# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002059
**Filing Date:** 2026-3
**Character Count:** 101005
**Document Hash:** ce293a038de35a79c000e336c951b132
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002059.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002059

**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:** 26790657

**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 Quality Index Fund (Series ID: S000068375)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000218748 | Fidelity SAI International Quality Index Fund | FQITX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI International Quality 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.

IQI-NPRT1-0426

1.9898216.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.7%** | &nbsp;&nbsp;**Common Stocks - 98.7%** | &nbsp;&nbsp;**Common Stocks - 98.7%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 4.2%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Telstra Group Ltd  | 1436701 | 4882180 |
| Interactive Media & Services - 0.3% |  |  |
| REA Group Ltd  | 18101 | 2391729 |
| SEEK Ltd  | 128795 | 1880724 |
|  |  | 4272453 |
| TOTAL COMMUNICATION SERVICES |  | 9154633 |
| Consumer Discretionary - 2.1% |  |  |
| Broadline Retail - 1.5% |  |  |
| Wesfarmers Ltd  | 409228 | 23606962 |
| Hotels, Restaurants & Leisure - 0.5% |  |  |
| Aristocrat Leisure Ltd  | 223883 | 8350054 |
| Specialty Retail - 0.1% |  |  |
| JB Hi-Fi Ltd  | 39420 | 2227576 |
| TOTAL CONSUMER DISCRETIONARY |  | 34184592 |
| Financials - 0.6% |  |  |
| Capital Markets - 0.3% |  |  |
| ASX Ltd  | 70054 | 2794239 |
| HUB24 Ltd  | 29267 | 2068374 |
|  |  | 4862613 |
| Insurance - 0.3% |  |  |
| Medibank Pvt Ltd  | 992953 | 3194466 |
| Steadfast Group Ltd  | 398872 | 1452656 |
|  |  | 4647122 |
| TOTAL FINANCIALS |  | 9509735 |
| Health Care - 0.4% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Cochlear Ltd  | 23580 | 4418604 |
| Health Care Technology - 0.1% |  |  |
| Pro Medicus Ltd  | 19962 | 2559367 |
| TOTAL HEALTH CARE |  | 6977971 |
| Industrials - 0.0% |  |  |
| Construction & Engineering - 0.0% |  |  |
| Ventia Services Group Pty Ltd  | 301480 | 1213428 |
| Information Technology - 0.3% |  |  |
| Software - 0.3% |  |  |
| Technology One Ltd  | 109770 | 1925482 |
| WiseTech Global Ltd  | 76008 | 3069834 |
| TOTAL INFORMATION TECHNOLOGY |  | 4995316 |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Perseus Mining Ltd  | 487098 | 2001225 |
| Ramelius Resources Ltd  | 689521 | 2266298 |
| TOTAL MATERIALS |  | 4267523 |
| TOTAL AUSTRALIA |  | 70303198 |
| AUSTRIA - 0.3%  |  |  |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| ANDRITZ AG  | 25873 | 2238805 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Verbund AG Class A  | 30075 | 2208480 |
| TOTAL AUSTRIA |  | 4447285 |
| BELGIUM - 1.2%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Distributors - 0.1% |  |  |
| D'ieteren Group  | 7356 | 1681979 |
| Financials - 0.3% |  |  |
| Insurance - 0.3% |  |  |
| Ageas SA/NV  | 64554 | 4587319 |
| Health Care - 0.8% |  |  |
| Pharmaceuticals - 0.8% |  |  |
| UCB SA  | 43480 | 13163065 |
| TOTAL BELGIUM |  | 19432363 |
| CHINA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Chow Tai Fook Jewellery Group Ltd  | 782600 | 1442562 |
| DENMARK - 3.6%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Pandora A/S  | 28483 | 2301118 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Ringkjoebing Landbobank A/S  | 9200 | 2321776 |
| Health Care - 3.3% |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Demant A/S (b) | 32375 | 1132548 |
| Pharmaceuticals - 3.2% |  |  |
| Novo Nordisk A/S Series B  | 880398 | 52277369 |
| TOTAL HEALTH CARE |  | 53409917 |
| Industrials - 0.1% |  |  |
| Building Products - 0.1% |  |  |
| ROCKWOOL A/S Series B  | 34762 | 1178255 |
| TOTAL DENMARK |  | 59211066 |
| FINLAND - 1.6%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Elisa Oyj A Shares  | 51886 | 2285454 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Orion Oyj B Shares  | 39237 | 3239392 |
| Industrials - 1.3% |  |  |
| Machinery - 1.3% |  |  |
| Kone Oyj B Shares  | 140521 | 10097265 |
| Konecranes Oyj A Shares  | 25421 | 2993692 |
| Wartsila OYJ Abp  | 174753 | 7084307 |
| TOTAL INDUSTRIALS |  | 20175264 |
| TOTAL FINLAND |  | 25700110 |
| FRANCE - 7.2%  |  |  |
| Consumer Discretionary - 4.2% |  |  |
| Textiles, Apparel & Luxury Goods - 4.2% |  |  |
| Hermes International SCA  | 12561 | 30210149 |
| LVMH Moet Hennessy Louis Vuitton SE  | 60466 | 39025038 |
| TOTAL CONSUMER DISCRETIONARY |  | 69235187 |
| Consumer Staples - 2.3% |  |  |
| Personal Care Products - 2.3% |  |  |
| L'Oreal SA  | 82838 | 38059050 |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Technip Energies NV  | 46950 | 1838748 |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Gaztransport Et Technigaz SA  | 13383 | 2879232 |
| TOTAL ENERGY |  | 4717980 |
| Information Technology - 0.4% |  |  |
| Software - 0.4% |  |  |
| Dassault Systemes SE  | 237599 | 6535118 |
| TOTAL FRANCE |  | 118547335 |
| GERMANY - 6.8%  |  |  |
| Communication Services - 0.4% |  |  |
| Entertainment - 0.1% |  |  |
| CTS Eventim AG & Co KGaA  | 21114 | 1775700 |
| Interactive Media & Services - 0.2% |  |  |
| Scout24 SE (c)(d) | 27041 | 2694059 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Freenet AG  | 42870 | 1543788 |
| TOTAL COMMUNICATION SERVICES |  | 6013547 |
| Consumer Staples - 0.2% |  |  |
| Personal Care Products - 0.2% |  |  |
| Beiersdorf AG  | 33084 | 3946240 |
| Financials - 5.9% |  |  |
| Capital Markets - 1.1% |  |  |
| Deutsche Boerse AG  | 67891 | 17191724 |
| flatexDEGIRO SE  | 30382 | 1482308 |
|  |  | 18674032 |
| Insurance - 4.8% |  |  |
| Allianz SE  | 100465 | 44236967 |
| Hannover Rueck SE  | 21741 | 6154042 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | 47104 | 28548632 |
|  |  | 78939641 |
| TOTAL FINANCIALS |  | 97613673 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| Gea Group Ag  | 52241 | 3740202 |
| Rational AG  | 1845 | 1482766 |
| TOTAL INDUSTRIALS |  | 5222968 |
| TOTAL GERMANY |  | 112796428 |
| HONG KONG - 1.8%  |  |  |
| Financials - 1.5% |  |  |
| Capital Markets - 1.5% |  |  |
| Hong Kong Exchanges & Clearing Ltd  | 429700 | 23689839 |
| Utilities - 0.3% |  |  |
| Electric Utilities - 0.3% |  |  |
| CK Infrastructure Holdings Ltd  | 218000 | 1792924 |
| Power Assets Holdings Ltd  | 492000 | 3819690 |
| TOTAL UTILITIES |  | 5612614 |
| TOTAL HONG KONG |  | 29302453 |
| ISRAEL - 1.3%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Bezeq The Israeli Telecommunication Corp Ltd  | 999611 | 2574450 |
| Financials - 0.9% |  |  |
| Banks - 0.8% |  |  |
| Bank Leumi Le-Israel BM  | 313320 | 7553887 |
| First International Bank of Israel Ltd  | 18810 | 1603278 |
| Mizrahi Tefahot Bank Ltd  | 55295 | 4342040 |
|  |  | 13499205 |
| Capital Markets - 0.1% |  |  |
| Plus500 Ltd  | 25572 | 1467541 |
| TOTAL FINANCIALS |  | 14966746 |
| Information Technology - 0.3% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Next Vision Stabilized Systems Ltd  | 25562 | 2300015 |
| Software - 0.2% |  |  |
| Nice Ltd (b) | 22805 | 2435996 |
| TOTAL INFORMATION TECHNOLOGY |  | 4736011 |
| TOTAL ISRAEL |  | 22277207 |
| ITALY - 2.3%  |  |  |
| Consumer Discretionary - 1.2% |  |  |
| Automobiles - 0.9% |  |  |
| Ferrari NV (Italy)  | 44049 | 14661546 |
| Textiles, Apparel & Luxury Goods - 0.3% |  |  |
| Moncler SpA  | 80256 | 4662392 |
| Prada Spa  | 184500 | 945633 |
|  |  | 5608025 |
| TOTAL CONSUMER DISCRETIONARY |  | 20269571 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.2% |  |  |
| Coca-Cola HBC AG  | 70774 | 3825322 |
| Financials - 0.6% |  |  |
| Banks - 0.4% |  |  |
| FinecoBank Banca Fineco SpA  | 220503 | 5841692 |
| Capital Markets - 0.2% |  |  |
| Azimut Holding SpA  | 40287 | 1696229 |
| Banca Generali SpA  | 20644 | 1388693 |
|  |  | 3084922 |
| Financial Services - 0.0% |  |  |
| Banca Mediolanum SpA  | 77937 | 1825481 |
| TOTAL FINANCIALS |  | 10752095 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Reply SpA  | 8498 | 1112071 |
| Utilities - 0.2% |  |  |
| Gas Utilities - 0.2% |  |  |
| Italgas SpA  | 223166 | 2674396 |
| TOTAL ITALY |  | 38633455 |
| JAPAN - 23.0%  |  |  |
| Communication Services - 0.4% |  |  |
| Entertainment - 0.4% |  |  |
| Capcom Co Ltd  | 123000 | 3135138 |
| Nexon Co Ltd  | 145500 | 3462629 |
| TOTAL COMMUNICATION SERVICES |  | 6597767 |
| Consumer Discretionary - 2.6% |  |  |
| Automobile Components - 0.1% |  |  |
| Niterra Co Ltd  | 59600 | 2599894 |
| Leisure Products - 0.4% |  |  |
| Bandai Namco Holdings Inc  | 234400 | 6073559 |
| Sankyo Co Ltd  | 74100 | 1156556 |
|  |  | 7230115 |
| Specialty Retail - 2.1% |  |  |
| Fast Retailing Co Ltd  | 75700 | 28761696 |
| Sanrio Co Ltd  | 76400 | 2347390 |
| USS Co Ltd  | 148700 | 1640158 |
| ZOZO Inc  | 151200 | 1246647 |
|  |  | 33995891 |
| TOTAL CONSUMER DISCRETIONARY |  | 43825900 |
| Financials - 2.6% |  |  |
| Capital Markets - 0.2% |  |  |
| Japan Exchange Group Inc  | 376600 | 4109543 |
| Financial Services - 0.1% |  |  |
| GMO Payment Gateway Inc  | 16300 | 941178 |
| Insurance - 2.3% |  |  |
| MS&AD Insurance Group Holdings Inc  | 469700 | 11966821 |
| Tokio Marine Holdings Inc  | 697300 | 25990149 |
|  |  | 37956970 |
| TOTAL FINANCIALS |  | 43007691 |
| Health Care - 3.1% |  |  |
| Health Care Equipment & Supplies - 1.9% |  |  |
| Asahi Intecc Co Ltd  | 87200 | 1448074 |
| Hoya Corp  | 123700 | 20677947 |
| Sysmex Corp  | 172500 | 1632241 |
| Terumo Corp  | 533800 | 6982778 |
|  |  | 30741040 |
| Pharmaceuticals - 1.2% |  |  |
| Chugai Pharmaceutical Co Ltd  | 230000 | 13137768 |
| Santen Pharmaceutical Co Ltd  | 123300 | 1384694 |
| Shionogi & Co Ltd  | 288700 | 5944099 |
|  |  | 20466561 |
| TOTAL HEALTH CARE |  | 51207601 |
| Industrials - 3.2% |  |  |
| Building Products - 0.1% |  |  |
| Sanwa Holdings Corp  | 80400 | 1818299 |
| Ground Transportation - 0.2% |  |  |
| Seibu Holdings Inc  | 94500 | 2500501 |
| Machinery - 0.9% |  |  |
| FANUC Corp  | 332900 | 13367466 |
| MISUMI Group Inc  | 102800 | 1695177 |
|  |  | 15062643 |
| Professional Services - 1.9% |  |  |
| BayCurrent Inc  | 48200 | 1694599 |
| Recruit Holdings Co Ltd  | 563900 | 29702747 |
|  |  | 31397346 |
| Trading Companies & Distributors - 0.1% |  |  |
| MonotaRO Co Ltd  | 88600 | 1195120 |
| TOTAL INDUSTRIALS |  | 51973909 |
| Information Technology - 10.6% |  |  |
| Electronic Equipment, Instruments & Components - 2.8% |  |  |
| Azbil Corp  | 169800 | 1477905 |
| Dexerials Corp  | 63600 | 1104863 |
| Hirose Electric Co Ltd  | 11100 | 1189542 |
| Keyence Corp  | 71900 | 26221479 |
| Murata Manufacturing Co Ltd  | 665300 | 13515941 |
| Yokogawa Electric Corp  | 87200 | 2889387 |
|  |  | 46399117 |
| IT Services - 0.5% |  |  |
| Nomura Research Institute Ltd  | 157200 | 4775118 |
| Obic Co Ltd  | 118500 | 3290220 |
|  |  | 8065338 |
| Semiconductors & Semiconductor Equipment - 7.1% |  |  |
| Advantest Corp  | 276200 | 45518746 |
| Disco Corp  | 34000 | 14492520 |
| Lasertec Corp  | 28900 | 6639413 |
| SCREEN Holdings Co Ltd  | 34100 | 4331907 |
| Tokyo Electron Ltd  | 170000 | 45298045 |
|  |  | 116280631 |
| Software - 0.2% |  |  |
| Oracle Corp Japan  | 12000 | 811062 |
| Trend Micro Inc/Japan  | 45200 | 1766994 |
|  |  | 2578056 |
| TOTAL INFORMATION TECHNOLOGY |  | 173323142 |
| Materials - 0.4% |  |  |
| Chemicals - 0.4% |  |  |
| Nissan Chemical Corp  | 49300 | 1695683 |
| Nitto Denko Corp  | 254800 | 5640636 |
| TOTAL MATERIALS |  | 7336319 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Daito Trust Construction Co Ltd  | 110600 | 2244895 |
| TOTAL JAPAN |  | 379517224 |
| NETHERLANDS - 8.3%  |  |  |
| Communication Services - 0.6% |  |  |
| Entertainment - 0.6% |  |  |
| Universal Music Group NV  | 376931 | 9241426 |
| Financials - 1.2% |  |  |
| Financial Services - 1.2% |  |  |
| Adyen NV (b)(c)(d) | 11360 | 16845122 |
| EXOR NV  | 33712 | 2761271 |
| TOTAL FINANCIALS |  | 19606393 |
| Industrials - 0.5% |  |  |
| Professional Services - 0.5% |  |  |
| Wolters Kluwer NV  | 85997 | 8075385 |
| Information Technology - 6.0% |  |  |
| Semiconductors & Semiconductor Equipment - 6.0% |  |  |
| ASM International NV  | 16718 | 14065880 |
| ASML Holding NV  | 56224 | 80619934 |
| BE Semiconductor Industries NV  | 26624 | 5191416 |
| TOTAL INFORMATION TECHNOLOGY |  | 99877230 |
| TOTAL NETHERLANDS |  | 136800434 |
| NEW ZEALAND - 0.5%  |  |  |
| Health Care - 0.3% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Fisher & Paykel Healthcare Corp Ltd  | 211379 | 4952126 |
| Information Technology - 0.2% |  |  |
| Software - 0.2% |  |  |
| Xero Ltd (b) | 59628 | 3892684 |
| TOTAL NEW ZEALAND |  | 8844810 |
| NORWAY - 0.6%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| Orkla ASA  | 271248 | 3216502 |
| Financials - 0.1% |  |  |
| Insurance - 0.1% |  |  |
| Gjensidige Forsikring ASA  | 68504 | 1947603 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Kongsberg Gruppen ASA  | 158571 | 5442671 |
| TOTAL NORWAY |  | 10606776 |
| SINGAPORE - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| Singapore Exchange Ltd  | 293700 | 4070380 |
| SPAIN - 2.8%  |  |  |
| Consumer Discretionary - 2.2% |  |  |
| Hotels, Restaurants & Leisure - 0.6% |  |  |
| Amadeus IT Group SA Class A  | 162427 | 10890190 |
| Specialty Retail - 1.6% |  |  |
| Industria de Diseno Textil SA  | 404534 | 26323081 |
| TOTAL CONSUMER DISCRETIONARY |  | 37213271 |
| Industrials - 0.5% |  |  |
| Transportation Infrastructure - 0.5% |  |  |
| Aena SME SA (c)(d) | 265004 | 8239433 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Indra Sistemas SA (e) | 26751 | 1731328 |
| TOTAL SPAIN |  | 47184032 |
| SWEDEN - 3.3%  |  |  |
| Communication Services - 0.2% |  |  |
| Wireless Telecommunication Services - 0.2% |  |  |
| Tele2 AB B Shares  | 199847 | 3655916 |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Evolution AB (c) | 52340 | 3399823 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| Avanza Bank Holding AB  | 43086 | 1680874 |
| Nordnet AB  | 46905 | 1518653 |
| TOTAL FINANCIALS |  | 3199527 |
| Health Care - 0.3% |  |  |
| Biotechnology - 0.2% |  |  |
| Swedish Orphan Biovitrum AB B Shares (b) | 79580 | 3010773 |
| Health Care Technology - 0.1% |  |  |
| Sectra AB B Shares  | 47907 | 1184296 |
| TOTAL HEALTH CARE |  | 4195069 |
| Industrials - 2.3% |  |  |
| Machinery - 2.1% |  |  |
| Alfa Laval AB  | 104317 | 6059345 |
| Atlas Copco AB A Shares  | 1414072 | 29161274 |
|  |  | 35220619 |
| Trading Companies & Distributors - 0.2% |  |  |
| AddTech AB B Shares  | 93718 | 3059578 |
| TOTAL INDUSTRIALS |  | 38280197 |
| Information Technology - 0.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Mycronic AB  | 54368 | 1256125 |
| TOTAL SWEDEN |  | 53986657 |
| SWITZERLAND - 12.0%  |  |  |
| Consumer Discretionary - 2.1% |  |  |
| Textiles, Apparel & Luxury Goods - 2.1% |  |  |
| Cie Financiere Richemont SA Series A  | 182639 | 35452003 |
| Financials - 3.0% |  |  |
| Capital Markets - 0.7% |  |  |
| Partners Group Holding AG  | 7798 | 10591682 |
| Swissquote Group Holding SA  | 3924 | 2224302 |
|  |  | 12815984 |
| Insurance - 2.3% |  |  |
| Zurich Insurance Group AG  | 52769 | 37541027 |
| TOTAL FINANCIALS |  | 50357011 |
| Health Care - 0.6% |  |  |
| Health Care Equipment & Supplies - 0.6% |  |  |
| Sonova Holding AG  | 17844 | 4883607 |
| Straumann Holding AG  | 40819 | 4909292 |
| TOTAL HEALTH CARE |  | 9792899 |
| Industrials - 5.1% |  |  |
| Building Products - 0.8% |  |  |
| Belimo Holding AG  | 3548 | 3878222 |
| Geberit AG  | 11374 | 8674873 |
|  |  | 12553095 |
| Electrical Equipment - 3.0% |  |  |
| ABB Ltd  | 538730 | 46383626 |
| Accelleron Industries AG  | 34072 | 3252718 |
|  |  | 49636344 |
| Machinery - 0.9% |  |  |
| Schindler Holding AG participation certificate  | 21803 | 8410394 |
| VAT Group AG (c)(d) | 9735 | 6311600 |
|  |  | 14721994 |
| Professional Services - 0.4% |  |  |
| SGS SA  | 59693 | 7165785 |
| TOTAL INDUSTRIALS |  | 84077218 |
| Information Technology - 0.4% |  |  |
| Software - 0.1% |  |  |
| Temenos AG  | 19963 | 1765049 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Logitech International SA  | 53619 | 4622172 |
| TOTAL INFORMATION TECHNOLOGY |  | 6387221 |
| Materials - 0.8% |  |  |
| Chemicals - 0.8% |  |  |
| EMS-Chemie Holding AG  | 2446 | 1901618 |
| Givaudan SA  | 2930 | 11325063 |
| TOTAL MATERIALS |  | 13226681 |
| TOTAL SWITZERLAND |  | 199293033 |
| UNITED KINGDOM - 8.9%  |  |  |
| Communication Services - 0.2% |  |  |
| Interactive Media & Services - 0.2% |  |  |
| Autotrader Group PLC (c)(d) | 314727 | 2320007 |
| Rightmove PLC  | 279108 | 1889396 |
| TOTAL COMMUNICATION SERVICES |  | 4209403 |
| Consumer Discretionary - 1.1% |  |  |
| Broadline Retail - 0.5% |  |  |
| Next PLC  | 41582 | 7547616 |
| Hotels, Restaurants & Leisure - 0.5% |  |  |
| InterContinental Hotels Group PLC  | 55502 | 7481670 |
| Leisure Products - 0.1% |  |  |
| Games Workshop Group PLC  | 11888 | 2773514 |
| TOTAL CONSUMER DISCRETIONARY |  | 17802800 |
| Consumer Staples - 3.3% |  |  |
| Personal Care Products - 2.6% |  |  |
| Unilever PLC  | 623892 | 42443017 |
| Tobacco - 0.7% |  |  |
| Imperial Brands PLC  | 274205 | 11548906 |
| TOTAL CONSUMER STAPLES |  | 53991923 |
| Financials - 1.7% |  |  |
| Capital Markets - 1.1% |  |  |
| 3i Group PLC  | 350963 | 16122932 |
| IG Group Holdings PLC  | 125635 | 2324259 |
|  |  | 18447191 |
| Financial Services - 0.2% |  |  |
| Wise PLC Class A (b) | 251303 | 3241240 |
| Insurance - 0.4% |  |  |
| Admiral Group PLC  | 97185 | 3657035 |
| Beazley PLC  | 222747 | 3453337 |
|  |  | 7110372 |
| TOTAL FINANCIALS |  | 28798803 |
| Industrials - 1.9% |  |  |
| Machinery - 0.3% |  |  |
| IMI PLC  | 89038 | 3365087 |
| Rotork PLC  | 301493 | 1458769 |
|  |  | 4823856 |
| Professional Services - 1.6% |  |  |
| Intertek Group PLC  | 56397 | 3444906 |
| RELX PLC  | 661098 | 23437259 |
|  |  | 26882165 |
| TOTAL INDUSTRIALS |  | 31706021 |
| Information Technology - 0.7% |  |  |
| Electronic Equipment, Instruments & Components - 0.4% |  |  |
| Halma PLC  | 136881 | 6637952 |
| Software - 0.3% |  |  |
| Sage Group PLC/The  | 347363 | 4550657 |
| TOTAL INFORMATION TECHNOLOGY |  | 11188609 |
| TOTAL UNITED KINGDOM |  | 147697559 |
| UNITED STATES - 8.7%  |  |  |
| Health Care - 8.0% |  |  |
| Pharmaceuticals - 8.0% |  |  |
| Haleon PLC  | 3234494 | 16916091 |
| Novartis AG  | 370109 | 54913005 |
| Roche Holding AG non-voting shares  | 133141 | 60544529 |
| TOTAL HEALTH CARE |  | 132373625 |
| Industrials - 0.7% |  |  |
| Professional Services - 0.7% |  |  |
| Experian PLC  | 331076 | 12539417 |
| TOTAL UNITED STATES |  | 144913042 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $1,378,402,283) |  | <br> **1635007409** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 $657,239)<br>| 3.82 | 658000 | **657343** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 3.70 | 14742628 | 14745577 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 3.70 | 302293 | 302323 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $15,048,116) |  |  | **15047900** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.6%**<br> (Cost $1,394,107,638)<br>| <br>**1650712652** |
| **NET OTHER ASSETS (LIABILITIES) - 0.4%** (f)  | **6245495** |
| **NET ASSETS - 100.0%** | **1656958147** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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) | 144 | 3/2026 | 21864960 | 1102565 |
| The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. | The notional amount of long futures as a percentage of Net Assets is 1.3%. |

---

**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 $39,810,044 or 2.4% 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 $36,410,221 or 2.2% of net assets.

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

(f) Includes $40,731 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 $657,343.

(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 | 16554665 | 67851183 | 69659916 | 191155 | (139) | (216) | 14745577 | 14742628 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 21806250 | 14579342 | 36085619 | 7242 | 2350 | - | 302323 | 302293 | 0.0% |
| Total | 38360915 | 82430525 | 105745535 | 198397 | 2211 | (216) | 15047900 |  |  |

---

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 Quality Index Fund

- **b. EDGAR series identifier (if any):** S000068375

- **c. LEI of Series:** 549300SBN1VGHT41TM28

**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:** $1657657964.95

**Total Liabilities:** $766388.30

**Net Assets:** $1656891576.65

**Cash Not Reported:** $1007934.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218748 | -0.50%               | 2.66%                | 4.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2735946.69             | $-7602256.12                               |
| Month 2  | $-1268357.49             | $40979566.17                               |
| Month 3  | $-462.07                 | $66014022.20                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANTEST CORP                                            | ADVANTEST CORP                                | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |    276200 | NS      | $45518745.15  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SEEK LTD                                                  | SEEK LTD                                      | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |    128795 | NS      | $1880723.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LTD                                              | JB HI-FI LTD                                  | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     39420 | NS      | $2227577.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALFA-LAVAL AB                                             | ALFA LAVAL AB                                 | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |    104317 | NS      | $6059345.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                | ALLIANZ SE (REGD)                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |    100465 | NS      | $44236967.27  | 2.67%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE OYJ                                                  | KONE OYJ B                                    | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |    140521 | NS      | $10097265.34  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDTECH AB                                                | ADDTECH AB CL B                               | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |     93718 | NS      | $3059578.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                 | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |    234400 | NS      | $6073559.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                           | PRO MEDICUS LTD                               | CUSIP: N/A<br>LEI: 98450085A903D1BMFF27       | Long             | EC               | CORP              | AU        |     19962 | NS      | $2559367.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANZA BANK HOLDING AB                                    | AVANZA HOLDING BANK AB                        | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |     43086 | NS      | $1680873.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                    | ARISTOCRAT LEISURE LTD                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |    223883 | NS      | $8350053.67   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                           | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     56224 | NS      | $80619933.23  | 4.87%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM INTL NV                                               | ASM INTERNATIONAL NV (NETH)                   | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |     16718 | NS      | $14065880.43  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS COPCO AB                                            | ATLAS COPCO AB SER A                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |   1414072 | NS      | $29161272.82  | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    313320 | NS      | $7553886.28   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERS GROUP HOLDING                                    | PARTNERS GROUP HOLDING AG                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |      7798 | NS      | $10591682.30  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI INTECC CO LTD                                       | ASAHI INTECC CO LTD                           | CUSIP: N/A<br>LEI: 353800J3AV2SCNIO8L39       | Long             | EC               | CORP              | JP        |     87200 | NS      | $1448074.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZIMUT HOLDINGS SPA                                       | AZIMUT HOLDINGS SPA                           | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |     40287 | NS      | $1696229.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REA GROUP LTD                                             | REA GROUP LTD                                 | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |     18101 | NS      | $2391728.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                            | BE SEMICOND INDUS NV (NETH)                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |     26624 | NS      | $5191415.77   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIERSDORF AG                                             | BEIERSDORF AG                                 | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     33084 | NS      | $3946239.58   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO HOLDING AG                                         | BELIMO HOLDING AG (REG)                       | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      3548 | NS      | $3878222.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRITZ AG                                                | ANDRITZ AG                                    | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |     25873 | NS      | $2238804.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                                         | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     97185 | NS      | $3657035.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDISH ORPHAN BIOVITRUM AB                               | SWEDISH ORPHAN BIOVITRUM AB                   | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |     79580 | NS      | $3010772.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPERIAN PLC                                              | EXPERIAN PLC                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |    331076 | NS      | $12539416.91  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA GENERALI SPA                                        | BANCA GENERALI SPA                            | CUSIP: N/A<br>LEI: 815600903231FA2E7698       | Long             | EC               | CORP              | IT        |     20644 | NS      | $1388693.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOTARO CO LTD                                           | MONOTARO CO LTD                               | CUSIP: N/A<br>LEI: 5299005JUER5ANXWTC33       | Long             | EC               | CORP              | JP        |     88600 | NS      | $1195120.90   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPCOM CO LTD                                             | CAPCOM CO LTD                                 | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |    123000 | NS      | $3135137.66   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FREENET AG                                                | FREENET AG                                    | CUSIP: N/A<br>LEI: 5299003GLDODCVP8DO20       | Long             | EC               | CORP              | DE        |     42870 | NS      | $1543788.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO PAYMENT GATEWAY INC                                   | GMO PAYMENT GATEWAY INC                       | CUSIP: N/A<br>LEI: 353800Q6U21E2PM83F86       | Long             | EC               | CORP              | JP        |     16300 | NS      | $941178.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LTD                            | CK INFRASTRUCTURE HOLDINGS LTD                | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |    218000 | NS      | $1792923.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                                   | ASX LTD                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |     70054 | NS      | $2794238.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                              | CHUGAI PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |    230000 | NS      | $13137768.04  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| BEZEQ THE ISRAELI TEL CORP LTD                            | BEZEQ THE ISRAELI TELECOM CORP                | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |    999611 | NS      | $2574450.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO INC                                                  | ZOZO INC                                      | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |    151200 | NS      | $1246647.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                             | RIGHTMOVE PLC                                 | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    279108 | NS      | $1889396.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSEUS MINING LTD                                        | PERSEUS MINING LTD                            | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    487098 | NS      | $2001225.09   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMELIUS RESOURCES LTD                                    | RAMELIUS RESOURCES LTD                        | CUSIP: N/A<br>LEI: 254900E44AIGW7KKNR98       | Long             | EC               | CORP              | AU        |    689521 | NS      | $2266298.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA HBC AG                                          | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     70774 | NS      | $3825322.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COCHLEAR LTD                                              | COCHLEAR LTD                                  | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |     23580 | NS      | $4418603.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN HOLDINGS CO LTD                                    | SCREEN HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |     34100 | NS      | $4331907.47   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT SYSTEMES SA                                      | DASSAULT SYSTEMES SA                          | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |    237599 | NS      | $6535118.17   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB24 LTD                                                 | HUB24 LTD                                     | CUSIP: N/A<br>LEI: 529900O2RAS904TFIR32       | Long             | EC               | CORP              | AU        |     29267 | NS      | $2068373.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                           | DAITO TRUST CONSTRUCTION                      | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |    110600 | NS      | $2244895.03   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| D'IETEREN GROUP                                           | D'IETEREN SA                                  | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |      7356 | NS      | $1681978.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO CORP                                                | DISCO CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     34000 | NS      | $14492520.33  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| CTS EVENTIM AG and CO KGAA                                | CTS EVENTIM AG and CO KGAA                    | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |     21114 | NS      | $1775699.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XERO LTD                                                  | XERO LTD                                      | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |     59628 | NS      | $3892683.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BOERSE AG                                        | DEUTSCHE BOERSE AG                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     67891 | NS      | $17191724.38  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ELISA CORP                                                | ELISA CORP CL A                               | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     51886 | NS      | $2285454.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                                     | EMS-CHEMIE HOLDING AG                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |      2446 | NS      | $1901618.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FANUC CORPORATION                                         | FANUC CORPORATION                             | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |    332900 | NS      | $13367465.58  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                    | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    293700 | NS      | $4070380.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST RETAILING CO LTD                                     | FAST RETAILING CO LTD                         | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |     75700 | NS      | $28761695.53  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  14742628 | NS      | $14745576.39  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    301415 | NS      | $301445.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNATIONAL BANK OF ISRAEL LTD                    | FIRST INTL BK OF ISRAEL LTD                   | CUSIP: N/A<br>LEI: 2138002RV6AUUX19F397       | Long             | EC               | CORP              | IL        |     18810 | NS      | $1603278.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                  | NEXT PLC                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     41582 | NS      | $7547616.46   | 0.46%             |  |  |  | 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        |    211379 | NS      | $4952126.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                                  | GAMES WORKSHOP GROUP CO PLC                   | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |     11888 | NS      | $2773514.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                               | GIVAUDAN AG                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      2930 | NS      | $11325063.06  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                                 | GJENSIDIGE FORSIKRING ASA                     | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |     68504 | NS      | $1947603.47   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMADEUS IT GROUP SA                                       | AMADEUS IT GROUP SA                           | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |    162427 | NS      | $10890189.65  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| PANDORA A/S                                               | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     28483 | NS      | $2301117.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                                 | ORKLA ASA                                     | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    271248 | NS      | $3216501.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HALMA PLC                                                 | HALMA PLC                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |    136881 | NS      | $6637951.53   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SA                                         | HANNOVER RUECKVERSICHERUNGS SE(REGD)          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |     21741 | NS      | $6154041.83   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                                | GEBERIT AG (REG)                              | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |     11374 | NS      | $8674872.78   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MONCLER SPA                                               | MONCLER SPA                                   | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |     80256 | NS      | $4662392.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HERMES INTL SCA                                           | HERMES INTERNATIONAL SA                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |     12561 | NS      | $30210149.04  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FLATEXDEGIRO SE                                           | FLATEXDEGIRO SE                               | CUSIP: N/A<br>LEI: 529900IRBZTADXJB6757       | Long             | EC               | CORP              | DE        |     30382 | NS      | $1482307.58   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                                    | HIROSE ELECTRIC CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11100 | NS      | $1189541.87   | 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        |    429700 | NS      | $23689839.02  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON CO LTD                                              | NEXON CO LTD                                  | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |    145500 | NS      | $3462629.23   | 0.21%             |  |  |  | No            |                  1 | 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        |    782600 | NS      | $1442562.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HOYA CORP                                                 | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |    123700 | NS      | $20677946.50  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IMI PLC                                                   | IMI PLC ORD                                   | CUSIP: N/A<br>LEI: 2138002W9Q21PF751R30       | Long             | EC               | CORP              | GB        |     89038 | NS      | $3365086.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIBU HOLDINGS INC                                        | SEIBU HOLDINGS INC                            | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |     94500 | NS      | $2500500.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                                       | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    274205 | NS      | $11548905.72  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW                     | INTERCONTINENTAL HOTELS GP PLC                | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     55502 | NS      | $7481669.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KONECRANES OYJ                                            | KONECRANES OYJ                                | CUSIP: N/A<br>LEI: 549300EF0CDEQZBMA096       | Long             | EC               | CORP              | FI        |     25421 | NS      | $2993691.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYENCE CORP                                              | KEYENCE CORP                                  | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |     71900 | NS      | $26221478.42  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| L'OREAL SA                                                | L'OREAL SA ORD                                | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     82838 | NS      | $38059050.20  | 2.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                       | LVMH MOET HENNESSY LOUIS VUITTON SE           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     60466 | NS      | $39025037.39  | 2.36%             |  |  |  | No            |                  2 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                     | KONGSBERG GRUPPEN ASA                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |    158571 | NS      | $5442671.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                                   | ABB LTD                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    538730 | NS      | $46383625.22  | 2.80%             |  |  |  | No            |                  2 | On Loan: No      |
| LASERTEC CORP                                             | LASERTEC CORP                                 | CUSIP: N/A<br>LEI: 5299008UY0JUHZ3SAQ87       | Long             | EC               | CORP              | JP        |     28900 | NS      | $6639413.22   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| IG GROUP HOLDINGS PLC                                     | IG GROUP HLDGS PLC                            | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |    125635 | NS      | $2324259.05   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL INDITEX SA                     | INDITEX SA                                    | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |    404534 | NS      | $26323081.33  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGITECH INTERNATIONAL SA                                 | LOGITECH INTL SA REG                          | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |     53619 | NS      | $4622172.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS                                                     | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |     64554 | NS      | $4587319.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC                    | MS and AD INSURANCE GRP HLDGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |    469700 | NS      | $11966821.23  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERTEK GROUP PLC                                        | INTERTEK GROUP PLC                            | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |     56397 | NS      | $3444906.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GEA GROUP AG                                              | GEA GROUP AG                                  | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |     52241 | NS      | $3740201.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WARTSILA OYJ                                              | WARTSILA                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |    174753 | NS      | $7084306.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MYCRONIC AB                                               | MYCRONIC AB                                   | CUSIP: N/A<br>LEI: 549300S5CCFESE4C6Y07       | Long             | EC               | CORP              | SE        |     54368 | NS      | $1256125.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MISUMI GROUP INC                                          | MISUMI GROUP INC                              | CUSIP: N/A<br>LEI: 353800SJWGE5BEK2V032       | Long             | EC               | CORP              | JP        |    102800 | NS      | $1695177.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| STEADFAST GROUP LTD                                       | STEADFAST GROUP LTD                           | CUSIP: N/A<br>LEI: 9845003B6BEAA12DBD91       | Long             | EC               | CORP              | AU        |    398872 | NS      | $1452656.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MURATA MANUFACTURING CO LTD                               | MURATA MFG CO LTD                             | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |    665300 | NS      | $13515940.44  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | MUNICH REINSURANCE (REG)                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     47104 | NS      | $28548632.15  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PRADA SPA                                                 | PRADA SPA                                     | CUSIP: N/A<br>LEI: 8156000FE0A2DC5B7852       | Long             | EC               | CORP              | IT        |    184500 | NS      | $945633.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUS500 LTD                                               | PLUS500 LTD                                   | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |     25572 | NS      | $1467541.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NITERRA CO LTD                                            | NITERRA CO LTD                                | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     59600 | NS      | $2599894.03   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                                  | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |     22805 | NS      | $2435996.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NITTO DENKO CORP                                          | NITTO DENKO CORP (NITTO ELECTRIC)             | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |    254800 | NS      | $5640635.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN CHEMICAL CORP                                      | NISSAN CHEMICAL CORP                          | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |     49300 | NS      | $1695682.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    370109 | NS      | $54913005.19  | 3.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                              | GAZTRANSPORT ET TECHNIGA                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |     13383 | NS      | $2879232.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                           | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    880398 | NS      | $52277368.40  | 3.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                  | ORACLE CORPORATION JAPAN                      | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |     12000 | NS      | $811062.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                                 | ORION OYJ (NEW) B                             | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     39237 | NS      | $3239392.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FINECOBANK SPA                                            | FINECOBANK SPA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |    220503 | NS      | $5841691.73   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                                  | MEDIBANK PRIVATE LIMITED                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    992953 | NS      | $3194465.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                  | JAPAN EXCHANGE GROUP INC                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |    376600 | NS      | $4109543.03   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA RESH INST LTD                                      | NOMURA RESEARCH INSTITUTE LTD                 | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |    157200 | NS      | $4775117.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                                    | TECHNOLOGY ONE LIMITED                        | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |    109770 | NS      | $1925481.78   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                                            | SONOVA HLDG AG                                | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |     17844 | NS      | $4883607.22   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA SME SA                                               | AENA SME SA                                   | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |    265004 | NS      | $8239432.97   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                                   | RECRUIT HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |    563900 | NS      | $29702746.17  | 1.79%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLY SPA                                                 | REPLY SPA                                     | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      8498 | NS      | $1112070.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER ASSETS HLDGS LTD                                    | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    492000 | NS      | $3819689.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLUTION AB                                              | EVOLUTION AB                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |     52340 | NS      | $3399823.07   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                                     | AUTOTRADER GROUP PLC                          | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    314727 | NS      | $2320006.63   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    661098 | NS      | $23437258.98  | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ADYEN NV                                                  | ADYEN BV                                      | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |     11360 | NS      | $16845121.55  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                   | CIE FINANCIERE RICHEMONT SA A                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |    182639 | NS      | $35452003.22  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                               | RATIONAL AG                                   | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |      1845 | NS      | $1482766.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGKJOBING LANDBOBANK                                    | RINGKJOBING LANDBOBANK (REG)                  | CUSIP: N/A<br>LEI: 2138002M5U5K4OUMVV62       | Long             | EC               | CORP              | DK        |      9200 | NS      | $2321775.77   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXERIALS CORP                                            | DEXERIALS CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     63600 | NS      | $1104863.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                                          | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    133141 | NS      | $60544528.53  | 3.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKWOOL A/S                                              | ROCKWOOL A/S B                                | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |     34762 | NS      | $1178255.99   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROTORK PLC                                                | ROTORK PLC                                    | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |    301493 | NS      | $1458769.53   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SAGE GROUP PLC                                        | THE SAGE GROUP PLC                            | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    347363 | NS      | $4550657.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                  | MIZRAHI TEFAHOT BANK LTD                      | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |     55295 | NS      | $4342039.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMENOS AG                                                | TEMENOS AG                                    | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |     19963 | NS      | $1765048.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SANRIO CO LTD                                             | SANRIO CO LTD                                 | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     76400 | NS      | $2347389.51   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTEN PHARMACEUTICAL CO LTD                              | SANTEN PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 529900TPT3I7C17MIM03       | Long             | EC               | CORP              | JP        |    123300 | NS      | $1384695.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHINDLER HOLDING AG                                      | SCHINDLER HOLDING AG PART CERT                | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |     21803 | NS      | $8410393.38   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYO CO LTD GUNMA                                       | SANKYO CO LTD GUNMA (6417)                    | CUSIP: N/A<br>LEI: 3538009H2R9ZBZAOAK48       | Long             | EC               | CORP              | JP        |     74100 | NS      | $1156555.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SECTRA AB                                                 | SECTRA AB SER B                               | CUSIP: N/A<br>LEI: 549300R9ZBT8YSFFK266       | Long             | EC               | CORP              | SE        |     47907 | NS      | $1184296.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANWA HOLDINGS CORP                                       | SANWA HOLDINGS CORP                           | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     80400 | NS      | $1818299.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STRAUMANN HOLDING AG                                      | STRAUMANN HOLDG AG (REGD)                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |     40819 | NS      | $4909291.84   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                    | SGS SA                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |     59693 | NS      | $7165785.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSQUOTE GROUP HOLDING SA                               | SWISSQUOTE GROUP HOLDINGS SA                  | CUSIP: N/A<br>LEI: 549300O3WME82RDPEN66       | Long             | EC               | CORP              | CH        |      3924 | NS      | $2224302.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSMEX CORPORATION                                        | SYSMEX CORPORATION                            | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |    172500 | NS      | $1632241.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TELE2 AB                                                  | TELE2 AB B SHS                                | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    199847 | NS      | $3655915.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TERUMO CORP                                               | TERUMO CORP                                   | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |    533800 | NS      | $6982777.76   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                 | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    697300 | NS      | $25990148.44  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRON LTD                                        | TOKYO ELECTRON LTD                            | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |    170000 | NS      | $45298044.07  | 2.73%             |  |  |  | No            |                  2 | On Loan: No      |
| TREND MICRO INC                                           | TREND MICRO INC                               | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     45200 | NS      | $1766994.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC ORD                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    623892 | NS      | $42443016.19  | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                               | OBIC CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    118500 | NS      | $3290220.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                    | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     43480 | NS      | $13163065.23  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                                | VERBUND AG                                    | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |     30075 | NS      | $2208480.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                                | USS CO LTD                                    | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |    148700 | NS      | $1640158.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                            | WESFARMERS LTD                                | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |    409228 | NS      | $23606961.59  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    350963 | NS      | $16122932.10  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| DEMANT A/S                                                | DEMANT A/S                                    | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |     32375 | NS      | $1132548.19   | 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        |    288700 | NS      | $5944098.56   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WOLTERS KLUWER NV                                         | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     85997 | NS      | $8075385.33   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| INDRA SISTEMAS                                            | INDRA SISTEMAS SA                             | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     26751 | NS      | $1731327.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| AZBIL CORP                                                | AZBIL CORPORATION                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    169800 | NS      | $1477905.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                                    | YOKOGAWA ELECTRIC                             | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     87200 | NS      | $2889387.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                                 | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     52769 | NS      | $37541026.19  | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MEDIOLANUM SPA                                      | BANCA MEDIOLANUM SPA                          | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |     77937 | NS      | $1825480.63   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRARI NV                                                | FERRARI NV                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |     44049 | NS      | $14661545.83  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WISETECH GLOBAL LTD                                       | WISETECH GLOBAL LTD                           | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |     76008 | NS      | $3069833.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VAT GROUP AG                                              | VAT GROUP AG                                  | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |      9735 | NS      | $6311599.51   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZLEY PLC/UK                                            | BEAZLEY PLC/UK                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |    222747 | NS      | $3453337.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCURRENT INC                                            | BAYCURRENT INC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     48200 | NS      | $1694599.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                                               | ITALGAS SPA                                   | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    223166 | NS      | $2674396.47   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOUT24 SE                                                | SCOUT24 SE                                    | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     27041 | NS      | $2694058.81   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDNET AB                                                | NORDNET AB                                    | CUSIP: N/A<br>LEI: 549300D6WW5ZTWLZ4C08       | Long             | EC               | CORP              | SE        |     46905 | NS      | $1518653.05   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | TECHNIP ENERGIES NV                           | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     46950 | NS      | $1838748.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WISE PLC                                                  | WISE PLC                                      | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |    251303 | NS      | $3241240.19   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXT VISION STABILIZED SYSTEMS LTD                        | NEXT VISION STABILIZED SYSTEMS LTD            | CUSIP: N/A<br>LEI: 2549001OCAI48UYCZD40       | Long             | EC               | CORP              | IL        |     25562 | NS      | $2300015.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                  | UNIVERSAL MUSIC GROUP NV                      | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |    376931 | NS      | $9241425.91   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTIA SERVICES GROUP PTY LTD                             | VENTIA SERVICES GROUP PTY LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |    301480 | NS      | $1213427.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                                | HALEON PLC                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |   3234494 | NS      | $16916091.67  | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                                   | EXOR NV                                       | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |     33712 | NS      | $2761271.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCELLERON INDUSTRIES LTD                                 | ACCELLERON INDUSTRIES LTD                     | CUSIP: N/A<br>LEI: 254900KS0MD2PAARXD14       | Long             | EC               | CORP              | CH        |     34072 | NS      | $3252717.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LTD                                         | TELSTRA GROUP LTD                             | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |   1436701 | NS      | $4882180.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                            | MSCI EAFE FUT MAR26 MFSH6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       144 | NC      | $1102565.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    658000 | PA      | $657343.28    | 0.04%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | 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