# EDGAR Filing Document

**Accession Number:** 0001760588
**File Stem:** 0000910472-26-000941
**Filing Date:** 2026-1
**Character Count:** 56438
**Document Hash:** c12588c8790c37c9ebefaf2f09838243
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-000941.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000910472-26-000941

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Zacks Trust
- **CENTRAL INDEX KEY:** 0001760588

**ORGANIZATION NAME:**
- **EIN:** 836534641
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23435
- **FILM NUMBER:** 26572282

**BUSINESS ADDRESS:**
- **STREET 1:** 227 WEST MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-265-9359

**MAIL ADDRESS:**
- **STREET 1:** 227 WEST MONROE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

## Series and Classes Contracts Data

### Zacks Quality International ETF (Series ID: S000093685)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000262121 | Zacks Quality International ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Zacks Trust

- **b. Investment Company Act file number:** 811-23435

- **c. CIK number of Registrant:** 0001760588

- **d. LEI of Registrant:** 549300OYEV0F3420ER30

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

  - **Street Address 1:** 227 West Monroe Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-265-9359

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

- **a. Name of Series:** Zacks Quality International ETF

- **b. EDGAR series identifier (if any):** S000093685

- **c. LEI of Series:** 529900G1VN1SHCUZE763

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $46941589.52

**Total Liabilities:** $145451.85

**Net Assets:** $46796137.67

**Cash Not Reported:** $54283.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000262121 | 0.00%                | 0.00%                | 0.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-491.54                 | $3323.41                                   |
| Month 2  | $-14291.68               | $424344.29                                 |
| Month 3  | $-36673.36               | $331141.24                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sumitomo Mitsui Financial Group Inc.      | SMFG              | CUSIP: J7771X109<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |      8697 | NS      | $261541.31    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| 3i Group PLC                              | 3I GROUP PLC      | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |      6154 | NS      | $257255.04    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                          | SONY GROUP CORP   | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     21520 | NS      | $630218.54    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.              | NATL AUST BANK    | CUSIP: Q65336119<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |      7240 | NS      | $190114.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Financiere Richemont Sa         | CIE FINANCI-REG   | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      1994 | NS      | $422802.68    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Nitto Denko Corp.                         | NITTO DENKO CORP  | CUSIP: J58472119<br>LEI: 3538009GX5P09USH2J25 | Long             | EC               | CORP              | JP        |     16298 | NS      | $402802.28    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                   | SPOTIFY TECHNOLO  | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       181 | NS      | $108395.47    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                          | DHL GROUP         | CUSIP: D19225107<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      3620 | NS      | $188265.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Macquarie Group Ltd.                      | MACQUARIE GROUP   | CUSIP: Q57085286<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | EC               | CORP              | AU        |       724 | NS      | $93416.91     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                 | ARGENX SE         | CUSIP: N0610Q109<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       140 | NS      | $127071.93    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Research Institute Ltd             | NOMURA RESEARCH   | CUSIP: J5900F106<br>LEI: 5299005F1HCVF4M4QN79 | Long             | EC               | CORP              | JP        |      3258 | NS      | $130009.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental AG                            | CONTINENTAL AG    | CUSIP: D16212140<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      1982 | NS      | $148397.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide S.A.(L')                      | AIR LIQUIDE SA    | CUSIP: F01764103<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1267 | NS      | $242699.58    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                            | RHEINMETALL AG    | CUSIP: D65111102<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |       156 | NS      | $267932.71    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American PLC                        | ANGLO AMER PLC    | CUSIP: G03764142<br>LEI: 549300S9XF92D1X8ME43 | Long             | EC               | CORP              | GB        |      2301 | NS      | $86837.66     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd.                          | MITSUI & CO       | CUSIP: J44690139<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      5973 | NS      | $158556.61    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                 | SAFRAN SA         | CUSIP: F4035A557<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      1384 | NS      | $466096.52    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                  | VOLVO AB-B        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      7991 | NS      | $239343.73    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                         | HSBC HOLDINGS PL  | CUSIP: G4634U169<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     70077 | NS      | $992738.17    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                         | NATWEST GROUP PL  | CUSIP: G6422B147<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |     61389 | NS      | $513735.20    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Bank of Australia            | COMMONW BK AUSTR  | CUSIP: Q26915100<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |      6691 | NS      | $668223.70    | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd.                   | SINGAPORE EXCH    | CUSIP: Y79946102<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |     17909 | NS      | $233007.99    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                 | TESCO PLC         | CUSIP: G8T67X102<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |     18804 | NS      | $112084.73    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Daifuku Co Ltd.                           | DAIFUKU CO LTD    | CUSIP: J08988107<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      7964 | NS      | $251885.93    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel S.p.A.                               | ENEL SPA          | CUSIP: T3679P115<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     24235 | NS      | $250447.08    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Munich Reinsurance AG                     | MUENCHENER RUE-R  | CUSIP: D55535104<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       362 | NS      | $228454.76    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                             | RIO TINTO PLC     | CUSIP: G75754104<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      1991 | NS      | $142897.64    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                         | COMPASS GROUP     | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |      7593 | NS      | $238408.84    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                 | FRESENIUS MEDICA  | CUSIP: D2734Z107<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      1629 | NS      | $77953.89     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                             | BRAMBLES LTD      | CUSIP: Q6634U106<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     22072 | NS      | $347752.16    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                       | SOMPO HOLDINGS I  | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      4974 | NS      | $157700.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestas Wind Systems AS                    | VESTAS WIND SYST  | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      3904 | NS      | $92888.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings Inc.                | BANDAI NAMCO HOL  | CUSIP: Y0606D102<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |      2534 | NS      | $74241.26     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                | DIAGEO PLC        | CUSIP: G42089113<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      4154 | NS      | $95430.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                          | MITSUBISHI CORP   | CUSIP: J43830116<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |     14248 | NS      | $337635.52    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                         | NATIONAL GRID PL  | CUSIP: G6S9A7120<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     30723 | NS      | $466264.08    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.       | MITSUBISHI UFJ F  | CUSIP: J44497105<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |     22271 | NS      | $345494.03    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd.            | JARDINE MATHESON  | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |      1265 | NS      | $82984.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                 | PROSUS NV         | CUSIP: N7163R103<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      5430 | NS      | $341800.23    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA Corp.                                | HOYA CORP         | CUSIP: J22848105<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |       724 | NS      | $108677.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad | ENDESA            | CUSIP: E41222113<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      6516 | NS      | $236299.49    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss RE AG                               | SWISS RE AG       | CUSIP: H8431B109<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |       905 | NS      | $159498.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Adyen NV                                  | ADYEN NV          | CUSIP: N3501V104<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |       125 | NS      | $194402.55    | 0.42%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd.              | DAIWA HOUSE INDU  | CUSIP: J11508124<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      6167 | NS      | $210287.98    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Axa SA                                    | AXA               | CUSIP: F06106102<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      5430 | NS      | $245042.92    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Glencore PLC                              | GLENCORE PLC      | CUSIP: G39420107<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |     18099 | NS      | $86440.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC              | BRIT AMER TOBACC  | CUSIP: G1510J102<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     13473 | NS      | $788458.97    | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                   | DBS GROUP HLDGS   | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     12479 | NS      | $521940.49    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                   | BASF SE           | CUSIP: D06216317<br>LEI: 529900PM64WH8AF1E917 | Long             | EC               | CORP              | DE        |      4525 | NS      | $235698.96    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd.                           | WESFARMERS LTD    | CUSIP: Q95870103<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      8145 | NS      | $436718.36    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp                                | ASICS CORP        | CUSIP: J03234150<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      3439 | NS      | $82352.67     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                             | SOFTBANK CORP     | CUSIP: J75963132<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |    110462 | NS      | $157821.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                         | SIEMENS ENERGY A  | CUSIP: D6T47E106<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |      3274 | NS      | $437925.99    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                            | ATLAS COPCO-A     | CUSIP: W1R924252<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |      4525 | NS      | $76775.49     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                          | TOKYO GAS CO LTD  | CUSIP: J87000113<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |      2896 | NS      | $117380.86    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                 | DANONE            | CUSIP: F12033134<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      1991 | NS      | $177850.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch Inbev SA/NV                | ANHEUSER-BUSCH I  | CUSIP: B639CJ108<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      2172 | NS      | $133595.64    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Electric Industries Ltd.         | SUMITOMO ELEC IN  | CUSIP: J77411114<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |     11031 | NS      | $433622.48    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co. KGaA                   | FRESENIUS SE & C  | CUSIP: D27348263<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |      3149 | NS      | $172902.75    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                       | DEUTSCHE TELEKOM  | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     12706 | NS      | $409186.26    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                          | COCA-COLA HBC AG  | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      1810 | NS      | $90757.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                    | UCB SA            | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       541 | NS      | $150940.26    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                       | IMPERIAL BRANDS   | CUSIP: G4720C107<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      7593 | NS      | $322434.89    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE       | LVMH MOET HENNE   | CUSIP: F58485115<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       362 | NS      | $266880.51    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                           | ASTRAZENECA PLC   | CUSIP: G0593M107<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      3431 | NS      | $634652.11    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                              | UNILEVER PLC      | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      6145 | NS      | $369619.17    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                    | BP PLC            | CUSIP: G12793108<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     32008 | NS      | $192442.04    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal S.A.                              | L'OREAL           | CUSIP: F58149133<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |       543 | NS      | $236601.86    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DSV AS                                    | DSV A/S           | CUSIP: K31864117<br>LEI: 529900X41C0BSLK67H70 | Long             | EC               | CORP              | DK        |       684 | NS      | $155944.57    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                 | HALMA PLC         | CUSIP: G42504103<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |      2337 | NS      | $110129.33    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA        | BBVA              | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     27932 | NS      | $601574.92    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale S.A.                     | SOC GENERALE SA   | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      4715 | NS      | $327862.06    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                          | TOTALENERGIES SE  | CUSIP: F92124100<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      3439 | NS      | $226606.96    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                 | HOLCIM LTD        | CUSIP: H3816Q102<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      4163 | NS      | $389886.03    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Softbank Group Corp.                      | SOFTBANK GROUP C  | CUSIP: J7596P109<br>LEI: 5493003BZYYYCDIO0R13 | Long             | EC               | CORP              | JP        |      2715 | NS      | $292403.60    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Assicurazioni Generali S.p.A.             | GENERALI          | CUSIP: T05040109<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |     10145 | NS      | $402269.26    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                   | E.ON SE           | CUSIP: D24914133<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     10479 | NS      | $186604.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Company AB                          | TELIA CO AB       | CUSIP: W95890104<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |     49347 | NS      | $198080.39    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank ABP                           | NORDEA BANK ABP   | CUSIP: X5S8VL105<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     22443 | NS      | $396788.07    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste Oyj                                 | Neste Oyj         | CUSIP: X5688A109<br>LEI: 5493009GY1X8GQ66AM14 | Long             | EC               | CORP              | FI        |      4131 | NS      | $79744.59     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeon Co Ltd.                              | AEON CO LTD       | CUSIP: J00288100<br>LEI: 5299009MXFL34SA71416 | Long             | EC               | CORP              | JP        |      5691 | NS      | $103002.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC               | RECKITT BENCKISE  | CUSIP: G74079107<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |      5240 | NS      | $405910.12    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                    | INTESA SANPAOLO   | CUSIP: T55067101<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     97217 | NS      | $629993.23    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd.                  | QBE INSURANCE     | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      5819 | NS      | $73351.94     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                 | NESTLE SA-REG     | CUSIP: H57312649<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      6145 | NS      | $610781.60    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                | ALLIANZ SE-REG    | CUSIP: D03080112<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1485 | NS      | $641375.29    | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcelorMittal S.A.                        | ARCELORMITTAL     | CUSIP: L0302D210<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | EC               | CORP              | LU        |      7059 | NS      | $304470.56    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc.               | MIZUHO FINANCIAL  | CUSIP: J4599L102<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |     14488 | NS      | $507565.03    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Legrand SA                                | LEGRAND SA        | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      1810 | NS      | $274124.71    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                   | HEIDELBERG MATER  | CUSIP: D31709104<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |       362 | NS      | $92935.73     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                    | MERCEDES-BENZ GR  | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |      1629 | NS      | $109910.26    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                 | AIRBUS SE         | CUSIP: N0280G100<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |      1991 | NS      | $472227.32    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.             | TAKEDA PHARMACEU  | CUSIP: J8129E108<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      4706 | NS      | $135737.83    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co Ltd.                       | HONDA MOTOR CO    | CUSIP: J22302111<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     15213 | NS      | $153082.38    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd.             | CHUGAI PHARMA CO  | CUSIP: J06930101<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      4163 | NS      | $223150.15    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander, S.A.                     | BANCO SANTANDER   | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     37673 | NS      | $403957.70    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd.                                  | ABB LTD-REG       | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      3439 | NS      | $247147.62    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Metso Oyj                                 | Outotec OYJ       | CUSIP: X5404W104<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      5478 | NS      | $90113.74     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Galderma Group AG                         | GALDERMA GROUP A  | CUSIP: H3301B107<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |       751 | NS      | $149609.04    | 0.32%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Novo Nordisk A/S                          | NOVO NORDISK-B    | CUSIP: K72807140<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      5251 | NS      | $258605.25    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Experian PLC                              | EXPERIAN PLC      | CUSIP: G32655105<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |      2172 | NS      | $95539.82     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                 | ZURICH INSURANCE  | CUSIP: H9870Y105<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       362 | NS      | $260155.39    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd.                       | TOKYO ELECTRON    | CUSIP: J86957115<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       724 | NS      | $147374.89    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                 | KDDI CORP         | CUSIP: J31843105<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     13728 | NS      | $236339.67    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Infineon Technologies AG                  | INFINEON TECH     | CUSIP: D35415104<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      6697 | NS      | $282252.91    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Capcom Co Ltd.                            | CAPCOM CO LTD     | CUSIP: J05187109<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      3258 | NS      | $79728.42     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                            | LONZA GROUP -REG  | CUSIP: H50524133<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |       181 | NS      | $123947.91    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                     | SCHNEIDER ELECTR  | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |       905 | NS      | $242523.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                 | MITSUB ELEC CORP  | CUSIP: J43873116<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |     12479 | NS      | $337332.88    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                  | ENGIE             | CUSIP: F7629A107<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      3801 | NS      | $96568.33     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd.                | SHIN-ETSU CHEM    | CUSIP: J72810120<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      3077 | NS      | $92612.14     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                  | PANASONIC HOLDIN  | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |      8317 | NS      | $104427.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc.                                  | NTT INC           | CUSIP: J59396101<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |    131327 | NS      | $130972.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                 | ORKLA ASA         | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |     20977 | NS      | $224503.70    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding N.V.                         | ASML HOLDING NV   | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       905 | NS      | $948465.20    | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co.                 | CENTRAL JAPAN RL  | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |      3620 | NS      | $98898.75     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                          | ROCHE HLDG-GENUS  | CUSIP: H69293217<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |      1991 | NS      | $762031.72    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                   | GSK PLC           | CUSIP: G3910J179<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      9955 | NS      | $236010.39    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                  | VINCI SA          | CUSIP: F5879X108<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      2353 | NS      | $333705.63    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                        | DEUTSCHE BOERSE   | CUSIP: D1882G119<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |       724 | NS      | $193598.61    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME S.A.                             | AENA SME SA       | CUSIP: E526LK101<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      6869 | NS      | $186945.17    | 0.40%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Novartis AG                               | NOVARTIS AG-REG   | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4357 | NS      | $566785.40    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                      | HERMES INTL       | CUSIP: F48051100<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |        84 | NS      | $204640.37    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.          | MITSUBISHI HEAVY  | CUSIP: J44002178<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |     18615 | NS      | $470314.07    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                           | IBERDROLA SA      | CUSIP: E6165F166<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     16443 | NS      | $346886.26    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                    | SAP SE            | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2717 | NS      | $657343.79    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                 | SHELL PLC         | CUSIP: G80827101<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     16452 | NS      | $606183.63    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                | SANDVIK AB        | CUSIP: W74857165<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      4003 | NS      | $120871.62    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.         | SINGAPORE TELECO  | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |    104121 | NS      | $380050.57    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                            | SUMITOMO CORP     | CUSIP: J77282119<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      3982 | NS      | $124846.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd.                        | COMPUTERSHARE LT  | CUSIP: Q2721E105<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |      6154 | NS      | $144671.99    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp.                               | INPEX CORP        | CUSIP: J2467E101<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |      4887 | NS      | $104201.69    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujitsu Ltd.                              | FUJITSU LTD       | CUSIP: J15708159<br>LEI: 3538000246DHJLRTUZ24 | Long             | EC               | CORP              | JP        |     15384 | NS      | $408376.85    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit S.p.A.                          | UNICREDIT SPA     | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      6887 | NS      | $512050.85    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                           | BAE SYSTEMS PLC   | CUSIP: G06940103<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      9249 | NS      | $202071.28    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                  | CSL LTD           | CUSIP: Q3018U109<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |       724 | NS      | $88325.06     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd.                          | NINTENDO CO LTD   | CUSIP: J51699106<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      4878 | NS      | $414665.28    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                            | BHP GROUP LTD     | CUSIP: Q1498M100<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      8683 | NS      | $236933.15    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria De Diseno Textil SA             | INDITEX           | CUSIP: E6282J125<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1864 | NS      | $104336.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp.                            | MARUBENI CORP     | CUSIP: J39788138<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      5795 | NS      | $152792.85    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fast Retailing Co Ltd.                    | FAST RETAILING    | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |       362 | NS      | $132405.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                            | ING GROEP NV      | CUSIP: N4578E595<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      9783 | NS      | $253654.35    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                              | BARCLAYS PLC      | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |     48443 | NS      | $275896.50    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Relx PLC                                  | RELX PLC          | CUSIP: G7493L105<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |      3439 | NS      | $137978.81    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokio Marine Holdings Inc.                | TOKIO MARINE HD   | CUSIP: J86298106<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |      4534 | NS      | $159886.61    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                    | DAIICHI SANKYO    | CUSIP: J11257102<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      3801 | NS      | $94014.06     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                        | SMITH & NEPHEW    | CUSIP: G82343164<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |      4706 | NS      | $78147.82     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Ltd.                              | HITACHI LTD       | CUSIP: J20454112<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     15927 | NS      | $506492.91    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                   | ANZ GROUP HOLDIN  | CUSIP: Q0429F119<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |      7783 | NS      | $176545.82    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                       | ESSILORLUXOTTICA  | CUSIP: F31665106<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1438 | NS      | $514977.49    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                        | TOYOTA MOTOR      | CUSIP: J92676113<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     25717 | NS      | $515749.13    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings N.V.                      | AERCAP HOLDINGS   | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |       765 | NS      | $102510.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Konami Group Corp.                        | KONAMI GROUP COR  | CUSIP: J3600L101<br>LEI: 353800FC4A5QCMIZFV94 | Long             | EC               | CORP              | JP        |       553 | NS      | $84371.95     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain SA              | SAINT GOBAIN      | CUSIP: F80343100<br>LEI: NFONVGN05Z0FMN5PEC35 | Long             | EC               | CORP              | FR        |      2385 | NS      | $237780.63    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                 | SANOFI            | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2051 | NS      | $204053.09    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                | HALEON PLC        | CUSIP: G4232K100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |     40642 | NS      | $199538.26    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                    | STANDARD CHARTER  | CUSIP: G84228157<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     10516 | NS      | $232954.21    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                              | KBC GROUP         | CUSIP: B5337G162<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      1448 | NS      | $178312.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| London Stock Exchange Group PLC           | LONDON STOCK EX   | CUSIP: G5689U103<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       905 | NS      | $106714.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                           | ADVANTEST CORP    | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |      1991 | NS      | $262221.87    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp.                              | ITOCHU CORP       | CUSIP: J2501P104<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3077 | NS      | $184357.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce Holdings PLC                  | ROLLS-ROYCE HOLD  | CUSIP: G76225104<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     34959 | NS      | $494224.79    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd.                  | RECRUIT HOLDINGS  | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      2715 | NS      | $139137.19    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                            | BNP PARIBAS       | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |      4715 | NS      | $403072.33    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                           | SANDOZ GROUP AG   | CUSIP: H7140B103<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |      2297 | NS      | $162216.54    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kering S.A.                               | KERING            | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       324 | NS      | $110054.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BBH SWEEP VEHICLE                         | BBH SWEEP VEHICLE | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    687685 | PA      | $687684.75    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.         | OCBC BANK         | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      8688 | NS      | $124031.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prysmian S.p.A.                           | PRYSMIAN SPA      | CUSIP: T7630L105<br>LEI: 529900X0H1IO3RS1A464 | Long             | EC               | CORP              | IT        |       905 | NS      | $90604.99     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                  | LLOYDS BANKING    | CUSIP: G5533W248<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    408876 | NS      | $520343.36    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO Corp.                               | DISCO CORP        | CUSIP: J12327102<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       362 | NS      | $101331.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                | SIEMENS AG-REG    | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      3077 | NS      | $814940.95    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-26

**Name of Applicant:** Zacks Trust

**Signature:** Edward Kelly

**Name of Signer:** Edward Kelly

**Title:** Assistant Treasurer