# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-160030
**Filing Date:** 2025-6
**Character Count:** 73285
**Document Hash:** 4627c41588063302d16fcf798c46de74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160030.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251079979

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI International Momentum Index Fund (Series ID: S000068374)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000218747 | Fidelity SAI International Momentum Index Fund | FITMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity SAI International Momentum Index Fund

- **b. EDGAR series identifier (if any):** S000068374

- **c. LEI of Series:** 5493006IJWKGD568VL14

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $793844483.66

**Total Liabilities:** $167524.39

**Net Assets:** $793676959.27

**Cash Not Reported:** $1583924.71

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218747 | 2.45%                | 0.34%                | 5.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3858643.87              | $15528646.89                               |
| Month 2  | $8794215.07              | $-10043247.53                              |
| Month 3  | $14812305.55             | $20584834.24                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MYCRONIC AB                                               | MYCRONIC AB                          | CUSIP: N/A<br>LEI: 549300S5CCFESE4C6Y07       | Long             | EC               | CORP              | SE        |     15193 | NS      | $604544.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDS LTD                                | SUMITOMO ELECTRIC INDS LTD           | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    160500 | NS      | $2579782.28   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| JB HI-FI LTD                                              | JB HI-FI LTD                         | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     22201 | NS      | $1471210.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| XERO LTD                                                  | XERO LTD                             | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |     26733 | NS      | $2815335.04   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                         | HANNOVER RUECKVERSICHERUNGS SE(REGD) | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |     11604 | NS      | $3712315.01   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                                | TENARIS SA (ITALY)                   | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     89722 | NS      | $1496109.27   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO HOLDING AG                                         | BELIMO HOLDING AG (REG)              | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      1998 | NS      | $1689712.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST RETAILING CO LTD                                     | FAST RETAILING CO LTD                | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |     41800 | NS      | $13749895.63  | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                 | LION CORP                            | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     57800 | NS      | $707643.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |   1066008 | NS      | $3096356.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SPA                                                   | A2A SPA                              | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |    316709 | NS      | $803316.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANSWICK PLC                                             | CRANSWICK PLC                        | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     10937 | NS      | $755023.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKMA PHARMACEUTICALS PLC                                 | HIKMA PHARMACEUTICALS PLC            | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     30881 | NS      | $816928.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC                    | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1731058 | NS      | $19296752.94  | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMBCORP IND LTD                                          | SEMBCORP IND LTD                     | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |    181500 | NS      | $918057.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KONECRANES OYJ                                            | KONECRANES OYJ                       | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |     14018 | NS      | $933761.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRADA SPA                                                 | PRADA SPA                            | CUSIP: N/A<br>LEI: 8156000FE0A2DC5B7852       | Long             | EC               | CORP              | IT        |    100700 | NS      | $629732.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CAR GROUP LTD                                             | CAR GROUP LTD                        | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |     74221 | NS      | $1584195.40   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO INC                                                  | ZOZO INC                             | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     79500 | NS      | $807361.56    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | ESSILORLUXOTTICA                     | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     58251 | NS      | $16675583.37  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                              | SHIMIZU CORP                         | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    110600 | NS      | $1181550.34   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                  | ROLLS-ROYCE HOLDINGS PLC             | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1727005 | NS      | $17481564.08  | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LTD                                         | COMPUTERSHARE LTD                    | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |    112964 | NS      | $2951908.68   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA            | ACS ACTIVIDADES CONST Y SRV SA       | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     38063 | NS      | $2375893.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                 | ARGENX SE                            | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     12338 | NS      | $7975889.55   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS HOLDINGS INC                                        | ENEOS HOLDINGS INC                   | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    596800 | NS      | $2873132.65   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                   | RECRUIT HOLDINGS CO LTD              | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |     85400 | NS      | $4732465.86   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                               | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     96468 | NS      | $28225440.83  | 3.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                        | BURBERRY GROUP PLC                   | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | EC               | CORP              | GB        |     72499 | NS      | $706051.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | BANKINTER SA                         | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |    115868 | NS      | $1344113.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                                  | NEC CORP                             | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |    273300 | NS      | $6652894.27   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORP                                            | ADVANTEST CORP                       | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |    155600 | NS      | $6509673.74   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK CORP                                                 | SCSK CORP                            | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     29900 | NS      | $782736.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                                          | TOKYO GAS CO LTD                     | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     70300 | NS      | $2335562.44   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                  | ORACLE CORPORATION JAPAN             | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      6700 | NS      | $803878.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                           | MITSUBISHI HEAVY INDS LTD            | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    604000 | NS      | $11906559.54  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | MUNICH REINSURANCE (REG)             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     26322 | NS      | $18020288.09  | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | ACCOR SA                             | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     33386 | NS      | $1631990.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SULZER AG                                                 | SULZER AG (REG)                      | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      3479 | NS      | $586753.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                                                | BPER BANCA                           | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    208966 | NS      | $1689758.28   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                             | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    154127 | NS      | $8411504.14   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIHEIYO CEMENT CORP                                      | TAIHEIYO CEMENT CORP                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23500 | NS      | $632746.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG (REG)                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     46631 | NS      | $5318606.45   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LTD                                                  | NOVA MEASURING INSTRUMENTS LTD       | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |      5945 | NS      | $1140300.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA                         | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    770849 | NS      | $5907944.68   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | QANTAS AIRWAYS LTD                   | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    150562 | NS      | $851265.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                              | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    414135 | NS      | $7243049.38   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH CO LTD                                              | RICOH CO LTD                         | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |    115700 | NS      | $1216946.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS PRIME SITE AG                                       | SWISS PRIME SITE AG                  | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     15698 | NS      | $2212003.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                                          | DSM FIRMENICH AG                     | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |     20013 | NS      | $2174075.85   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| REA GROUP LTD                                             | REA GROUP LTD                        | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |     10418 | NS      | $1655209.42   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ERICSSON                                                  | ERICSSON (LM) TELE CO CL B           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    624035 | NS      | $5271461.03   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTL SCA                                           | HERMES INTERNATIONAL SA              | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |      2399 | NS      | $6498037.79   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                              | OVERSEA-CHINESE BKG CORP LTD         | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    763000 | NS      | $9442708.25   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                                  | GAMES WORKSHOP GROUP CO PLC          | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      6663 | NS      | $1368374.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | HEIDELBERG MATERIALS AG              | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     27240 | NS      | $5377151.82   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                                    | TOYO SUISAN KAISHA LTD               | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20100 | NS      | $1296139.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMA PLC                                               | INFORMA PLC                          | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |    261927 | NS      | $2540532.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                              | WARTSILA                             | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     92326 | NS      | $1700657.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                 | BANDAI NAMCO HOLDINGS INC            | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |    134000 | NS      | $4656841.35   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SANWA HOLDINGS CORP                                       | SANWA HOLDINGS CORP                  | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     46100 | NS      | $1510872.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                | MIZUHO FINANCIAL GROUP INC           | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    459000 | NS      | $11476209.18  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON PLC                                               | PEARSON PLC                          | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |    134699 | NS      | $2159390.80   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                             | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    177848 | NS      | $3663824.81   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL DC REIT                                            | KEPPEL DC REIT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    361300 | NS      | $597751.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COLES GROUP LTD                                           | COLES GROUP LTD                      | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     75742 | NS      | $1028561.63   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS and SPENCER GROUP PLC                               | MARKS and SPENCER GROUP PLC          | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |    414699 | NS      | $2155002.46   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| TERUMO CORP                                               | TERUMO CORP                          | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |    300600 | NS      | $5753705.42   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                                        | PUBLICIS GROUPE SA                   | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |     38675 | NS      | $3935064.22   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                                   | ABB LTD                              | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    313422 | NS      | $16552049.17  | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFCO AB                                                  | LIFCO AB                             | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |     43032 | NS      | $1664203.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WIHLBORGS FASTIGHETER AB                                  | WIHLBORGS FASTIGHETER AB             | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        |     53177 | NS      | $550173.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | TECHNIP ENERGIES NV                  | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     28615 | NS      | $975736.73    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                              | KYUSHU ELEC POWER CO INC             | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |     95900 | NS      | $852153.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIERSDORF AG                                             | BEIERSDORF AG                        | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     18129 | NS      | $2546642.27   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                                         | SIEMENS ENERGY AG                    | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    115239 | NS      | $8894570.36   | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                            | AIR LIQUIDE SA                       | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     58184 | NS      | $11955544.12  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| LAGERCRANTZ GROUP AB                                      | LAGERCRANTZ GROUP AB CL B            | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |     40499 | NS      | $918460.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                       | SUMITOMO MITSUI FINL GROUP INC       | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    500100 | NS      | $11930992.52  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                                 | ORKLA ASA                            | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    151854 | NS      | $1687363.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                                 | ENDESA SA                            | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     64497 | NS      | $1936233.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PLC                                           | KERRY GROUP PLC CL A                 | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     12717 | NS      | $1343401.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                                | LONDONMETRIC PROPERITY PLC           | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    401557 | NS      | $1029103.09   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TELE2 AB                                                  | TELE2 AB B SHS                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    110677 | NS      | $1628865.89   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BK OF AUSTRALIA         | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     87180 | NS      | $9292441.22   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| A2 MILK CO LTD                                            | A2 MILK CO LTD                       | CUSIP: N/A<br>LEI: 529900PVC9CV0KFA2U62       | Long             | EC               | CORP              | NZ        |    142264 | NS      | $740580.28    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                          | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      3314 | NS      | $623207.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                             | OBAYASHI CORP                        | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    146500 | NS      | $2272973.51   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                    | DBS GROUP HOLDINGS LTD               | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    367400 | NS      | $11936537.09  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                              | PRYSMIAN SPA                         | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |     58793 | NS      | $3229629.27   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIBU HOLDINGS INC                                        | SEIBU HOLDINGS INC                   | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |     50400 | NS      | $1216466.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HIKARI TSUSHIN INC                                        | HIKARI TSUSHIN INC                   | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      4700 | NS      | $1301063.09   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHOKU ELECTRIC POWER INC                                 | TOHOKU ELECTRIC POWER INC            | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |     81800 | NS      | $585552.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                     | KONGSBERG GRUPPEN ASA                | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     17861 | NS      | $2863693.41   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                              | FUJIKURA LTD                         | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |     55900 | NS      | $2079865.70   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                    | ARISTOCRAT LEISURE LTD               | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |    127011 | NS      | $5424518.80   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                              | CHUGAI PHARMACEUTICAL CO LTD         | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     50100 | NS      | $2886238.79   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB GROUP PLC                        | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    213818 | NS      | $1437083.66   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ALK-ABELLO A/S                                            | ALK-ABELLO A/S                       | CUSIP: N/A<br>LEI: 529900SGCREUZCZ7P020       | Long             | EC               | CORP              | DK        |     26380 | NS      | $608553.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                 | SHELL PLC                            | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |     71356 | NS      | $2302782.51   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                                 | FRESENIUS MEDICAL CARE AG            | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     40515 | NS      | $2061223.93   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                     | MITSUI FUDOSAN CO                    | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    472100 | NS      | $4678816.27   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                                   | TOWER SEMICONDCTR LTD                | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     22083 | NS      | $799200.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                     | IDEMITSU KOSAN CO LTD                | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |    196600 | NS      | $1218333.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM AG                                                 | HOLCIM LTD                           | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |    104780 | NS      | $11708953.60  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SANRIO CO LTD                                             | SANRIO CO LTD                        | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     41500 | NS      | $1649783.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES LTD                             | KAWASAKI HEAVY INDUSTRIES LTD        | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |     33000 | NS      | $1968505.96   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | WOLTERS KLUWER NV                    | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     46104 | NS      | $8118985.05   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOUT24 SE                                                | SCOUT24 SE                           | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     15164 | NS      | $1798592.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA CO AB                                               | TELIA CO AB                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    361686 | NS      | $1352744.18   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J FRONT RETAILING CO LTD                                  | J FRONT RETAILING CO LTD             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     54700 | NS      | $669536.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                                    | OTSUKA HOLDINGS CO LTD               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    106500 | NS      | $5191958.17   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                 | SAFRAN SA                            | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     67110 | NS      | $17859285.12  | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC               | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    271680 | NS      | $3913075.71   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                              | FERROVIAL SE                         | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     63674 | NS      | $3093066.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN ENERGY LTD                                         | ORIGIN ENERGY LIMITED                | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |    327803 | NS      | $2234307.69   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA                                              | LEONARDO SPA                         | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     81824 | NS      | $4253891.00   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCELLERON INDUSTRIES LTD                                 | ACCELLERON INDUSTRIES LTD            | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |     19106 | NS      | $1021795.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                       | BANCO BILBAO VIZ ARGENTARIA SA       | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1145870 | NS      | $15725968.99  | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                    | SINGAPORE EXCHANGE LTD               | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    156100 | NS      | $1717234.33   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS MINERALS LTD                                      | GENESIS MINERALS LTD                 | CUSIP: N/A<br>LEI: 894500AK5BVRCNP0FP48       | Long             | EC               | CORP              | AU        |    229191 | NS      | $565974.39    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                       | MTU AERO ENGINES AG                  | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     10930 | NS      | $3762905.14   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIMO HOLDING AG                                         | MOBIMO HOLDING AG                    | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |      1475 | NS      | $569197.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                                  | IHI CORPORATION                      | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     31400 | NS      | $2459630.25   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | ADIDAS AG                            | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |     32588 | NS      | $7446222.59   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                               | GIVAUDAN AG                          | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      1360 | NS      | $6561483.01   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | DEUTSCHE TELEKOM AG (REGD)           | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    528352 | NS      | $18977096.30  | 2.39%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                               | NORTHERN STAR RESOURCES LTD          | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |    232381 | NS      | $2854493.57   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTUS BAKERIES                                            | LOTUS BAKERIES                       | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |        83 | NS      | $795464.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RYOHIN KEIKAKU CO LTD                                     | RYOHIN KEIKAKU CO LTD                | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |     57000 | NS      | $1926631.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                         | ADMIRAL GROUP PLC                    | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     19339 | NS      | $839687.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                            | WESFARMERS LTD                       | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     85539 | NS      | $4285181.96   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UNICREDIT SPA                        | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    315032 | NS      | $18328831.77  | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                   | SEKISUI CHEMICAL CO LTD              | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     83000 | NS      | $1444866.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GALDERMA GROUP AG                                         | GALDERMA GROUP AG                    | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     25120 | NS      | $2918771.43   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                  | NEXT PLC                             | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     23275 | NS      | $3824592.45   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                           | SONY GROUP CORP                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    788600 | NS      | $20805474.05  | 2.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund           | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8452007 | NS      | $8453697.05   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                                | ASICS CORP                           | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |    154200 | NS      | $3314382.83   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | HERA SPA                             | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |    156961 | NS      | $740770.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                              | GAZTRANSPORT ET TECHNIGA             | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      6708 | NS      | $1092758.89   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI SANKYO CO LTD                                     | DAIICHI SANKYO CO LTD                | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |    180700 | NS      | $4622419.88   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                                    | YOKOGAWA ELECTRIC                    | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     45900 | NS      | $993282.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORP                                | NIPPON SANSO HOLDINGS CORP           | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |     40400 | NS      | $1289872.71   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                       | IMPERIAL BRANDS PLC                  | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    157162 | NS      | $6448833.41   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                            | SINGAPORE TECH ENGINEERING LTD       | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    290500 | NS      | $1649529.62   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HALMA PLC                                                 | HALMA PLC                            | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     41691 | NS      | $1531277.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP SWISS PROPERTY AG                                     | PSP SWISS PROPERTY AG                | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      9026 | NS      | $1606493.49   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA POPOLARE DI SONDRIO SPA                             | BANCA POPOLARE DI SONDRIO            | CUSIP: N/A<br>LEI: J48C8PCSJVUBR8KCW529       | Long             | EC               | CORP              | IT        |     89220 | NS      | $1111801.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                     | INTERCONTINENTAL HOTELS GP PLC       | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     32095 | NS      | $3424854.55   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| FURUKAWA ELECTRIC CO LTD                                  | FURUKAWA ELECTRIC CO LTD             | CUSIP: N/A<br>LEI: 353800TJR1DQ3P1QR918       | Long             | EC               | CORP              | JP        |     14400 | NS      | $454775.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                               | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     24382 | NS      | $4451148.11   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                   | CIE FINANCIERE RICHEMONT SA A        | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     22513 | NS      | $3978164.56   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AAK AB                                                    | AAK AB                               | CUSIP: N/A<br>LEI: 549300GK4LGIDDWJWL07       | Long             | EC               | CORP              | SE        |     36735 | NS      | $959279.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 05/29/2025              | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    249000 | PA      | $248182.76    | 0.03%             | 2025-05-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CTS EVENTIM AG and CO KGAA                                | CTS EVENTIM AG and CO KGAA           | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |     11524 | NS      | $1355105.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIPOL ASSICURAZIONI S.P.A                                | UNIPOL ASSICURAZIONI S.P.A           | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |     91388 | NS      | $1630580.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                           | PRO MEDICUS LTD                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11034 | NS      | $1617919.05   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3I GROUP PLC                         | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    191546 | NS      | $10858941.91  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSELL LTD                                                | ANSELL LTD                           | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |     29507 | NS      | $572422.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                                    | TECHNOLOGY ONE LIMITED               | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     60653 | NS      | $1170734.47   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                               | HITACHI LTD                          | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    676200 | NS      | $16712631.15  | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA HBC AG                                          | COCA COLA HBC AG                     | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     37854 | NS      | $1967473.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEALAND PHARMA A/S                                        | ZEALAND PHARMA A/S                   | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |      9824 | NS      | $688231.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                                   | SKYLARK CO LTD                       | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |     44800 | NS      | $928868.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                             | BANCO BPM SPA                        | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    307673 | NS      | $3413672.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                 | TESCO PLC                            | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1363502 | NS      | $6747976.16   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                             | KONINKLIJKE AHOLD DELHAIZE NV        | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     29990 | NS      | $1231361.34   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                            | MSCI EAFE FUT JUN25 MFSM5            | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       139 | NC      | $727846.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                            | DAIFUKU CO LTD                       | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |     77100 | NS      | $2042087.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                               | PANDORA A/S                          | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     16100 | NS      | $2375538.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                 | PROSUS NV                            | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     43893 | NS      | $2057906.07   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 LTD                                                 | HUB24 LTD                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      4325 | NS      | $199809.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION MINING LTD                                      | EVOLUTION MINING LTD                 | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |    403956 | NS      | $2025848.63   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| INVINCIBLE INVESTMENT CORP                                | INVINCIBLE INVESTMENT CORP           | CUSIP: N/A<br>LEI: 353800JY6M2692VAV685       | Long             | EC               | CORP              | JP        |      1502 | NS      | $619792.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZI SPA                                                 | BUZZI SPA                            | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     17234 | NS      | $900425.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA            | RECORDATI SPA                        | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     19751 | NS      | $1160139.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                              | VALLOUREC SA                         | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |     19225 | NS      | $355107.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                                 | ALCON INC                            | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     40436 | NS      | $3902746.42   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC ORD                     | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    178693 | NS      | $11377363.68  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMETSCHEK SE                                             | NEMETSCHEK SE                        | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |     11137 | NS      | $1467304.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                                 | ESSITY AB B                          | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |    122000 | NS      | $3514024.11   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC                    | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1317263 | NS      | $8473013.08   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA HEALTHCARE LTD                                      | SIGMA HEALTHCARE LTD                 | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |   1171831 | NS      | $2261249.53   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TORAY INDUSTRIES INC                                      | TORAY INDUSTRIES INC                 | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |    331300 | NS      | $2115853.40   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA              | INTERNATIONAL CONS AIRLNS CDI        | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    489262 | NS      | $1699925.36   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                      | FASTIGHETS AB BALDER CL B            | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |    141643 | NS      | $1014090.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                 | LOGITECH INTL SA REG                 | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     31340 | NS      | $2355768.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | NOMURA HOLDINGS INC                  | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |    579000 | NS      | $3227093.92   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | TALANX AKTIENGESELLSCHAFT            | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     10436 | NS      | $1192882.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                 | TOKIO MARINE HOLDINGS INC            | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    389200 | NS      | $15600060.75  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBU AS                                                   | AMBU AS CL B                         | CUSIP: N/A<br>LEI: 5299008W2A69WX355710       | Long             | EC               | CORP              | DK        |     37056 | NS      | $661935.23    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                                           | SBM OFFSHORE NV                      | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     35812 | NS      | $752160.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                | HONGKONG LAND HLDGS LTD              | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |    209700 | NS      | $1026272.32   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION OYJ                                                 | ORION OYJ (NEW) B                    | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     22008 | NS      | $1374986.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                  | MOWI ASA                             | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     89914 | NS      | $1642987.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER and PAYKEL HEALTHCARE CORP                         | FISHER and PAYKEL HEALTHCARE CORP    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    117351 | NS      | $2367324.19   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ISETAN MITSUKOSHI HOLDINGS LTD                            | ISETAN MITSUKOSHI HOLDINGS LTD       | CUSIP: N/A<br>LEI: 529900SY5RZO92EFG035       | Long             | EC               | CORP              | JP        |     73700 | NS      | $947374.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIX PHARMACEUTICALS LIMITED                             | TELIX PHARMACEUTICALS LIMITED        | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |     58829 | NS      | $1022674.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VOPAK NV (KONINKLIJKE)                                    | VOPAK (KON) NV                       | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     12440 | NS      | $513536.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORPORATION                                  | KONAMI GROUP CORPORATION             | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     21000 | NS      | $2999136.20   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLY SPA                                                 | REPLY SPA                            | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      4558 | NS      | $809641.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer