# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-004142
**Filing Date:** 2026-6
**Character Count:** 74285
**Document Hash:** a41e31f58ea34e3f178475a5e21e457c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004142.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004142

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**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:** 261127162

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1158294538.41

**Total Liabilities:** $893413.88

**Net Assets:** $1157401124.53

**Delayed Delivery Securities:** $51224.73

**Cash Not Reported:** $1624782.21

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218747 | 4.62%                | -9.37%               | 8.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2043601.23             | $50061240.10                               |
| Month 2  | $-316806.12              | $-107279258.45                             |
| Month 3  | $4703136.08              | $75616393.28                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JYSKE BANK                                     | JYSKE BANK AS (REG)                           | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |      9859 | NS      | $1371897.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDS LTD                     | SUMITOMO ELECTRIC INDS LTD                    | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    192800 | NS      | $12692844.15  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOLIDEN AB                                     | BOLIDEN AB                                    | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |     69035 | NS      | $3589797.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                     | TENARIS SA (ITALY)                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     79954 | NS      | $2552240.95   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                   | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    912622 | NS      | $21395719.49  | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO CORP                                    | HASEKO CORP                                   | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |     48300 | NS      | $834094.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VAULT MINERALS LTD                             | VAULT MINERALS LTD                            | CUSIP: N/A<br>LEI: 5299008TF8KHQ8CIQG34       | Long             | EC               | CORP              | AU        |    251055 | NS      | $837584.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UOL GROUP LIMITED                              | UOL GROUP LIMITED                             | CUSIP: N/A<br>LEI: 254900O9PRCWTMR86R25       | Long             | EC               | CORP              | SG        |    113000 | NS      | $945326.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI E and S CO LTD                          | MITSUI E and S CO LTD                         | CUSIP: N/A<br>LEI: 5493007T2YKKWF2NYN82       | Long             | EC               | CORP              | JP        |     25000 | NS      | $901606.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                          | MINERAL RESOURCES LTD                         | CUSIP: N/A<br>LEI: 5299007V1ACKFFX2P066       | Long             | EC               | CORP              | AU        |     42722 | NS      | $2010939.41   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL UNIBREW AS                               | ROYAL UNIBREW AS                              | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |      3253 | NS      | $217542.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANSWICK PLC                                  | CRANSWICK PLC                                 | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     13049 | NS      | $957071.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1981961 | NS      | $36467737.51  | 3.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 05/14/2026                       | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $237692.10    | 0.02%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDOZ GROUP AG                                | SANDOZ GROUP AG                               | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |    106871 | NS      | $8554056.88   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO LTD                            | NISSAN MOTOR CO LTD ORD                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |    577300 | NS      | $1320872.76   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY DEVELOPMENTS LTD                          | CITY DEVELOPEMENT LTD                         | CUSIP: N/A<br>LEI: 254900BPLPJS0RJ72373       | Long             | EC               | CORP              | SG        |    139200 | NS      | $895883.26    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FOOD and LIFE COMPANIES LTD                    | FOOD and LIFE COMPANIES LTD                   | CUSIP: N/A<br>LEI: 529900CWF7GCVZKS5M87       | Long             | EC               | CORP              | JP        |     27900 | NS      | $1622971.78   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    124471 | NS      | $7330698.42   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                       | MITSUBISHI ESTATE CO LTD                      | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |    295700 | NS      | $8426930.08   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                   | SHIMIZU CORP                                  | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    131100 | NS      | $2532864.91   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                       | ROLLS-ROYCE HOLDINGS PLC                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1690248 | NS      | $27198727.33  | 2.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL REIT                                    | KEPPEL REIT                                   | CUSIP: N/A<br>LEI: 549300ZD5HZLQCF55J25       | Long             | EC               | CORP              | SG        |     38322 | NS      | $26981.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |   1882749 | NS      | $22936565.29  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA | ACS ACTIVIDADES CONST Y SRV SA                | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     47301 | NS      | $6806116.79   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TAISEI CORP                                    | TAISEI CORP                                   | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |     39600 | NS      | $4294255.38   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENX SE                                      | ARGENX SE                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     14717 | NS      | $11541482.21  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS HOLDINGS INC                             | ENEOS HOLDINGS INC                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    539900 | NS      | $4534341.83   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                   | BANKINTER SA                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |    155710 | NS      | $2588640.18   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGRAND SA                                     | LEGRAND SA                                    | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |     61961 | NS      | $11101157.57  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     44745 | NS      | $1969686.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                       | NEC CORP                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |    328200 | NS      | $8730124.11   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI KINZOKU CO LTD                          | MITSUI KINZOKU CO LTD                         | CUSIP: N/A<br>LEI: 35380021EYAHSQM25559       | Long             | EC               | CORP              | JP        |     14000 | NS      | $3846621.81   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     33492 | NS      | $2364369.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLTA AG                                      | AVOLTA AG                                     | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |     24198 | NS      | $1331687.46   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLREAL HOLDING AG                             | ALLREAL HOLDING AG                            | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |      3515 | NS      | $960456.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |    149300 | NS      | $2865875.85   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORP                                 | ADVANTEST CORP                                | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |    177800 | NS      | $33198561.78  | 2.87%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     76800 | NS      | $3261685.82   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PLS GROUP LIMITED                              | PLS GROUP LIMITED                             | CUSIP: N/A<br>LEI: 5299000VV1CZVF5K9C16       | Long             | EC               | CORP              | AU        |    743196 | NS      | $3306787.47   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                | MITSUBISHI HEAVY INDS LTD                     | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    352200 | NS      | $10511725.34  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALGAS SPA                                    | ITALGAS SPA                                   | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    148920 | NS      | $1798485.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOWA HOLDINGS CO LTD                           | DOWA HOLDINGS CO LTD                          | CUSIP: N/A<br>LEI: 353800ZSQZKFE140A689       | Long             | EC               | CORP              | JP        |     14100 | NS      | $858006.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | DANSKE BK AS                                  | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |     82781 | NS      | $4255313.81   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEX SE                                      | NORDEX SE                                     | CUSIP: N/A<br>LEI: 529900HVDYCUWVD0OE76       | Long             | EC               | CORP              | DE        |     30439 | NS      | $1733364.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN METROPOLITAN FUND INVEST                 | JAPAN METROPOLITAN FUND INVEST                | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |      1731 | NS      | $1284220.56   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                        | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |    504445 | NS      | $14263895.84  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA                                     | BPER BANCA                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    239250 | NS      | $3519494.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER ASSETS HLDGS LTD                         | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    331500 | NS      | $2739541.01   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     53390 | NS      | $7890490.46   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                      | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     65100 | NS      | $12157021.48  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN                                          | IPSEN PROMESSES                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      9365 | NS      | $1835535.79   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                       | NOVA MEASURING INSTRUMENTS LTD                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |      6860 | NS      | $3384910.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                   | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    921335 | NS      | $11727078.45  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    436785 | NS      | $9683632.02   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                            | SWISS PRIME SITE AG                           | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     18114 | NS      | $3136653.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORP                                    | KINDEN CORPORATION                            | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |     27900 | NS      | $1494910.09   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTE OYJ                                      | NESTE OYJ                                     | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |    104625 | NS      | $3606434.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                     | USS CO LTD                                    | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     99200 | NS      | $1071401.58   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM OFFSHORE NV                                | SBM OFFSHORE NV-DRP RT 04/05/2026             | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     41553 | NS      | $24428.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJITSU LTD                                    | FUJITSU LTD                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |    194100 | NS      | $3895849.50   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITALAND INTEGRATED COMMERCIAL TRUST         | CAPITALAND INTEGRATED COMMERCIAL TRUST        | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |   1391200 | NS      | $2591133.25   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                     | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     28957 | NS      | $2268724.53   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO LTD                                        | IGO LTD                                       | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |    167375 | NS      | $920946.19    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                       | GAMES WORKSHOP GROUP CO PLC                   | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      7847 | NS      | $2081104.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                         | TOYO SUISAN KAISHA LTD                        | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23000 | NS      | $1579696.09   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDFIRE RESOURCES NL                          | SANDFIRE RESOURCES LTD                        | CUSIP: N/A<br>LEI: 213800ZW52P23FVH1V47       | Long             | EC               | CORP              | AU        |    112194 | NS      | $1355483.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WARTSILA OYJ                                   | WARTSILA                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |    105709 | NS      | $4435336.91   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                     | MIZUHO FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    525600 | NS      | $22602226.97  | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    421876 | NS      | $13898432.96  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KEPPEL DC REIT                                 | KEPPEL DC REIT                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    415004 | NS      | $768062.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OPEN HOUSE GROUP CO LTD                        | OPEN HOUSE GROUP CO LTD                       | CUSIP: N/A<br>LEI: 529900WQOGPBIJEHW865       | Long             | EC               | CORP              | JP        |     13900 | NS      | $818065.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |     25575 | NS      | $1317706.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                   | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     53143 | NS      | $2149314.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    258751 | NS      | $26065690.61  | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT JUN26 MFSM6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        96 | NC      | $581409.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                        | ABB LTD                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    333898 | NS      | $33770358.21  | 2.92%             |  |  |  | No            |                  2 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                   | KYUSHU ELEC POWER CO INC                      | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |    109800 | NS      | $1187149.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                              | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    157809 | NS      | $33445679.28  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| LAGERCRANTZ GROUP AB                           | LAGERCRANTZ GROUP AB CL B                     | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |     46390 | NS      | $1211910.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC            | SUMITOMO MITSUI FINL GROUP INC                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    572500 | NS      | $20214433.48  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                      | ORKLA ASA                                     | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    179321 | NS      | $2210374.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO OHKA KOGYO CO LTD                        | TOKYO OHKA KOGYO                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     29200 | NS      | $1716662.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDESA SA                                      | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     75593 | NS      | $3388206.29   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                     | LONDONMETRIC PROPERITY PLC                    | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    459946 | NS      | $1185400.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                             | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |    109990 | NS      | $2916137.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TELE2 AB                                       | TELE2 AB B SHS                                | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    133363 | NS      | $2736521.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HOCHTIEF AG                                    | HOCHTIEF AG                                   | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      3961 | NS      | $2125444.01   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                  | OBAYASHI CORP                                 | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    156300 | NS      | $3674719.48   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                          | LOTTOMATICA GROUP SPA                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     60543 | NS      | $1782091.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INFRONEER HOLDINGS INC                         | INFRONEER HOLDINGS INC                        | CUSIP: N/A<br>LEI: 353800G6TWA2W0MY9K16       | Long             | EC               | CORP              | JP        |     54700 | NS      | $744670.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RESONAC HOLDINGS CORP                          | RESONAC HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |     39200 | NS      | $3587354.17   | 0.31%             |  |  |  | No            |                  2 | On Loan: —       |
| DBS GROUP HOLDINGS LTD                         | DBS GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    420700 | NS      | $19398757.62  | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| AURUBIS AG                                     | AURUBIS AG                                    | CUSIP: N/A<br>LEI: 5299005SHIN9ZK7GW242       | Long             | EC               | CORP              | DE        |      6224 | NS      | $1338969.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAAB AB                                        | SAAB AB CL B                                  | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |     67705 | NS      | $4109910.52   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTGOLD RESOURCES LTD                         | WESTGOLD RESOURCES LTD                        | CUSIP: N/A<br>LEI: 2549003AMX9BL7CKBQ74       | Long             | EC               | CORP              | AU        |    229589 | NS      | $911741.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIKURA LTD                                   | FUJIKURA LTD                                  | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |    397200 | NS      | $15325167.50  | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    244804 | NS      | $2815104.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKASAGO THERMAL ENG CO LTD                    | TAKASAGO THERMAL ENG CO                       | CUSIP: N/A<br>LEI: 353800VL9UEB0RUJLC67       | Long             | EC               | CORP              | JP        |     26800 | NS      | $772933.07    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                 | BAWAG GROUP AG                                | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     18417 | NS      | $3149321.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                    | KIOXIA HOLDINGS CORPORATION                   | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |     44600 | NS      | $10791356.35  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                          | MITSUI FUDOSAN CO                             | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    540500 | NS      | $5919572.86   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                        | TOWER SEMICONDCTR LTD                         | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     26911 | NS      | $5534203.44   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTELLAS PHARMA INC                            | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    439600 | NS      | $6229898.51   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    358124 | NS      | $9060771.07   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRICORN METALS LTD                           | CAPRICORN METALS LTD                          | CUSIP: N/A<br>LEI: 529900CRG304NUYMOV23       | Long             | EC               | CORP              | AU        |    109109 | NS      | $904654.82    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |      6584 | NS      | $1249626.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CO LTD                                    | AEON CO LTD                                   | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |    669700 | NS      | $6504587.71   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GROUP PLC/JERSEY                           | MAN GROUP PLC/JERSEY                          | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |    279771 | NS      | $970780.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TELIA CO AB                                    | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    414086 | NS      | $2164446.17   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                         | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    121900 | NS      | $8884343.01   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |     59200 | NS      | $881796.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                      | SAFRAN SA                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     47126 | NS      | $15132762.71  | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |    221200 | NS      | $5766723.92   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |     31159 | NS      | $1696836.89   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BALFOUR BEATTY PLC                             | BALFOUR BEATTY PLC                            | CUSIP: N/A<br>LEI: CT4UIJ3TUKGYYHMENQ17       | Long             | EC               | CORP              | GB        |    118795 | NS      | $1319066.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    448894 | NS      | $11431009.14  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY CO LTD                 | CHOW TAI FOOK JEWELLERY CO LTD                | CUSIP: N/A<br>LEI: 254900VXRL7SRSF44G79       | Long             | EC               | CORP              | KY        |    521800 | NS      | $715302.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                   | FERROVIAL SE                                  | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |    112942 | NS      | $7746477.89   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |     74306 | NS      | $5981637.40   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| SMITH and NEPHEW PLC                           | SMITH and NEPHEW PLC                          | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |     42467 | NS      | $657126.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA                                   | LEONARDO SPA                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     93684 | NS      | $5850170.01   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A            | BANCO BILBAO VIZ ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1151379 | NS      | $25425220.49  | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    178800 | NS      | $3057256.07   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS MINERALS LTD                           | GENESIS MINERALS LTD                          | CUSIP: N/A<br>LEI: 894500AK5BVRCNP0FP48       | Long             | EC               | CORP              | AU        |    277208 | NS      | $1194461.31   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOHAMA RUBBER CO LTD                         | YOKOHAMA RUBBER CO                            | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |     35200 | NS      | $1432702.23   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                            | MTU AERO ENGINES AG                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     12514 | NS      | $4278339.45   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIMO HOLDING AG                              | MOBIMO HOLDING AG                             | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |      1749 | NS      | $834935.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                       | IHI CORPORATION                               | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |    260500 | NS      | $4758180.77   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                           | ENDEAVOUR MINING PLC                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |     45690 | NS      | $2744301.54   | 0.24%             |  |  |  | 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        |    160300 | NS      | $8538019.03   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| LYNAS RARE EARTHS LTD                          | LYNAS RARE EARTHS LTD                         | CUSIP: N/A<br>LEI: 529900SGT9M1FJPXXI35       | Long             | EC               | CORP              | AU        |    221387 | NS      | $3140634.18   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| KAJIMA CORP                                    | KAJIMA CORP                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    109100 | NS      | $4264072.30   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ABIVAX SA                                      | ABIVAX SA                                     | CUSIP: N/A<br>LEI: 969500D8TMNB184OJU95       | Long             | EC               | CORP              | FR        |     11734 | NS      | $1357487.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                    | NORTHERN STAR RESOURCES LTD                   | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |    222437 | NS      | $3409567.06   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                             | TELECOM ITALIA SPA                            | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |   4505401 | NS      | $3550204.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO LTD                               | OSAKA GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     95700 | NS      | $3438830.47   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                 | WESFARMERS LTD                                | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     97938 | NS      | $5202698.24   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO METAL MINING CO LTD                   | SUMITOMO METAL MINING CO LTD                  | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |     66300 | NS      | $4076317.71   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ALS LTD                                        | ALS LTD                                       | CUSIP: N/A<br>LEI: 549300RYCQ8DMIO2J661       | Long             | EC               | CORP              | AU        |    122032 | NS      | $1905510.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UNICREDIT SPA                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    326199 | NS      | $25209437.03  | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GALDERMA GROUP AG                              | GALDERMA GROUP AG                             | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     31918 | NS      | $6696186.70   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRTEL AFRICA LTD                              | AIRTEL AFRICA LTD                             | CUSIP: N/A<br>LEI: 254900ZNZDQL6OWQH623       | Long             | EC               | CORP              | GB        |    185921 | NS      | $897109.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                       | NEXT PLC                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     27539 | NS      | $4850969.71   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                | SONY GROUP CORP                               | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    382100 | NS      | $7655500.37   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   6532365 | NS      | $6533671.02   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                     | ASICS CORP                                    | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |    174800 | NS      | $4963904.83   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERALI                                       | GENERALI                                      | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |    235427 | NS      | $10549952.38  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| NITERRA CO LTD                                 | NITERRA CO LTD                                | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |     40100 | NS      | $2167626.60   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                   | GAZTRANSPORT ET TECHNIGA                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      7850 | NS      | $1907122.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                | ANTOFAGASTA PLC                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     83808 | NS      | $4047911.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IBIDEN CO LTD                                  | IBIDEN CO LTD                                 | CUSIP: N/A<br>LEI: 52990051DBFIQEY37C91       | Long             | EC               | CORP              | JP        |     67800 | NS      | $5798944.47   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                      | ZEGONA COMMUNICATIONS PLC                     | CUSIP: N/A<br>LEI: 213800ASI1VZL2ED4S65       | Long             | EC               | CORP              | GB        |     52992 | NS      | $1270558.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    192600 | NS      | $3891089.01   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOGAWA ELECTRIC CORP                         | YOKOGAWA ELECTRIC                             | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |     58700 | NS      | $2043801.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B M                              | BANK HAPOALIM LTD (REG)                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |    316731 | NS      | $8489497.52   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| KANDENKO CO LTD                                | KANDENKO CO LTD                               | CUSIP: N/A<br>LEI: 35380080NSN7GCYZ3X14       | Long             | EC               | CORP              | JP        |     29900 | NS      | $1304283.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SERCO GROUP PLC                                | SERCO GROUP PLC                               | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |    243547 | NS      | $932578.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    179942 | NS      | $6836477.23   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI ELECTRIC CORP                       | MITSUBISHI ELECTRIC CORP ORD                  | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |    157200 | NS      | $6308591.82   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                 | SINGAPORE TECH ENGINEERING LTD                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    361200 | NS      | $3060981.28   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HALMA PLC                                      | HALMA PLC                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     91344 | NS      | $5477740.04   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| REPSOL YPF SA                                  | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |    268481 | NS      | $7211714.45   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BABCOCK INTL GROUP PLC                         | BABCOCK INTL GROUP PLC                        | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |    120328 | NS      | $1806830.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC NEW          | INTERCONTINENTAL HOTELS GP PLC                | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |     27265 | NS      | $3901621.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JX ADVANCED METALS CORP                        | JX ADVANCED METALS CORP                       | CUSIP: N/A<br>LEI: 353800NC6NPNKC4JEC58       | Long             | EC               | CORP              | JP        |    130700 | NS      | $4054881.96   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                         | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     29291 | NS      | $7948050.78   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ISS A / S                                      | ISS HOLDINGS A/S                              | CUSIP: N/A<br>LEI: 213800LEZA58SZNCBN19       | Long             | EC               | CORP              | DK        |     35635 | NS      | $1307388.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |   4750590 | NS      | $7558886.33   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSEUS MINING LTD                             | PERSEUS MINING LTD                            | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    325207 | NS      | $1303327.93   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI S.P.A                     | UNIPOL ASSICURAZIONI S.P.A                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |    107404 | NS      | $2798414.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTA OCEAN CONST CO LTD                       | PENTA OCEAN CONSTRUCTION CO                   | CUSIP: N/A<br>LEI: 529900QN42Q9UIW3AS17       | Long             | EC               | CORP              | JP        |     69400 | NS      | $777575.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                    | HITACHI LTD                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    679500 | NS      | $21606978.17  | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA HBC AG                               | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     47231 | NS      | $2750738.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                        | SKYLARK CO LTD                                | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |     54800 | NS      | $1056069.21   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    360607 | NS      | $5241659.05   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    661036 | NS      | $661102.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                      | TESCO PLC                                     | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1550902 | NS      | $10173134.47  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |    400037 | NS      | $5765761.49   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| KOITO MANUFACTURING CO LTD                     | KOITO MANUFACTURING CO LTD                    | CUSIP: N/A<br>LEI: 5299001FERC6CZM94C22       | Long             | EC               | CORP              | JP        |     53100 | NS      | $861516.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     83480 | NS      | $3921011.62   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                 | DAIFUKU CO LTD                                | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |     89000 | NS      | $3891227.81   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| INDRA SISTEMAS                                 | INDRA SISTEMAS SA                             | CUSIP: N/A<br>LEI: 95980020140005308793       | Long             | EC               | CORP              | ES        |     18028 | NS      | $1032749.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HLDGS INC JAPAN                            | SBI HOLDINGS INC                              | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |    130300 | NS      | $2629196.85   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | PROSUS NV                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |    320537 | NS      | $15518161.47  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL LTD                                     | KEPPEL LTD                                    | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |    344900 | NS      | $2952145.29   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION MINING LTD                           | EVOLUTION MINING LTD                          | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |    492805 | NS      | $4356961.58   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     34577 | NS      | $49982653.82  | 4.32%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTLINE PLC                                  | FRONTLINE PLC                                 | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | CY        |     34615 | NS      | $1259107.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIS RESOURCES LTD                            | REGIS RESOURCES LTD                           | CUSIP: N/A<br>LEI: 213800XH9YUXBLYBD749       | Long             | EC               | CORP              | AU        |    184026 | NS      | $943602.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICAJA BANCO                                  | UNICAJA BANCO SA                              | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | EC               | CORP              | ES        |    328073 | NS      | $1063488.43   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLATEXDEGIRO SE                                | FLATEXDEGIRO SE                               | CUSIP: N/A<br>LEI: 529900IRBZTADXJB6757       | Long             | EC               | CORP              | DE        |     20422 | NS      | $730553.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                      | ESSITY AB B                                   | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |     66215 | NS      | $1753493.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1645850 | NS      | $13127097.22  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA HEALTHCARE LTD                           | SIGMA HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |   1373696 | NS      | $2777192.80   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONS AIRLNS CDI                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    550932 | NS      | $2787263.41   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TALANX AG                                      | TALANX AKTIENGESELLSCHAFT                     | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     11949 | NS      | $1555255.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SBM OFFSHORE NV                                | SBM OFFSHORE NV                               | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     41589 | NS      | $1778670.29   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITEHAVEN COAL LTD                            | WHITEHAVEN COAL LTD                           | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |    200645 | NS      | $1226067.72   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MOWI ASA                                       | MOWI ASA                                      | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |    106619 | NS      | $2363761.65   | 0.20%             |  |  |  | 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        |    134362 | NS      | $2895537.71   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GLANBIA PLC                                    | GLANBIA PLC                                   | CUSIP: N/A<br>LEI: 635400SRMCBHVMSKJS84       | Long             | EC               | CORP              | IE        |     18136 | NS      | $421023.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AZIMUT HOLDINGS SPA                            | AZIMUT HOLDINGS SPA                           | CUSIP: N/A<br>LEI: 81560025690EF8540635       | Long             | EC               | CORP              | IT        |     27149 | NS      | $1150269.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEC INC                                      | MODEC INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     11600 | NS      | $959096.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |     98929 | NS      | $4791092.90   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| KONAMI GROUP CORPORATION                       | KONAMI GROUP CORPORATION                      | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     13600 | NS      | $1632996.44   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer