# EDGAR Filing Document

**Accession Number:** 0001415726
**File Stem:** 0000894189-26-009477
**Filing Date:** 2026-3
**Character Count:** 81524
**Document Hash:** fb5f095f2f80fe398f22ff8400febf6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-009477.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0000894189-26-009477

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Innovator ETFs Trust
- **CENTRAL INDEX KEY:** 0001415726

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22135
- **FILM NUMBER:** 26806577

**BUSINESS ADDRESS:**
- **STREET 1:** 200 W. FRONT STREET
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 800-621-1675

**MAIL ADDRESS:**
- **STREET 1:** 200 W. FRONT STREET
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INNOVATOR ETFS TRUST
- **DATE OF NAME CHANGE:** 20170825

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Academy Funds Trust
- **DATE OF NAME CHANGE:** 20071019

## Series and Classes Contracts Data

### Innovator Gradient Tactical Rotation Strategy ETF (Series ID: S000078008)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000238738 | Innovator Gradient Tactical Rotation Strategy ETF |  |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Innovator Gradient Tactical Rotation Strategy ETF** | **Innovator Gradient Tactical Rotation Strategy ETF** | **Innovator Gradient Tactical Rotation Strategy ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **January 31, 2026 (Unaudited)** | **January 31, 2026 (Unaudited)** | **January 31, 2026 (Unaudited)** |
| **COMMON STOCKS - 99.0%** | **Shares** | **Value**  |
| **Aerospace/Defense - 11.4%** | **Aerospace/Defense - 11.4%** | |
| CAE, Inc. <sup>(a)</sup> | 3797 | $121691 |
| Elbit Systems Ltd. | 471 | 333992 |
| IHI Corp. | 14800 | 341215 |
| Kawasaki Heavy Industries Ltd. | 1600 | 133109 |
| Leonardo SpA | 4641 | 309719 |
| MTU Aero Engines AG | 357 | 158478 |
| Rheinmetall AG | 702 | 1482419 |
| Rolls-Royce Holdings PLC | 122444 | 2028977 |
| Saab AB- Class A | 2921 | 227351 |
| Safran SA | 2414 | 861295 |
| Singapore Technologies Engineering Ltd. | 33600 | 258847 |
| Thales SA | 728 | 220912 |
|  |  | 6478005 |
| **Agriculture - 2.9%** | **Agriculture - 2.9%** |  |
| British American Tobacco PLC | 22387 | 1340506 |
| Imperial Brands PLC | 7713 | 323587 |
|  |  | 1664093 |
| **Airlines - 1.2%** | **Airlines - 1.2%** |  |
| Cathay Pacific Airways Ltd. | 33000 | 51789 |
| International Consolidated Airlines Group SA | 46874 | 268232 |
| Qantas Airways Ltd. | 14451 | 101334 |
| Ryanair Holdings PLC | 8012 | 271711 |
|  |  | 693066 |
| **Banks - 26.7% <sup>(b)</sup>** | **Banks - 26.7% <sup>(b)</sup>** |  |
| ABN AMRO Bank NV <sup>(c)</sup> | 1302 | 47936 |
| Banca Mediolanum SpA | 13910 | 325808 |
| Banco Bilbao Vizcaya Argentaria SA | 43803 | 1113728 |
| Banco BPM SpA | 11382 | 170265 |
| Banco Santander SA | 138332 | 1767622 |
| Bank Hapoalim BM | 2858 | 70877 |
| Bank Leumi Le-Israel BM | 5209 | 125585 |
| Bank of Montreal | 1425 | 193994 |
| Bank of Nova Scotia | 747 | 55847 |
| Barclays PLC | 112522 | 748597 |
| CaixaBank SA | 20354 | 269133 |
| Canadian Imperial Bank of Commerce | 2781 | 257013 |
| Commerzbank AG | 10151 | 417408 |
| Commonwealth Bank of Australia | 6141 | 638706 |
| Computershare Ltd. | 7732 | 176116 |
| DBS Group Holdings Ltd. | 3900 | 181495 |
| Deutsche Bank AG | 30013 | 1184682 |
| Erste Group Bank AG | 2051 | 266212 |
| HSBC Holdings PLC | 116476 | 2048662 |
| ING Groep NV | 8643 | 254281 |
| Intesa Sanpaolo SpA | 104612 | 739797 |
| Lloyds Banking Group PLC | 297314 | 443239 |
| NatWest Group PLC | 57397 | 522441 |
| Societe Generale SA | 9136 | 799209 |
| SpareBank 1 Sor-Norge ASA | 2805 | 56680 |
| Standard Chartered PLC | 17824 | 454130 |
| Toronto-Dominion Bank | 6048 | 565247 |
| UniCredit SpA | 14479 | 1260603 |
|  |  | 15155313 |
| **Beverages - 0.3%** | **Beverages - 0.3%** |  |
| Coca-Cola Europacific Partners PLC <sup>(d)</sup> | 1615 | 148095 |
| **Building Materials - 1.6%** | **Building Materials - 1.6%** |  |
| Heidelberg Materials AG | 1572 | 430999 |
| Holcim AG | 4540 | 467126 |
|  |  | 898125 |
| **Commercial Services - 0.6%** | **Commercial Services - 0.6%** |  |
| Brambles Ltd. | 15490 | 241617 |
| Element Fleet Management Corp. | 4078 | 103324 |
|  |  | 344941 |
| **Computers - 1.0%** | **Computers - 1.0%** |  |
| BayCurrent, Inc. | 1300 | 45705 |
| CyberArk Software Ltd. <sup>(a)</sup> | 402 | 173194 |
| Matrix IT Ltd. | 910 | 40866 |
| NEC Corp. | 9400 | 316451 |
|  |  | 576216 |
| **Distribution/Wholesale - 0.1%** | **Distribution/Wholesale - 0.1%** |  |
| SGH Ltd. | 2559 | 82719 |
| **Diversified Financial Services - 3.1%** | **Diversified Financial Services - 3.1%** |  |
| Brookfield Asset Management Ltd. - Class A | 6761 | 335903 |
| Deutsche Boerse AG | 1462 | 369646 |
| Hong Kong Exchanges & Clearing Ltd. | 11100 | 614101 |
| Plus500 Ltd. | 1174 | 67374 |
| Singapore Exchange Ltd. | 15100 | 209270 |
| TMX Group Ltd. | 4707 | 173775 |
|  |  | 1770069 |
| **Electric - 3.5%** | **Electric - 3.5%** |  |
| Emera, Inc. | 2918 | 144630 |
| Endesa SA | 3044 | 112179 |
| Engie SA | 19281 | 573656 |
| Iberdrola SA | 45288 | 1015938 |
| OPC Energy Ltd. <sup>(a)</sup> | 3974 | 108528 |
|  |  | 1954931 |
| **Electrical Components & Equipment - 0.9%** | **Electrical Components & Equipment - 0.9%** |  |
| Fujikura Ltd. | 3800 | 480525 |
| **Engineering & Construction - 1.9%** | **Engineering & Construction - 1.9%** |  |
| ACS Actividades de Construccion y Servicios SA | 2307 | 258831 |
| Aena SME SA <sup>(c)</sup> | 8055 | 250445 |
| AtkinsRealis Group, Inc. | 1503 | 105480 |
| Keppel Ltd. | 27300 | 234564 |
| Kinden Corp. | 1000 | 44184 |
| Shikun & Binui Ltd. <sup>(a)</sup> | 8078 | 47223 |
| Shimizu Corp. | 5700 | 100862 |
| Strabag SE | 527 | 54660 |
|  |  | 1096249 |
| **Entertainment - 0.2%** | **Entertainment - 0.2%** |  |
| Sankyo Co. Ltd. | 1900 | 29655 |
| Toho Co. Ltd./Tokyo | 1300 | 66168 |
|  |  | 95823 |
| **Food - 2.1%** | **Food - 2.1%** |  |
| Aeon Co. Ltd. | 20800 | 284260 |
| DFI Retail Group Holdings Ltd. | 5100 | 21012 |
| Empire Co. Ltd. - Class A | 1425 | 46549 |
| George Weston Ltd. | 968 | 67514 |
| Loblaw Cos. Ltd. | 4316 | 194207 |
| Metro, Inc./CN | 1561 | 103623 |
| Orkla ASA | 5288 | 62706 |
| Shufersal Ltd. | 6167 | 79663 |
| Strauss Group Ltd. | 2116 | 79939 |
| Tesco PLC | 44037 | 256216 |
|  |  | 1195689 |
| **Gas - 0.2%** | **Gas - 0.2%** |  |
| Naturgy Energy Group SA | 1458 | 45764 |
| Sembcorp Industries Ltd. | 19100 | 90538 |
|  |  | 136302 |
| **Hand/Machine Tools - 0.1%** | **Hand/Machine Tools - 0.1%** |  |
| Schindler Holding AG | 134 | 49315 |
| **Healthcare-Services - 0.3%** | **Healthcare-Services - 0.3%** |  |
| Fresenius SE & Co. KGaA | 2518 | 140909 |
| **Holding Companies-Diversified - 0.3%** | **Holding Companies-Diversified - 0.3%** |  |
| Jardine Matheson Holdings Ltd. | 2000 | 145540 |
| **Household Products/Wares - 0.8%** | **Household Products/Wares - 0.8%** |  |
| Reckitt Benckiser Group PLC | 5373 | 447891 |
| **Insurance - 14.7%** | **Insurance - 14.7%** |  |
| Admiral Group PLC | 1899 | 71458 |
| Ageas SA/NV | 2879 | 204587 |
| Allianz SE | 3446 | 1518702 |
| Aviva PLC - Class B <sup>(a)</sup> | 36673 | 319053 |
| AXA SA | 16813 | 765885 |
| Clal Insurance Enterprises Holdings Ltd. | 1789 | 130843 |
| Fairfax Financial Holdings Ltd. | 267 | 440630 |
| Generali | 12955 | 528102 |
| Gjensidige Forsikring ASA | 3514 | 99905 |
| Great-West Lifeco, Inc. | 6061 | 283721 |
| Harel Insurance Investments & Financial Services Ltd. | 3131 | 144143 |
| iA Financial Corp., Inc. | 2064 | 253610 |
| Medibank Pvt Ltd. | 40251 | 129493 |
| Menora Mivtachim Holdings Ltd. | 763 | 98340 |
| Migdal Insurance & Financial Holdings Ltd. | 18796 | 101267 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 781 | 474360 |
| Phoenix Financial Ltd. | 5223 | 254439 |
| Power Corp. of Canada | 12969 | 654046 |
| QBE Insurance Group Ltd. | 18648 | 256334 |
| Storebrand ASA | 7966 | 139377 |
| Sun Life Financial, Inc. | 11207 | 706173 |
| Swiss Life Holding AG | 212 | 232116 |
| Swiss Re AG | 2715 | 433564 |
| Talanx AG | 801 | 101118 |
|  |  | 8341266 |
| **Internet - 5.2%** | **Internet - 5.2%** |  |
| LY Corp. | 18600 | 47666 |
| Prosus NV | 10216 | 586769 |
| Sea Ltd. - ADR <sup>(a)</sup> | 4454 | 518847 |
| Shopify, Inc. - Class A <sup>(a)</sup> | 8921 | 1170576 |
| Spotify Technology SA <sup>(a)</sup> | 1229 | 614930 |
|  |  | 2938788 |
| **Leisure Time - 0.2%** | **Leisure Time - 0.2%** |  |
| Amer Sports, Inc. <sup>(a)</sup> | 3079 | 112784 |
| **Lodging - 0.0% <sup>(e)</sup>** | **Lodging - 0.0% <sup>(e)</sup>** |  |
| Fattal Holdings 1998 Ltd. <sup>(a)</sup> | 130 | 26821 |
| **Machinery-Construction & Mining - 4.4%** | **Machinery-Construction & Mining - 4.4%** |  |
| Mitsubishi Heavy Industries Ltd. | 25100 | 732921 |
| Siemens Energy AG <sup>(a)</sup> | 10210 | 1749411 |
|  |  | 2482332 |
| **Mining - 3.2%** | **Mining - 3.2%** |  |
| Agnico Eagle Mines Ltd. | 4193 | 797060 |
| Evolution Mining Ltd. | 17365 | 177875 |
| Kinross Gold Corp. | 9606 | 302504 |
| Lynas Rare Earths Ltd. <sup>(a)</sup> | 6509 | 67535 |
| Wheaton Precious Metals Corp. | 3355 | 442003 |
|  |  | 1786977 |
| **Oil & Gas - 0.1%** | **Oil & Gas - 0.1%** |  |
| Delek Group Ltd. | 96 | 27010 |
| **Pharmaceuticals - 0.6%** | **Pharmaceuticals - 0.6%** |  |
| Galderma Group AG | 1274 | 237150 |
| Sigma Healthcare Ltd. | 57795 | 124358 |
|  |  | 361508 |
| **Pipelines - 2.8%** | **Pipelines - 2.8%** |  |
| Enbridge, Inc. | 21276 | 1038604 |
| TC Energy Corp. | 8999 | 527654 |
|  |  | 1566258 |
| **Private Equity - 0.6%** | **Private Equity - 0.6%** |  |
| 3i Group PLC | 7796 | 357472 |
| **Real Estate - 1.5%** | **Real Estate - 1.5%** |  |
| Amot Investments Ltd. | 10488 | 81511 |
| Big Shopping Centers Ltd. | 649 | 156573 |
| Hongkong Land Holdings Ltd. | 13100 | 111219 |
| Melisron Ltd. | 597 | 78582 |
| Mivne Real Estate KD Ltd. | 13939 | 65296 |
| Sun Hung Kai Properties Ltd. | 14500 | 233311 |
| Swire Properties Ltd. | 18400 | 55868 |
| UOL Group Ltd. | 10200 | 86918 |
|  |  | 869278 |
| **Retail - 1.4%** | **Retail - 1.4%** |  |
| Chow Tai Fook Jewellery Group Ltd. | 27800 | 51243 |
| Dollarama, Inc. | 2342 | 315615 |
| JB Hi-Fi Ltd. | 1416 | 80016 |
| Ryohin Keikaku Co. Ltd. | 8200 | 163248 |
| Shimamura Co. Ltd. | 500 | 33520 |
| Sugi Holdings Co. Ltd. | 1000 | 22997 |
| Tokyo Gas Co. Ltd. | 2500 | 110591 |
|  |  | 777230 |
| **Software - 0.7%** | **Software - 0.7%** |  |
| Konami Group Corp. | 1000 | 145193 |
| Pro Medicus Ltd. | 658 | 84363 |
| Square Enix Holdings Co. Ltd. | 3500 | 60474 |
| Technology One Ltd. | 3781 | 66323 |
| TIS, Inc. | 1700 | 49409 |
|  |  | 405762 |
| **Telecommunications - 3.8%** | **Telecommunications - 3.8%** |  |
| Bezeq The Israeli Telecommunication Corp. Ltd. | 60940 | 156948 |
| BT Group PLC | 69315 | 181489 |
| Deutsche Telekom AG | 24326 | 812280 |
| HKT Trust & HKT Ltd. | 47000 | 70391 |
| Orange SA | 18136 | 335792 |
| Singapore Telecommunications Ltd. | 73400 | 264843 |
| Tele2 AB - Class B | 4804 | 87882 |
| Telenor ASA | 4786 | 80508 |
| Telstra Group Ltd. | 51037 | 173433 |
|  |  | 2163566 |
| **Toys/Games/Hobbies - 0.1%** | **Toys/Games/Hobbies - 0.1%** |  |
| Sanrio Co. Ltd. | 1600 | 49160 |
| **Transportation - 0.5%** | **Transportation - 0.5%** |  |
| Poste Italiane SpA <sup>(c)</sup> | 11118 | 292568 |
| **TOTAL COMMON STOCKS** (Cost $54,802,938) | **TOTAL COMMON STOCKS** (Cost $54,802,938) | 56112596 |
| **REAL ESTATE INVESTMENT TRUSTS - 0.4%** | **Shares** | **Value**  |
| **REITS - 0.4%** | **REITS - 0.4%** |  |
| Japan Metropolitan Fund Invest | 57 | 44823 |
| Link REIT | 21600 | 99317 |
| Nippon Building Fund, Inc. | 62 | 57489 |
| Orix JREIT, Inc. | 51 | 34141 |
| **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $233,730) | **TOTAL REAL ESTATE INVESTMENT TRUSTS** (Cost $233,730) | 235770 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |
| **INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING - 0.3%** | **Units** | **Value**  |
| Mount Vernon Liquid Assets Portfolio, LLC, 3.77% <sup>(f)</sup> | 143046 | 143046 |
| **TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING** (Cost $143,046) | **TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING** (Cost $143,046) | 143046 |
| **TOTAL INVESTMENTS - 99.7% (**Cost $55,179,714**)** | **TOTAL INVESTMENTS - 99.7% (**Cost $55,179,714**)** | 56491412 |
| Money Market Deposit Account - 0.4% <sup>(g)</sup> | Money Market Deposit Account - 0.4% <sup>(g)</sup> | 221560 |
| Liabilities in Excess of Other Assets - (0.1)% | Liabilities in Excess of Other Assets - (0.1)% | (34786) |
| **TOTAL NET ASSETS - 100.0%** |  | $56678186 |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

---

| |
|:---|
| ADR - American Depositary Receipt |
| LLC - Limited Liability Company |
| PLC - Public Limited Company |
| REIT - Real Estate Investment Trust |

---

(a) Non-income producing security.

(b) To the extent that the Fund invests more heavily in a particular industries or sectors of the economy, its performance will be especially sensitive to developments that significantly affect
 those industries or sectors.

(c) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of January 31, 2026, the value of these securities total $590,949 or 1.0% of the Fund's net assets.

(d) All or a portion of this security is on loan as of January 31, 2026. The fair value of these securities was $140,668.

(e) Represents less than 0.05% of net assets.

(f) The rate shown represents the 7-day annualized yield as of January 31, 2026.

(g) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on
 market conditions and is subject to change daily. The rate as of January 31, 2026 was 3.45%.

------

#### Summary of Fair Value Disclosure as of January 31, 2026 (Unaudited)
Innovator Gradient Tactical Rotation Strategy ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.

The following is a summary of the fair valuation hierarchy of the Fund's securities as of January 31, 2026: <br>

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $56112596 | $– | $– | $56112596 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Real Estate Investment Trusts | 235770 | – | – | 235770 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Investments Purchased with Proceeds from Securities Lending<sup>(a)</sup> | – | – | – | 143046 |
| Total Investments | $56348366 | $– | $– | $56491412 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

(a) Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair
 value amount of $143,046 presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts listed in the Schedule of Investments.

---

| | | |
|:---|:---|:---|
| **Allocation of Portfolio Holdings as of January 31, 2026**<br> **(% of Net Assets)** | **Allocation of Portfolio Holdings as of January 31, 2026**<br> **(% of Net Assets)** | |
| Common Stocks | $56112596 | 99.0% |
| Real Estate Investment Trusts | 235770 | 0.4 |
| Money Market Deposit Account | 221560 | 0.4 |
| Investments Purchased with Proceeds from Securities Lending | 143046 | 0.3 |
| Liabilities in Excess of Other Assets | (34786) | (0.1) |
|  | $**56678186** | 100.0<br> **%** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Innovator ETFs Trust

- **b. Investment Company Act file number:** 811-22135

- **c. CIK number of Registrant:** 0001415726

- **d. LEI of Registrant:** 549300MFJRNH6TF8OL20

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

  - **Street Address 1:** 200 W. Front Street

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 800-208-5212

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

- **a. Name of Series:** Innovator Gradient Tactical Rotation Strategy ETF

- **b. EDGAR series identifier (if any):** S000078008

- **c. LEI of Series:** 549300EKDEP4HOK4JT94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $56867444.02

**Total Liabilities:** $189251.68

**Net Assets:** $56678192.34

**Cash Not Reported:** $1720.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238738 | -1.58%               | 4.44%                | 2.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1869237.73              | $-2786411.73                               |
| Month 2  | $3758718.92              | $-1318188.94                               |
| Month 3  | $2350028.83              | $-760284.14                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Munich Re                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       781 | NS      | $474360.09    | 0.84%             |  |  |  | No            | 1                  | On Loan: No      |
| Naturgy Energy Group SA                   | Naturgy Energy Group SA                                   | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |      1458 | NS      | $45763.95     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Mivne Real Estate KD Ltd                  | Mivne Real Estate KD Ltd                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     13939 | NS      | $65295.85     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Migdal Insurance & Financial H            | Migdal Insurance & Financial Holdings Ltd                 | CUSIP: N/A<br>LEI: 549300W4Y1WPXVCYYE42       | Long             | EC               | CORP              | IL        |     18796 | NS      | $101267.30    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi Heavy Industries Lt            | Mitsubishi Heavy Industries Ltd                           | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |     25100 | NS      | $732921.30    | 1.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    143046 | NS      | $143045.50    | 0.25%             |  |  |  | No            | N/A                | On Loan: No      |
| MTU Aero Engines AG                       | MTU Aero Engines AG                                       | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |       357 | NS      | $158477.65    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Corp of Canada                      | Power Corp of Canada                                      | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     12969 | NS      | $654045.63    | 1.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Orange SA                                 | Orange SA                                                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |     18136 | NS      | $335792.14    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                            | Rheinmetall AG                                            | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |       702 | NS      | $1482418.83   | 2.62%             |  |  |  | No            | 1                  | On Loan: No      |
| Pro Medicus Ltd                           | Pro Medicus Ltd                                           | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |       658 | NS      | $84363.44     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Phoenix Financial Ltd                     | Phoenix Financial Ltd                                     | CUSIP: N/A<br>LEI: 254900IUA68QTCFYHE30       | Long             | EC               | CORP              | IL        |      5223 | NS      | $254439.37    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Orix JREIT Inc                            | Orix JREIT Inc                                            | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |        51 | NS      | $34140.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Qantas Airways Ltd                        | Qantas Airways Ltd                                        | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |     14451 | NS      | $101333.91    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| QBE Insurance Group Ltd                   | QBE Insurance Group Ltd                                   | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |     18648 | NS      | $256334.36    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryohin Keikaku Co Ltd                     | Ryohin Keikaku Co Ltd                                     | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |      8200 | NS      | $163247.61    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Safran SA                                 | Safran SA                                                 | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |      2414 | NS      | $861294.64    | 1.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Orkla ASA                                 | Orkla ASA                                                 | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |      5288 | NS      | $62705.94     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Reckitt Benckiser Group PLC               | Reckitt Benckiser Group PLC                               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |      5373 | NS      | $447890.92    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Rolls-Royce Holdings PLC                  | Rolls-Royce Holdings PLC                                  | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |    122444 | NS      | $2028977.22   | 3.58%             |  |  |  | No            | 1                  | On Loan: No      |
| Plus500 Ltd                               | Plus500 Ltd                                               | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |      1174 | NS      | $67373.95     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| OPC Energy Ltd                            | OPC Energy Ltd                                            | CUSIP: N/A<br>LEI: 98450000955804579A79       | Long             | EC               | CORP              | IL        |      3974 | NS      | $108528.09    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosus NV                                 | Prosus NV                                                 | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     10216 | NS      | $586769.41    | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Saab AB                                   | Saab AB                                                   | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |      2921 | NS      | $227351.03    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryanair Holdings PLC                      | Ryanair Holdings PLC                                      | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |      8012 | NS      | $271710.73    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Poste Italiane SpA                        | Poste Italiane SpA                                        | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     11118 | NS      | $292568.54    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| British American Tobacco PLC              | British American Tobacco PLC                              | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |     22387 | NS      | $1340505.90   | 2.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Agnico Eagle Mines Ltd                    | Agnico Eagle Mines Ltd                                    | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      4193 | NS      | $797059.54    | 1.41%             |  |  |  | No            | 1                  | On Loan: No      |
| CAE Inc                                   | CAE Inc                                                   | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |      3797 | NS      | $121691.39    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Toronto-Dominion Bank/The                 | Toronto-Dominion Bank/The                                 | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      6048 | NS      | $565246.93    | 1.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BT Group PLC                              | BT Group PLC                                              | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |     69315 | NS      | $181489.38    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Aeon Co Ltd                               | Aeon Co Ltd                                               | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |     20800 | NS      | $284259.50    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Toho Co Ltd/Tokyo                         | Toho Co Ltd/Tokyo                                         | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |      1300 | NS      | $66167.61     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Tokyo Gas Co Ltd                          | Tokyo Gas Co Ltd                                          | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |      2500 | NS      | $110590.59    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Ageas SA/NV                               | Ageas SA/NV                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |      2879 | NS      | $204587.38    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Asset Management Lt            | Brookfield Asset Management Ltd                           | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | US        |      6761 | NS      | $335902.51    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Aena SME SA                               | Aena SME SA                                               | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |      8055 | NS      | $250444.69    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| UniCredit SpA                             | UniCredit SpA                                             | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |     14479 | NS      | $1260603.05   | 2.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered PLC                    | Standard Chartered PLC                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |     17824 | NS      | $454130.18    | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Storebrand ASA                            | Storebrand ASA                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |      7966 | NS      | $139377.08    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                       | Societe Generale SA                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |      9136 | NS      | $799209.13    | 1.41%             |  |  |  | No            | 1                  | On Loan: No      |
| ST Engineering                            | Singapore Technologies Engineering Ltd                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |     33600 | NS      | $258847.57    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Shikun & Binui Ltd                        | Shikun & Binui Ltd                                        | CUSIP: N/A<br>LEI: 2138004NVQ51G35LN253       | Long             | EC               | CORP              | IL        |      8078 | NS      | $47222.54     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Ltd                    | Singapore Exchange Ltd                                    | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     15100 | NS      | $209270.50    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Square Enix Holdings Co Ltd               | Square Enix Holdings Co Ltd                               | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |      3500 | NS      | $60474.28     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimamura Co Ltd                          | Shimamura Co Ltd                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       500 | NS      | $33519.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Shimizu Corp                              | Shimizu Corp                                              | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |      5700 | NS      | $100862.30    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Shufersal Ltd                             | Shufersal Ltd                                             | CUSIP: N/A<br>LEI: 984500F64E05B78E0D41       | Long             | EC               | CORP              | IL        |      6167 | NS      | $79662.76     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SingTel                                   | Singapore Telecommunications Ltd                          | CUSIP: Y79985209<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |     73400 | NS      | $264842.39    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Sembcorp Industries Ltd                   | Sembcorp Industries Ltd                                   | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |     19100 | NS      | $90537.69     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Strabag SE                                | Strabag SE                                                | CUSIP: N/A<br>LEI: 529900TYYSRJH2VJSP60       | Long             | EC               | CORP              | AT        |       527 | NS      | $54659.63     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| SpareBank 1 Sor-Norge ASA                 | SpareBank 1 Sor-Norge ASA                                 | CUSIP: N/A<br>LEI: 549300Q3OIWRHQUQM052       | Long             | EC               | CORP              | NO        |      2805 | NS      | $56679.61     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Sigma Healthcare Ltd                      | Sigma Healthcare Ltd                                      | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |     57795 | NS      | $124358.70    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens Energy AG                         | Siemens Energy AG                                         | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |     10210 | NS      | $1749410.88   | 3.09%             |  |  |  | No            | 1                  | On Loan: No      |
| SGH Ltd                                   | SGH Ltd                                                   | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |      2559 | NS      | $82718.54     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                               | Shopify Inc                                               | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      8921 | NS      | $1170576.19   | 2.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Spotify Technology SA                     | Spotify Technology SA                                     | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | SE        |      1229 | NS      | $614930.15    | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Elbit Systems Ltd                         | Elbit Systems Ltd                                         | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |       471 | NS      | $333991.90    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollarama Inc                             | Dollarama Inc                                             | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |      2342 | NS      | $315614.88    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings PLC                         | HSBC Holdings PLC                                         | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |    116476 | NS      | $2048661.76   | 3.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Great-West Lifeco Inc                     | Great-West Lifeco Inc                                     | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |      6061 | NS      | $283720.59    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Fairfax Financial Holdings Ltd            | Fairfax Financial Holdings Ltd                            | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       267 | NS      | $440629.90    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Empire Co Ltd                             | Empire Co Ltd                                             | CUSIP: 291843407<br>LEI: 549300TX0ZUSTEF7C719 | Long             | EC               | CORP              | CA        |      1425 | NS      | $46549.41     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                              | Enbridge Inc                                              | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     21276 | NS      | $1038604.43   | 1.83%             |  |  |  | No            | 1                  | On Loan: No      |
| George Weston Ltd                         | George Weston Ltd                                         | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |       968 | NS      | $67514.38     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Generali                                  | Generali                                                  | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |     12955 | NS      | $528101.72    | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Life Financial Inc                    | Sun Life Financial Inc                                    | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     11207 | NS      | $706173.10    | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Metro Inc/CN                              | Metro Inc/CN                                              | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |      1561 | NS      | $103623.39    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresenius SE & Co KGaA                    | Fresenius SE & Co KGaA                                    | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |      2518 | NS      | $140908.67    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidelberg Materials AG                   | Heidelberg Materials AG                                   | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |      1572 | NS      | $430998.90    | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Emera Inc                                 | Emera Inc                                                 | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |      2918 | NS      | $144630.28    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Sugi Holdings Co Ltd                      | Sugi Holdings Co Ltd                                      | CUSIP: N/A<br>LEI: 529900N86BFWB1FADG87       | Long             | EC               | CORP              | JP        |      1000 | NS      | $22996.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Endesa SA                                 | Endesa SA                                                 | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |      3044 | NS      | $112179.46    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Erste Group Bank AG                       | Erste Group Bank AG                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |      2051 | NS      | $266212.08    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| HKEX                                      | Hong Kong Exchanges & Clearing Ltd                        | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |     11100 | NS      | $614101.20    | 1.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Fujikura Ltd                              | Fujikura Ltd                                              | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |      3800 | NS      | $480524.68    | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| Harel Insurance Investments &             | Harel Insurance Investments & Financial Services Ltd      | CUSIP: N/A<br>LEI: 213800BDNN3W11SXXD60       | Long             | EC               | CORP              | IL        |      3131 | NS      | $144143.27    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Hongkong Land Holdings Ltd                | Hongkong Land Holdings Ltd                                | CUSIP: G4587L109<br>LEI: 213800XCHYNRPAYGXW28 | Long             | EC               | CORP              | HK        |     13100 | NS      | $111219.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Holcim AG                                 | Holcim AG                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |      4540 | NS      | $467125.80    | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Engie SA                                  | Engie SA                                                  | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |     19281 | NS      | $573655.63    | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Evolution Mining Ltd                      | Evolution Mining Ltd                                      | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |     17365 | NS      | $177874.98    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Gjensidige Forsikring ASA                 | Gjensidige Forsikring ASA                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |      3514 | NS      | $99904.80     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Strauss Group Ltd                         | Strauss Group Ltd                                         | CUSIP: N/A<br>LEI: 254900GBA9EK5FGVQA80       | Long             | EC               | CORP              | IL        |      2116 | NS      | $79939.22     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Nippon Building Fund Inc                  | Nippon Building Fund Inc                                  | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |        62 | NS      | $57489.02     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HKT Trust & HKT Ltd                       | HKT Trust & HKT Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |     47000 | NS      | $70390.80     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Fattal Holdings 1998 Ltd                  | Fattal Holdings 1998 Ltd                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       130 | NS      | $26820.77     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Galderma Group AG                         | Galderma Group AG                                         | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |      1274 | NS      | $237149.73    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| IHI Corp                                  | IHI Corp                                                  | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     14800 | NS      | $341214.78    | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Melisron Ltd                              | Melisron Ltd                                              | CUSIP: N/A<br>LEI: 213800B9SL62L9VLO604       | Long             | EC               | CORP              | IL        |       597 | NS      | $78581.78     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Menora Mivtachim Holdings Ltd             | Menora Mivtachim Holdings Ltd                             | CUSIP: N/A<br>LEI: 2549009I6K3RDXFFY773       | Long             | EC               | CORP              | IL        |       763 | NS      | $98339.65     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NEC Corp                                  | NEC Corp                                                  | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |      9400 | NS      | $316451.28    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Sankyo Co Ltd                             | Sankyo Co Ltd                                             | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |      1900 | NS      | $29655.27     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanrio Co Ltd                             | Sanrio Co Ltd                                             | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |      1600 | NS      | $49159.99     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Hung Kai Properties Ltd               | Sun Hung Kai Properties Ltd                               | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |     14500 | NS      | $233311.15    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                   | Sea Ltd                                                   | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | SG        |      4454 | NS      | $518846.46    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Schindler Holding AG                      | Schindler Holding AG                                      | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |       134 | NS      | $49315.05     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Iberdrola SA                              | Iberdrola SA                                              | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |     45288 | NS      | $1015937.56   | 1.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Element Fleet Management Corp             | Element Fleet Management Corp                             | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |      4078 | NS      | $103323.91    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| iA Financial Corp Inc                     | iA Financial Corp Inc                                     | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      2064 | NS      | $253609.84    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group PLC                         | NatWest Group PLC                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |     57397 | NS      | $522440.64    | 0.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Medibank Pvt Ltd                          | Medibank Pvt Ltd                                          | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |     40251 | NS      | $129492.93    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Telenor ASA                               | Telenor ASA                                               | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |      4786 | NS      | $80507.97     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Telstra Group Ltd                         | Telstra Group Ltd                                         | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |     51037 | NS      | $173433.25    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Technology One Ltd                        | Technology One Ltd                                        | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |      3781 | NS      | $66322.71     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Life Holding AG                     | Swiss Life Holding AG                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |       212 | NS      | $232115.39    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Swiss Re AG                               | Swiss Re AG                                               | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |      2715 | NS      | $433564.13    | 0.76%             |  |  |  | No            | 1                  | On Loan: No      |
| Swire Properties Ltd                      | Swire Properties Ltd                                      | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |     18400 | NS      | $55868.20     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Talanx AG                                 | Talanx AG                                                 | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |       801 | NS      | $101118.38    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Tele2 AB                                  | Tele2 AB                                                  | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |      4804 | NS      | $87882.32     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| TC Energy Corp                            | TC Energy Corp                                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      8999 | NS      | $527654.07    | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesco PLC                                 | Tesco PLC                                                 | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |     44037 | NS      | $256216.15    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| ACS Actividades de Construccio            | ACS Actividades de Construccion y Servicios SA            | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |      2307 | NS      | $258830.94    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Admiral Group PLC                         | Admiral Group PLC                                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |      1899 | NS      | $71458.38     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| 3i Group PLC                              | 3i Group PLC                                              | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |      7796 | NS      | $357471.79    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| ABN AMRO Bank NV                          | ABN AMRO Bank NV                                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |      1302 | NS      | $47935.85     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| UOL Group Ltd                             | UOL Group Ltd                                             | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |     10200 | NS      | $86917.70     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANK MMDA - USBGFS 9                   | US BANK MMDA - USBGFS 9                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    218979 | NS      | $218978.87    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Wheaton Precious Metals Corp              | Wheaton Precious Metals Corp                              | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |      3355 | NS      | $442003.05    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Montreal                          | Bank of Montreal                                          | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |      1425 | NS      | $193994.23    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                   | Bank of Nova Scotia/The                                   | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |       747 | NS      | $55847.39     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CIBC                                      | Canadian Imperial Bank of Commerce                        | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      2781 | NS      | $257012.48    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                              | Barclays PLC                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |    112522 | NS      | $748596.71    | 1.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Thales SA                                 | Thales SA                                                 | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |       728 | NS      | $220912.01    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Allianz SE                                | Allianz SE                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |      3446 | NS      | $1518702.27   | 2.68%             |  |  |  | No            | 1                  | On Loan: No      |
| BBVA                                      | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |     43803 | NS      | $1113728.00   | 1.97%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                        | Banco Santander SA                                        | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |    138332 | NS      | $1767622.01   | 3.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Bank AG                          | Deutsche Bank AG                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |     30013 | NS      | $1184681.55   | 2.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom AG                       | Deutsche Telekom AG                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |     24326 | NS      | $812279.58    | 1.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Hapoalim BM                          | Bank Hapoalim BM                                          | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |      2858 | NS      | $70877.18     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Leumi Le-Israel BM                   | Bank Leumi Le-Israel BM                                   | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |      5209 | NS      | $125584.69    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Bezeq The Israeli Telecommunic            | Bezeq The Israeli Telecommunication Corp Ltd              | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |     60940 | NS      | $156948.05    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| DBS Group Holdings Ltd                    | DBS Group Holdings Ltd                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      3900 | NS      | $181495.17    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay Pacific Airways Ltd                | Cathay Pacific Airways Ltd                                | CUSIP: N/A<br>LEI: EQNZNT235RBOJ6LJQZ02       | Long             | EC               | CORP              | HK        |     33000 | NS      | $51788.89     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DFI Retail Group Holdings Ltd             | DFI Retail Group Holdings Ltd                             | CUSIP: G2624N153<br>LEI: 213800NOTG41PZVNNX48 | Long             | EC               | CORP              | HK        |      5100 | NS      | $21012.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Computershare Ltd                         | Computershare Ltd                                         | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |      7732 | NS      | $176116.40    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Clal Insurance Enterprises Hol            | Clal Insurance Enterprises Holdings Ltd                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1789 | NS      | $130842.61    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth Bank of Australia            | Commonwealth Bank of Australia                            | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |      6141 | NS      | $638705.74    | 1.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Delek Group Ltd                           | Delek Group Ltd                                           | CUSIP: N/A<br>LEI: 213800CYKA4XE2HZZB09       | Long             | EC               | CORP              | IL        |        96 | NS      | $27010.02     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Boerse AG                        | Deutsche Boerse AG                                        | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |      1462 | NS      | $369646.17    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| AXA SA                                    | AXA SA                                                    | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |     16813 | NS      | $765885.03    | 1.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Amot Investments Ltd                      | Amot Investments Ltd                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     10488 | NS      | $81511.11     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Brambles Ltd                              | Brambles Ltd                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     15490 | NS      | $241616.65    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Big Shopping Centers Ltd                  | Big Shopping Centers Ltd                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       649 | NS      | $156573.23    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CaixaBank SA                              | CaixaBank SA                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |     20354 | NS      | $269133.23    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| TIS Inc                                   | TIS Inc                                                   | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |      1700 | NS      | $49409.41     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CHOW TAI FOOK                             | Chow Tai Fook Jewellery Group Ltd                         | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | HK        |     27800 | NS      | $51243.58     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TMX Group Ltd                             | TMX Group Ltd                                             | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |      4707 | NS      | $173775.12    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerzbank AG                            | Commerzbank AG                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |     10151 | NS      | $417408.33    | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Aviva PLC                                 | Aviva PLC                                                 | CUSIP: G0683Q158<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     36673 | NS      | $319052.74    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| AtkinsRealis Group Inc                    | AtkinsRealis Group Inc                                    | CUSIP: 04764T104<br>LEI: UL01OYG5OMLM5G6CFM03 | Long             | EC               | CORP              | CA        |      1503 | NS      | $105479.88    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco BPM SpA                             | Banco BPM SpA                                             | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |     11382 | NS      | $170265.21    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| BayCurrent Inc                            | BayCurrent Inc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      1300 | NS      | $45704.96     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Banca Mediolanum SpA                      | Banca Mediolanum SpA                                      | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |     13910 | NS      | $325808.23    | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Amer Sports Inc                           | Amer Sports Inc                                           | CUSIP: N/A<br>LEI: 391200YCSWTRD1J21867       | Long             | EC               | CORP              | FI        |      3079 | NS      | $112783.77    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Europacific Partners            | Coca-Cola Europacific Partners PLC                        | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |      1615 | NS      | $148095.50    | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| CyberArk Software Ltd                     | CyberArk Software Ltd                                     | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |       402 | NS      | $173193.66    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Imperial Brands PLC                       | Imperial Brands PLC                                       | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |      7713 | NS      | $323586.95    | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                  | Lloyds Banking Group PLC                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |    297314 | NS      | $443239.15    | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Loblaw Cos Ltd                            | Loblaw Cos Ltd                                            | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |      4316 | NS      | $194206.53    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                       | Intesa Sanpaolo SpA                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |    104612 | NS      | $739797.30    | 1.31%             |  |  |  | No            | 1                  | On Loan: No      |
| LY Corp                                   | LY Corp                                                   | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |     18600 | NS      | $47665.81     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lynas Rare Earths Ltd                     | Lynas Rare Earths Ltd                                     | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |      6509 | NS      | $67534.85     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Jardine Matheson Holdings Ltd             | Jardine Matheson Holdings Ltd                             | CUSIP: G50736100<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | HK        |      2000 | NS      | $145540.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Kawasaki Heavy Industries Ltd             | Kawasaki Heavy Industries Ltd                             | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |      1600 | NS      | $133109.33    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinden Corp                               | Kinden Corp                                               | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |      1000 | NS      | $44184.54     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Konami Group Corp                         | Konami Group Corp                                         | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |      1000 | NS      | $145192.56    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Japan Metropolitan Fund Invest            | Japan Metropolitan Fund Invest                            | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |        57 | NS      | $44823.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| JB Hi-Fi Ltd                              | JB Hi-Fi Ltd                                              | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |      1416 | NS      | $80016.43     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Matrix IT Ltd                             | Matrix IT Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |       910 | NS      | $40866.55     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinross Gold Corp                         | Kinross Gold Corp                                         | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |      9606 | NS      | $302504.52    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Leonardo SpA                              | Leonardo SpA                                              | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |      4641 | NS      | $309719.07    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Link REIT                                 | Link REIT                                                 | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |     21600 | NS      | $99316.70     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Keppel Ltd                                | Keppel Ltd                                                | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |     27300 | NS      | $234564.11    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| International Consolidated Air            | International Consolidated Airlines Group SA              | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | GB        |     46874 | NS      | $268232.60    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| ING Groep NV                              | ING Groep NV                                              | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |      8643 | NS      | $254281.21    | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Innovator ETFs Trust

**Signature:** /s/ Kathleen Meyer

**Name of Signer:** Innovator ETFs Trust

**Title:** Principal Financial Officer