# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002046
**Filing Date:** 2026-3
**Character Count:** 110337
**Document Hash:** 29c8372d577bf930b6675638b1b50e84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002046.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002046

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**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:** 26790644

**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           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI International Momentum Index Fund**

**January 31, 2026**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

IMI-NPRT1-0426

1.9898218.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.9%** | &nbsp;&nbsp;**Common Stocks - 98.9%** | &nbsp;&nbsp;**Common Stocks - 98.9%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 5.5%  |  |  |
| Consumer Discretionary - 0.7% |  |  |
| Broadline Retail - 0.5% |  |  |
| Wesfarmers Ltd  | 91731 | 5291648 |
| Specialty Retail - 0.2% |  |  |
| Eagers Automotive Ltd  | 44543 | 832200 |
| JB Hi-Fi Ltd  | 24639 | 1392320 |
|  |  | 2224520 |
| TOTAL CONSUMER DISCRETIONARY |  | 7516168 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Coles Group Ltd  | 81225 | 1203618 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Woodside Energy Group Ltd  | 262116 | 4628052 |
| Health Care - 0.5% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Ansell Ltd  | 31643 | 719209 |
| Health Care Providers & Services - 0.3% |  |  |
| Sigma Healthcare Ltd  | 1286637 | 2768485 |
| Health Care Technology - 0.1% |  |  |
| Pro Medicus Ltd  | 11833 | 1517132 |
| TOTAL HEALTH CARE |  | 5004826 |
| Industrials - 0.2% |  |  |
| Professional Services - 0.2% |  |  |
| ALS Ltd  | 114302 | 1961201 |
| Materials - 3.6% |  |  |
| Chemicals - 0.1% |  |  |
| Dyno Nobel Ltd  | 368187 | 899918 |
| Metals & Mining - 3.5% |  |  |
| Capricorn Metals Ltd (b) | 102282 | 1053404 |
| Evolution Mining Ltd  | 457595 | 4687287 |
| Fortescue Ltd  | 374689 | 5479208 |
| Genesis Minerals Ltd (b) | 257332 | 1360076 |
| Lynas Rare Earths Ltd (b) | 207359 | 2087302 |
| Mineral Resources Ltd (b) | 39639 | 1577490 |
| Northern Star Resources Ltd  | 322427 | 6497668 |
| Perseus Mining Ltd  | 304510 | 1251069 |
| PLS Group Ltd (b) | 689285 | 2059130 |
| Regis Resources Ltd  | 170653 | 957804 |
| Rio Tinto PLC  | 76080 | 6941108 |
| Sandfire Resources Ltd (b) | 103842 | 1435361 |
| Vault Minerals Ltd (b) | 235347 | 963637 |
| Westgold Resources Ltd  | 212925 | 1091270 |
|  |  | 37441814 |
| TOTAL MATERIALS |  | 38341732 |
| TOTAL AUSTRALIA |  | 58655597 |
| AUSTRIA - 0.5%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| OMV AG  | 31370 | 1861081 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| BAWAG Group AG (c)(d) | 17250 | 2809457 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| voestalpine AG  | 23740 | 1125608 |
| TOTAL AUSTRIA |  | 5796146 |
| BELGIUM - 0.7%  |  |  |
| Health Care - 0.7% |  |  |
| Pharmaceuticals - 0.7% |  |  |
| UCB SA  | 26147 | 7915701 |
| CHILE - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Antofagasta PLC  | 77760 | 3881578 |
| CHINA - 1.7%  |  |  |
| Consumer Discretionary - 1.7% |  |  |
| Broadline Retail - 1.6% |  |  |
| Prosus NV Class N  | 300224 | 17263262 |
| Specialty Retail - 0.1% |  |  |
| Chow Tai Fook Jewellery Group Ltd  | 489000 | 901371 |
| TOTAL CHINA |  | 18164633 |
| COTE D'IVOIRE - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Endeavour Mining PLC (United Kingdom)  | 42426 | 2451024 |
| DENMARK - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Jyske Bank A/S  | 9219 | 1342534 |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| ISS A/S  | 33369 | 1265833 |
| TOTAL DENMARK |  | 2608367 |
| FINLAND - 1.2%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Neste Oyj  | 97071 | 2480761 |
| Financials - 0.6% |  |  |
| Insurance - 0.6% |  |  |
| Sampo Oyj A Shares  | 557718 | 6219847 |
| Industrials - 0.4% |  |  |
| Machinery - 0.4% |  |  |
| Wartsila OYJ Abp  | 99009 | 4013723 |
| TOTAL FINLAND |  | 12714331 |
| FRANCE - 7.7%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Kering SA  | 7723 | 2410951 |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| Danone SA  | 27121 | 2125200 |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Technip Energies NV  | 29345 | 1149266 |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Gaztransport Et Technigaz SA  | 7353 | 1581932 |
| TOTAL ENERGY |  | 2731198 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Societe Generale SA Series A  | 69598 | 6098839 |
| Health Care - 1.9% |  |  |
| Biotechnology - 0.1% |  |  |
| Abivax SA (b) | 10989 | 1231420 |
| Health Care Equipment & Supplies - 1.8% |  |  |
| EssilorLuxottica SA  | 62158 | 19001810 |
| TOTAL HEALTH CARE |  | 20233230 |
| Industrials - 3.2% |  |  |
| Aerospace & Defense - 2.3% |  |  |
| Safran SA  | 69266 | 24748148 |
| Electrical Equipment - 0.9% |  |  |
| Legrand SA  | 58034 | 9265593 |
| TOTAL INDUSTRIALS |  | 34013741 |
| Real Estate - 0.2% |  |  |
| Retail REITs - 0.2% |  |  |
| Klepierre SA  | 49778 | 1914101 |
| Utilities - 1.1% |  |  |
| Multi-Utilities - 1.1% |  |  |
| Engie SA  | 395144 | 11797593 |
| TOTAL FRANCE |  | 81324853 |
| GERMANY - 7.7%  |  |  |
| Communication Services - 0.2% |  |  |
| Interactive Media & Services - 0.2% |  |  |
| Scout24 SE (c)(d) | 16902 | 1683924 |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Auto1 Group SE (b) | 31166 | 1030698 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.1% |  |  |
| flatexDEGIRO SE  | 19145 | 934066 |
| Insurance - 0.1% |  |  |
| Talanx AG  | 11191 | 1412749 |
| TOTAL FINANCIALS |  | 2346815 |
| Health Care - 0.7% |  |  |
| Health Care Providers & Services - 0.7% |  |  |
| Fresenius Medical Care AG  | 44476 | 2002266 |
| Fresenius SE & Co KGaA  | 92659 | 5185232 |
| TOTAL HEALTH CARE |  | 7187498 |
| Industrials - 3.8% |  |  |
| Aerospace & Defense - 1.0% |  |  |
| MTU Aero Engines AG  | 11721 | 5203111 |
| Rheinmetall AG  | 2359 | 4981503 |
|  |  | 10184614 |
| Construction & Engineering - 0.1% |  |  |
| HOCHTIEF AG  | 3678 | 1546828 |
| Electrical Equipment - 2.7% |  |  |
| Nordex SE (b) | 28242 | 1131511 |
| Siemens Energy AG (b) | 163007 | 27930001 |
|  |  | 29061512 |
| TOTAL INDUSTRIALS |  | 40792954 |
| Information Technology - 1.1% |  |  |
| Software - 1.1% |  |  |
| SAP SE  | 59944 | 11974920 |
| Materials - 0.7% |  |  |
| Construction Materials - 0.7% |  |  |
| Heidelberg Materials AG  | 28952 | 7929107 |
| Utilities - 0.9% |  |  |
| Multi-Utilities - 0.9% |  |  |
| E.ON SE  | 426382 | 9029184 |
| TOTAL GERMANY |  | 81975100 |
| HONG KONG - 0.8%  |  |  |
| Financials - 0.8% |  |  |
| Capital Markets - 0.8% |  |  |
| Hong Kong Exchanges & Clearing Ltd  | 150200 | 8280693 |
| IRELAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| AIB Group PLC  | 229295 | 2568461 |
| ISRAEL - 2.4%  |  |  |
| Financials - 1.5% |  |  |
| Banks - 1.5% |  |  |
| Bank Hapoalim BM  | 296660 | 7357042 |
| Bank Leumi Le-Israel BM  | 335429 | 8086916 |
| TOTAL FINANCIALS |  | 15443958 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Elbit Systems Ltd  | 5290 | 3751204 |
| Information Technology - 0.6% |  |  |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Nova Ltd (Israel) (b) | 6426 | 3192631 |
| Tower Semiconductor Ltd (b) | 25205 | 3426641 |
| TOTAL INFORMATION TECHNOLOGY |  | 6619272 |
| TOTAL ISRAEL |  | 25814434 |
| ITALY - 5.9%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Telecom Italia SpA/Milano (b) | 4238081 | 2863457 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Lottomatica Group Spa  | 56707 | 1392750 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.2% |  |  |
| Coca-Cola HBC AG  | 44236 | 2390948 |
| Financials - 4.6% |  |  |
| Banks - 3.3% |  |  |
| Banco BPM SpA  | 337758 | 5052561 |
| BPER Banca SPA  | 224092 | 3149013 |
| UniCredit SpA  | 307000 | 26753841 |
|  |  | 34955415 |
| Financial Services - 0.2% |  |  |
| Poste Italiane SpA (c)(d) | 103020 | 2710948 |
| Insurance - 1.1% |  |  |
| Generali  | 220508 | 8988829 |
| Unipol Assicurazioni SpA  | 100598 | 2238803 |
|  |  | 11227632 |
| TOTAL FINANCIALS |  | 48893995 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Leonardo SpA  | 87747 | 5863837 |
| Utilities - 0.2% |  |  |
| Gas Utilities - 0.2% |  |  |
| Italgas SpA  | 139488 | 1671609 |
| TOTAL ITALY |  | 63076596 |
| JAPAN - 27.0%  |  |  |
| Communication Services - 2.8% |  |  |
| Entertainment - 2.0% |  |  |
| Konami Group Corp  | 22700 | 3295871 |
| Nintendo Co Ltd  | 258300 | 15995372 |
| Toho Co Ltd/Tokyo  | 27800 | 1414969 |
|  |  | 20706212 |
| Wireless Telecommunication Services - 0.8% |  |  |
| SoftBank Group Corp  | 348300 | 9511163 |
| TOTAL COMMUNICATION SERVICES |  | 30217375 |
| Consumer Discretionary - 3.6% |  |  |
| Automobile Components - 0.9% |  |  |
| Sumitomo Electric Industries Ltd  | 178900 | 7772833 |
| Toyo Tire Corp  | 27400 | 735990 |
| Yokohama Rubber Co Ltd/The  | 33000 | 1298591 |
|  |  | 9807414 |
| Automobiles - 0.1% |  |  |
| Subaru Corp  | 44100 | 946746 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Food & Life Cos Ltd  | 26200 | 1434093 |
| Skylark Holdings Co Ltd  | 51300 | 1043833 |
|  |  | 2477926 |
| Household Durables - 1.9% |  |  |
| Sony Group Corp  | 925400 | 20403136 |
| Specialty Retail - 0.1% |  |  |
| USS Co Ltd  | 92900 | 1024685 |
| Textiles, Apparel & Luxury Goods - 0.4% |  |  |
| Asics Corp  | 163700 | 3929604 |
| TOTAL CONSUMER DISCRETIONARY |  | 38589511 |
| Consumer Staples - 1.0% |  |  |
| Consumer Staples Distribution & Retail - 0.9% |  |  |
| Aeon Co Ltd  | 627300 | 8572884 |
| Food Products - 0.1% |  |  |
| Toyo Suisan Kaisha Ltd  | 21500 | 1532340 |
| TOTAL CONSUMER STAPLES |  | 10105224 |
| Energy - 0.5% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Modec Inc  | 10800 | 1046782 |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Inpex Corp  | 207100 | 4607426 |
| TOTAL ENERGY |  | 5654208 |
| Financials - 4.1% |  |  |
| Banks - 3.8% |  |  |
| Mizuho Financial Group Inc  | 492200 | 21370311 |
| Sumitomo Mitsui Financial Group Inc  | 536300 | 18872639 |
|  |  | 40242950 |
| Capital Markets - 0.3% |  |  |
| SBI Holdings Inc  | 122000 | 2746498 |
| TOTAL FINANCIALS |  | 42989448 |
| Health Care - 1.0% |  |  |
| Pharmaceuticals - 1.0% |  |  |
| Otsuka Holdings Co Ltd  | 114200 | 6819089 |
| Shionogi & Co Ltd  | 180400 | 3714289 |
| TOTAL HEALTH CARE |  | 10533378 |
| Industrials - 6.3% |  |  |
| Building Products - 0.1% |  |  |
| Takasago Thermal Engineering Co Ltd  | 25100 | 724974 |
| Construction & Engineering - 1.5% |  |  |
| INFRONEER Holdings Inc  | 50800 | 760227 |
| Kajima Corp  | 101300 | 4123740 |
| Kandenko Co Ltd  | 23600 | 848325 |
| Kinden Corp  | 26100 | 1153217 |
| Obayashi Corp  | 148200 | 3339192 |
| Shimizu Corp  | 122700 | 2171194 |
| Taisei Corp  | 37100 | 3689384 |
|  |  | 16085279 |
| Electrical Equipment - 0.7% |  |  |
| Fujikura Ltd  | 62000 | 7840140 |
| Industrial Conglomerates - 2.2% |  |  |
| Hitachi Ltd  | 636400 | 22083167 |
| Machinery - 1.8% |  |  |
| Daifuku Co Ltd  | 83400 | 2984422 |
| IHI Corp  | 244000 | 5625433 |
| Mitsubishi Heavy Industries Ltd  | 329900 | 9713556 |
| Mitsui E&S Co Ltd  | 23200 | 1029878 |
|  |  | 19353289 |
| TOTAL INDUSTRIALS |  | 66086849 |
| Information Technology - 5.3% |  |  |
| Electronic Equipment, Instruments & Components - 0.4% |  |  |
| Azbil Corp  | 106100 | 923473 |
| Ibiden Co Ltd  | 63500 | 3376464 |
|  |  | 4299937 |
| IT Services - 1.6% |  |  |
| Fujitsu Ltd  | 181800 | 5051455 |
| NEC Corp  | 307400 | 10348630 |
| TIS Inc  | 45800 | 1331148 |
|  |  | 16731233 |
| Semiconductors & Semiconductor Equipment - 3.3% |  |  |
| Advantest Corp  | 172700 | 28461576 |
| Kioxia Holdings Corp (b) | 41400 | 5714035 |
|  |  | 34175611 |
| TOTAL INFORMATION TECHNOLOGY |  | 55206781 |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| JX Advanced Metals Corp  | 121400 | 1989733 |
| Mitsui Kinzoku Co Ltd  | 12900 | 1697939 |
| TOTAL MATERIALS |  | 3687672 |
| Real Estate - 1.4% |  |  |
| Office REITs - 0.1% |  |  |
| Orix JREIT Inc  | 1244 | 832763 |
| Real Estate Management & Development - 1.2% |  |  |
| Mitsubishi Estate Co Ltd  | 281900 | 7176829 |
| Mitsui Fudosan Co Ltd  | 506300 | 5782406 |
|  |  | 12959235 |
| Retail REITs - 0.1% |  |  |
| Japan Metropolitan Fund Invest  | 1621 | 1274720 |
| TOTAL REAL ESTATE |  | 15066718 |
| Utilities - 0.7% |  |  |
| Electric Utilities - 0.1% |  |  |
| Kyushu Electric Power Co Inc  | 102800 | 1144178 |
| Gas Utilities - 0.6% |  |  |
| Osaka Gas Co Ltd  | 89700 | 3358244 |
| Tokyo Gas Co Ltd  | 71900 | 3180585 |
|  |  | 6538829 |
| TOTAL UTILITIES |  | 7683007 |
| TOTAL JAPAN |  | 285820171 |
| MEXICO - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Fresnillo PLC  | 41516 | 2103048 |
| NETHERLANDS - 1.7%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Koninklijke Ahold Delhaize NV  | 78189 | 3054777 |
| Food Products - 0.1% |  |  |
| JDE Peet's NV  | 35205 | 1319510 |
| TOTAL CONSUMER STAPLES |  | 4374287 |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| SBM Offshore NV  | 38618 | 1383346 |
| Health Care - 1.2% |  |  |
| Biotechnology - 1.2% |  |  |
| Argenx SE (b) | 13784 | 11591951 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| ASML Holding NV  | 362 | 519074 |
| TOTAL NETHERLANDS |  | 17868658 |
| NEW ZEALAND - 0.3%  |  |  |
| Health Care - 0.3% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Fisher & Paykel Healthcare Corp Ltd  | 125845 | 2948260 |
| NIGERIA - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Airtel Africa PLC (c)(d) | 172666 | 754166 |
| NORWAY - 0.4%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| Mowi ASA  | 99863 | 2295797 |
| Orkla ASA  | 167956 | 1991648 |
| TOTAL NORWAY |  | 4287445 |
| SINGAPORE - 2.6%  |  |  |
| Financials - 2.0% |  |  |
| Banks - 1.8% |  |  |
| DBS Group Holdings Ltd  | 394000 | 18335666 |
| Capital Markets - 0.2% |  |  |
| Singapore Exchange Ltd  | 167500 | 2321378 |
| TOTAL FINANCIALS |  | 20657044 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Singapore Technologies Engineering Ltd  | 338300 | 2606194 |
| Real Estate - 0.4% |  |  |
| Diversified REITs - 0.2% |  |  |
| CapitaLand Integrated Commercial Trust  | 1303100 | 2448242 |
| Real Estate Management & Development - 0.1% |  |  |
| UOL Group Ltd  | 104800 | 893037 |
| Specialized REITs - 0.1% |  |  |
| Keppel DC REIT  | 389104 | 697396 |
| TOTAL REAL ESTATE |  | 4038675 |
| TOTAL SINGAPORE |  | 27301913 |
| SPAIN - 9.8%  |  |  |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Repsol SA  | 254288 | 5009755 |
| Financials - 6.5% |  |  |
| Banks - 6.5% |  |  |
| Banco Bilbao Vizcaya Argentaria SA  | 1097334 | 27854370 |
| Banco de Sabadell SA  | 974260 | 3816743 |
| Banco Santander SA  | 1763446 | 22515800 |
| Bankinter SA  | 145848 | 2492943 |
| CaixaBank SA  | 826650 | 10911937 |
| Unicaja Banco SA (c)(d) | 307131 | 1050671 |
| TOTAL FINANCIALS |  | 68642464 |
| Industrials - 0.5% |  |  |
| Construction & Engineering - 0.5% |  |  |
| ACS Actividades de Construccion y Servicios SA  | 44303 | 4970503 |
| ACS Actividades de Construccion y Servicios SA rights 2/3/2026 (b) | 44669 | 24568 |
| TOTAL INDUSTRIALS |  | 4995071 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Indra Sistemas SA (e) | 16720 | 1082120 |
| Utilities - 2.2% |  |  |
| Electric Utilities - 2.1% |  |  |
| Endesa SA  | 70804 | 2609306 |
| Iberdrola SA  | 854793 | 19218099 |
|  |  | 21827405 |
| Gas Utilities - 0.1% |  |  |
| Naturgy Energy Group SA  | 41724 | 1309636 |
| TOTAL UTILITIES |  | 23137041 |
| TOTAL SPAIN |  | 102866451 |
| SWEDEN - 1.5%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Telia Co AB  | 387868 | 1765708 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Tele2 AB B Shares  | 124913 | 2285105 |
| TOTAL COMMUNICATION SERVICES |  | 4050813 |
| Consumer Staples - 0.2% |  |  |
| Household Products - 0.2% |  |  |
| Essity AB B Shares  | 62018 | 1832516 |
| Industrials - 0.5% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Saab AB B Shares  | 63415 | 4947823 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Lagercrantz Group AB B Shares  | 43431 | 953702 |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| Boliden AB (b) | 64052 | 4505752 |
| TOTAL SWEDEN |  | 16290606 |
| SWITZERLAND - 4.7%  |  |  |
| Health Care - 1.3% |  |  |
| Pharmaceuticals - 1.3% |  |  |
| Galderma Group AG  | 29895 | 5572397 |
| Sandoz Group AG  | 99157 | 7847391 |
| TOTAL HEALTH CARE |  | 13419788 |
| Industrials - 2.7% |  |  |
| Electrical Equipment - 2.7% |  |  |
| ABB Ltd  | 331319 | 28525934 |
| Information Technology - 0.3% |  |  |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Logitech International SA  | 31886 | 2748700 |
| Real Estate - 0.4% |  |  |
| Real Estate Management & Development - 0.4% |  |  |
| Allreal Holding AG  | 3291 | 962119 |
| Mobimo Holding AG  | 1639 | 824747 |
| Swiss Prime Site AG  | 16966 | 2881620 |
| TOTAL REAL ESTATE |  | 4668486 |
| TOTAL SWITZERLAND |  | 49362908 |
| UNITED KINGDOM - 13.9%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Zegona Communications plc  | 49617 | 1069321 |
| Consumer Discretionary - 0.6% |  |  |
| Broadline Retail - 0.4% |  |  |
| Next PLC  | 25793 | 4681729 |
| Leisure Products - 0.2% |  |  |
| Games Workshop Group PLC  | 7350 | 1714782 |
| TOTAL CONSUMER DISCRETIONARY |  | 6396511 |
| Consumer Staples - 3.3% |  |  |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| Tesco PLC  | 1456573 | 8475509 |
| Food Products - 0.1% |  |  |
| Cranswick PLC  | 12233 | 880473 |
| Personal Care Products - 1.1% |  |  |
| Unilever PLC  | 170336 | 11587861 |
| Tobacco - 1.3% |  |  |
| British American Tobacco PLC  | 116583 | 7043199 |
| Imperial Brands PLC  | 168538 | 7098446 |
|  |  | 14141645 |
| TOTAL CONSUMER STAPLES |  | 35085488 |
| Financials - 5.5% |  |  |
| Banks - 5.4% |  |  |
| HSBC Holdings PLC  | 1856367 | 32748032 |
| NatWest Group PLC  | 1442269 | 13145973 |
| Standard Chartered PLC  | 421189 | 10776723 |
|  |  | 56670728 |
| Insurance - 0.1% |  |  |
| Admiral Group PLC  | 32000 | 1204148 |
| TOTAL FINANCIALS |  | 57874876 |
| Health Care - 0.1% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Smith & Nephew PLC  | 40852 | 696251 |
| Industrials - 3.3% |  |  |
| Aerospace & Defense - 2.8% |  |  |
| Babcock International Group PLC  | 112702 | 2212996 |
| Rolls-Royce Holdings PLC  | 1654117 | 27651836 |
|  |  | 29864832 |
| Commercial Services & Supplies - 0.1% |  |  |
| Serco Group PLC  | 226751 | 930824 |
| Construction & Engineering - 0.1% |  |  |
| Balfour Beatty PLC  | 111234 | 1086758 |
| Passenger Airlines - 0.3% |  |  |
| International Consolidated Airlines Group SA  | 516018 | 2952882 |
| TOTAL INDUSTRIALS |  | 34835296 |
| Information Technology - 0.4% |  |  |
| Electronic Equipment, Instruments & Components - 0.4% |  |  |
| Halma PLC  | 85556 | 4148980 |
| Real Estate - 0.1% |  |  |
| Industrial REITs - 0.1% |  |  |
| LondonMetric Property PLC  | 430624 | 1177899 |
| Utilities - 0.5% |  |  |
| Multi-Utilities - 0.3% |  |  |
| Centrica PLC  | 1053830 | 2753515 |
| Water Utilities - 0.2% |  |  |
| United Utilities Group PLC  | 153669 | 2622104 |
| TOTAL UTILITIES |  | 5375619 |
| TOTAL UNITED KINGDOM |  | 146660241 |
| UNITED STATES - 1.6%  |  |  |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Tenaris SA  | 74891 | 1663550 |
| Health Care - 0.7% |  |  |
| Pharmaceuticals - 0.7% |  |  |
| GSK PLC  | 4555 | 117800 |
| Novartis AG  | 50007 | 7419530 |
| TOTAL HEALTH CARE |  | 7537330 |
| Industrials - 0.7% |  |  |
| Construction & Engineering - 0.7% |  |  |
| Ferrovial SE  | 105785 | 7149866 |
| Materials - 0.0% |  |  |
| Construction Materials - 0.0% |  |  |
| Buzzi SpA  | 18482 | 1049814 |
| TOTAL UNITED STATES |  | 17400560 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $716,366,581) |  | <br> **1048891941** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (h)<br>(Cost $193,776)<br>| 3.82 | 194000 | **193806** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** | &nbsp;&nbsp;**Money Market Funds - 0.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 3.70 | 8583972 | 8585688 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 3.70 | 94473 | 94483 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $8,680,171) |  |  | **8680171** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $725,240,528)<br>| <br>**1057765918** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%** (f)  | **3201875** |
| **NET ASSETS - 100.0%** | **1060967793** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI EAFE Index Contracts (United States) | 80 | 3/2026 | 12147200 | 146612 |
| The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. | The notional amount of long futures as a percentage of Net Assets is 1.1%. |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Non-income producing.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $9,009,166 or 0.8% of net assets.

(d) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $9,009,166 or 0.8% of net assets.

(e) Security or a portion of the security is on loan at period end.

(f) Includes $177,524 of cash collateral to cover margin requirements for futures contracts.

(g) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(h) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $193,806.

(i) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(j) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 9553967 | 18924821 | 19893090 | 50780 | (10) | - | 8585688 | 8583972 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | - | 5506826 | 5412435 | 17346 | 92 | - | 94483 | 94473 | 0.0% |
| Total | 9553967 | 24431647 | 25305525 | 68126 | 82 | - | 8680171 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Equity securities, including restricted securities, for which market quotations are readily available, are valued at the last reported sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day or closing prices are not available, securities are valued at the last quoted bid price or may be valued using the last available price and are generally categorized as Level 2 in the hierarchy. For any foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Equity Risk - Equity risk relates to the fluctuations in the value of financial instruments as a result of changes in market prices (other than those arising from interest rate risk or foreign exchange risk), whether caused by factors specific to an individual investment, its issuer, or all factors affecting all instruments traded in a market or market segment.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the stock market.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## 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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1061328445.09

**Total Liabilities:** $385456.13

**Net Assets:** $1060942988.96

**Cash Not Reported:** $487115.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218747 | 0.38%                | 1.64%                | 6.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8748668.18              | $-6999883.65                               |
| Month 2  | $2375671.63              | $12716323.66                               |
| Month 3  | $17481137.40             | $43922261.39                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | ACS ACTIVIDADES CONST Y SRV SA                               | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     44303 | NS      | $4970503.22   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTEST CORP                                 | ADVANTEST CORP                                               | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |    172700 | NS      | $28461575.99  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTE OYJ                                      | NESTE OYJ                                                    | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |     97071 | NS      | $2480760.66   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LTD                                   | JB HI-FI LTD                                                 | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     24639 | NS      | $1392320.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                                | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    374689 | NS      | $5479208.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSELL LTD                                     | ANSELL LTD                                                   | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |     31643 | NS      | $719209.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                | ANTOFAGASTA PLC                                              | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     77760 | NS      | $3881577.63   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                | PRO MEDICUS LTD                                              | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |     11833 | NS      | $1517132.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIMO HOLDING AG                              | MOBIMO HOLDING AG                                            | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |      1639 | NS      | $824747.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNO NOBEL LTD                                 | DYNO NOBEL LTD                                               | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |    368187 | NS      | $899918.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU AERO ENGINES AG                            | MTU AERO ENGINES AG                                          | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     11721 | NS      | $5203111.03   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALI                                       | GENERALI                                                     | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |    220508 | NS      | $8988829.26   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                                              | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       362 | NS      | $519073.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                                     | ASICS CORP                                                   | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |    163700 | NS      | $3929603.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGMA HEALTHCARE LTD                           | SIGMA HEALTHCARE LTD                                         | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |   1286637 | NS      | $2768484.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK INTL GROUP PLC                         | BABCOCK INTL GROUP PLC                                       | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |    112702 | NS      | $2212996.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B M                              | BANK HAPOALIM LTD (REG)                                      | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |    296660 | NS      | $7357041.67   | 0.69%             |  |  |  | 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        |   1097334 | NS      | $27854370.07  | 2.63%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGERS AUTOMOTIVE LTD                          | EAGERS AUTOMOTIVE LTD                                        | CUSIP: N/A<br>LEI: 2549009FI5JQMNR9RJ37       | Long             | EC               | CORP              | AU        |     44543 | NS      | $832200.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | BANK LEUMI LE-ISRAEL BM                                      | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    335429 | NS      | $8086916.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                                   | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    207100 | NS      | $4607426.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BALFOUR BEATTY PLC                             | BALFOUR BEATTY PLC                                           | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |    111234 | NS      | $1086758.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A / S                                      | ISS HOLDINGS A/S                                             | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     33369 | NS      | $1265833.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                                     | BPER BANCA                                                   | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    224092 | NS      | $3149013.45   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                                           | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   1763446 | NS      | $22515800.36  | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLREAL HOLDING AG                             | ALLREAL HOLDING AG                                           | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |      3291 | NS      | $962118.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                              | ADMIRAL GROUP PLC                                            | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     32000 | NS      | $1204147.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST         | CAPITALAND INTEGRATED COMMERCIAL TRUST                       | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |   1303100 | NS      | $2448242.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                                 | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    116583 | NS      | $7043198.89   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZI SPA                                      | BUZZI SPA                                                    | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     18482 | NS      | $1049814.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALS LTD                                        | ALS LTD                                                      | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |    114302 | NS      | $1961201.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLIDEN AB                                     | BOLIDEN AB                                                   | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |     64052 | NS      | $4505751.69   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERAL RESOURCES LTD                          | MINERAL RESOURCES LTD                                        | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |     39639 | NS      | $1577489.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LYNAS RARE EARTHS LTD                          | LYNAS RARE EARTHS LTD                                        | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |    207359 | NS      | $2087302.47   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                                 | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1053830 | NS      | $2753514.81   | 0.26%             |  |  |  | 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        |    100598 | NS      | $2238803.09   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                   | CAIXABANK SA                                                 | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    826650 | NS      | $10911936.65  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                     | LONDONMETRIC PROPERITY PLC                                   | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    430624 | NS      | $1177899.46   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                             | POSTE ITALIANE SPA                                           | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    103020 | NS      | $2710947.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSEUS MINING LTD                             | PERSEUS MINING LTD                                           | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    304510 | NS      | $1251068.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                        | TIS INC                                                      | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     45800 | NS      | $1331147.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                               | COCA COLA HBC AG                                             | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     44236 | NS      | $2390948.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEC INC                                      | MODEC INC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     10800 | NS      | $1046782.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                                | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     41516 | NS      | $2103047.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    395144 | NS      | $11797592.69  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILS GROUP PLC                         | UNITED UTILITIES GROUP PLC                                   | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |    153669 | NS      | $2622104.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTGOLD RESOURCES LTD                         | WESTGOLD RESOURCES LTD                                       | CUSIP: N/A<br>LEI: 2549003AMX9BL7CKBQ74       | Long             | EC               | CORP              | AU        |    212925 | NS      | $1091269.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                     | MIZUHO FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    492200 | NS      | $21370310.52  | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CRANSWICK PLC                                  | CRANSWICK PLC                                                | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     12233 | NS      | $880472.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                 | DAIFUKU CO LTD                                               | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |     83400 | NS      | $2984422.33   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     27121 | NS      | $2125200.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                         | DBS GROUP HOLDINGS LTD                                       | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    394000 | NS      | $18335665.44  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKINTER SA                                   | BANKINTER SA                                                 | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |    145848 | NS      | $2492942.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                    | NORTHERN STAR RESOURCES LTD                                  | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |    322427 | NS      | $6497667.89   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDFIRE RESOURCES NL                          | SANDFIRE RESOURCES LTD                                       | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |    103842 | NS      | $1435360.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRICORN METALS LTD                           | CAPRICORN METALS LTD                                         | CUSIP: N/A<br>LEI: 529900CRG304NUYMOV23       | Long             | EC               | CORP              | AU        |    102282 | NS      | $1053404.01   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS MINERALS LTD                           | GENESIS MINERALS LTD                                         | CUSIP: N/A<br>LEI: 894500AK5BVRCNP0FP48       | Long             | EC               | CORP              | AU        |    257332 | NS      | $1360075.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                      | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    426382 | NS      | $9029183.68   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LTD                           | EVOLUTION MINING LTD                                         | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |    457595 | NS      | $4687286.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                              | ELBIT SYSTEMS LTD                                            | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |      5290 | NS      | $3751204.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                      | ENDESA SA                                                    | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     70804 | NS      | $2609306.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSILORLUXOTTICA                               | ESSILORLUXOTTICA                                             | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     62158 | NS      | $19001810.36  | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VAULT MINERALS LTD                             | VAULT MINERALS LTD                                           | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |    235347 | NS      | $963637.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIS RESOURCES LTD                            | REGIS RESOURCES LTD                                          | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |    170653 | NS      | $957803.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                                       | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    167500 | NS      | $2321378.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                                   | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8583972 | NS      | $8585688.48   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund                | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |     94197 | NS      | $94206.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO SPA                                   | LEONARDO SPA                                                 | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     87747 | NS      | $5863837.10   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXT PLC                                       | NEXT PLC                                                     | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     25793 | NS      | $4681729.39   | 0.44%             |  |  |  | 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        |    536300 | NS      | $18872638.92  | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| FISHER and PAYKEL HEALTHCARE CORP              | FISHER and PAYKEL HEALTHCARE CORP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    125845 | NS      | $2948260.29   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG                                    | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     44476 | NS      | $2002265.88   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                                     | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     92659 | NS      | $5185232.26   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                                  | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     44100 | NS      | $946746.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJITSU LTD                                    | FUJITSU LTD                                                  | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |    181800 | NS      | $5051455.28   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                       | GAMES WORKSHOP GROUP CO PLC                                  | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      7350 | NS      | $1714782.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURGY ENERGY GROUP SA                        | NATURGY ENERGY GROUP SA                                      | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |     41724 | NS      | $1309635.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                   | FUJIKURA LTD                                                 | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |     62000 | NS      | $7840139.57   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                           | BANCO DE SABADELL SA                                         | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |    974260 | NS      | $3816743.21   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                      | ORKLA ASA                                                    | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    167956 | NS      | $1991648.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                      | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |      4555 | NS      | $117799.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                         | OTSUKA HOLDINGS CO LTD                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    114200 | NS      | $6819088.91   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PLC                                      | HALMA PLC                                                    | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     85556 | NS      | $4148980.36   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONS AIRLNS CDI                                | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    516018 | NS      | $2952881.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC HOLDINGS PLC                                            | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1856367 | NS      | $32748031.09  | 3.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FLATEXDEGIRO SE                                | FLATEXDEGIRO SE                                              | CUSIP: N/A<br>LEI: 529900IRBZTADXJB6757       | Long             | EC               | CORP              | DE        |     19145 | NS      | $934065.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                    | HITACHI LTD                                                  | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    636400 | NS      | $22083166.53  | 2.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                    | HOCHTIEF AG                                                  | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      3678 | NS      | $1546827.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG EXCHANGES and CLEARING LTD           | HONG KONG EXCHS and CLEARING LTD                             | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |    150200 | NS      | $8280693.09   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS AG                        | HEIDELBERG MATERIALS AG                                      | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     28952 | NS      | $7929107.38   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY CO LTD                 | CHOW TAI FOOK JEWELLERY CO LTD                               | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |    489000 | NS      | $901370.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                                          | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    168538 | NS      | $7098446.32   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| IBIDEN CO LTD                                  | IBIDEN CO LTD                                                | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     63500 | NS      | $3376463.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IBERDROLA SA                                   | IBERDROLA SA                                                 | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    854793 | NS      | $19218098.53  | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI CORP                                       | IHI CORPORATION                                              | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |    244000 | NS      | $5625432.93   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JYSKE BANK                                     | JYSKE BANK AS (REG)                                          | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |      9219 | NS      | $1342533.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                      | TALANX AKTIENGESELLSCHAFT                                    | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     11191 | NS      | $1412749.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CO LTD                                    | AEON CO LTD                                                  | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |    627300 | NS      | $8572883.82   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                                    | KAJIMA CORP                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    101300 | NS      | $4123739.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KANDENKO CO LTD                                | KANDENKO CO LTD                                              | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |     23600 | NS      | $848325.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORP                                    | KINDEN CORPORATION                                           | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |     26100 | NS      | $1153216.59   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                   | KLEPIERRE SA                                                 | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     49778 | NS      | $1914101.19   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                                | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     78189 | NS      | $3054776.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORPORATION                       | KONAMI GROUP CORPORATION                                     | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     22700 | NS      | $3295871.03   | 0.31%             |  |  |  | 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        |    102800 | NS      | $1144178.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                        | ABB LTD                                                      | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    331319 | NS      | $28525933.82  | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGRAND SA                                     | LEGRAND SA                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     58034 | NS      | $9265592.83   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| LAGERCRANTZ GROUP AB                           | LAGERCRANTZ GROUP AB CL B                                    | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |     43431 | NS      | $953702.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                      | LOGITECH INTL SA REG                                         | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     31886 | NS      | $2748700.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN METROPOLITAN FUND INVEST                 | JAPAN METROPOLITAN FUND INVEST                               | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |      1621 | NS      | $1274720.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                                | SBM OFFSHORE NV                                              | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     38618 | NS      | $1383346.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                   | WARTSILA                                                     | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     99009 | NS      | $4013722.89   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                       | MITSUBISHI ESTATE CO LTD                                     | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |    281900 | NS      | $7176828.64   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI KINZOKU CO LTD                          | MITSUI KINZOKU CO LTD                                        | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |     12900 | NS      | $1697938.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                | MITSUBISHI HEAVY INDS LTD                                    | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    329900 | NS      | $9713555.57   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI E and S CO LTD                          | MITSUI E and S CO LTD                                        | CUSIP: N/A<br>LEI: 5493007T2YKKWF2NYN82       | Long             | EC               | CORP              | JP        |     23200 | NS      | $1029878.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                          | MITSUI FUDOSAN CO                                            | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    506300 | NS      | $5782406.63   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEX SE                                      | NORDEX SE                                                    | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |     28242 | NS      | $1131510.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                       | NEC CORP                                                     | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |    307400 | NS      | $10348630.14  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                                | NINTENDO CO LTD                                              | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    258300 | NS      | $15995371.84  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX JREIT INC                                 | ORIX JREIT INC REIT                                          | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |      1244 | NS      | $832762.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                                            | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     50007 | NS      | $7419529.51   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                   | GAZTRANSPORT ET TECHNIGA                                     | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      7353 | NS      | $1581931.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                         | OMV AG (AUSH100)                                             | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     31370 | NS      | $1861080.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                  | OBAYASHI CORP                                                | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    148200 | NS      | $3339192.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                       | NOVA MEASURING INSTRUMENTS LTD                               | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |      6426 | NS      | $3192631.43   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL YPF SA                                  | REPSOL SA                                                    | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    254288 | NS      | $5009754.75   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                               | OSAKA GAS CO LTD                                             | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     89700 | NS      | $3358243.73   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                       | MOWI ASA                                                     | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     99863 | NS      | $2295796.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KERING SA                                      | KERING                                                       | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      7723 | NS      | $2410950.78   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL DC REIT                                 | KEPPEL DC REIT                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    389104 | NS      | $697395.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                      | ZEGONA COMMUNICATIONS PLC                                    | CUSIP: N/A<br>LEI: 213800ASI1VZL2ED4S65       | Long             | EC               | CORP              | GB        |     49617 | NS      | $1069321.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL                                    | RHEINMETALL AG ORD                                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      2359 | NS      | $4981502.73   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                                | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     76080 | NS      | $6941108.16   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIVAX SA                                      | ABIVAX SA                                                    | CUSIP: N/A<br>LEI: 969500D8TMNB184OJU95       | Long             | EC               | CORP              | FR        |     10989 | NS      | $1231419.71   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENX SE                                      | ARGENX SE                                                    | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     13784 | NS      | $11591950.65  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                       | ROLLS-ROYCE HOLDINGS PLC                                     | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1654117 | NS      | $27651835.10  | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                                            | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1442269 | NS      | $13145972.18  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SAAB AB                                        | SAAB AB CL B                                                 | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     63415 | NS      | $4947821.96   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                      | SAFRAN SA                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     69266 | NS      | $24748148.01  | 2.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PLS GROUP LIMITED                              | PLS GROUP LIMITED                                            | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |    689285 | NS      | $2059129.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                         | SAP SE                                                       | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     59944 | NS      | $11974919.68  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                      | SAMPO OYJ SER A                                              | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    557718 | NS      | $6219847.30   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| SERCO GROUP PLC                                | SERCO GROUP PLC                                              | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |    226751 | NS      | $930824.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                   | SHIMIZU CORP                                                 | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    122700 | NS      | $2171193.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                        | SKYLARK CO LTD                                               | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |     51300 | NS      | $1043833.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                | SONY GROUP CORP                                              | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    925400 | NS      | $20403135.08  | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SOFTBANK GROUP CORP                                          | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |    348300 | NS      | $9511163.02   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH and NEPHEW PLC                           | SMITH and NEPHEW PLC                                         | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |     40852 | NS      | $696251.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                                     | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     69598 | NS      | $6098838.81   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                                       | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    421189 | NS      | $10776723.42  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI HLDGS INC JAPAN                            | SBI HOLDINGS INC                                             | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |    122000 | NS      | $2746497.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDS LTD                     | SUMITOMO ELECTRIC INDS LTD                                   | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    178900 | NS      | $7772832.77   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                            | SWISS PRIME SITE AG                                          | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     16966 | NS      | $2881619.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKASAGO THERMAL ENG CO LTD                    | TAKASAGO THERMAL ENG CO                                      | CUSIP: N/A<br>LEI: 353800VL9UEB0RUJLC67       | Long             | EC               | CORP              | JP        |     25100 | NS      | $724974.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA SPA                             | TELECOM ITALIA SPA                                           | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   4238081 | NS      | $2863457.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TELE2 AB                                       | TELE2 AB B SHS                                               | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    124913 | NS      | $2285105.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA CO AB                                    | TELIA CO AB                                                  | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    387868 | NS      | $1765708.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                     | TENARIS SA (ITALY)                                           | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     74891 | NS      | $1663550.35   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PLC                                      | TESCO PLC                                                    | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1456573 | NS      | $8475508.93   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHO CO LTD (1ST SECTION)                      | TOHO CO LTD                                                  | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |     27800 | NS      | $1414968.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                        | TOWER SEMICONDCTR LTD                                        | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     25205 | NS      | $3426640.75   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                         | TOYO SUISAN KAISHA LTD                                       | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     21500 | NS      | $1532340.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                                             | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     71900 | NS      | $3180585.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO TIRE CORP                                 | TOYO TIRE CORP                                               | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |     27400 | NS      | $735989.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                   | UNILEVER PLC ORD                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    170336 | NS      | $11587860.73  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL GROUP LIMITED                              | UOL GROUP LIMITED                                            | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |    104800 | NS      | $893036.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                  | UNICREDIT SPA                                                | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    307000 | NS      | $26753840.13  | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                         | UCB SA                                                       | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     26147 | NS      | $7915700.71   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                               | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |     23740 | NS      | $1125608.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                     | USS CO LTD                                                   | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     92900 | NS      | $1024685.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                 | WESFARMERS LTD                                               | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     91731 | NS      | $5291647.19   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| TAISEI CORP                                    | TAISEI CORP                                                  | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |     37100 | NS      | $3689383.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                                          | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    180400 | NS      | $3714289.51   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| INDRA SISTEMAS                                 | INDRA SISTEMAS SA                                            | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     16720 | NS      | $1082120.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| WOODSIDE ENERGY GROUP LTD                      | WOODSIDE ENERGY GROUP LTD                                    | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    262116 | NS      | $4628052.36   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| AZBIL CORP                                     | AZBIL CORPORATION                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    106100 | NS      | $923473.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOHAMA RUBBER CO LTD                         | YOKOHAMA RUBBER CO                                           | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |     33000 | NS      | $1298591.37   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                 | SINGAPORE TECH ENGINEERING LTD                               | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    338300 | NS      | $2606194.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOD and LIFE COMPANIES LTD                    | FOOD and LIFE COMPANIES LTD                                  | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |     26200 | NS      | $1434092.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                                    | ITALGAS SPA                                                  | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    139488 | NS      | $1671608.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                                | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    337758 | NS      | $5052561.45   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICAJA BANCO                                  | UNICAJA BANCO SA                                             | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    307131 | NS      | $1050670.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                      | ESSITY AB B                                                  | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     62018 | NS      | $1832516.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG GROUP AG                                 | BAWAG GROUP AG                                               | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     17250 | NS      | $2809457.31   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                  | AIB GROUP PLC                                                | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    229295 | NS      | $2568461.13   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOUT24 SE                                     | SCOUT24 SE                                                   | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     16902 | NS      | $1683923.74   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LTD                                | COLES GROUP LTD                                              | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     81225 | NS      | $1203618.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRTEL AFRICA LTD                              | AIRTEL AFRICA LTD                                            | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |    172666 | NS      | $754165.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                      | PROSUS NV                                                    | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |    300224 | NS      | $17263262.11  | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                   | JDE PEETS BV                                                 | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     35205 | NS      | $1319510.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                    | KIOXIA HOLDINGS CORPORATION                                  | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |     41400 | NS      | $5714034.63   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                              | SIEMENS ENERGY AG                                            | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    163007 | NS      | $27930001.30  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO1 GROUP SE                                 | AUTO1 GROUP SE                                               | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |     31166 | NS      | $1030699.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                            | TECHNIP ENERGIES NV                                          | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     29345 | NS      | $1149266.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                           | ENDEAVOUR MINING PLC                                         | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     42426 | NS      | $2451023.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRONEER HOLDINGS INC                         | INFRONEER HOLDINGS INC                                       | CUSIP: N/A<br>LEI: 353800G6TWA2W0MY9K16       | Long             | EC               | CORP              | JP        |     50800 | NS      | $760227.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GALDERMA GROUP AG                              | GALDERMA GROUP AG                                            | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     29895 | NS      | $5572397.56   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                          | LOTTOMATICA GROUP SPA                                        | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     56707 | NS      | $1392749.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL SE                                   | FERROVIAL SE                                                 | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |    105785 | NS      | $7149866.10   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDOZ GROUP AG                                | SANDOZ GROUP AG                                              | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |     99157 | NS      | $7847390.54   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT MAR26 MFSH6                                    | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        80 | NC      | $146612.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JX ADVANCED METALS CORP                        | JX ADVANCED METALS CORP                                      | CUSIP: N/A<br>LEI: 353800NC6NPNKC4JEC58       | Long             | EC               | CORP              | JP        |    121400 | NS      | $1989733.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 02/12/2026                                      | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $193806.38    | 0.02%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA RT 02/03/2026 | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     44669 | NS      | $24568.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer