail Co. Ltd.                                    | GS Retail Co. Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     12764 | NS      | $196161.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**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