# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001410368-26-030405
**Filing Date:** 2026-3
**Character Count:** 127033
**Document Hash:** 31808fad9550f8547b9950aa672a5178
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-030405.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001410368-26-030405

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 26792286

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Multifactor Developed Markets (ex-US) ETF (Series ID: S000047583)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000149406 | Hartford Multifactor Developed Markets (ex-US) ETF | RODM            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

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

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Multifactor Developed Markets (ex-US) ETF

- **b. EDGAR series identifier (if any):** S000047583

- **c. LEI of Series:** 5493007Y640K05LXPU24

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

- **a. Date of fiscal year-end:** 2026-07-31

- **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:** $1382266158.69

**Total Liabilities:** $20535909.08

**Net Assets:** $1361730249.61

**Cash Not Reported:** $3875465.93

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149406 | 2.58%                | 2.77%                | 4.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2394379.58              | $28617959.43                               |
| Month 2  | $417786.33               | $33708416.76                               |
| Month 3  | $1568882.31              | $53633804.49                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alimentation Couche-Tard Inc                              | Alimentation Couche-Tard Inc                                                | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |     50516 | NS      | $2642656.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                                                 | CUSIP: 021361100<br>LEI: 2549008X5V70MOS4HM10 | Long             | EC               | CORP              | CA        |     51536 | NS      | $1563034.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                           | BAE Systems PLC                                                             | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |    294611 | NS      | $7980488.16   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                    | Standard Chartered PLC                                                      | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     22388 | NS      | $572042.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                                       | Imperial Brands PLC                                                         | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    175908 | NS      | $7401011.73   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                             | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    105028 | NS      | $9743447.56   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                           | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    634605 | NS      | $11193737.97  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BP PLC                                                    | BP PLC                                                                      | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |     18458 | NS      | $699189.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                            | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |     98137 | NS      | $13434003.39  | 0.99%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                                     | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    120110 | NS      | $9029426.58   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Pearson PLC                                               | Pearson PLC                                                                 | CUSIP: 000000000<br>LEI: 2138004JBXWWJKIURC57 | Long             | EC               | CORP              | GB        |    211041 | NS      | $2772640.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                                             | Rio Tinto PLC                                                               | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |    124753 | NS      | $11534940.43  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Nephew PLC                                        | Smith & Nephew PLC                                                          | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |    293963 | NS      | $5010114.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                              | British American Tobacco PLC                                                | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    118444 | NS      | $7187181.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CCL Industries Inc                                        | CCL Industries Inc                                                          | CUSIP: 124900309<br>LEI: 549300TD3EMSRRC0YH75 | Long             | EC               | CORP              | CA        |     62647 | NS      | $3796339.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                   | CGI Inc                                                                     | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |     54597 | NS      | $4705143.37   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                          | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     79227 | NS      | $7362497.27   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                              | Canadian National Railway Co                                                | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      4059 | NS      | $392636.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                            | Canadian Natural Resources Ltd                                              | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |     75917 | NS      | $2838443.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Software Inc/Canada                         | Constellation Software Inc/Canada                                           | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |       665 | NS      | $1234071.85   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                                | CONSTELLATION SOFTWARE INC                                                  | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |      1030 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Descartes Systems Group Inc/The                           | Descartes Systems Group Inc/The                                             | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |     24772 | NS      | $1851954.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollarama Inc                                             | Dollarama Inc                                                               | CUSIP: 25675T107<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | EC               | CORP              | CA        |     32180 | NS      | $4360691.21   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Fleet Management Corp                             | Element Fleet Management Corp                                               | CUSIP: 286181201<br>LEI: 5493000PGBS1C22ELQ16 | Long             | EC               | CORP              | CA        |    116115 | NS      | $2958289.33   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                                 | Emera Inc                                                                   | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     56035 | NS      | $2792749.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Fairfax Financial Holdings Ltd                            | Fairfax Financial Holdings Ltd                                              | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |      6913 | NS      | $11471705.27  | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Next PLC                                                  | Next PLC                                                                    | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     23463 | NS      | $4270946.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc/Canada                                         | Fortis Inc/Canada                                                           | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     60398 | NS      | $3238116.01   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| GSK PLC                                                   | GSK PLC                                                                     | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    302623 | NS      | $15615346.80  | 1.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Great-West Lifeco Inc                                     | Great-West Lifeco Inc                                                       | CUSIP: 39138C106<br>LEI: 549300X81X4VZEESFU46 | Long             | EC               | CORP              | CA        |    175264 | NS      | $8249697.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Capgemini SE                                              | Capgemini SE                                                                | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |     14841 | NS      | $2316415.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlsberg AS                                              | Carlsberg AS                                                                | CUSIP: 000000000<br>LEI: 5299001O0WJQYB5GYZ19 | Long             | EC               | CORP              | DK        |      3135 | NS      | $426010.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                    | AP Moller - Maersk A/S                                                      | CUSIP: 000000000<br>LEI: 549300D2K6PKKKXVNN73 | Long             | EC               | CORP              | DK        |      5445 | NS      | $13557852.23  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius SE & Co KGaA                                    | Fresenius SE & Co KGaA                                                      | CUSIP: 000000000<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | EC               | CORP              | DE        |     75934 | NS      | $4264711.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                                 | Kesko Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |     31561 | NS      | $801243.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC Group NV                                              | KBC Group NV                                                                | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      4206 | NS      | $594936.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iA Financial Corp Inc                                     | iA Financial Corp Inc                                                       | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |     54973 | NS      | $6792107.69   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Oil Ltd                                          | Imperial Oil Ltd                                                            | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |     70605 | NS      | $7172861.09   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Intact Financial Corp                                     | Intact Financial Corp                                                       | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |     13508 | NS      | $2472967.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                                          | Deutsche Post AG                                                            | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     42004 | NS      | $2364584.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                               | Telenor ASA                                                                 | CUSIP: 000000000<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |    273895 | NS      | $4622435.55   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                                    | RWE AG                                                                      | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | EC               | CORP              | DE        |    117168 | NS      | $7460097.77   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                                                      | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      6161 | NS      | $1250108.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                                                     | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    406890 | NS      | $8647676.49   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp                                         | Kinross Gold Corp                                                           | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |     65775 | NS      | $2075859.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co KGaA                                       | Henkel AG & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | EP               | CORP              | DE        |     19701 | NS      | $1738110.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                   | Heidelberg Materials AG                                                     | CUSIP: 000000000<br>LEI: LZ2C6E0W5W7LQMX5ZI37 | Long             | EC               | CORP              | DE        |     18877 | NS      | $5194311.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                 | Orange SA                                                                   | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |    743743 | NS      | $13820486.09  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                | Allianz SE                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |     19760 | NS      | $8740086.34   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                   | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      3810 | NS      | $2322488.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Loblaw Cos Ltd                                            | Loblaw Cos Ltd                                                              | CUSIP: 539481101<br>LEI: 5493008LN3O1DIDTSH67 | Long             | EC               | CORP              | CA        |    239379 | NS      | $10830965.06  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Kitron ASA                                                | Kitron ASA                                                                  | CUSIP: 000000000<br>LEI: 5967007LIEEXZXIG6009 | Long             | EC               | CORP              | NO        |    177923 | NS      | $1528250.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                                             | Volkswagen AG                                                               | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |     28851 | NS      | $3523215.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                    | Mercedes-Benz Group AG                                                      | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |     32153 | NS      | $2210515.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                                               | Swisscom AG                                                                 | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |     13490 | NS      | $11097870.27  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                              | Securitas AB                                                                | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |    213582 | NS      | $3549144.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                | Fortum Oyj                                                                  | CUSIP: 000000000<br>LEI: 635400IUIZZIUJSAMF76 | Long             | EC               | CORP              | FI        |     86873 | NS      | $2058185.57   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                                     | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |    153429 | NS      | $7846359.06   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                                                      | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |      4004 | NS      | $1216562.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp                                   | Manulife Financial Corp                                                     | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |    146497 | NS      | $5611490.15   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                                                 | Repsol SA                                                                   | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    298042 | NS      | $5869837.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                                         | Wolters Kluwer NV                                                           | CUSIP: 000000000<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |     41234 | NS      | $3869383.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                                 | Sanofi SA                                                                   | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     89670 | NS      | $8448736.17   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Elisa Oyj                                                 | Elisa Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |     45346 | NS      | $2004629.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ackermans & van Haaren NV                                 | Ackermans & van Haaren NV                                                   | CUSIP: 000000000<br>LEI: 5493005E2GHATS0Z6J59 | Long             | EC               | CORP              | BE        |      5414 | NS      | $1608903.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica SA                                             | Telefonica SA                                                               | CUSIP: 000000000<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    122568 | NS      | $497951.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bayerische Motoren Werke AG                               | Bayerische Motoren Werke AG                                                 | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |     46745 | NS      | $4861444.85   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                                       | Deutsche Telekom AG                                                         | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    150670 | NS      | $5049321.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Metro Inc/CN                                              | Metro Inc/CN                                                                | CUSIP: 59162N109<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | EC               | CORP              | CA        |     56797 | NS      | $3791220.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                                        | Koninklijke KPN NV                                                          | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |   2100143 | NS      | $10263575.92  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                           | Telefonaktiebolaget LM Ericsson                                             | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |   1033230 | NS      | $11282104.75  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     50321 | NS      | $4417992.99   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Telia Co AB                                               | Telia Co AB                                                                 | CUSIP: 000000000<br>LEI: 213800FSR9RNDUOTXO25 | Long             | EC               | CORP              | SE        |   1155910 | NS      | $5294942.02   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Zurich Insurance Group AG                                 | Zurich Insurance Group AG                                                   | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      7753 | NS      | $5527429.39   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings Inc                                          | ANA Holdings Inc                                                            | CUSIP: 000000000<br>LEI: 5493008IRKIY0G3TE305 | Long             | EC               | CORP              | JP        |    342000 | NS      | $6662193.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                                              | Amada Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |     65600 | NS      | $841794.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Technologies Engineering Ltd                    | Singapore Technologies Engineering Ltd                                      | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |    663400 | NS      | $5123183.61   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                                          | Asahi Kasei Corp                                                            | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |    363800 | NS      | $3536354.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd                                    | ANZ Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |     75570 | NS      | $1942918.49   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                          | Bank Hapoalim BM                                                            | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |    422342 | NS      | $10505251.60  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                                   | Bank Leumi Le-Israel BM                                                     | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |    372378 | NS      | $9004597.44   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                             | Fortescue Ltd                                                               | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |    229104 | NS      | $3370474.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                         | Telstra Group Ltd                                                           | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   2904501 | NS      | $9929570.13   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                               | Bendigo & Adelaide Bank Ltd                                                 | CUSIP: 000000000<br>LEI: 549300Y9URD6W70K0360 | Long             | EC               | CORP              | AU        |    256665 | NS      | $1972478.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                                          | CLP Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |    306980 | NS      | $2906791.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bezeq The Israeli Telecommunication Corp Ltd              | Bezeq The Israeli Telecommunication Corp Ltd                                | CUSIP: 000000000<br>LEI: 213800XCGZCFSWY9U863 | Long             | EC               | CORP              | IL        |   1233684 | NS      | $3186804.09   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First International Bank Of Israel Ltd/The                | First International Bank Of Israel Ltd/The                                  | CUSIP: 000000000<br>LEI: 2138002RV6AUUX19F397 | Long             | EC               | CORP              | IL        |     34111 | NS      | $2916168.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                                          | Bridgestone Corp                                                            | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    191986 | NS      | $4337295.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                                             | BHP Group Ltd                                                               | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |    248261 | NS      | $8795095.29   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Brother Industries Ltd                                    | Brother Industries Ltd                                                      | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    294700 | NS      | $6002511.34   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Contact Energy Ltd                                        | Contact Energy Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | EC               | CORP              | NZ        |    396023 | NS      | $2239648.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EBOS Group Ltd                                            | EBOS Group Ltd                                                              | CUSIP: 000000000<br>LEI: 254900KJ40C7HBYTWC21 | Long             | EC               | CORP              | NZ        |    103412 | NS      | $1608128.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Canon Inc                                                 | Canon Inc                                                                   | CUSIP: 000000000<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |     76203 | NS      | $2314346.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| DBS Group Holdings Ltd                                    | DBS Group Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     63909 | NS      | $2981412.77   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Computershare Ltd                                         | Computershare Ltd                                                           | CUSIP: 000000000<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |    140805 | NS      | $3226544.92   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                                  | Central Japan Railway Co                                                    | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |    112900 | NS      | $3152212.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                   | CSL Ltd                                                                     | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     14453 | NS      | $1836886.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc                               | Chubu Electric Power Co Inc                                                 | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |     21700 | NS      | $316370.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd                                              | Cochlear Ltd                                                                | CUSIP: 000000000<br>LEI: 5493001OLLWY8KV5UC08 | Long             | EC               | CORP              | AU        |     18982 | NS      | $3578448.42   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                                         | Origin Energy Ltd                                                           | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |    261464 | NS      | $2161389.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Group Ltd                                           | Delek Group Ltd                                                             | CUSIP: 000000000<br>LEI: 213800CYKA4XE2HZZB09 | Long             | EC               | CORP              | IL        |      8335 | NS      | $2352107.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI Corp                                                 | KDDI Corp                                                                   | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |    101300 | NS      | $1711645.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                           | Daito Trust Construction Co Ltd                                             | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |    224100 | NS      | $4554346.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dai Nippon Printing Co Ltd                                | Dai Nippon Printing Co Ltd                                                  | CUSIP: 000000000<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |    172200 | NS      | $3089352.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House Industry Co Ltd                               | Daiwa House Industry Co Ltd                                                 | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    220800 | NS      | $7528899.26   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                               | Otsuka Corp                                                                 | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |    107400 | NS      | $2131847.53   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Insurance Australia Group Ltd                             | Insurance Australia Group Ltd                                               | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | EC               | CORP              | AU        |   1035585 | NS      | $5513640.41   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| East Japan Railway Co                                     | East Japan Railway Co                                                       | CUSIP: 000000000<br>LEI: 353800SENYJ2DSM6PS44 | Long             | EC               | CORP              | JP        |      9500 | NS      | $239747.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodman Property Trust                                    | Goodman Property Trust                                                      | CUSIP: 000000000<br>LEI: 213800EWCLT1H1U94486 | Long             | EC               |  | NZ        |    268857 | NS      | $314666.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strauss Group Ltd                                         | Strauss Group Ltd                                                           | CUSIP: 000000000<br>LEI: 254900GBA9EK5FGVQA80 | Long             | EC               | CORP              | IL        |     22925 | NS      | $868663.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                                     | CUSIP: 633067103<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | EC               | CORP              | CA        |     40154 | NS      | $4811126.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                        | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    123300 | NS      | $2241636.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIBI Holdings Ltd                                         | FIBI Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      7785 | NS      | $695773.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisher & Paykel Healthcare Corp Ltd                       | Fisher & Paykel Healthcare Corp Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NZ        |    115199 | NS      | $2711176.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Subaru Corp                                               | Subaru Corp                                                                 | CUSIP: 000000000<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |    137093 | NS      | $2956751.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM Holdings Corp                                    | FUJIFILM Holdings Corp                                                      | CUSIP: 000000000<br>LEI: 529900UBKMFM0ST6H474 | Long             | EC               | CORP              | JP        |    103200 | NS      | $2065204.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Holdings Co Japan Ltd                          | McDonald's Holdings Co Japan Ltd                                            | CUSIP: 000000000<br>LEI: 529900FY9FV0AYNRC729 | Long             | EC               | CORP              | JP        |     56500 | NS      | $2457636.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Partner Communications Co Ltd                             | Partner Communications Co Ltd                                               | CUSIP: 000000000<br>LEI: 529900P1P6RZ1NC37U33 | Long             | EC               | CORP              | IL        |     67625 | NS      | $826493.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hachijuni Nagano Bank Ltd                                 | Hachijuni Nagano Bank Ltd                                                   | CUSIP: 000000000<br>LEI: FE70I3MHDCWOZWK19W48 | Long             | EC               | CORP              | JP        |    253300 | NS      | $3160913.39   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Haseko Corp                                               | Haseko Corp                                                                 | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |    140200 | NS      | $2876526.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                    | CapitaLand Integrated Commercial Trust                                      | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               |  | SG        |   1070200 | NS      | $2015585.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hirose Electric Co Ltd                                    | Hirose Electric Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6500 | NS      | $698836.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group Inc                           | Sumitomo Mitsui Trust Group Inc                                             | CUSIP: 000000000<br>LEI: 353800P843RLCDBLNT17 | Long             | EC               | CORP              | JP        |     92200 | NS      | $3058988.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Horiba Ltd                                                | Horiba Ltd                                                                  | CUSIP: 000000000<br>LEI: 529900OOTWPYSNW0EC84 | Long             | EC               | CORP              | JP        |     16100 | NS      | $1911522.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Water Inc                                             | Air Water Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     97700 | NS      | $1484880.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Discount Bank Ltd                                  | Israel Discount Bank Ltd                                                    | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |    460530 | NS      | $5461566.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Orica Ltd                                                 | Orica Ltd                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    214844 | NS      | $3871090.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Financial Ltd                                     | Phoenix Financial Ltd                                                       | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |     80321 | NS      | $3924563.49   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Ltd                             | Jardine Matheson Holdings Ltd                                               | CUSIP: 000000000<br>LEI: 2138009KENVUNWOLPK41 | Long             | EC               | CORP              | BM        |     35926 | NS      | $2614335.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kandenko Co Ltd                                           | Kandenko Co Ltd                                                             | CUSIP: 000000000<br>LEI: 35380080NSN7GCYZ3X14 | Long             | EC               | CORP              | JP        |    104900 | NS      | $3782955.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinden Corp                                               | Kinden Corp                                                                 | CUSIP: 000000000<br>LEI: 35380008T6JUN5TU9T34 | Long             | EC               | CORP              | JP        |     70200 | NS      | $3111808.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuraray Co Ltd                                            | Kuraray Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |    172100 | NS      | $1858113.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXEO Group Inc                                            | EXEO Group Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    118400 | NS      | $1980624.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyowa Kirin Co Ltd                                        | Kyowa Kirin Co Ltd                                                          | CUSIP: 000000000<br>LEI: 529900TBXKVTQGYA3582 | Long             | EC               | CORP              | JP        |    128600 | NS      | $2087895.11   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Invest                            | Japan Metropolitan Fund Invest                                              | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               |  | JP        |      3698 | NS      | $2917454.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Orix JREIT Inc                                            | Orix JREIT Inc                                                              | CUSIP: 000000000<br>LEI: 353800WVNTBIU65TA247 | Long             | EC               |  | JP        |      3465 | NS      | $2327071.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC Hong Kong Holdings Ltd                                | BOC Hong Kong Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   2628500 | NS      | $13880090.14  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSOK Co Ltd                                              | ALSOK Co Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    251800 | NS      | $1954690.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Oyj                                                 | Nokia Oyj                                                                   | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |   2790550 | NS      | $17943236.50  | 1.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Sumitomo Mitsui Financial Group Inc                       | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 000000000<br>LEI: 35380028MYWPB6AUO129 | Long             | EC               | CORP              | JP        |     56200 | NS      | $1993558.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                                  | CapitaLand Ascendas REIT                                                    | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |    569000 | NS      | $1277895.98   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW Ltd                                                  | PCCW Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900SI7GPUPA1TJX39 | Long             | EC               | CORP              | HK        |    307000 | NS      | $229177.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Ltd                                         | Suncorp Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |    293750 | NS      | $3498371.22   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizuho Financial Group Inc                                | Mizuho Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | EC               | CORP              | JP        |    102300 | NS      | $4498255.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Seiko Epson Corp                                          | Seiko Epson Corp                                                            | CUSIP: 000000000<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |    218200 | NS      | $2797163.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK Insulators Ltd                                        | NGK Insulators Ltd                                                          | CUSIP: 000000000<br>LEI: 353800701BNCL25VYY16 | Long             | EC               | CORP              | JP        |    163900 | NS      | $3919532.61   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Niterra Co Ltd                                            | Niterra Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300RG3XQGTFM4HH31 | Long             | EC               | CORP              | JP        |    124600 | NS      | $5452966.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| El Al Israel Airlines                                     | El Al Israel Airlines                                                       | CUSIP: 000000000<br>LEI: 549300TW18OUVFDCDP95 | Long             | EC               | CORP              | IL        |    565273 | NS      | $3210115.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC Corp                                                  | NEC Corp                                                                    | CUSIP: 000000000<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |     91085 | NS      | $3076318.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                                                   | NTT Inc                                                                     | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |   1134800 | NS      | $1139508.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp                                      | Nissan Chemical Corp                                                        | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |     50100 | NS      | $1728784.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BIPROGY Inc                                               | BIPROGY Inc                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     63400 | NS      | $2107168.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                                             | Obayashi Corp                                                               | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     85600 | NS      | $1934961.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oji Holdings Corp                                         | Oji Holdings Corp                                                           | CUSIP: 000000000<br>LEI: 529900LVC9GIIYUGE243 | Long             | EC               | CORP              | JP        |    527800 | NS      | $3131353.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd                                 | Ono Pharmaceutical Co Ltd                                                   | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |    564900 | NS      | $8431753.21   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co Ltd                                          | Osaka Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |     82146 | NS      | $3085400.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSYS Holdings Corp                                      | COMSYS Holdings Corp                                                        | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |     88300 | NS      | $2759017.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hi-Fi Ltd                                              | JB Hi-Fi Ltd                                                                | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |     66943 | NS      | $3805684.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                               | Nutrien Ltd                                                                 | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |     17034 | NS      | $1179291.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qantas Airways Ltd                                        | Qantas Airways Ltd                                                          | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | EC               | CORP              | AU        |    919582 | NS      | $6487225.99   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewpie Corp                                               | Kewpie Corp                                                                 | CUSIP: 000000000<br>LEI: 529900LQQ53U4P4VZN24 | Long             | EC               | CORP              | JP        |     21300 | NS      | $598570.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                                     | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    539489 | NS      | $7460515.51   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| United Urban Investment Corp                              | United Urban Investment Corp                                                | CUSIP: 000000000<br>LEI: 353800GYZWBD7BDCN841 | Long             | EC               |  | JP        |      1658 | NS      | $1920683.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ricoh Co Ltd                                              | Ricoh Co Ltd                                                                | CUSIP: 000000000<br>LEI: 549300HFIB2GRUMDID72 | Long             | EC               | CORP              | JP        |    211900 | NS      | $1870917.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix IT Ltd                                             | Matrix IT Ltd                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     16074 | NS      | $724016.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyu Inc                                                | Sankyu Inc                                                                  | CUSIP: 000000000<br>LEI: 529900QWTXZZEM1T5G75 | Long             | EC               | CORP              | JP        |     36800 | NS      | $2194020.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sankyo Co Ltd                                             | Sankyo Co Ltd                                                               | CUSIP: 000000000<br>LEI: 3538009H2R9ZBZAOAK48 | Long             | EC               | CORP              | JP        |    176200 | NS      | $2759050.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Santen Pharmaceutical Co Ltd                              | Santen Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 529900TPT3I7C17MIM03 | Long             | EC               | CORP              | JP        |    291300 | NS      | $3281987.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                | Santos Ltd                                                                  | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |    183000 | NS      | $898686.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanwa Holdings Corp                                       | Sanwa Holdings Corp                                                         | CUSIP: 000000000<br>LEI: 5299003X6BCA4ROO5A70 | Long             | EC               | CORP              | JP        |     11600 | NS      | $263192.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medipal Holdings Corp                                     | Medipal Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     91950 | NS      | $1668404.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Secom Co Ltd                                              | Secom Co Ltd                                                                | CUSIP: 000000000<br>LEI: 529900TYCL9N3E9PGE47 | Long             | EC               | CORP              | JP        |     48700 | NS      | $1786550.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui Chemical Co Ltd                                   | Sekisui Chemical Co Ltd                                                     | CUSIP: 000000000<br>LEI: 529900KQIVT7NWFNMI70 | Long             | EC               | CORP              | JP        |    305765 | NS      | $5417190.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shimamura Co Ltd                                          | Shimamura Co Ltd                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     52400 | NS      | $3524244.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shionogi & Co Ltd                                         | Shionogi & Co Ltd                                                           | CUSIP: 000000000<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |    383000 | NS      | $7880474.52   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                                          | Sino Land Co Ltd                                                            | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |   1653591 | NS      | $2494244.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd                                    | Singapore Airlines Ltd                                                      | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |   1558300 | NS      | $7797639.87   | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonic Healthcare Ltd                                      | Sonic Healthcare Ltd                                                        | CUSIP: 000000000<br>LEI: 549300NQQ5L2NONWR862 | Long             | EC               | CORP              | AU        |    297549 | NS      | $4783880.03   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                            | Open Text Corp                                                              | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |    255684 | NS      | $6566990.01   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd                               | Sun Hung Kai Properties Ltd                                                 | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    481000 | NS      | $7741872.29   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Shufersal Ltd                                             | Shufersal Ltd                                                               | CUSIP: 000000000<br>LEI: 984500F64E05B78E0D41 | Long             | EC               | CORP              | IL        |    105157 | NS      | $1362440.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                              | Takeda Pharmaceutical Co Ltd                                                | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |    165600 | NS      | $5627351.23   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark New Zealand Ltd                                     | Spark New Zealand Ltd                                                       | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |    879113 | NS      | $1207090.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Tatemono Co Ltd                                     | Tokyo Tatemono Co Ltd                                                       | CUSIP: 000000000<br>LEI: 529900RQA4JTW1869J86 | Long             | EC               | CORP              | JP        |     17900 | NS      | $421101.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Gas Co Ltd                                          | Tokyo Gas Co Ltd                                                            | CUSIP: 000000000<br>LEI: 353800678EIJLOQSWZ83 | Long             | EC               | CORP              | JP        |     13396 | NS      | $594509.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyo Tire Corp                                            | Toyo Tire Corp                                                              | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    202300 | NS      | $5451582.39   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                                                | Tosoh Corp                                                                  | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    214100 | NS      | $3498937.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                                  | Mizrahi Tefahot Bank Ltd                                                    | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |     69425 | NS      | $5467915.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd                                  | United Overseas Bank Ltd                                                    | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    239600 | NS      | $7225762.02   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Ltd                                            | Wesfarmers Ltd                                                              | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |     25250 | NS      | $1474545.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Co                                     | West Japan Railway Co                                                       | CUSIP: 000000000<br>LEI: 353800QGUXHZ7EBCR121 | Long             | EC               | CORP              | JP        |    225200 | NS      | $4611738.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd                                      | Woolworths Group Ltd                                                        | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | EC               | CORP              | AU        |    498380 | NS      | $10802393.92  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Astellas Pharma Inc                                       | Astellas Pharma Inc                                                         | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |    175000 | NS      | $2432257.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Azbil Corp                                                | Azbil Corp                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    242400 | NS      | $2116639.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamato Holdings Co Ltd                                    | Yamato Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     68700 | NS      | $899833.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp                                    | Yokogawa Electric Corp                                                      | CUSIP: 000000000<br>LEI: 529900MV0U7C9WWF4L22 | Long             | EC               | CORP              | JP        |     11400 | NS      | $378965.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| One Software Technologies Ltd                             | One Software Technologies Ltd                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15562 | NS      | $449678.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Boerse AG                                        | Deutsche Boerse AG                                                          | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |     19008 | NS      | $4823326.67   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                    | AXA SA                                                                      | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     13944 | NS      | $637495.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                               | Novartis AG                                                                 | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     94903 | NS      | $14126072.15  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                          | Roche Holding AG                                                            | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |     36877 | NS      | $16794706.71  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Holcim AG                                                 | Holcim AG                                                                   | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      5839 | NS      | $603121.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                 | Nestle SA                                                                   | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     27162 | NS      | $2590098.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                                               | Equinor ASA                                                                 | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    477522 | NS      | $12784927.05  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                  | Enel SpA                                                                    | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |    313295 | NS      | $3469199.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica SA                                       | EssilorLuxottica SA                                                         | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |     12115 | NS      | $3717013.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Corp of Canada                                      | Power Corp of Canada                                                        | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |     94930 | NS      | $4813974.15   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                                             | RB Global Inc                                                               | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      6887 | NS      | $782156.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                    | Yara International ASA                                                      | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | EC               | CORP              | NO        |    129129 | NS      | $5962045.49   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                        | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |     80806 | NS      | $13529030.26  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryanair Holdings PLC                                      | Ryanair Holdings PLC                                                        | CUSIP: 783513203<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     56223 | NS      | $3969343.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                                               | Stantec Inc                                                                 | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |     55757 | NS      | $5556141.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Life Financial Inc                                    | Sun Life Financial Inc                                                      | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |     98154 | NS      | $6219113.98   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                         | Suncor Energy Inc                                                           | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |    105855 | NS      | $5625953.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                                  | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |    159383 | NS      | $2236293.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                      | Thomson Reuters Corp                                                        | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |     12203 | NS      | $1355788.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toromont Industries Ltd                                   | Toromont Industries Ltd                                                     | CUSIP: 891102105<br>LEI: 5493008W5EPRSLQ0B737 | Long             | EC               | CORP              | CA        |     27527 | NS      | $3525870.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                                   | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |    158969 | NS      | $14939552.44  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd                                     | Genting Singapore Ltd                                                       | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |   2964100 | NS      | $1716795.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| George Weston Ltd                                         | George Weston Ltd                                                           | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |     89378 | NS      | $6268307.54   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc                                    | Whitecap Resources Inc                                                      | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |    945227 | NS      | $8669437.91   | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Swiss Re AG                                               | Swiss Re AG                                                                 | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |     27504 | NS      | $4409283.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Unipol Assicurazioni SpA                                  | Unipol Assicurazioni SpA                                                    | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    177116 | NS      | $3956007.79   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerzbank AG                                            | Commerzbank AG                                                              | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EC               | CORP              | DE        |    153666 | NS      | $6341638.53   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Suntory Beverage & Food Ltd                               | Suntory Beverage & Food Ltd                                                 | CUSIP: 000000000<br>LEI: 549300FONLMVK7YYYH41 | Long             | EC               | CORP              | JP        |     33300 | NS      | $1051931.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axfood AB                                                 | Axfood AB                                                                   | CUSIP: 000000000<br>LEI: 549300QIXCZWZLHE8L05 | Long             | EC               | CORP              | SE        |     59695 | NS      | $2057436.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Real Estate Master Fund Inc                        | Nomura Real Estate Master Fund Inc                                          | CUSIP: 000000000<br>LEI: 353800TNNZOQ1CPZE086 | Long             | EC               |  | JP        |      1825 | NS      | $1976905.87   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyushu Railway Co                                         | Kyushu Railway Co                                                           | CUSIP: 000000000<br>LEI: 5299002CCI6HLWAN3K50 | Long             | EC               | CORP              | JP        |    114200 | NS      | $2921257.62   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                                                 | Essity AB                                                                   | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     98133 | NS      | $2917744.71   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG                                  | Daimler Truck Holding AG                                                    | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |     55127 | NS      | $2686233.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                               | NIPPON EXPRESS HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    209800 | NS      | $4769665.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                                 | Woodside Energy Group Ltd                                                   | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |     52875 | NS      | $939744.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                                    | SGS SA                                                                      | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |     26904 | NS      | $3242245.57   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                           | Sandoz Group AG                                                             | CUSIP: 000000000<br>LEI: 5493000JWK6XWFEUD320 | Long             | EC               | CORP              | CH        |    137679 | NS      | $10938512.07  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo Oyj                                                 | Sampo Oyj                                                                   | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | EC               | CORP              | FI        |    244399 | NS      | $2733044.33   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                               | Aena SME SA                                                                 | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |     34548 | NS      | $1078054.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                              | Unilever PLC                                                                | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     38224 | NS      | $2591435.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA S A                                             | IBERDROLA S A                                                               | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |      1344 | NS      | $30259.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ICE Futures U.S., Inc.                                    | MSCI EAFE MAR26                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        57 | NC      | $348484.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co Ltd                         | Electric Power Development Co Ltd                                           | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    119500 | NS      | $2544003.63   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sega Sammy Holdings Inc                                   | Sega Sammy Holdings Inc                                                     | CUSIP: 000000000<br>LEI: 5493006B6WMKNQ8QNP51 | Long             | EC               | CORP              | JP        |     27200 | NS      | $426796.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrica PLC                                              | Centrica PLC                                                                | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | EC               | CORP              | GB        |   5389132 | NS      | $14121207.51  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 Nord Norge                                    | SpareBank 1 Nord Norge                                                      | CUSIP: 000000000<br>LEI: 549300SXM92LQ05OJQ76 | Long             | EC               | CORP              | NO        |     19548 | NS      | $299032.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Raiffeisen Bank International AG                          | Raiffeisen Bank International AG                                            | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | EC               | CORP              | AT        |     77089 | NS      | $3914138.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunzl PLC                                                 | Bunzl PLC                                                                   | CUSIP: 000000000<br>LEI: 213800Q1Q9DV4L78UM09 | Long             | EC               | CORP              | GB        |     77303 | NS      | $2172499.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                                  | Kone Oyj                                                                    | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     78408 | NS      | $5654519.49   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                                  | Engie SA                                                                    | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |    564972 | NS      | $16870192.71  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KDX Realty Investment Corp                                | KDX Realty Investment Corp                                                  | CUSIP: 000000000<br>LEI: 353800FFT483NCIHFY42 | Long             | EC               |  | JP        |      2134 | NS      | $2314392.58   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                          | Oversea-Chinese Banking Corp Ltd                                            | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    648352 | NS      | $10846739.92  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SpareBank 1 SMN                                           | SpareBank 1 SMN                                                             | CUSIP: 000000000<br>LEI: 7V6Z97IO7R1SEAO84Q32 | Long             | EC               | CORP              | NO        |     30027 | NS      | $605729.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Daiwa House REIT Investment Corp                          | Daiwa House REIT Investment Corp                                            | CUSIP: 000000000<br>LEI: 3538001FWU534P8JMO05 | Long             | EC               |  | JP        |       366 | NS      | $319828.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Norsk Hydro ASA                                           | Norsk Hydro ASA                                                             | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    477172 | NS      | $4290996.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Schindler Holding AG                                      | Schindler Holding AG                                                        | CUSIP: 000000000<br>LEI: 5299007DRLI319H7Q933 | Long             | EC               | CORP              | CH        |      6118 | NS      | $2260335.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea ASA                                                  | Atea ASA                                                                    | CUSIP: 000000000<br>LEI: 5967007LIEEXZXINVS13 | Long             | EC               | CORP              | NO        |     19634 | NS      | $314993.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                          | TotalEnergies SE                                                            | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    117834 | NS      | $8572085.21   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SSAB AB                                                   | SSAB AB                                                                     | CUSIP: 000000000<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    281319 | NS      | $2353580.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd                                  | Wilmar International Ltd                                                    | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |    109700 | NS      | $293052.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Oyj                                                 | Orion Oyj                                                                   | CUSIP: 000000000<br>LEI: 74370029VAHCXDR7B745 | Long             | EC               | CORP              | FI        |     43376 | NS      | $3594098.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd                                              | Brambles Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    526725 | NS      | $8265536.45   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Paz Retail And Energy Ltd                                 | Paz Retail And Energy Ltd                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2589 | NS      | $635018.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aker BP ASA                                               | Aker BP ASA                                                                 | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |    137541 | NS      | $4032069.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                    | SKF AB                                                                      | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |    217870 | NS      | $5724709.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                                                  | Volvo AB                                                                    | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     54478 | NS      | $1993941.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Orkla ASA                                                 | Orkla ASA                                                                   | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    285704 | NS      | $3399023.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd                     | Yangzijiang Shipbuilding Holdings Ltd                                       | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |   4290700 | NS      | $11293095.35  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                | Geberit AG                                                                  | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |      1051 | NS      | $804713.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                                                  | CUSIP: 000000000<br>LEI: 549300VZKC61IR5U8G96 | Long             | EC               | CORP              | AT        |     21013 | NS      | $1824863.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Smiths Group PLC                                          | Smiths Group PLC                                                            | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     28083 | NS      | $967276.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                 | Danone SA                                                                   | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     85993 | NS      | $6735538.45   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide SA                                            | Air Liquide SA                                                              | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      6169 | NS      | $1159114.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MatsukiyoCocokara & Co                                    | MatsukiyoCocokara & Co                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     38700 | NS      | $621668.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CaixaBank SA                                              | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |    175950 | NS      | $2334953.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iberdrola SA                                              | Iberdrola SA                                                                | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     98163 | NS      | $2210055.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                                                  | Vinci SA                                                                    | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     41939 | NS      | $6048248.99   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                                                    | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     61603 | NS      | $2180150.91   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS Inc                                                   | TIS Inc                                                                     | CUSIP: 000000000<br>LEI: 35380064HYEZXBQHDF07 | Long             | EC               | CORP              | JP        |    122100 | NS      | $3560260.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co Ltd                                    | Persol Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |   1452800 | NS      | $2546590.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust & HKT Ltd                                       | HKT Trust & HKT Ltd                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |   1831000 | NS      | $2743088.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Holdings Co Ltd                                    | Otsuka Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    139100 | NS      | $8332834.82   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co Ltd                                     | MEIJI Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |     87632 | NS      | $2058153.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co Ltd                        | SITC International Holdings Co Ltd                                          | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    595000 | NS      | $2220098.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc                                        | Sompo Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |     23200 | NS      | $799502.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Residence Investment Corp                         | Advance Residence Investment Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | JP        |      1309 | NS      | $1425593.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ageas SA/NV                                               | Ageas SA/NV                                                                 | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     36716 | NS      | $2618568.54   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Airlines Co Ltd                                     | Japan Airlines Co Ltd                                                       | CUSIP: 000000000<br>LEI: 3538002MH5L1QZZ93477 | Long             | EC               | CORP              | JP        |    482700 | NS      | $9151148.39   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group PLC/The                                        | Sage Group PLC/The                                                          | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |     35190 | NS      | $462323.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                                  | Tele2 AB                                                                    | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |    112951 | NS      | $2079173.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                             | Koninklijke Ahold Delhaize NV                                               | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |    299620 | NS      | $11748364.17  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Ireland Group PLC                                 | Bank of Ireland Group PLC                                                   | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | EC               | CORP              | IE        |     99155 | NS      | $2022420.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                                               | Italgas SpA                                                                 | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |    492705 | NS      | $5925943.72   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Group PLC                                         | Compass Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     76824 | NS      | $2305573.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB Group PLC                                             | AIB Group PLC                                                               | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |   1057066 | NS      | $11883744.62  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Mebuki Financial Group Inc                                | Mebuki Financial Group Inc                                                  | CUSIP: 000000000<br>LEI: 353800K1RXV3E3JAE812 | Long             | EC               | CORP              | JP        |    414600 | NS      | $3127104.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution AB                                              | Evolution AB                                                                | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |     28164 | NS      | $1840852.94   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seibu Holdings Inc                                        | Seibu Holdings Inc                                                          | CUSIP: 000000000<br>LEI: 353800JY9TYV9WTCN620 | Long             | EC               | CORP              | JP        |     56400 | NS      | $1497199.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                                                 | Tesco PLC                                                                   | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |    912599 | NS      | $5324840.41   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                                              | WH Group Ltd                                                                | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |   6578292 | NS      | $7732527.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Scentre Group                                             | Scentre Group                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |    409511 | NS      | $1170482.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                           | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    369494 | NS      | $3372818.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                                 | Loomis AB                                                                   | CUSIP: 000000000<br>LEI: 213800NS2XXVRYS7WP40 | Long             | EC               | CORP              | SE        |     26720 | NS      | $1115616.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                | Haleon PLC                                                                  | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   1009179 | NS      | $5247182.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Group NV                                               | NN Group NV                                                                 | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    118097 | NS      | $9382199.81   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lottery Corp Ltd/The                                      | Lottery Corp Ltd/The                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    670314 | NS      | $2418380.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia                             | Endeavour Group Ltd/Australia                                               | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |   1316597 | NS      | $3412665.17   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                                          | Novo Nordisk A/S                                                            | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     37916 | NS      | $2232182.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                                                 | Shell PLC                                                                   | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    113094 | NS      | $4336100.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA              | Cie Generale des Etablissements Michelin SCA                                | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    219885 | NS      | $8200730.62   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva PLC                                                 | Aviva PLC                                                                   | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |    134825 | NS      | $1176316.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Skylark Holdings Co Ltd                                   | Skylark Holdings Co Ltd                                                     | CUSIP: 000000000<br>LEI: 353800P64XSC0Q9CEB70 | Long             | EC               | CORP              | JP        |    152600 | NS      | $3115113.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                                          | Medibank Pvt Ltd                                                            | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    879537 | NS      | $2846657.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnum Ice Cream Co NV/The                                | Magnum Ice Cream Co NV/The                                                  | CUSIP: 000000000<br>LEI: 25490052LLF3XH6G9847 | Long             | EC               | CORP              | NL        |      8600 | NS      | $153122.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Ltd                                 | CK Hutchison Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |    222500 | NS      | $1802005.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tryg A/S                                                  | Tryg A/S                                                                    | CUSIP: 000000000<br>LEI: 213800ZRS8AC4LSTCE39 | Long             | EC               | CORP              | DK        |    155484 | NS      | $3792232.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicinity Ltd                                              | Vicinity Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | AU        |   2192699 | NS      | $3778794.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazley PLC                                               | Beazley PLC                                                                 | CUSIP: 000000000<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |    218920 | NS      | $3403679.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Insurance Co Ltd                               | Japan Post Insurance Co Ltd                                                 | CUSIP: 000000000<br>LEI: 54930042SK2Z708BA841 | Long             | EC               | CORP              | JP        |    148800 | NS      | $4605989.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Post Bank Co Ltd                                    | Japan Post Bank Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006JVO6N2HC2XZ76 | Long             | EC               | CORP              | JP        |    431200 | NS      | $7659069.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Coles Group Ltd                                           | Coles Group Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OHQRG2HN8LZ793 | Long             | EC               | CORP              | AU        |    602595 | NS      | $8983307.02   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Asset Holdings Ltd                                     | CK Asset Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |   1358500 | NS      | $7973883.76   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Europris ASA                                              | Europris ASA                                                                | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGA8G28 | Long             | EC               | CORP              | NO        |     33963 | NS      | $313127.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                              | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  20208571 | NS      | $20208570.95  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                        | Coca-Cola Europacific Partners PLC                                          | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |     37761 | NS      | $3462683.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA                                 | Logitech International SA                                                   | CUSIP: 000000000<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     33117 | NS      | $2842763.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Millicom International Cellular SA                        | Millicom International Cellular SA                                          | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |    135801 | NS      | $8287935.03   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** Lattice Strategies Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer