0001752724-23-143828.txt : 20230626 0001752724-23-143828.hdr.sgml : 20230626 20230626152526 ACCESSION NUMBER: 0001752724-23-143828 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230430 FILED AS OF DATE: 20230626 DATE AS OF CHANGE: 20230626 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FLEXSHARES TRUST CENTRAL INDEX KEY: 0001491978 IRS NUMBER: 272560399 STATE OF INCORPORATION: MD FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22555 FILM NUMBER: 231042062 BUSINESS ADDRESS: STREET 1: 50 SOUTH LASALLE STREET CITY: CHICAGO STATE: IL ZIP: 60603 BUSINESS PHONE: (855) 353-9383 MAIL ADDRESS: STREET 1: 50 SOUTH LASALLE STREET CITY: CHICAGO STATE: IL ZIP: 60603 FORMER COMPANY: FORMER CONFORMED NAME: FlexShares Trust DATE OF NAME CHANGE: 20110414 FORMER COMPANY: FORMER CONFORMED NAME: NT ETF Trust DATE OF NAME CHANGE: 20100513 0001491978 S000065838 FlexShares Developed Markets ex-US Quality Low Volatility Index Fund C000212720 FlexShares Developed Markets ex-US Quality Low Volatility Index Fund QLVD NPORT-P 1 primary_doc.xml NPORT-P false 0001491978 XXXXXXXX S000065838 C000212720 FlexShares Trust 811-22555 0001491978 5493007FU2RQX77I4604 50 South LaSalle Street Chicago 60603 855-353-9383 FlexShares Developed Markets ex-US Quality Low Volatility Index Fund S000065838 549300CQ3FSH3O0DSC91 2023-10-31 2023-04-30 N 82574058.65 1108697.19 81465361.46 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1013592.52000000 UST Orange SA 969500MCOONR8990S771 Orange SA N/A 36921.00000000 NS 481629.43000000 0.591207626613 Long EC CORP FR N 1 N N N MEIJI Holdings Co. Ltd. 5299002D52YIP6DWMV49 MEIJI Holdings Co. Ltd. N/A 10800.00000000 NS 260551.54000000 0.319831073391 Long EC CORP JP N 1 N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. N/A 46500.00000000 NS 671042.49000000 0.823715107836 Long EC CORP JP N 1 N N N Canadian Utilities Ltd. LWV4QIQODEH3VBHUFX07 Canadian Utilities Ltd., Class A 136717832 11253.00000000 NS 324987.10000000 0.398926726863 Long EC CORP CA N 1 N N Idemitsu Kosan Co. Ltd. 549300P0R46FF6DUA630 Idemitsu Kosan Co. Ltd. N/A 12400.00000000 NS 262452.17000000 0.322164126318 Long EC CORP JP N 1 N N N HAL Trust 5493000O3IE3DNOY3R07 HAL Trust N/A 372.00000000 NS 51171.72000000 0.062814083290 Long EC CORP NL N 1 N N N Keppel Corp. Ltd. 254900SQ7IPDOY6IDW33 Keppel Corp. Ltd. N/A 34100.00000000 NS 157701.16000000 0.193580630066 Long EC CORP SG N 1 N N N Muenchener Rueckversicherungs-Gesellschaft AG 529900MUF4C20K50JS49 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) N/A 217.00000000 NS 81572.90000000 0.100132005232 Long EC CORP DE N 1 N N N Keisei Electric Railway Co. Ltd. 529900VNP95IIHXPCY17 Keisei Electric Railway Co. Ltd. N/A 9300.00000000 NS 327496.05000000 0.402006502065 Long EC CORP JP N 1 N N N Pembina Pipeline Corp. 5493002W3L9YICM6FU21 Pembina Pipeline Corp. 706327103 4867.00000000 NS 160044.39000000 0.196456981386 Long EC CORP CA N 1 N N N ENEOS Holdings, Inc. 3538001KQ5SAOZSQTT44 ENEOS Holdings, Inc. N/A 96100.00000000 NS 340176.99000000 0.417572553418 Long EC CORP JP N 1 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 891160509 8060.00000000 NS 487712.31000000 0.598674456553 Long EC CORP CA N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 3471.74000000 0.004261614921 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 12649282.00000000 JPY 97098.49000000 USD 2023-06-21 3471.74000000 N N N Link REIT 529900XUE70U36QX5M62 Link REIT N/A 41262.00000000 NS 269126.28000000 0.330356700291 Long EC CORP HK N 1 N N N CK Infrastructure Holdings Ltd. 5299005U11RQ1C27MR12 CK Infrastructure Holdings Ltd. N/A 108500.00000000 NS 616453.71000000 0.756706530176 Long EC CORP HK N 1 N N N Nissin Foods Holdings Co. Ltd. 529900YMZMNSHC1W6V41 Nissin Foods Holdings Co. Ltd. N/A 800.00000000 NS 77082.95000000 0.094620521677 Long EC CORP JP N 1 N N N Jeronimo Martins SGPS SA 259400A8SZP10GB5IB19 Jeronimo Martins SGPS SA N/A 14229.00000000 NS 359731.89000000 0.441576497732 Long EC CORP PT N 1 N N N Prysmian SpA 529900X0H1IO3RS1A464 Prysmian SpA N/A 341.00000000 NS 13955.52000000 0.017130618154 Long EC CORP IT N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -161.42000000 -0.00019814556 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 61721.48000000 EUR 68180.02000000 USD 2023-06-21 -161.42000000 N N N Sanofi 549300E9PC51EN656011 Sanofi N/A 19313.00000000 NS 2132155.20000000 2.617253715920 Long EC CORP FR N 1 N N N Oversea-Chinese Banking Corp. Ltd. 5493007O3QFXCPOGWK22 Oversea-Chinese Banking Corp. Ltd. N/A 62000.00000000 NS 584611.93000000 0.717620249297 Long EC CORP SG N 1 N N N Japan Post Bank Co. Ltd. 5493006JVO6N2HC2XZ76 Japan Post Bank Co. Ltd. N/A 68200.00000000 NS 543436.27000000 0.667076485343 Long EC CORP JP N 1 N N N Toshiba Corp. 549300LBHTST91VKHO68 Toshiba Corp. N/A 16900.00000000 NS 546102.16000000 0.670348906839 Long EC CORP JP N 1 N N N GSK plc 5493000HZTVUYLO1D793 GSK plc N/A 50747.00000000 NS 919126.06000000 1.128241553867 Long EC CORP GB N 1 N N N Brambles Ltd. N/A Brambles Ltd. N/A 19964.00000000 NS 188003.23000000 0.230776892940 Long EC CORP AU N 1 N N N Sino Land Co. Ltd. 529900G5P51053HJVZ92 Sino Land Co. Ltd. N/A 11163.00000000 NS 15016.91000000 0.018433490910 Long EC CORP HK N 1 N N N Budweiser Brewing Co. APAC Ltd. 549300YF1MR4GTF18132 Budweiser Brewing Co. APAC Ltd. N/A 52700.00000000 NS 151724.23000000 0.186243855401 Long EC CORP HK Y 1 N N N Keio Corp. N/A Keio Corp. N/A 2200.00000000 NS 81430.62000000 0.099957354316 Long EC CORP JP N 1 N N N La Francaise des Jeux SAEM 969500R4CLSQFTYYI535 La Francaise des Jeux SAEM N/A 2480.00000000 NS 106067.02000000 0.130198919024 Long EC CORP FR Y 1 N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 Deutsche Boerse AG N/A 3906.00000000 NS 745583.53000000 0.915215395399 Long EC CORP DE N 1 N N N Sonic Healthcare Ltd. 549300NQQ5L2NONWR862 Sonic Healthcare Ltd. N/A 6200.00000000 NS 145207.25000000 0.178244160950 Long EC CORP AU N 1 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 Vodafone Group plc N/A 449686.00000000 NS 542036.71000000 0.665358503645 Long EC CORP GB N 1 N N N Elisa OYJ 743700TU2S3DXWGU7H32 Elisa OYJ N/A 10478.00000000 NS 651493.54000000 0.799718467240 Long EC CORP FI N 1 N N N Franco-Nevada Corp. N/A Franco-Nevada Corp. 351858105 3317.00000000 NS 502771.41000000 0.617159736346 Long EC CORP CA N 1 N N N Groupe Bruxelles Lambert NV 549300KV0ZEHT2KVU152 Groupe Bruxelles Lambert NV N/A 3503.00000000 NS 314412.47000000 0.385946203840 Long EC CORP BE N 1 N N Tokyo Gas Co. Ltd. 353800678EIJLOQSWZ83 Tokyo Gas Co. Ltd. N/A 15500.00000000 NS 317706.46000000 0.389989627869 Long EC CORP JP N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 259.26000000 0.000318245687 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 132254.14000000 AUD 87853.38000000 USD 2023-06-21 259.26000000 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 Industria de Diseno Textil SA N/A 24428.00000000 NS 840338.84000000 1.031529014221 Long EC CORP ES N 1 N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -9846.45000000 -0.01208667073 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 227506.16000000 EUR 242060.96000000 USD 2023-06-21 -9846.45000000 N N N Hydro One Ltd. 5493007QZDXTP1W2VL44 Hydro One Ltd. 448811208 23808.00000000 NS 696528.38000000 0.854999434749 Long EC CORP CA Y 1 N N N Sun Hung Kai Properties Ltd. 529900LUMD393RD3S874 Sun Hung Kai Properties Ltd. N/A 46500.00000000 NS 645677.01000000 0.792578586074 Long EC CORP HK N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 129.87000000 0.000159417447 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 12153.39000000 USD 16356.71000000 SGD 2023-06-21 129.87000000 N N N N/A N/A MSCI EAFE E-Mini Index N/A 15.00000000 NC USD 75652.06000000 0.092864081916 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI EAFE E-Mini Index MSDUEAFE Index 2023-06-16 1612200.00000000 USD 75652.06000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -394.15000000 -0.00048382526 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 61762.22000000 USD 8291028.00000000 JPY 2023-06-21 -394.15000000 N N N Tobu Railway Co. Ltd. N/A Tobu Railway Co. Ltd. N/A 12400.00000000 NS 315543.64000000 0.387334732633 Long EC CORP JP N 1 N N N Dai Nippon Printing Co. Ltd. 529900S7NFNQ4FT6OP83 Dai Nippon Printing Co. Ltd. N/A 11000.00000000 NS 315058.94000000 0.386739755834 Long EC CORP JP N 1 N N N Thales SA 529900FNDVTQJOVVPZ19 Thales SA N/A 4588.00000000 NS 701017.04000000 0.860509334809 Long EC CORP FR N 1 N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 LVMH Moet Hennessy Louis Vuitton SE N/A 620.00000000 NS 596182.08000000 0.731822788624 Long EC CORP FR N 1 N N N RELX plc 549300WSX3VBUFFJOO66 RELX plc N/A 7347.00000000 NS 244343.40000000 0.299935329103 Long EC CORP GB N 1 N N N CK Asset Holdings Ltd. 5299006GJZSGP78B8S35 CK Asset Holdings Ltd. N/A 97500.00000000 NS 575071.02000000 0.705908633674 Long EC CORP HK N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 Koninklijke KPN NV N/A 182931.00000000 NS 668271.82000000 0.820314067259 Long EC CORP NL N 1 N N N Oracle Corp. Japan 529900MIMKY9RU60Z323 Oracle Corp. Japan N/A 8500.00000000 NS 608636.58000000 0.747110881351 Long EC CORP JP N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -552.81000000 -0.00067858288 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 55920.21000000 CAD 40720.71000000 USD 2023-06-21 -552.81000000 N N N HKT Trust & HKT Ltd. N/A HKT Trust & HKT Ltd. N/A 31000.00000000 NS 40675.68000000 0.049930030716 Long EC CORP HK N 1 N N N Bank Leumi Le-Israel BM 7JDSZWRGUQY2DSTWCR57 Bank Leumi Le-Israel BM N/A 75206.00000000 NS 588999.40000000 0.723005937056 Long EC CORP IL N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 5615.54000000 0.006893162810 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 20764085.00000000 JPY 159305.98000000 USD 2023-06-21 5615.54000000 N N N Resona Holdings, Inc. 52990067JE75XZCYYT81 Resona Holdings, Inc. N/A 58900.00000000 NS 291850.55000000 0.358251095643 Long EC CORP JP N 1 N N N BCE, Inc. 5493001I9203PRB5KR45 BCE, Inc. 05534B760 930.00000000 NS USD 44705.10000000 0.054876206523 Long EC CORP US N 1 N N N Air Liquide SA 969500MMPQVHK671GT54 Air Liquide SA N/A 9269.00000000 NS 1669817.03000000 2.049726411414 Long EC CORP FR N 1 N N N Baloise Holding AG 529900G5XKBZN48T6283 Baloise Holding AG (Registered) N/A 558.00000000 NS 93475.42000000 0.114742533912 Long EC CORP CH N 1 N N N Canadian National Railway Co. 3SU7BEP7TH9YEQOZCS77 Canadian National Railway Co. 136375102 4929.00000000 NS 586915.51000000 0.720447929624 Long EC CORP CA N 1 N N N Power Assets Holdings Ltd. 254900JOWYUW1ZX4DF47 Power Assets Holdings Ltd. N/A 55500.00000000 NS 316742.89000000 0.388806830686 Long EC CORP HK N 1 N N N Wolters Kluwer NV 724500TEM53I0U077B74 Wolters Kluwer NV N/A 6448.00000000 NS 855298.83000000 1.049892634945 Long EC CORP NL N 1 N N N GEA Group AG 549300PHUU0ZZWO8EO07 GEA Group AG N/A 7719.00000000 NS 362516.35000000 0.444994465749 Long EC CORP DE N 1 N N N Toho Co. Ltd. 529900IYHHYWU4O3H185 Toho Co. Ltd. N/A 7200.00000000 NS 285007.16000000 0.349850727833 Long EC CORP JP N 1 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 Iberdrola SA N/A 40796.00000000 NS 530556.88000000 0.651266833524 Long EC CORP ES N 1 N N N Snam SpA 8156002278562044AF79 Snam SpA N/A 58466.00000000 NS 325314.18000000 0.399328222657 Long EC CORP IT N 1 N N N Singapore Telecommunications Ltd. 2549003XJKIQO8YDYD89 Singapore Telecommunications Ltd. N/A 93000.00000000 NS 177753.63000000 0.218195349304 Long EC CORP SG N 1 N N N Chiba Bank Ltd. (The) FGJPAKKCTZVSKZXNBS63 Chiba Bank Ltd. (The) N/A 40300.00000000 NS 261336.61000000 0.320794759044 Long EC CORP JP N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 130.62000000 0.000160338084 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23795.54000000 USD 86853.12000000 ILS 2023-06-21 130.62000000 N N N Wesfarmers Ltd. 5493003L32ZX9557ST85 Wesfarmers Ltd. N/A 20863.00000000 NS 716526.69000000 0.879547671744 Long EC CORP AU N 1 N N N Japan Tobacco, Inc. 353800Z0ENYBQO0XRJ31 Japan Tobacco, Inc. N/A 11100.00000000 NS 238320.05000000 0.292541573165 Long EC CORP JP N 1 N N N Intact Financial Corp. 5493009LXGE7Y4U9OY43 Intact Financial Corp. 45823T106 4650.00000000 NS 702625.53000000 0.862483781336 Long EC CORP CA N 1 N N N Kyowa Kirin Co. Ltd. 529900TBXKVTQGYA3582 Kyowa Kirin Co. Ltd. N/A 6200.00000000 NS 137509.64000000 0.168795224787 Long EC CORP JP N 1 N N N Osaka Gas Co. Ltd. 353800024KMNOPQRWZ02 Osaka Gas Co. Ltd. N/A 18600.00000000 NS 307894.10000000 0.377944803143 Long EC CORP JP N 1 N N N Itochu Techno-Solutions Corp. N/A Itochu Techno-Solutions Corp. N/A 12400.00000000 NS 320096.94000000 0.392923979300 Long EC CORP JP N 1 N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 BAE Systems plc N/A 57381.00000000 NS 731318.90000000 0.897705339905 Long EC CORP GB N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -5154.36000000 -0.00632705717 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 79886.37000000 GBP 95364.50000000 USD 2023-06-21 -5154.36000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 Koninklijke Ahold Delhaize NV N/A 18352.00000000 NS 632536.18000000 0.776448012583 Long EC CORP NL N 1 N N N Loblaw Cos. Ltd. 5493008LN3O1DIDTSH67 Loblaw Cos. Ltd. 539481101 7006.00000000 NS 658242.70000000 0.808003166257 Long EC CORP CA N 1 N N N Swisscom AG 5493005SL9HHOXS3B739 Swisscom AG (Registered) N/A 1054.00000000 NS 725916.52000000 0.891073834314 Long EC CORP CH N 1 N N N Sekisui House Ltd. 529900GMNDOYQSAJAE76 Sekisui House Ltd. N/A 16900.00000000 NS 346278.41000000 0.425062141496 Long EC CORP JP N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV N/A 961.00000000 NS 608451.38000000 0.746883545467 Long EC CORP NL N 1 N N N DBS Group Holdings Ltd. 5493007FKT78NKPM5V55 DBS Group Holdings Ltd. N/A 32900.00000000 NS 809337.78000000 0.993474730235 Long EC CORP SG N 1 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 Kuehne + Nagel International AG (Registered) N/A 2263.00000000 NS 670979.94000000 0.823638326737 Long EC CORP CH N 1 N N N Hang Seng Bank Ltd. 5493009Z5F07LWZYMK62 Hang Seng Bank Ltd. N/A 21700.00000000 NS 320942.94000000 0.393962457476 Long EC CORP HK N 1 N N N Reckitt Benckiser Group plc 5493003JFSMOJG48V108 Reckitt Benckiser Group plc N/A 8773.00000000 NS 709022.19000000 0.870335781113 Long EC CORP GB N 1 N N N Canon, Inc. 529900JH1GSC035SSP77 Canon, Inc. N/A 18600.00000000 NS 442307.49000000 0.542939332831 Long EC CORP JP N 1 N N N ITOCHU Corp. J48DJYXDTLHM30UMYI18 ITOCHU Corp. N/A 24200.00000000 NS 798343.19000000 0.979978699771 Long EC CORP JP N 1 N N N BHP Group Ltd. WZE1WSENV6JSZFK0JC28 BHP Group Ltd. N/A 5673.00000000 NS 166455.69000000 0.204326951991 Long EC CORP AU N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. N/A 23800.00000000 NS 969898.29000000 1.190565256960 Long EC CORP JP N 1 N N N Kansai Electric Power Co., Inc. (The) 353800PFUKP5ONPJNZ86 Kansai Electric Power Co., Inc. (The) N/A 31000.00000000 NS 334667.50000000 0.410809568634 Long EC CORP JP N 1 N N N Nintendo Co. Ltd. 353800FEEXU6I9M0ZF27 Nintendo Co. Ltd. N/A 3100.00000000 NS 130247.13000000 0.159880380649 Long EC CORP JP N 1 N N N SAP SE 529900D6BF99LW9R2E68 SAP SE N/A 4433.00000000 NS 601280.77000000 0.738081510011 Long EC CORP DE N 1 N N N CK Hutchison Holdings Ltd. 254900Z8HM1VEPOQ2G79 CK Hutchison Holdings Ltd. N/A 56000.00000000 NS 374527.06000000 0.459737799339 Long EC CORP HK N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -21.01000000 -0.00002579010 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 19377.70000000 USD 151619.88000000 HKD 2023-06-21 -21.01000000 N N N Taisei Corp. 529900TF7XJKIOWMLQ79 Taisei Corp. N/A 3100.00000000 NS 105067.38000000 0.128971845354 Long EC CORP JP N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1702.44000000 -0.00208977161 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 433880.87000000 SEK 40711.39000000 USD 2023-06-21 -1702.44000000 N N N Ackermans & van Haaren NV 5493005E2GHATS0Z6J59 Ackermans & van Haaren NV N/A 217.00000000 NS 38235.05000000 0.046934119378 Long EC CORP BE N 1 N N N Sekisui Chemical Co. Ltd. 529900KQIVT7NWFNMI70 Sekisui Chemical Co. Ltd. N/A 31000.00000000 NS 439393.38000000 0.539362217420 Long EC CORP JP N 1 N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 Bank Hapoalim BM N/A 72075.00000000 NS 613830.18000000 0.753486106240 Long EC CORP IL N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 780087102 17620.00000000 NS 1747449.83000000 2.145021882531 Long EC CORP CA N 1 N N N CF SECURED LLC 254900OXTV81I73FAT50 Treasury Repurchase Agreement N/A 1000797.60000000 PA USD 1000797.60000000 1.228494641236 Long RA CORP US N 2 Repurchase Y 4.77000000 2023-05-01 1086540.52260000 USD 1021219.41890000 USD UST N N Unilever plc 549300MKFYEKVRWML317 Unilever plc N/A 39463.00000000 NS 2200550.36000000 2.701209840062 Long EC CORP GB N 1 N N N Banque Cantonale Vaudoise K1MOBB3OPSBBQO554R76 Banque Cantonale Vaudoise (Registered) N/A 6479.00000000 NS 683532.50000000 0.839046789641 Long EC CORP CH N 1 N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 Novo Nordisk A/S, Class B N/A 13950.00000000 NS 2323725.80000000 2.852409611097 Long EC CORP DK N 1 N N N ICL Group Ltd. 529900FQVQD88SHIGM04 ICL Group Ltd. N/A 80321.00000000 NS 491452.45000000 0.603265536655 Long EC CORP IL N 1 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 National Grid plc N/A 43152.00000000 NS 620751.04000000 0.761981569681 Long EC CORP GB N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 Roche Holding AG N/A 10013.00000000 NS 3153917.81000000 3.871483233458 Long EC CORP CH N 1 N N N Telefonica Deutschland Holding AG 391200ECRPJ3SWQJUM30 Telefonica Deutschland Holding AG N/A 97092.00000000 NS 328536.03000000 0.403283093712 Long EC CORP DE N 1 N N N KDDI Corp. 5299003FU7V4I45FU310 KDDI Corp. N/A 29400.00000000 NS 917204.86000000 1.125883250945 Long EC CORP JP N 1 N N N Aurizon Holdings Ltd. 5299005PC1O6NOWL3H48 Aurizon Holdings Ltd. N/A 140802.00000000 NS 318227.59000000 0.390629323060 Long EC CORP AU N 1 N N N Bankinter SA VWMYAEQSTOPNV0SUGU82 Bankinter SA N/A 43493.00000000 NS 257463.26000000 0.316040161592 Long EC CORP ES N 1 N N SGS SA 2138007JNS19JHNA2336 SGS SA (Registered) N/A 6975.00000000 NS 631319.59000000 0.774954629410 Long EC CORP CH N 1 N N N Yamato Holdings Co. Ltd. N/A Yamato Holdings Co. Ltd. N/A 15500.00000000 NS 265685.01000000 0.326132487769 Long EC CORP JP N 1 N N N Shell plc 21380068P1DRHMJ8KU70 Shell plc N/A 51305.00000000 NS 1581178.45000000 1.940921173935 Long EC CORP GB N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -179.62000000 -0.00022048634 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 41228.69000000 NZD 25279.95000000 USD 2023-06-21 -179.62000000 N N N Roche Holding AG 549300U41AUUVOAAOB37 Roche Holding AG N/A 124.00000000 NS 42129.77000000 0.051714948838 Long EC CORP CH N 1 N N N CGI, Inc. 549300WSRCZY73ZG3090 CGI, Inc. 12532H104 3782.00000000 NS 383442.32000000 0.470681419842 Long EC CORP CA N 1 N N N Suntory Beverage & Food Ltd. 549300FONLMVK7YYYH41 Suntory Beverage & Food Ltd. N/A 6200.00000000 NS 232673.59000000 0.285610455572 Long EC CORP JP N 1 N N N Pan Pacific International Holdings Corp. 529900QLHJM2E18A5763 Pan Pacific International Holdings Corp. N/A 7500.00000000 NS 139573.31000000 0.171328411853 Long EC CORP JP N 1 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 Toyota Motor Corp. N/A 9300.00000000 NS 126832.15000000 0.155688439512 Long EC CORP JP N 1 N N N Jardine Matheson Holdings Ltd. 2138009KENVUNWOLPK41 Jardine Matheson Holdings Ltd. N/A 11800.00000000 NS USD 568760.00000000 0.698161758331 Long EC CORP SG N 1 N N N Carrefour SA 549300B8P6MUJ1YWTS08 Carrefour SA N/A 10664.00000000 NS 222039.84000000 0.272557361829 Long EC CORP FR N 1 N N N Japan Post Holdings Co. Ltd. 5299003D9N4JBS256X18 Japan Post Holdings Co. Ltd. N/A 43400.00000000 NS 356341.20000000 0.437414372947 Long EC CORP JP N 1 N N N Wheaton Precious Metals Corp. 549300XSFG5ZCGVYD886 Wheaton Precious Metals Corp. 962879102 2387.00000000 NS 117651.66000000 0.144419245052 Long EC CORP CA N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 711.51000000 0.000873389606 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 49705.13000000 USD 68307.94000000 CAD 2023-06-21 711.51000000 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 Zurich Insurance Group AG N/A 682.00000000 NS 330866.36000000 0.406143610082 Long EC CORP CH N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 722.95000000 0.000887432384 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 21016.06000000 USD 17276.86000000 GBP 2023-06-21 722.95000000 N N N Tokyu Corp. 3538005PGNIBTZYXAE45 Tokyu Corp. N/A 24800.00000000 NS 349329.12000000 0.428806935536 Long EC CORP JP N 1 N N N Secom Co. Ltd. 529900TYCL9N3E9PGE47 Secom Co. Ltd. N/A 10700.00000000 NS 683498.70000000 0.839005299615 Long EC CORP JP N 1 N N N Dollarama, Inc. 5493002GJ0NJP1HI0C79 Dollarama, Inc. 25675T107 5766.00000000 NS 356766.73000000 0.437936717650 Long EC CORP CA N 1 N N N Red Electrica Corp. SA 5493009HMD0C90GUV498 Red Electrica Corp. SA N/A 35123.00000000 NS 639994.45000000 0.785603155169 Long EC CORP ES N 1 N N N Spark New Zealand Ltd. 529900HUN51H3Y7QBB66 Spark New Zealand Ltd. N/A 3441.00000000 NS 11115.50000000 0.013644449371 Long EC CORP NZ N 1 N N N Beiersdorf AG L47NHHI0Z9X22DV46U41 Beiersdorf AG N/A 2821.00000000 NS 394281.02000000 0.483986092903 Long EC CORP DE N 1 N N N CCL Industries, Inc. 549300TD3EMSRRC0YH75 CCL Industries, Inc., Class B 124900309 6696.00000000 NS 314533.78000000 0.386095113755 Long EC CORP CA N 1 N N N Rio Tinto plc 213800YOEO5OQ72G2R82 Rio Tinto plc N/A 558.00000000 NS 35411.17000000 0.043467762697 Long EC CORP GB N 1 N N N PSP Swiss Property AG 50670042Y437P8X44F56 PSP Swiss Property AG (Registered) N/A 2883.00000000 NS 340434.02000000 0.417888061746 Long EC CORP CH N 1 N N N Nice Ltd. 254900YTY4EF5Z4W0A51 Nice Ltd. N/A 1395.00000000 NS 285870.56000000 0.350910564780 Long EC CORP IL N 1 N N N Hankyu Hanshin Holdings, Inc. N/A Hankyu Hanshin Holdings, Inc. N/A 9300.00000000 NS 289248.34000000 0.355056842339 Long EC CORP JP N 1 N N N SoftBank Corp. 353800M1YCTS9JRBJ535 SoftBank Corp. N/A 52700.00000000 NS 592737.12000000 0.727594046570 Long EC CORP JP N 1 N N N Nippon Telegraph & Telephone Corp. 353800VHQU5VIXVUA841 Nippon Telegraph & Telephone Corp. N/A 24800.00000000 NS 755665.55000000 0.927591231975 Long EC CORP JP N 1 N N N Hongkong Land Holdings Ltd. 213800XCHYNRPAYGXW28 Hongkong Land Holdings Ltd. N/A 62000.00000000 NS USD 274660.00000000 0.337149427778 Long EC CORP SG N 1 N N N MTR Corp. Ltd. 254900IH4U9NHH9AQM97 MTR Corp. Ltd. N/A 55500.00000000 NS 276796.52000000 0.339772039354 Long EC CORP HK N 1 N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd. N/A 31000.00000000 NS 335475.61000000 0.411801536245 Long EC CORP HK N 1 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 TotalEnergies SE N/A 4402.00000000 NS 281577.28000000 0.345640496713 Long EC CORP FR N 1 N N N Woolworths Group Ltd. QNWEWQBS7HP85QHXQL92 Woolworths Group Ltd. N/A 11067.00000000 NS 283988.14000000 0.348599864912 Long EC CORP AU N 1 N N N Naturgy Energy Group SA TL2N6M87CW970S5SV098 Naturgy Energy Group SA N/A 3844.00000000 NS 120098.86000000 0.147423221167 Long EC CORP ES N 1 N N Kone OYJ 2138001CNF45JP5XZK38 Kone OYJ, Class B N/A 12586.00000000 NS 718368.61000000 0.881808657232 Long EC CORP FI N 1 N N N Mizrahi Tefahot Bank Ltd. YZO9YEGEO4VYDZMDWF93 Mizrahi Tefahot Bank Ltd. N/A 14756.00000000 NS 478820.83000000 0.587760026370 Long EC CORP IL N 1 N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA (Registered) N/A 28799.00000000 NS 3705478.88000000 4.548533037344 Long EC CORP CH N 1 N N N Coles Group Ltd. 549300OHQRG2HN8LZ793 Coles Group Ltd. N/A 10881.00000000 NS 130870.90000000 0.160646068039 Long EC CORP AU N 1 N N N Fortis, Inc. 549300MQYQ9Y065XPR71 Fortis, Inc. 349553107 9052.00000000 NS 397038.62000000 0.487371089852 Long EC CORP CA N 1 N N McDonald's Holdings Co. Japan Ltd. 529900FY9FV0AYNRC729 McDonald's Holdings Co. Japan Ltd. N/A 14800.00000000 NS 616281.72000000 0.756495409773 Long EC CORP JP N 1 N N N Obic Co. Ltd. N/A Obic Co. Ltd. N/A 3700.00000000 NS 568185.66000000 0.697456747035 Long EC CORP JP N 1 N N N Hirose Electric Co. Ltd. N/A Hirose Electric Co. Ltd. N/A 4300.00000000 NS 577270.22000000 0.708608185926 Long EC CORP JP N 1 N N N Dassault Aviation SA 969500CVFTUT88V8QN95 Dassault Aviation SA N/A 93.00000000 NS 18203.75000000 0.022345386645 Long EC CORP FR N 1 N N N Yakult Honsha Co. Ltd. 353800YJPSPGG7KI0S71 Yakult Honsha Co. Ltd. N/A 8900.00000000 NS 668652.00000000 0.820780744130 Long EC CORP JP N 1 N N N BOC Hong Kong Holdings Ltd. N/A BOC Hong Kong Holdings Ltd. N/A 186000.00000000 NS 585255.86000000 0.718410683401 Long EC CORP HK N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 52.44000000 0.000064370916 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 13331.30000000 ILS 3724.92000000 USD 2023-06-21 52.44000000 N N N CLP Holdings Ltd. 25490002BUTSMP94GO68 CLP Holdings Ltd. N/A 44000.00000000 NS 327341.75000000 0.401817096411 Long EC CORP HK N 1 N N N Bunzl plc 213800Q1Q9DV4L78UM09 Bunzl plc N/A 8308.00000000 NS 330395.17000000 0.405565217018 Long EC CORP GB N 1 N N N Pearson plc 2138004JBXWWJKIURC57 Pearson plc N/A 2480.00000000 NS 27648.78000000 0.033939308074 Long EC CORP GB N 1 N N N SG Holdings Co. Ltd. N/A SG Holdings Co. Ltd. N/A 24800.00000000 NS 355885.87000000 0.436855448281 Long EC CORP JP N 1 N N N Medibank Pvt Ltd. BDYVSUPTML83OLINBJ17 Medibank Pvt Ltd. N/A 134788.00000000 NS 317105.75000000 0.389252246988 Long EC CORP AU N 1 N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG (Registered) N/A 11749.00000000 NS 283803.20000000 0.348372848182 Long EC CORP DE N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 Novartis AG (Registered) N/A 3286.00000000 NS 336445.35000000 0.412991907198 Long EC CORP CH N 1 N N N Constellation Software, Inc. 549300B6PYHMCTDWQV29 Constellation Software, Inc. 21037X100 31.00000000 NS 60610.79000000 0.074400688726 Long EC CORP CA N 1 N N N Singapore Technologies Engineering Ltd. 254900OEXGGWCR24DG90 Singapore Technologies Engineering Ltd. N/A 210800.00000000 NS 571971.67000000 0.702104133277 Long EC CORP SG N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -1675.67000000 -0.00205691102 N/A DFE N/A N 2 Toronto Dominion Bank PT3QB789TSUIDF371261 303189.61000000 DKK 43387.68000000 USD 2023-06-21 -1675.67000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -6198.63000000 -0.00760891486 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 119839.38000000 CHF 129247.85000000 USD 2023-06-21 -6198.63000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc N/A 11687.00000000 NS 84287.73000000 0.103464501340 Long EC CORP GB N 1 N N N Schindler Holding AG 5299007DRLI319H7Q933 Schindler Holding AG (Registered) N/A 186.00000000 NS 39684.74000000 0.048713636432 Long EC CORP CH N 1 N N N UCB SA 2138008J191VLSGY5A09 UCB SA N/A 4061.00000000 NS 378483.90000000 0.464594882066 Long EC CORP BE N 1 N N N Sampo OYJ 743700UF3RL386WIDA22 Sampo OYJ, Class A N/A 14043.00000000 NS 712539.57000000 0.874653419846 Long EC CORP FI N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 100.68000000 0.000123586268 N/A DFE N/A N 2 Morgan Stanley & Co. 9R7GPTSO7KV3UQJZQ078 131562.60000000 NOK 12437.35000000 USD 2023-06-21 100.68000000 N N N Metro, Inc. 549300KQ7DCG4IXSNW78 Metro, Inc. 59162N109 5704.00000000 NS 324753.28000000 0.398639709171 Long EC CORP CA N 1 N N N Emera, Inc. NQZVQT2P5IUF2PGA1Q48 Emera, Inc. 290876101 2201.00000000 NS 93554.27000000 0.114839323515 Long EC CORP CA N 1 N N N Bouygues SA 969500MOCLNQFNZN0D63 Bouygues SA N/A 6200.00000000 NS 227247.36000000 0.278949673735 Long EC CORP FR N 1 N N N Flughafen Zurich AG 529900PFO97GCN5SYB55 Flughafen Zurich AG (Registered) N/A 186.00000000 NS 35860.46000000 0.044019273169 Long EC CORP CH N 1 N N N Ferrari NV 549300RIVY5EX8RCON76 Ferrari NV N/A 2635.00000000 NS 733950.79000000 0.900936025872 Long EC CORP IT N 1 N N N Bridgestone Corp. 549300DHPOF90OYYD780 Bridgestone Corp. N/A 3100.00000000 NS 123804.21000000 0.151971596002 Long EC CORP JP N 1 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 272.99000000 0.000335099476 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 32939.78000000 AUD 22089.56000000 USD 2023-06-21 272.99000000 N N N Hannover Rueck SE 529900KIN5BE45V5KB18 Hannover Rueck SE N/A 1550.00000000 NS 331288.32000000 0.406661572553 Long EC CORP DE N 1 N N N Singapore Exchange Ltd. 549300IQ650PPXM76X03 Singapore Exchange Ltd. N/A 89900.00000000 NS 644862.27000000 0.791578480034 Long EC CORP SG N 1 N N N Ferguson plc 213800DU1LGY3R2S2X42 Ferguson plc N/A 3689.00000000 NS 519079.03000000 0.637177593884 Long EC CORP GB N 1 N N N United Overseas Bank Ltd. IO66REGK3RCBAMA8HR66 United Overseas Bank Ltd. N/A 3100.00000000 NS 65571.34000000 0.080489841111 Long EC CORP SG N 1 N N N 2023-05-30 FlexShares Trust Randal Rein Randal Rein Treasurer and PFO