# EDGAR Filing Document

**Accession Number:** 0001645194
**File Stem:** 0000940400-25-010213
**Filing Date:** 2025-11
**Character Count:** 87431
**Document Hash:** 0f1a36de33ea8bb7fee45e98aea6782e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010213.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000940400-25-010213

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23096
- **FILM NUMBER:** 251516393

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3242942346.62

**Total Liabilities:** $19986968.00

**Net Assets:** $3222955378.62

**Cash Not Reported:** $3225003.11

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000171451 | 2.80%                | 3.71%                | 1.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $159956.50                                 |
| Month 2  | $5434737.53              | $144228633.99                              |
| Month 3  | $9368157.19              | $1704598.59                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Iberdrola SA                        | Iberdrola SA                                 | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |   1043157 | NS      | $19740058.75  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-609896.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSYS Holdings Corp                | COMSYS Holdings Corp                         | CUSIP: 000000000<br>LEI: 529900BXEDA1UA6QX260 | Long             | EC               | CORP              | JP        |    104400 | NS      | $2609204.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp SA                      | Redeia Corp SA                               | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    158333 | NS      | $3058519.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BHP Group Ltd                       | BHP Group Ltd                                | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |   2032418 | NS      | $57287276.32  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Hung Kai Properties Ltd         | Sun Hung Kai Properties Ltd                  | CUSIP: 000000000<br>LEI: 529900LUMD393RD3S874 | Long             | EC               | CORP              | HK        |    841982 | NS      | $10085949.62  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11237.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7072434.73  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                     | J Sainsbury PLC                              | CUSIP: 000000000<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |   1795862 | NS      | $8075049.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1199995.96  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd         | Daiwa House Industry Co Ltd                  | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |    279300 | NS      | $10061116.57  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd              | ANZ Group Holdings Ltd                       | CUSIP: 000000000<br>LEI: 9845005D9C6BAA10BK72 | Long             | EC               | CORP              | AU        |   1419529 | NS      | $31243732.02  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Yancoal Australia Ltd               | Yancoal Australia Ltd                        | CUSIP: 000000000<br>LEI: 3003003IC6G39HKQAD13 | Long             | EC               | CORP              | AU        |    765624 | NS      | $2689311.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp L      | Oversea-Chinese Banking Corp Ltd             | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |   1154352 | NS      | $14720405.58  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SSE PLC                             | SSE PLC                                      | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |   1108504 | NS      | $25988816.92  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG               | Swiss Life Holding AG                        | CUSIP: 000000000<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |     11852 | NS      | $12745015.02  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7367.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $488.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5497.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                   | Fortis Inc/Canada                            | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |    559643 | NS      | $28392410.07  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Sojitz Corp                         | Sojitz Corp                                  | CUSIP: 000000000<br>LEI: 5493004SE33MRLPB1W98 | Long             | EC               | CORP              | JP        |    311900 | NS      | $8270307.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sekisui House Ltd                   | Sekisui House Ltd                            | CUSIP: 000000000<br>LEI: 529900GMNDOYQSAJAE76 | Long             | EC               | CORP              | JP        |    761200 | NS      | $17354236.38  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Reckitt Benckiser Group PLC         | Reckitt Benckiser Group PLC                  | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    525172 | NS      | $40426996.84  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp                       | Obayashi Corp                                | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |    478500 | NS      | $7869969.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Michelin                            | Cie Generale des Etablissements Michelin SCA | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |    271351 | NS      | $9737298.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3092809.11  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31859.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                        | Klepierre SA                                 | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |    111234 | NS      | $4334012.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Corp                     | Mitsubishi Corp                              | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |   2845300 | NS      | $68028264.89  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB            | Svenska Handelsbanken AB                     | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |    771883 | NS      | $10045451.85  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASR Nederland NV                    | ASR Nederland NV                             | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | EC               | CORP              | NL        |     93019 | NS      | $6315201.89   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd      | Canadian Natural Resources Ltd               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |   2638743 | NS      | $84392743.64  | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8875.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5038.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International A      | Kuehne + Nagel International AG              | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |     39341 | NS      | $7325292.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT Inc                             | NTT Inc                                      | CUSIP: 000000000<br>LEI: 353800VHQU5VIXVUA841 | Long             | EC               | CORP              | JP        |  41708158 | NS      | $43689284.92  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui & Co Ltd                     | Mitsui & Co Ltd                              | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |   1715600 | NS      | $42749148.53  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SITC International Holdings Co      | SITC International Holdings Co Ltd           | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | HK        |    706160 | NS      | $2719211.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                  | Publicis Groupe SA                           | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |    145539 | NS      | $13967965.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Invest      | Japan Metropolitan Fund Invest               | CUSIP: 000000000<br>LEI: 353800QDHNIP60E1LQ93 | Long             | EC               | CORP              | JP        |      3317 | NS      | $2553698.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $147.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITV PLC                             | ITV PLC                                      | CUSIP: 000000000<br>LEI: ZLECI7ED2QMWFGYCXZ59 | Long             | EC               | CORP              | GB        |   3091953 | NS      | $3327952.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Ltd               | Genting Singapore Ltd                        | CUSIP: 000000000<br>LEI: 254900Y2N3AK93K1O866 | Long             | EC               | CORP              | SG        |   8316700 | NS      | $4741525.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                           | Endesa SA                                    | CUSIP: 000000000<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |    113322 | NS      | $3623104.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amada Co Ltd                        | Amada Co Ltd                                 | CUSIP: 000000000<br>LEI: 529900QF5O6TQGCPDX85 | Long             | EC               | CORP              | JP        |    276900 | NS      | $3413321.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3561.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd          | BOC Hong Kong Holdings Ltd                   | CUSIP: 000000000<br>LEI: 254900JB98W77JDJMW15 | Long             | EC               | CORP              | HK        |   4105708 | NS      | $19282115.36  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Freenet AG                          | Freenet AG                                   | CUSIP: 000000000<br>LEI: 5299003GLDODCVP8DO20 | Long             | EC               | CORP              | DE        |     98858 | NS      | $3161826.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3162.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $358.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1704.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd            | United Overseas Bank Ltd                     | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    754215 | NS      | $20230185.15  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                     | Nordea Bank Abp                              | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |    946512 | NS      | $15542324.63  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Swisscom AG                         | Swisscom AG                                  | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |     16022 | NS      | $11629114.56  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Airlines Ltd              | Singapore Airlines Ltd                       | CUSIP: 000000000<br>LEI: 549300ZG62N2599PWR15 | Long             | EC               | CORP              | SG        |   1552313 | NS      | $7850667.67   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ono Pharmaceutical Co Ltd           | Ono Pharmaceutical Co Ltd                    | CUSIP: 000000000<br>LEI: 529900G26L4NG4GFJZ86 | Long             | EC               | CORP              | JP        |    671600 | NS      | $7744420.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M European Value Retail SA        | B&M European Value Retail SA                 | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | EC               | CORP              | GB        |   1243944 | NS      | $4382584.71   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SingTel                             | Singapore Telecommunications Ltd             | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |   5475500 | NS      | $17540967.27  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2216.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                         | Bouygues SA                                  | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |    184453 | NS      | $8305184.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp                       | Sumitomo Corp                                | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |    738200 | NS      | $21433467.18  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                            | Generali                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |    665536 | NS      | $26126790.49  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinci SA                            | Vinci SA                                     | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |    188378 | NS      | $26107552.61  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Essity AB                           | Essity AB                                    | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |    244206 | NS      | $6382264.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14998.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp                      | Toyo Tire Corp                               | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |    294500 | NS      | $7838842.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc              | Whitecap Resources Inc                       | CUSIP: 96467A200<br>LEI: 894500UA4G4BTB67II45 | Long             | EC               | CORP              | CA        |   2300363 | NS      | $17557751.23  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The             | Bank of Nova Scotia/The                      | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |    968907 | NS      | $62664899.33  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Energy Ltd                   | Origin Energy Ltd                            | CUSIP: 000000000<br>LEI: ZSN2LWNPYW6ISMRUC664 | Long             | EC               | CORP              | AU        |   1077349 | NS      | $8925163.59   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                   | National Grid PLC                            | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |   1891125 | NS      | $27177774.19  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellula      | Millicom International Cellular SA           | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |    186514 | NS      | $9053389.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1817.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG              | Mercedes-Benz Group AG                       | CUSIP: 000000000<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    505727 | NS      | $31773448.97  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp                    | Asahi Kasei Corp                             | CUSIP: 000000000<br>LEI: 353800GPI4Z3MGDGN142 | Long             | EC               | CORP              | JP        |   1054200 | NS      | $8312393.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WH Group Ltd                        | WH Group Ltd                                 | CUSIP: 000000000<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | HK        |   6951013 | NS      | $7531365.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Haseko Corp                         | Haseko Corp                                  | CUSIP: 000000000<br>LEI: 529900EH7TSG348O4045 | Long             | EC               | CORP              | JP        |    191771 | NS      | $3280694.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                        | BT Group PLC                                 | CUSIP: 000000000<br>LEI: 213800LRO7NS5CYQMN21 | Long             | EC               | CORP              | GB        |   7187257 | NS      | $18495379.35  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                          | Diageo PLC                                   | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |   1523721 | NS      | $36421002.53  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co Ltd              | Persol Holdings Co Ltd                       | CUSIP: 000000000<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |   1420300 | NS      | $2593729.29   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10874.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                             | E.ON SE                                      | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |   1227014 | NS      | $23089498.27  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $397.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                          | Skanska AB                                   | CUSIP: 000000000<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |    106246 | NS      | $2755249.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SoftBank Corp                       | SoftBank Corp                                | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |  14158230 | NS      | $20870411.15  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-160.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $297.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd                          | Keppel Ltd                                   | CUSIP: 000000000<br>LEI: 254900SQ7IPDOY6IDW33 | Long             | EC               | CORP              | SG        |    830120 | NS      | $5743616.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1580.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd         | National Australia Bank Ltd                  | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | EC               | CORP              | AU        |    885233 | NS      | $25902284.10  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                  | Poste Italiane SpA                           | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |    412346 | NS      | $9782191.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Logistics Trust           | Mapletree Logistics Trust                    | CUSIP: 000000000<br>LEI: 549300M9EBZIYH387075 | Long             | EC               | CORP              | SG        |   4230200 | NS      | $4101574.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Holdings Co Ltd                  | SG Holdings Co Ltd                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    402200 | NS      | $4164023.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5626.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2255831.27  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8991.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd           | Treasury Wine Estates Ltd                    | CUSIP: 000000000<br>LEI: 529900LVOPJGAX6ILK66 | Long             | EC               | CORP              | AU        |   1111222 | NS      | $5206789.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corp Ltd              | Canadian Tire Corp Ltd                       | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |     68257 | NS      | $8127164.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marubeni Corp                       | Marubeni Corp                                | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |   1184000 | NS      | $29647100.25  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2742.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                | Westpac Banking Corp                         | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |   1066222 | NS      | $27537708.88  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Wilmar International Ltd            | Wilmar International Ltd                     | CUSIP: 000000000<br>LEI: 549300H2EAI4YRLWBB20 | Long             | EC               | CORP              | SG        |   1349300 | NS      | $2982861.46   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Daimler Truck Holding AG            | Daimler Truck Holding AG                     | CUSIP: 000000000<br>LEI: 529900PW78JIYOUBSR24 | Long             | EC               | CORP              | DE        |    255926 | NS      | $10530975.09  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1745.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                | Aurizon Holdings Ltd                         | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |   2090860 | NS      | $4420438.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mapletree Industrial Trust          | Mapletree Industrial Trust                   | CUSIP: 000000000<br>LEI: 549300R7WZFHXNKDJF41 | Long             | EC               | CORP              | SG        |   2063356 | NS      | $3409050.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                  | Credit Agricole SA                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |    976974 | NS      | $19193638.64  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $103558.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1424.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                            | Mowi ASA                                     | CUSIP: 000000000<br>LEI: 549300W1OGQF5LZIH349 | Long             | EC               | CORP              | NO        |    167924 | NS      | $3547713.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4012882.87  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                        | Evolution AB                                 | CUSIP: 000000000<br>LEI: 549300SUH6ZR1RF6TA88 | Long             | EC               | CORP              | SE        |    181652 | NS      | $14937603.73  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                            | Snam SpA                                     | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |   1392859 | NS      | $8376169.77   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1231.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9810.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                      | BNP Paribas SA                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    538124 | NS      | $48895445.43  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1050.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                         | Ageas SA/NV                                  | CUSIP: 000000000<br>LEI: 5493005DJBML6LY3RV36 | Long             | EC               | CORP              | BE        |     43202 | NS      | $2989903.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                    | TotalEnergies SE                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    777915 | NS      | $47283831.29  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1788.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                         | NN Group NV                                  | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    187896 | NS      | $13224595.34  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3008865.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2966.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29087.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                        | Unilever PLC                                 | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |    813722 | NS      | $48200828.21  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Inpex Corp                          | Inpex Corp                                   | CUSIP: 000000000<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |   1863200 | NS      | $33722677.32  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4909.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB           | H & M Hennes & Mauritz AB                    | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |    599554 | NS      | $11171793.87  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3782.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Power Corp of Canada                | Power Corp of Canada                         | CUSIP: 739239101<br>LEI: 549300BE2CB8T87IJV50 | Long             | EC               | CORP              | CA        |    549477 | NS      | $23781446.70  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Integrated Commerci      | CapitaLand Integrated Commercial Trust       | CUSIP: 000000000<br>LEI: 54930031292WUTXF0L29 | Long             | EC               | CORP              | SG        |   5438600 | NS      | $9660560.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT            | CapitaLand Ascendas REIT                     | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               | CORP              | SG        |   3613966 | NS      | $7821102.34   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9133.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Matthey PLC                 | Johnson Matthey PLC                          | CUSIP: 000000000<br>LEI: 2138001AVBSD1HSC6Z10 | Long             | EC               | CORP              | GB        |    183162 | NS      | $4956295.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd              | DBS Group Holdings Ltd                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    998970 | NS      | $39634901.88  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3202.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Ltd                          | Santos Ltd                                   | CUSIP: 000000000<br>LEI: 5299000RK70B5O2M7077 | Long             | EC               | CORP              | AU        |   2504540 | NS      | $11171019.13  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intesa Sanpaolo SpA                 | Intesa Sanpaolo SpA                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |  12106069 | NS      | $79857109.80  | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Cons                    | Daito Trust Construction Co Ltd              | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |    249500 | NS      | $5482124.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $350.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16178.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-946.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-94.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA             | Veolia Environnement SA                      | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    345731 | NS      | $11772663.71  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-385.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gaztransport Et Technigaz SA        | Gaztransport Et Technigaz SA                 | CUSIP: 000000000<br>LEI: 969500BVOHVZUUFWDT54 | Long             | EC               | CORP              | FR        |     14704 | NS      | $2722887.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terna - Rete Elettrica Naziona      | Terna - Rete Elettrica Nazionale             | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | EC               | CORP              | IT        |    809707 | NS      | $8218245.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tosoh Corp                          | Tosoh Corp                                   | CUSIP: 000000000<br>LEI: 529900YSLFVJF2MDBX02 | Long             | EC               | CORP              | JP        |    241237 | NS      | $3576452.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Fi      | Mediobanca Banca di Credito Finanziario SpA  | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | EC               | CORP              | IT        |    739629 | NS      | $14978325.14  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                          | Allianz SE                                   | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |    188501 | NS      | $79160083.12  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                           | Emera Inc                                    | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    367973 | NS      | $17658155.25  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                            | Enel SpA                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   5258035 | NS      | $49833308.92  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Peyto Exploration & Developmen      | Peyto Exploration & Development Corp         | CUSIP: 717046106<br>LEI: 98450004AE67F646C503 | Long             | EC               | CORP              | CA        |    300308 | NS      | $3913025.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-291.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9581.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                           | DHL GROUP                                    | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    513305 | NS      | $22882889.11  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedbank AB                         | Swedbank AB                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |    330229 | NS      | $9943631.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken       | Skandinaviska Enskilda Banken AB             | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |    345591 | NS      | $6757417.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6970.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2720.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKF AB                              | SKF AB                                       | CUSIP: 000000000<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |    217775 | NS      | $5399743.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co Ltd               | MEIJI Holdings Co Ltd                        | CUSIP: 000000000<br>LEI: 5299002D52YIP6DWMV49 | Long             | EC               | CORP              | JP        |    369200 | NS      | $7664740.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7674.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A2A SpA                             | A2A SpA                                      | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |   1347671 | NS      | $3526485.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1033.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd           | Woodside Energy Group Ltd                    | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |    805333 | NS      | $12291904.93  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto PLC                       | Rio Tinto PLC                                | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |   1047228 | NS      | $68905483.14  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                         | Novartis AG                                  | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    641487 | NS      | $80721018.59  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Real Estate Investment C      | Japan Real Estate Investment Corp            | CUSIP: 000000000<br>LEI: 3538003YAIR3CBGJJ928 | Long             | EC               | CORP              | JP        |      3373 | NS      | $2843474.29   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-135452.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd                         | Komatsu Ltd                                  | CUSIP: 000000000<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |    595000 | NS      | $20788841.11  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen AG                       | Volkswagen AG                                | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |    282820 | NS      | $30559561.30  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-376.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yamato Kogyo Co Ltd                 | Yamato Kogyo Co Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     45900 | NS      | $2826384.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-146.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                   | Suncor Energy Inc                            | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |   2111674 | NS      | $88388596.92  | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Hitachi Construction Machinery      | Hitachi Construction Machinery Co Ltd        | CUSIP: 000000000<br>LEI: 5493009B7C53PDH8W826 | Long             | EC               | CORP              | JP        |    194000 | NS      | $6218613.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shell PLC                           | Shell PLC                                    | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |   2233341 | NS      | $79570612.93  | 2.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Chemical Corp                | Nissan Chemical Corp                         | CUSIP: 000000000<br>LEI: 3538002E4L1CUGJFFU25 | Long             | EC               | CORP              | JP        |    113500 | NS      | $4126993.26   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgestone Corp                    | Bridgestone Corp                             | CUSIP: 000000000<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |    492400 | NS      | $22832076.38  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Keyera Corp                         | Keyera Corp                                  | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |    284236 | NS      | $9537860.31   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Gas Chemical Co Inc      | Mitsubishi Gas Chemical Co Inc               | CUSIP: 000000000<br>LEI: 529900G5O4J27ZPLJJ89 | Long             | EC               | CORP              | JP        |    212200 | NS      | $3796854.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Assets Holdings Ltd           | Power Assets Holdings Ltd                    | CUSIP: 000000000<br>LEI: 254900JOWYUW1ZX4DF47 | Long             | EC               | CORP              | HK        |    735622 | NS      | $4659330.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN NV                  | Koninklijke KPN NV                           | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |   1978868 | NS      | $9502973.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-473420.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12833.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                           | Nestle SA                                    | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    650051 | NS      | $59698644.59  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10278.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1289.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                     | Norsk Hydro ASA                              | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |    862797 | NS      | $5845484.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4718.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                           | Orkla ASA                                    | CUSIP: 000000000<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    203372 | NS      | $2123851.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3149.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                           | Sanofi SA                                    | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    463222 | NS      | $42753670.08  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SIG Group AG                        | SIG Group AG                                 | CUSIP: 000000000<br>LEI: 5493004Z6P7TSVB1L042 | Long             | EC               | CORP              | CH        |    187540 | NS      | $1933973.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ComfortDelGro Corp Ltd              | ComfortDelGro Corp Ltd                       | CUSIP: 000000000<br>LEI: 2549005O5PVA2JCH6Q33 | Long             | EC               | CORP              | SG        |   2527100 | NS      | $2842301.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                        | DNB Bank ASA                                 | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |    301540 | NS      | $8205026.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio          | Invesco Treasury Portfolio                   | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  14733200 | NS      | $14733200.43  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7196.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                              | SGS SA                                       | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |     51342 | NS      | $5322300.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3674.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank Ltd                  | Hang Seng Bank Ltd                           | CUSIP: 000000000<br>LEI: 5493009Z5F07LWZYMK62 | Long             | EC               | CORP              | HK        |    414020 | NS      | $6305764.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-287.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Ltd                    | Isuzu Motors Ltd                             | CUSIP: 000000000<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |    535800 | NS      | $6782531.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                            | Engie SA                                     | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |   1124295 | NS      | $24115715.49  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Volvo AB                            | Volvo AB                                     | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |    622793 | NS      | $17845925.46  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $339.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                              | EDP SA                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |   2120475 | NS      | $10058424.05  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco PLC                           | Tesco PLC                                    | CUSIP: 000000000<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | EC               | CORP              | GB        |   6651383 | NS      | $39891965.13  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES U.S., INC.              | MSCI EAFE                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               | CORP              | US        |       130 | NC      | $-15879.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co Inc         | Chubu Electric Power Co Inc                  | CUSIP: 000000000<br>LEI: 529900A76GOP0PGNHT63 | Long             | EC               | CORP              | JP        |    502300 | NS      | $7001283.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                   | Telstra Group Ltd                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |   6132872 | NS      | $19591184.66  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6832.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Steel Ltd                      | Kobe Steel Ltd                               | CUSIP: 000000000<br>LEI: 549300ZDCYYUPHEE5K87 | Long             | EC               | CORP              | JP        |    621300 | NS      | $7355811.69   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co Ltd               | Kirin Holdings Co Ltd                        | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |    705857 | NS      | $10359515.51  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Italgas SpA                         | Italgas SpA                                  | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |    849398 | NS      | $7819667.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-657.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17291.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc            | Nippon Building Fund Inc                     | CUSIP: 000000000<br>LEI: 52990053R8NL2MB32172 | Long             | EC               | CORP              | JP        |      4456 | NS      | $4209039.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings Inc                    | JFE Holdings Inc                             | CUSIP: 000000000<br>LEI: 3538002Y11Y03NA9B530 | Long             | EC               | CORP              | JP        |    996400 | NS      | $12255547.96  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                      | TC Energy Corp                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    829901 | NS      | $45133397.06  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavour Group Ltd/Australia       | Endeavour Group Ltd/Australia                | CUSIP: 000000000<br>LEI: 254900JAN9FOLMWAD533 | Long             | EC               | CORP              | AU        |    968293 | NS      | $2329502.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc           | Rogers Communications Inc                    | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |    594729 | NS      | $20478271.09  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC                                | Canadian Imperial Bank of Commerce           | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |    741075 | NS      | $59231673.67  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                              | AXA SA                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |    911461 | NS      | $43524102.54  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RioCan REIT                         | RioCan Real Estate Investment Trust          | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |    232484 | NS      | $3166287.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-176.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG         | Bayerische Motoren Werke AG                  | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |    272020 | NS      | $27308642.42  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp               | Pembina Pipeline Corp                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    899181 | NS      | $36364032.54  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $322.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR Corp Ltd                        | MTR Corp Ltd                                 | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | EC               | CORP              | HK        |   1227524 | NS      | $4162007.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                       | Fortescue Ltd                                | CUSIP: 000000000<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |   1754502 | NS      | $21721034.17  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                    | ABN AMRO Bank NV                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    674822 | NS      | $21606965.29  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Repsol SA                           | Repsol SA                                    | CUSIP: 000000000<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |    805000 | NS      | $14249612.40  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1345.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                      | Kingfisher PLC                               | CUSIP: 000000000<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |   1543450 | NS      | $6414384.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sembcorp Industries Ltd             | Sembcorp Industries Ltd                      | CUSIP: 000000000<br>LEI: 254900J0FF14U6TPQM96 | Long             | EC               | CORP              | SG        |   1002200 | NS      | $4679835.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Electric Power Development Co       | Electric Power Development Co Ltd            | CUSIP: 000000000<br>LEI: 549300KMHPUAQI8VEH90 | Long             | EC               | CORP              | JP        |    143100 | NS      | $2688363.41   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                             | GSK PLC                                      | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   2721164 | NS      | $57679720.60  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC         | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $148.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                 | Imperial Brands PLC                          | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    586053 | NS      | $24915797.09  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP Holdings Ltd                    | CLP Holdings Ltd                             | CUSIP: 000000000<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |    907027 | NS      | $7513481.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2023.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd           | CK Hutchison Holdings Ltd                    | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | HK        |   1342738 | NS      | $8844702.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank and Trust Company | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3446.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenaris SA                          | Tenaris SA                                   | CUSIP: 000000000<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |    332359 | NS      | $5932028.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                    | Roche Holding AG                             | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    198730 | NS      | $64915386.16  | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG           | Zurich Insurance Group AG                    | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |     47786 | NS      | $34029469.74  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4027.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                  | CURRENCY CONTRACT - USD                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $910.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Signify NV                          | Signify NV                                   | CUSIP: 000000000<br>LEI: 549300072P3J1X8NZO35 | Long             | EC               | CORP              | NL        |    108249 | NS      | $2836395.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinor ASA                         | Equinor ASA                                  | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    642139 | NS      | $15664438.31  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Invincible Investment Corp          | Invincible Investment Corp                   | CUSIP: 000000000<br>LEI: 353800JY6M2692VAV685 | Long             | EC               | CORP              | JP        |      5839 | NS      | $2664783.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer