# EDGAR Filing Document

**Accession Number:** 0001645194
**File Stem:** 0000940400-26-020748
**Filing Date:** 2026-5
**Character Count:** 91742
**Document Hash:** 514a058c5751eed8c15cfa38a182f9b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020748.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020748

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Legg Mason ETF Investment Trust
- **CENTRAL INDEX KEY:** 0001645194

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23096
- **FILM NUMBER:** 261008682

**BUSINESS ADDRESS:**
- **STREET 1:** 620 EIGHTH AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** 620 EIGHTH AVE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Legg Mason ETF InvestmentTrust
- **DATE OF NAME CHANGE:** 20170221

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Legg Mason ETF Equity Trust
- **DATE OF NAME CHANGE:** 20150615

## Series and Classes Contracts Data

### Franklin International Low Volatility High Dividend Index ETF (Series ID: S000054583)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000171451 | Franklin International Low Volatility High Dividend Index ETF | LVHI            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason ETF Investment Trust

- **b. Investment Company Act file number:** 811-23096

- **c. CIK number of Registrant:** 0001645194

- **d. LEI of Registrant:** 549300D7ZZ1A7JJ9G964

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-877-721-1926

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

- **a. Name of Series:** Franklin International Low Volatility High Dividend Index ETF

- **b. EDGAR series identifier (if any):** S000054583

- **c. LEI of Series:** 549300U5VMZRL3H15M55

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4595481747.30

**Total Liabilities:** $1734681.97

**Net Assets:** $4593747065.33

**Cash Not Reported:** $9306895.27

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171451 | 4.05%                | 8.48%                | -3.34%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2217923.94              | $219505364.90                              |
| Month 2  | $-66.85                  | $316324669.21                              |
| Month 3  | $23445677.21             | $-327709723.64                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intesa Sanpaolo S.p.A.                         | Intesa Sanpaolo S.p.A. NPV                                                | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |  14755233 | NS      | $87742093.18  | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd.                      | Wilmar International Ltd. NPV                                             | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |   1594800 | NS      | $4759121.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd.                      | United Overseas Bank Ltd. NPV                                             | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    802915 | NS      | $22808847.61  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sse PLC                                        | Sse PLC GBP0.50                                                           | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |   1351866 | NS      | $46261248.78  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd.                                 | Fortescue Ltd. NPV                                                        | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |   2139042 | NS      | $29754770.09  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DHL GROUP                                      | DHL GROUP                                                                 | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    488836 | NS      | $25204859.52  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40086.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD        | Yangzijiang Shipbuilding Holdings Ltd. NPV (SGD)                          | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   3434700 | NS      | $10063299.62  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2458.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                    | Bouygues SA EUR1                                                          | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |    167601 | NS      | $9541562.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp.                               | Mitsubishi Corp. NPV                                                      | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |   2698400 | NS      | $90184127.22  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd.                     | Woodside Energy Group Ltd. NPV                                            | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |   1326724 | NS      | $31849012.49  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corporation of Canada                    | Power Corporation of Canada SUB-VTG NPV                                   | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    669879 | NS      | $32146319.82  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd.                        | Singapore Airlines Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |   1334013 | NS      | $6824389.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                      | Sanofi SA EUR2                                                            | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    631438 | NS      | $60182371.86  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6056.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28616.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                             | Swedbank AB (publ) SER'A'NPV                                              | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |    632243 | NS      | $21164917.22  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6675738.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                    | Ageas SA/NV NPV                                                           | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     86933 | NS      | $6315355.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG CHF0.001                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EP               | CORP              | CH        |    209187 | NS      | $81925392.20  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co. NV (The)                  | Magnum Ice Cream Co. NV (The) ORD EUR3.50 (DI)                            | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |    198539 | NS      | $2907498.11   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                    | Italgas SpA NPV                                                           | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |    728293 | NS      | $8416569.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiffage SA                                     | Eiffage SA EUR4                                                           | CUSIP: 000000000<br>LEI: 969500OQXKE5WDM9M994 | Long             | EC               | CORP              | FR        |     25614 | NS      | $3870559.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp.                                    | Tosoh Corp. NPV                                                           | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    301837 | NS      | $4389338.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DnB Bank ASA                                   | DnB Bank ASA NOK12.50                                                     | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    370909 | NS      | $11468880.43  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7304843.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                      | Repsol SA EUR1                                                            | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |   1095769 | NS      | $31121748.82  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                 | TC Energy Corp COM NPV                                                    | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |   1076395 | NS      | $67188397.73  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                   | BT Group PLC ORD GBP0.05                                                  | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   5328312 | NS      | $14790678.31  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo PLC                                      | Sampo PLC NPV A                                                           | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    323644 | NS      | $3431451.38   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23110.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1018.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electric Power Development Co Ltd.             | Electric Power Development Co Ltd. NPV                                    | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    220800 | NS      | $6010967.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria De Diseno Textil SA                  | Industria De Diseno Textil SA EUR0.03 (POST SUBD)                         | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |    369380 | NS      | $20956535.19  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A S.p.A.                                     | A2A S.p.A. EUR0.52                                                        | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |   2906430 | NS      | $8130862.37   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                   | Unilever PLC ORD GBP0.035                                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |   1046403 | NS      | $57941694.91  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                     | Allianz SE NPV(REGD)(VINKULIERT)                                          | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |    165803 | NS      | $68640061.09  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $263.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                | Nordea Bank ABP NPV                                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |   1433132 | NS      | $24232173.13  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong (Holdings) Ltd.                  | BOC Hong Kong (Holdings) Ltd. NPV                                         | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   2747323 | NS      | $14997758.27  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Axa SA                                         | Axa SA EUR2.29                                                            | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |   1104886 | NS      | $49954489.97  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc.                   | Chubu Electric Power Co Inc. NPV                                          | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |    612800 | NS      | $9945625.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd.                             | Origin Energy Ltd. NPV                                                    | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    908088 | NS      | $7699737.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                 | Obayashi Corp. NPV                                                        | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    583100 | NS      | $13766569.87  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                      | Shell PLC ORD EUR0.07                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |   2722781 | NS      | $128648836.81 | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1174.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                                     | Signify NV EUR0.01                                                        | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |    162505 | NS      | $3381524.46   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                    | Snam S.p.A. NPV                                                           | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |   1576490 | NS      | $11904899.05  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement S.A.                      | Veolia Environnement S.A. EUR5                                            | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    421477 | NS      | $15860545.51  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Comsys Holdings Corp.                          | Comsys Holdings Corp. NPV                                                 | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |    126000 | NS      | $3944974.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd.                               | Coles Group Ltd. NPV                                                      | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    335737 | NS      | $5049622.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD        | SITC International Holdings Co Ltd. HKD0.10                               | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |   1301888 | NS      | $5659083.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce             | Canadian Imperial Bank of Commerce COM NPV                                | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |    886780 | NS      | $83775626.24  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingfisher PLC                                 | Kingfisher PLC ORD GBP0.157142857                                         | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1882660 | NS      | $7045805.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                      | Essity AB SER'B'NPV                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |    421380 | NS      | $10744332.97  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                         | Mercedes-Benz Group AG ORD NPV(REGD)                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    616551 | NS      | $37217351.55  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                            | Bank of Nova Scotia COM NPV                                               | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |   1181199 | NS      | $81652586.82  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Logistic Trust Management Ltd.       | Mapletree Logistic Trust Management Ltd. NPV (REIT)                       | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               | CORP              | SG        |   2624600 | NS      | $2339487.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                       | Vinci SA EUR2.50                                                          | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |    199470 | NS      | $29498607.85  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE EUR2.5                                                   | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    948482 | NS      | $88421800.58  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole S.A.                           | Credit Agricole S.A. EUR3                                                 | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |   1091964 | NS      | $20042512.19  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG EUR1                                          | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |    288619 | NS      | $25938662.61  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                         | Whitecap Resources Inc COM NPV                                            | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |   2153304 | NS      | $24224766.44  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited             | Canadian Natural Resources Limited COM NPV                                | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   2782125 | NS      | $135283581.74 | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp.                                   | Sojitz Corp. NPV                                                          | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |    379900 | NS      | $14626233.58  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Ltd.                   | National Australia Bank Ltd. NPV                                          | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |   1114170 | NS      | $31622672.53  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd.                           | Endeavour Group Ltd. NPV                                                  | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |   1108512 | NS      | $2475057.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                              | Isuzu Motors Ltd. NPV                                                     | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    643600 | NS      | $8985075.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co Ltd.                        | Persol Holdings Co Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |   1729900 | NS      | $2511829.15   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                       | Volvo AB SER'B'NPV                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    759252 | NS      | $24348666.68  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG CHF0.10                                         | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     63281 | NS      | $44211254.31  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7815495.96   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE NPV                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |   1266878 | NS      | $27675863.97  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $137357.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                   | Klepierre SA EUR1.40                                                      | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |    127438 | NS      | $4760362.41   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg AS                                        | Tryg AS DKK5                                                              | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |    112865 | NS      | $2681792.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6334.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4095978.53   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyera Corp.                                   | Keyera Corp. COM NPV                                                      | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |    346573 | NS      | $13363256.87  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp.                          | Nissan Chemical Corp. NPV                                                 | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |    137400 | NS      | $5177654.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc.                                       | NTT Inc. NPV                                                              | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |  63884358 | NS      | $63125407.49  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMATO KOGYO CO LTD                            | Yamato Kogyo Co Ltd. NPV                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     51100 | NS      | $3857634.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                            | Imperial Brands PLC GBP0.10                                               | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    696103 | NS      | $28061784.72  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5187.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1856216.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $177867.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO Pharmaceutical Co Ltd                      | ONO Pharmaceutical Co Ltd NPV                                             | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |    612100 | NS      | $9659168.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd.                             | Suncorp Group Ltd. NPV                                                    | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    613756 | NS      | $6788841.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                      | Orkla ASA NOK1.25                                                         | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    379013 | NS      | $4735254.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                   | Pembina Pipeline Corporation COM NPV                                      | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |   1096503 | NS      | $48926403.07  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                                   | Amada Co Ltd NPV                                                          | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |    337200 | NS      | $4580358.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                | Danske Bank A/S DKK10                                                     | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     58388 | NS      | $2811634.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA             | Millicom International Cellular SA COM STK                                | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |    227335 | NS      | $17036484.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust         | CapitaLand Integrated Commercial Trust NPV (REAL ESTATE INVESTMENT TRUST) | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |   6668900 | NS      | $11837213.50  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                | Galaxy Entertainment Group Ltd. NPV                                       | CUSIP: 000000000<br>LEI: 549300ZSEBV3HR826S10 | Long             | EC               | CORP              | HK        |   2356216 | NS      | $10518553.10  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola, S.A.                                | Iberdrola, S.A. EUR0.75                                                   | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |   2096955 | NS      | $47706143.34  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd.                         | Japan Airlines Co Ltd. NPV                                                | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |    548700 | NS      | $8827692.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $386.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc                                     | Fortis Inc COM NPV                                                        | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |    654078 | NS      | $36374901.35  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $41185.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                              | National Grid PLC ORD GBP0.12431289                                       | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |   2642618 | NS      | $44239828.87  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                              | Asahi Kasei Corp. NPV                                                     | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |   1292200 | NS      | $12256771.64  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meiji Holdings Co Ltd.                         | Meiji Holdings Co Ltd. NPV                                                | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |    425200 | NS      | $10313953.11  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                     | United Utilities Group PLC ORD GBP0.05                                    | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |    505183 | NS      | $8760337.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1591.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                     | Diageo PLC ORD GBP0.28 101/108                                            | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |   1857648 | NS      | $34197565.26  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank N.V.                             | ABN AMRO Bank N.V. DR EACH REP SHS                                        | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    645698 | NS      | $20169123.19  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC                    | Reckitt Benckiser Group PLC ORD GBP0.1041666666666667                     | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    614520 | NS      | $41231531.72  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                      | Tesco PLC ORD GBP0.0633333                                                | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |   5873400 | NS      | $36642818.49  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $50901.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18404.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali S.p.A.                  | Assicurazioni Generali S.p.A. NPV                                         | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    712217 | NS      | $28319485.23  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                               | Pernod Ricard SA EUR1.55                                                  | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |    192923 | NS      | $14275205.46  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR Corp Ltd.                                  | MTR Corp Ltd. NPV                                                         | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |   1455691 | NS      | $5937730.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                       | Daimler Truck Holding AG NPV                                              | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |    312109 | NS      | $14913115.71  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Keppel Ltd.                                    | Keppel Ltd. NPV                                                           | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    805420 | NS      | $7347822.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME S.A.                                  | Aena SME S.A. EUR10                                                       | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |    144809 | NS      | $4257986.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd.                            | Qantas Airways Ltd. NPV                                                   | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |   1264142 | NS      | $7246840.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA (publ)      | Svenska Cellulosa Aktiebolaget SCA (publ) SER'B'NPV                       | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |    224095 | NS      | $2559405.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-439.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp.                                 | Marubeni Corp. NPV                                                        | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |   1257200 | NS      | $44395936.89  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                              | Sekisui House Ltd NPV                                                     | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |    623600 | NS      | $13797674.27  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4798.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG HOLDINGS CO LTD                             | SG Holdings Co Ltd. NPV                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    489100 | NS      | $4545441.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment Corp.             | Japan Real Estate Investment Corp. REIT                                   | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |      4114 | NS      | $3012640.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                       | CapitaLand Ascendas REIT SUBS RTS                                         | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |    102126 | NS      | $9498.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                  | Rio Tinto PLC ORD GBP0.10                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |   1042835 | NS      | $95493025.92  | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                | Norsk Hydro ASA NOK1.098                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |   1050235 | NS      | $11051189.82  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $36846.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd.                               | Mitsui & Co Ltd. NPV                                                      | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |   1768400 | NS      | $66238579.42  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd.                             | Telstra Group Ltd. NPV                                                    | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   6164352 | NS      | $22503081.99  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNA - Rete Elettrica Nazionale S.p.A.        | TERNA - Rete Elettrica Nazionale S.p.A. ORD EUR0.22                       | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    987498 | NS      | $11223216.69  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland N.V.                             | ASR Nederland N.V. EUR0.16                                                | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |    105765 | NS      | $7211821.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaztransport Et Technigaz SA                   | Gaztransport Et Technigaz SA EUR0.01                                      | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |     17931 | NS      | $4198133.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Investment Corp.       | Japan Metropolitan Fund Investment Corp. REIT                             | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |      4042 | NS      | $2820177.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co.                         | West Japan Railway Co. NPV                                                | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |    461400 | NS      | $9071966.81   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd                          | Kirin Holdings Co Ltd NPV                                                 | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    858657 | NS      | $13628191.12  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd.                        | DBS Group Holdings Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |   1218970 | NS      | $53760720.07  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                        | ITV PLC ORD GBP0.10                                                       | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |   3473681 | NS      | $3437850.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne & Nagel International AG                | Kuehne & Nagel International AG CHF1 (REGD)                               | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |     48018 | NS      | $10774246.03  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2073.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                    | Equinor ASA NOK2.50                                                       | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    782730 | NS      | $33781067.76  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd.                                 | BHP Group Ltd. NPV                                                        | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |   2477711 | NS      | $85511075.89  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA EUR2                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    655932 | NS      | $61209421.87  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                     | Skanska AB SER'B'NPV                                                      | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |    183594 | NS      | $4868216.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3603.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                              | Bureau Veritas SA EUR0.12                                                 | CUSIP: 000000000<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |    130828 | NS      | $3874020.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Telecommunications Ltd.              | Singapore Telecommunications Ltd. NPV(BOARD LOT 100)                      | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |   5862100 | NS      | $22446052.01  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.         | Banca Monte dei Paschi di Siena S.p.A. NPV (POST SPLT)                    | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |   6144010 | NS      | $52576708.92  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $23904.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                    | Swisscom AG CHF1(REGD)                                                    | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |     18012 | NS      | $14951159.23  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25245.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel S.p.A.                                    | Enel S.p.A. EUR1                                                          | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   6555707 | NS      | $70813958.37  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund Inc.                      | Nippon Building Fund Inc. REIT                                            | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |      5425 | NS      | $4521685.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sainsbury (J) PLC                              | Sainsbury (J) PLC ORD GBP0.28571428                                       | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |   2189779 | NS      | $9789180.34   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7310.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG CHF0.49 (REGD)                                                | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    673976 | NS      | $101371089.99 | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                        | GSK plc ORD GBP0.3125                                                     | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   3061164 | NS      | $83318728.67  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $117195.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co Ltd.         | Hitachi Construction Machinery Co Ltd. NPV                                | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |    231100 | NS      | $7656848.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $99744.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                         | EDP SA EUR1(REGD)                                                         | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |   2501890 | NS      | $13044122.08  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Peyto Exploration & Development Corp.          | Peyto Exploration & Development Corp. COM NPV                             | CUSIP: 717046106<br>LEI: 98450004AE67F646C503 | Long             | EC               | CORP              | CA        |    362218 | NS      | $7054627.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                      | Emera Inc COM NPV                                                         | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    448664 | NS      | $23183089.85  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                   | WH Group Ltd. USD0.0001                                                   | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   7884657 | NS      | $10318178.21  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| H and M Hennes and Mauritz AB                  | H and M Hennes and Mauritz AB SER'B'NPV                                   | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |    623450 | NS      | $11462775.75  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB (publ)        | Skandinaviska Enskilda Banken AB (publ) SER'A'NPV                         | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    623527 | NS      | $11277648.82  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd.                                    | Santos Ltd. NPV                                                           | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |   3020029 | NS      | $16464613.66  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Ltd.                          | Sonic Healthcare Ltd. NPV                                                 | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |    251479 | NS      | $3522268.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $54786.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group SA                        | Naturgy Energy Group SA EUR1                                              | CUSIP: 000000000<br>LEI: TL2N6M87CW970S5SV098 | Long             | EC               | CORP              | ES        |    114950 | NS      | $3430337.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.              | Oversea-Chinese Banking Corp Ltd. NPV                                     | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |   1254152 | NS      | $21356989.06  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd.                              | CLP Holdings Ltd. NPV                                                     | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |   1049106 | NS      | $9835117.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $350172.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                  | Volkswagen AG NON VTG PRF NPV                                             | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |    266138 | NS      | $26494070.72  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Industrial Trust                     | Mapletree Industrial Trust NPV (REIT)                                     | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |   1523056 | NS      | $2290221.01   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd.                   | Daiwa House Industry Co Ltd. NPV                                          | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    442000 | NS      | $13663687.22  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfortdelgro Corp Ltd.                        | Comfortdelgro Corp Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |   2182700 | NS      | $2436219.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                                  | SoftBank Corp NPV                                                         | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |  17253730 | NS      | $22894351.64  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                              | Suncor Energy Inc. COM NPV 'NEW'                                          | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |   1631953 | NS      | $107596285.00 | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Steel Ltd                                 | Kobe Steel Ltd NPV                                                        | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    671300 | NS      | $7975089.57   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp.                              | Bridgestone Corp. NPV                                                     | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |   1203100 | NS      | $24706315.29  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA EUR0.40                                                | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |    158999 | NS      | $12977797.86  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11792396.17  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                       | CapitaLand Ascendas REIT NPV(REAL ESTATE INVESTMENT TRUSTS)               | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |   3647366 | NS      | $6982904.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6547.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                             | JFE Holdings, Inc. NPV                                                    | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |   1216200 | NS      | $13879006.22  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14586128.92  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd.                        | ANZ Group Holdings Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |   1378561 | NS      | $33962041.57  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane S.p.A.                          | Poste Italiane S.p.A. NPV                                                 | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | NUSS              | IT        |    489261 | NS      | $11353457.14  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan Real Estate Investment Trust            | RioCan Real Estate Investment Trust UNIT                                  | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |    283922 | NS      | $3863479.47   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-703.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                     | Rogers Communications Inc. CLASS'B'COM CAD1.62478                         | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |    725215 | NS      | $27801943.68  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corporacion S.A.                        | Redeia Corporacion S.A. EUR0.5                                            | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    341900 | NS      | $5735727.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                             | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-104.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corp.                                    | Inpex Corp. NPV                                                           | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |   1575900 | NS      | $46338928.91  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                          | Westpac Banking Corp. NPV                                                 | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |   1255783 | NS      | $33947601.02  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9297.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                         | SGS SA CHF0.04 (REGD)                                                     | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |    100052 | NS      | $10471499.22  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin | Compagnie Generale des Etablissements Michelin EUR0.50 (POST SUBDIVISION) | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    535884 | NS      | $18023243.29  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                   | Evolution AB NPV                                                          | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |    163394 | NS      | $10037335.66  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $347042.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                     | Power Assets Holdings Ltd. NPV                                            | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |    687858 | NS      | $5356206.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group N.V.                                  | NN Group N.V. EUR0.12                                                     | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    144830 | NS      | $11190516.70  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                         | SKF AB SER'B'NPV                                                          | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |    343327 | NS      | $8080190.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                 | Sumitomo Corp. NPV                                                        | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    898400 | NS      | $32640341.94  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                          | Swiss Life Holding AG CHF0.1 (REGD)                                       | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |     16377 | NS      | $17625324.62  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corporation              | Invincible Investment Corporation REIT                                    | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |      7102 | NS      | $2638306.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                                     | Freenet AG NPV (REGD)                                                     | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |    108991 | NS      | $3317809.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV EUR0.01                                     | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    506268 | NS      | $23502053.19  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.                         | MSCI EAFE Index Futures - ICUS, Jun26                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       305 | NC      | $-476446.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                     | Tenaris SA USD1                                                           | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    405055 | NS      | $11900966.64  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Komatsu Ltd.                                   | Komatsu Ltd. NPV                                                          | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    724600 | NS      | $27387138.10  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd.                         | Genting Singapore Ltd. NPV                                                | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |   9515400 | NS      | $4978409.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                      | Danone SA EUR0.25                                                         | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |    199372 | NS      | $15859628.43  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA - Empresa Nacional Electricidad      | Endesa SA - Empresa Nacional Electricidad EUR1.2                          | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |    225135 | NS      | $9359175.81   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M EUROPEAN VALUE RETAIL PLC                  | B and M European Value Retail PLC ORD GBP0.1                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |   1500562 | NS      | $3334265.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurizon Holdings Ltd.                          | Aurizon Holdings Ltd. NPV                                                 | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |   1614531 | NS      | $4389997.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company            | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7657301.40   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                       | Svenska Handelsbanken AB SER'A'NPV                                        | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    941211 | NS      | $12157566.05  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK Hutchison Holdings Ltd. HKD1                                           | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |   1620902 | NS      | $12321848.83  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd.               | Daito Trust Construction Co Ltd. NPV                                      | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |    314700 | NS      | $7275545.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE' CAPITAL MARKETS SA                     | Nestle SA CHF0.10 (REGD)                                                  | CUSIP: 000000000<br>LEI: 549300PZN3NFSOUXLC42 | Long             | EC               | CORP              | CH        |    947285 | NS      | $92447376.89  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Short-Term Invts T                             | Short-Term Invts T INVSC TREAS INST                                       | CUSIP: 825252406<br>LEI: 549300UJV6OHYATSFU27 | Long             | STIV             | RF                | US        |  54604994 | NS      | $54604993.66  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                       | Engie SA EUR1                                                             | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |   1056113 | NS      | $33719022.35  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                   | Sun Hung Kai Properties Ltd. NPV                                          | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |   1014173 | NS      | $16712730.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                       | Mowi ASA NOK7.50                                                          | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    282383 | NS      | $6366043.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                           | Koninklijke KPN N.V. EUR0.04                                              | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |   2415650 | NS      | $13368253.02  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BCE Inc.                                       | BCE Inc. COM NPV                                                          | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |    902554 | NS      | $22700473.22  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd.                       | Sekisui Chemical Co Ltd. NPV                                              | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    476700 | NS      | $7810161.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd.                        | Canadian Tire Corp Ltd. CLASS'A'CUM NON-VTG COM NPV                       | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     83185 | NS      | $11151338.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                    | CURRENCY CONTRACT - USD                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $127.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO Corp.                                   | HASEKO Corp. NPV                                                          | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |    235671 | NS      | $4274490.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp.                                | Toyo Tire Corp. NPV                                                       | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    231800 | NS      | $5236590.61   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd.                       | Sembcorp Industries Ltd. NPV                                              | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |   1222500 | NS      | $6282350.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yancoal Australia Ltd                          | Yancoal Australia Ltd NPV                                                 | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |    671342 | NS      | $3811761.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** Legg Mason ETF Investment Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer