# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-002985
**Filing Date:** 2025-12
**Character Count:** 74078
**Document Hash:** a9c8ce261140943c42ca0a0d2ca1c606
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002985.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000035402-25-002985

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251599950

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $958514104.70

**Total Liabilities:** $259296.05

**Net Assets:** $958254808.65

**Delayed Delivery Securities:** $36412.05

**Cash Not Reported:** $887191.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218747 | 3.57%                | 3.05%                | 1.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7339427.47              | $21670005.24                               |
| Month 2  | $8315940.66              | $15632887.73                               |
| Month 3  | $11463866.27             | $5708249.60                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUMITOMO ELECTRIC INDS LTD                                | SUMITOMO ELECTRIC INDS LTD             | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    174400 | NS      | $6393874.51   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LTD                                              | JB HI-FI LTD                           | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     23938 | NS      | $1640190.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JERONIMO MARTINS SGPS SA                                  | JERONIMO MARTINS and FILHO SGPS        | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |     60628 | NS      | $1561183.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAN PACIFIC INTERNATIONAL HOLDINGS LTD                    | PAN PACIFIC INTERNATIONAL HOLDINGS LTD | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |    453800 | NS      | $2699478.47   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| TENARIS SA                                                | TENARIS SA (ITALY)                     | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     73018 | NS      | $1451223.85   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                              | IBERDROLA SA                           | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    829221 | NS      | $16805196.78  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO HOLDING AG                                         | BELIMO HOLDING AG (REG)                | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      2155 | NS      | $2319018.33   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LION CORP                                                 | LION CORP                              | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     60800 | NS      | $599478.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURGY ENERGY GROUP SA                                   | NATURGY ENERGY GROUP SA                | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |     40475 | NS      | $1226054.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ROHM CO LTD                                               | ROHM CO LTD                            | CUSIP: N/A<br>LEI: 5493009V2FGDEP7JFE59       | Long             | EC               | CORP              | JP        |     75400 | NS      | $1211899.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |   1108971 | NS      | $4145382.35   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANSWICK PLC                                             | CRANSWICK PLC                          | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     11880 | NS      | $770193.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1800843 | NS      | $25210814.52  | 2.63%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                                           | SANDOZ GROUP AG                        | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |     96669 | NS      | $6426581.55   | 0.67%             |  |  |  | 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        |     25500 | NS      | $1243478.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                              | BRITISH AMERICAN TOBACCO PLC           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    113091 | NS      | $5792017.66   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | ESSILORLUXOTTICA                       | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     60298 | NS      | $22053140.07  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                                  | MITSUBISHI ESTATE CO LTD               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |    273900 | NS      | $5801113.49   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMIZU CORP                                              | SHIMIZU CORP                           | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    119300 | NS      | $1605142.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                  | ROLLS-ROYCE HOLDINGS PLC               | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1552379 | NS      | $23889265.14  | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LTD                                         | COMPUTERSHARE LTD                      | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |    118428 | NS      | $2833715.69   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA            | ACS ACTIVIDADES CONST Y SRV SA         | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     39907 | NS      | $3275114.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                 | ARGENX SE                              | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     12835 | NS      | $10505029.69  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO TIRE CORP                                            | TOYO TIRE CORP                         | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |     26900 | NS      | $737476.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                    | SAP SE                                 | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     99070 | NS      | $25765385.07  | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | BANKINTER SA                           | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |    142174 | NS      | $2141870.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                                | LEGRAND SA                             | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     56299 | NS      | $9722144.98   | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                             | FRESNILLO PLC                          | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     40476 | NS      | $1181511.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                                  | NEC CORP                               | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |    299700 | NS      | $10925407.83  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                    | OMV AG (AUSH100)                       | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     30432 | NS      | $1664775.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLREAL HOLDING AG                                        | ALLREAL HOLDING AG                     | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |      3214 | NS      | $767605.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK CORP                                                 | SCSK CORP                              | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     32400 | NS      | $1192267.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                                          | TOKYO GAS CO LTD                       | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     70100 | NS      | $2457207.19   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                  | ORACLE CORPORATION JAPAN               | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      7200 | NS      | $664823.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                           | MITSUBISHI HEAVY INDS LTD              | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    628300 | NS      | $18968179.16  | 1.98%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | MUNICH REINSURANCE (REG)               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     16030 | NS      | $9917663.50   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                               | ITALGAS SPA                            | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    135963 | NS      | $1424564.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN METROPOLITAN FUND INVEST                            | JAPAN METROPOLITAN FUND INVEST         | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |      1574 | NS      | $1216425.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                                                | BPER BANCA                             | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    217389 | NS      | $2594687.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG (REG)                      | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     48509 | NS      | $6003554.84   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE INS GROUP LTD                                         | QBE INSURANCE GROUP LTD                | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |    282425 | NS      | $3666247.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                                  | NOVA MEASURING INSTRUMENTS LTD         | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |      6233 | NS      | $2158294.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                                         | ELBIT SYSTEMS LTD                      | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |      5132 | NS      | $2456971.87   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    801919 | NS      | $8476081.77   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | QANTAS AIRWAYS LTD                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    156600 | NS      | $1045126.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    430826 | NS      | $8016113.59   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS PRIME SITE AG                                       | SWISS PRIME SITE AG                    | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     16452 | NS      | $2336705.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORP                                               | KINDEN CORPORATION                     | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |     25500 | NS      | $1022250.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTE OYJ                                                 | NESTE OYJ                              | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |     94640 | NS      | $1958653.43   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                                | USS CO LTD                             | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     90500 | NS      | $999487.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJITSU LTD                                               | FUJITSU LTD                            | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |    176300 | NS      | $4594458.31   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                              | OVERSEA-CHINESE BKG CORP LTD           | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    349800 | NS      | $4576747.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                                  | GAMES WORKSHOP GROUP CO PLC            | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      7129 | NS      | $1491903.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | HEIDELBERG MATERIALS AG                | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     28226 | NS      | $6621923.53   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                                    | TOYO SUISAN KAISHA LTD                 | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20900 | NS      | $1518236.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                              | WARTSILA                               | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     96045 | NS      | $3140736.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                 | BANDAI NAMCO HOLDINGS INC              | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     95100 | NS      | $2963274.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SANWA HOLDINGS CORP                                       | SANWA HOLDINGS CORP                    | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     48300 | NS      | $1319466.61   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                | MIZUHO FINANCIAL GROUP INC             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    477500 | NS      | $15994091.48  | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                               | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    383979 | NS      | $8990085.25   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL DC REIT                                            | KEPPEL DC REIT                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    378604 | NS      | $695193.27    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COLES GROUP LTD                                           | COLES GROUP LTD                        | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     78780 | NS      | $1136583.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                              | KLEPIERRE SA                           | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     48360 | NS      | $1847294.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TERUMO CORP                                               | TERUMO CORP                            | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |    195700 | NS      | $3158778.73   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                                   | ABB LTD                                | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    321407 | NS      | $23895822.02  | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | TECHNIP ENERGIES NV                    | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     28609 | NS      | $1161420.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                              | KYUSHU ELEC POWER CO INC               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |     99700 | NS      | $980114.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                                         | SIEMENS ENERGY AG                      | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    124280 | NS      | $15483465.28  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                            | AIR LIQUIDE SA                         | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     60530 | NS      | $11714910.67  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LAGERCRANTZ GROUP AB                                      | LAGERCRANTZ GROUP AB CL B              | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |     42134 | NS      | $1035138.61   | 0.11%             |  |  |  | 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        |    520200 | NS      | $14083795.38  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                                 | ORKLA ASA                              | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    162906 | NS      | $1651696.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDESA SA                                                 | ENDESA SA                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     68679 | NS      | $2461173.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PLC                                           | KERRY GROUP PLC CL A                   | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     13228 | NS      | $1206057.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                                | LONDONMETRIC PROPERITY PLC             | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    417411 | NS      | $1042967.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                                        | POSTE ITALIANE SPA                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    100103 | NS      | $2410365.98   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TELE2 AB                                                  | TELE2 AB B SHS                         | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    121780 | NS      | $1928559.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BK OF AUSTRALIA           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     28998 | NS      | $3256592.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                               | HOCHTIEF AG                            | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      3474 | NS      | $995470.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                             | OBAYASHI CORP                          | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    147400 | NS      | $2498272.66   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                     | LOTTOMATICA GROUP SPA                  | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     55101 | NS      | $1357890.15   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                    | DBS GROUP HOLDINGS LTD                 | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    382200 | NS      | $15835929.63  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNO NOBEL LTD                                            | DYNO NOBEL LTD                         | CUSIP: N/A<br>LEI: 254900UW2F3BKV6Z9V18       | Long             | EC               | CORP              | AU        |    365057 | NS      | $769118.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AZBIL CORP                                                | AZBIL CORPORATION                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    103400 | NS      | $1021520.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX JREIT INC                                            | ORIX JREIT INC REIT                    | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |      1214 | NS      | $821622.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAB AB                                                   | SAAB AB CL B                           | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     61518 | NS      | $3385119.56   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                                        | HIKARI TSUSHIN INC                     | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      4900 | NS      | $1297255.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RHEINMETALL                                               | RHEINMETALL AG ORD                     | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      3442 | NS      | $6750567.37   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                              | FUJIKURA LTD                           | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |     60400 | NS      | $8297112.45   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED UTILS GROUP PLC                                    | UNITED UTILITIES GROUP PLC             | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |    149296 | NS      | $2354542.51   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                              | CHUGAI PHARMACEUTICAL CO LTD           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |    136100 | NS      | $6228989.72   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB GROUP PLC                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    222430 | NS      | $2047225.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKASAGO THERMAL ENG CO LTD                               | TAKASAGO THERMAL ENG CO                | CUSIP: N/A<br>LEI: 353800VL9UEB0RUJLC67       | Long             | EC               | CORP              | JP        |     24400 | NS      | $724511.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG GROUP AG                                            | BAWAG GROUP AG                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     16734 | NS      | $2158377.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                                 | FRESENIUS MEDICAL CARE AG              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     43145 | NS      | $2316336.71   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                     | MITSUI FUDOSAN CO                      | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    491100 | NS      | $5103475.76   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLCIM AG                                                 | HOLCIM LTD                             | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |     37204 | NS      | $3307481.55   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SANRIO CO LTD                                             | SANRIO CO LTD                          | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     43500 | NS      | $2020177.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES LTD                             | KAWASAKI HEAVY INDUSTRIES LTD          | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |     35700 | NS      | $2872493.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL BM                | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    328117 | NS      | $6679249.52   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| LY CORPORATION                                            | LY CORPORATION                         | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    541400 | NS      | $1590913.44   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOUT24 SE                                                | SCOUT24 SE                             | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     16424 | NS      | $1896898.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CO LTD                                               | AEON CO LTD                            | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |    601900 | NS      | $9527837.58   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA CO AB                                               | TELIA CO AB                            | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    376238 | NS      | $1476398.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                                           | NINTENDO CO LTD                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    250600 | NS      | $21373647.98  | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA SA                                             | TELEFONICA SA                          | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |    871983 | NS      | $4421978.02   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                                    | OTSUKA HOLDINGS CO LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    110800 | NS      | $6020629.42   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFRAN SA                                                 | SAFRAN SA                              | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     67141 | NS      | $23856440.28  | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                                         | INPEX CORP                             | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    201900 | NS      | $3722003.11   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    259883 | NS      | $5334683.57   | 0.56%             |  |  |  | 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        |    476800 | NS      | $933897.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL SE                                              | FERROVIAL SE                           | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     66240 | NS      | $4061901.73   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                          | SOCIETE GENERALE SA CL A               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     67517 | NS      | $4281972.37   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA                                              | LEONARDO SPA                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     85123 | NS      | $5008185.30   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                       | BANCO BILBAO VIZ ARGENTARIA SA         | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1192058 | NS      | $24015304.23  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                    | SINGAPORE EXCHANGE LTD                 | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    162400 | NS      | $2112347.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOHAMA RUBBER CO LTD                                    | YOKOHAMA RUBBER CO                     | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |     32200 | NS      | $1154611.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU AERO ENGINES AG                                       | MTU AERO ENGINES AG                    | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     11370 | NS      | $4955238.91   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIMO HOLDING AG                                         | MOBIMO HOLDING AG                      | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |      1596 | NS      | $676279.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                                  | IHI CORPORATION                        | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |    237100 | NS      | $4946314.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                                      | ENDEAVOUR MINING PLC                   | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     41418 | NS      | $1672588.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BIPROGY INC                                               | BIPROGY INC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     17100 | NS      | $691944.71    | 0.07%             |  |  |  | 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        |    129900 | NS      | $7081305.70   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | DEUTSCHE TELEKOM AG (REGD)             | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    332474 | NS      | $10298443.80  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LYNAS RARE EARTHS LTD                                     | LYNAS RARE EARTHS LTD                  | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |    200521 | NS      | $2000813.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KAJIMA CORP                                               | KAJIMA CORP                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     58700 | NS      | $1895342.29   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA SPA                                        | TELECOM ITALIA SPA                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   4005160 | NS      | $2359979.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO LTD                                          | OSAKA GAS CO LTD                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     87100 | NS      | $2739996.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RYOHIN KEIKAKU CO LTD                                     | RYOHIN KEIKAKU CO LTD                  | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |    123400 | NS      | $2537503.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                                         | ADMIRAL GROUP PLC                      | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     31041 | NS      | $1335905.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                            | WESFARMERS LTD                         | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     88982 | NS      | $4890557.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSUKIYOCOCOKARA and CO                                  | MATSUKIYOCOCOKARA and CO               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     83700 | NS      | $1516658.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                             | UNICREDIT SPA                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    299883 | NS      | $22205344.43  | 2.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                   | SEKISUI CHEMICAL CO LTD                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     86400 | NS      | $1499708.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GALDERMA GROUP AG                                         | GALDERMA GROUP AG                      | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     28746 | NS      | $5304480.89   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                  | NEXT PLC                               | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     25021 | NS      | $4700422.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| VEND MARKETPLACES ASA                                     | VEND MARKETPLACES ASA RT 11/13/25      | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |     40742 | NS      | $90692.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SONY GROUP CORP                                           | SONY GROUP CORP                        | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    897700 | NS      | $25000574.97  | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   9552056 | NS      | $9553966.58   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODSIDE ENERGY GROUP LTD                                 | WOODSIDE ENERGY GROUP LTD              | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |    254264 | NS      | $4120463.68   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ASICS CORP                                                | ASICS CORP                             | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |    158800 | NS      | $4062996.56   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALI                                                  | GENERALI                               | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |    213915 | NS      | $8223080.34   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                              | GAZTRANSPORT ET TECHNIGA               | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      7132 | NS      | $1410672.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                                 | ZEGONA COMMUNICATIONS PLC              | CUSIP: N/A<br>LEI: 213800ASI1VZL2ED4S65       | Long             | EC               | CORP              | GB        |     48409 | NS      | $782217.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN HOTEL REIT INVESTMENT CORP                          | JAPAN HOTEL REIT INVESTMENT CORP       | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |      1124 | NS      | $654955.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                                       | SHIONOGI and CO LTD                    | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    175900 | NS      | $2944792.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK HAPOALIM B M                                         | BANK HAPOALIM LTD (REG)                | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |    289063 | NS      | $5881593.06   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORP                                | NIPPON SANSO HOLDINGS CORP             | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |     42000 | NS      | $1397547.21   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                       | IMPERIAL BRANDS PLC                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    163492 | NS      | $6496245.80   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                            | SINGAPORE TECH ENGINEERING LTD         | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    328200 | NS      | $2140763.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PLC                                                 | HALMA PLC                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     83404 | NS      | $3885275.42   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP SWISS PROPERTY AG                                     | PSP SWISS PROPERTY AG                  | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      9386 | NS      | $1622358.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | BABCOCK INTL GROUP PLC                 | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |    110685 | NS      | $1763785.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                 | SAMPO OYJ SER A                        | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    541029 | NS      | $6029129.92   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                             | RIGHTMOVE PLC                          | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    170062 | NS      | $1492381.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                                   | TIS INC                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     44500 | NS      | $1534731.69   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JX ADVANCED METALS CORP                                   | JX ADVANCED METALS CORP                | CUSIP: N/A<br>LEI: 353800NC6NPNKC4JEC58       | Long             | EC               | CORP              | JP        |    118300 | NS      | $1576719.23   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                 | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     25365 | NS      | $6505225.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSEUS MINING LTD                                        | PERSEUS MINING LTD                     | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    296805 | NS      | $945751.62    | 0.10%             |  |  |  | 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        |     97588 | NS      | $2133274.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                           | PRO MEDICUS LTD                        | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |     11478 | NS      | $1979725.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OJI HOLDINGS CORP                                         | OJI HOLDINGS CORP                      | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    196000 | NS      | $989983.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                              | 3I GROUP PLC                           | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    182529 | NS      | $10563066.40  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSELL LTD                                                | ANSELL LTD                             | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |     30808 | NS      | $735956.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                                    | TECHNOLOGY ONE LIMITED                 | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     63088 | NS      | $1523175.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI LTD                                               | HITACHI LTD                            | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    617400 | NS      | $21305127.51  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                                          | COCA COLA HBC AG                       | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     43124 | NS      | $1956760.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE PEETS BV                                              | JDE PEETS BV                           | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |     34320 | NS      | $1249271.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                                   | SKYLARK CO LTD                         | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |     49800 | NS      | $900930.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERAGENT INC                                            | CYBER AGENT INC                        | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |     92300 | NS      | $920544.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                             | BANCO BPM SPA                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    327651 | NS      | $4760491.62   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                 | TESCO PLC                              | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1418437 | NS      | $8559804.45   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                             | KONINKLIJKE AHOLD DELHAIZE NV          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     75842 | NS      | $3104258.69   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                              | CENTRICA PLC                           | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1056816 | NS      | $2489292.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                            | DAIFUKU CO LTD                         | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |     80900 | NS      | $2586952.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INDRA SISTEMAS                                            | INDRA SISTEMAS SA                      | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     16325 | NS      | $902463.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HLDGS INC JAPAN                                       | SBI HOLDINGS INC                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     59500 | NS      | $2669411.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                 | PROSUS NV                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |    291744 | NS      | $20153183.87  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION MINING LTD                                      | EVOLUTION MINING LTD                   | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |    433002 | NS      | $3076781.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                            | MSCI EAFE FUT DEC25 MFSZ5              | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       106 | NC      | $20332.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHO CO LTD (1ST SECTION)                                 | TOHO CO LTD                            | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |     27100 | NS      | $1592483.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZI SPA                                                 | BUZZI SPA                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     17929 | NS      | $1077724.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 11/13/2025                | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $234747.83    | 0.02%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                       | SOFTBANK GROUP CORP                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |     20000 | NS      | $3509373.54   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA            | RECORDATI SPA                          | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     20545 | NS      | $1219581.51   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICAJA BANCO                                             | UNICAJA BANCO SA                       | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    299744 | NS      | $808469.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC ORD                       | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    185891 | NS      | $11154273.43  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMETSCHEK SE                                             | NEMETSCHEK SE                          | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |     11586 | NS      | $1335460.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                                 | ESSITY AB B                            | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     60138 | NS      | $1651535.93   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT NV                                               | EURONEXT NV                            | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     20079 | NS      | $2869863.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1399133 | NS      | $10771249.29  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA HEALTHCARE LTD                                      | SIGMA HEALTHCARE LTD                   | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |   1248062 | NS      | $2539647.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA              | INTERNATIONAL CONS AIRLNS CDI          | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    508967 | NS      | $2794204.55   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                 | LOGITECH INTL SA REG                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     32673 | NS      | $3925226.02   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TALANX AG                                                 | TALANX AKTIENGESELLSCHAFT              | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     10857 | NS      | $1320260.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL SE                                              | FERROVIAL SE-SCRIP RT 12/31/2049       | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     66240 | NS      | $36412.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                                           | SBM OFFSHORE NV                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     38614 | NS      | $996988.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                | HONGKONG LAND HLDGS LTD                | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |    218100 | NS      | $1332591.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO1 GROUP SE                                            | AUTO1 GROUP SE                         | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |     30346 | NS      | $1064739.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                                 | ORION OYJ (NEW) B                      | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     23908 | NS      | $1668610.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                  | MOWI ASA                               | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     93527 | NS      | $2055345.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FISHER and PAYKEL HEALTHCARE CORP                         | FISHER and PAYKEL HEALTHCARE CORP      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |    122062 | NS      | $2591434.23   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORPORATION                                  | KONAMI GROUP CORPORATION               | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     22000 | NS      | $3674518.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer