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
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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
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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