# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-000806
**Filing Date:** 2025-9
**Character Count:** 109851
**Document Hash:** c0ec17e06aa5f1f218c2dc2535df9b3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000806.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000806

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251349360

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI International Momentum Index Fund**

**July 31, 2025**

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

IMI-NPRT3-0925

1.9898217.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.1%** | &nbsp;&nbsp;**Common Stocks - 99.1%** | &nbsp;&nbsp;**Common Stocks - 99.1%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 3.7%  |  |  |
| Communication Services - 0.2% |  |  |
| Interactive Media & Services - 0.2% |  |  |
| REA Group Ltd  | 10684 | 1627504 |
| Consumer Discretionary - 1.0% |  |  |
| Broadline Retail - 0.6% |  |  |
| Wesfarmers Ltd  | 87729 | 4798737 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Aristocrat Leisure Ltd  | 59622 | 2669689 |
| Specialty Retail - 0.1% |  |  |
| JB Hi-Fi Ltd  | 22770 | 1621726 |
| TOTAL CONSUMER DISCRETIONARY |  | 9090152 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Coles Group Ltd  | 77682 | 1034256 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Commonwealth Bank of Australia  | 28589 | 3245697 |
| Health Care - 0.7% |  |  |
| Biotechnology - 0.1% |  |  |
| Telix Pharmaceuticals Ltd (b) | 62029 | 831015 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Ansell Ltd  | 30263 | 579375 |
| Health Care Providers & Services - 0.3% |  |  |
| Sigma Healthcare Ltd  | 1230509 | 2272893 |
| Health Care Technology - 0.3% |  |  |
| Pro Medicus Ltd  | 11317 | 2323998 |
| TOTAL HEALTH CARE |  | 6007281 |
| Industrials - 0.5% |  |  |
| Passenger Airlines - 0.1% |  |  |
| Qantas Airways Ltd  | 154418 | 1070941 |
| Professional Services - 0.4% |  |  |
| Computershare Ltd  | 116764 | 3143218 |
| TOTAL INDUSTRIALS |  | 4214159 |
| Information Technology - 0.2% |  |  |
| Software - 0.2% |  |  |
| Technology One Ltd  | 62206 | 1627218 |
| Materials - 0.6% |  |  |
| Metals & Mining - 0.6% |  |  |
| Evolution Mining Ltd  | 426890 | 1931986 |
| Genesis Minerals Ltd (b) | 240841 | 565678 |
| Northern Star Resources Ltd  | 238332 | 2367907 |
| Perseus Mining Ltd  | 291095 | 607722 |
|  |  | 5473293 |
| TOTAL AUSTRALIA |  | 32319560 |
| AUSTRIA - 0.4%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| OMV AG  | 30002 | 1529766 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| BAWAG Group AG (c)(d) | 16498 | 2086089 |
| TOTAL AUSTRIA |  | 3615855 |
| BELGIUM - 0.6%  |  |  |
| Health Care - 0.6% |  |  |
| Pharmaceuticals - 0.6% |  |  |
| UCB SA  | 25006 | 5434843 |
| CHINA - 0.4%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Broadline Retail - 0.3% |  |  |
| Prosus NV Class N  | 45017 | 2571633 |
| Specialty Retail - 0.1% |  |  |
| Chow Tai Fook Jewellery Group Ltd  | 468400 | 782271 |
| TOTAL CHINA |  | 3353904 |
| DENMARK - 0.3%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Textiles, Apparel & Luxury Goods - 0.2% |  |  |
| Pandora A/S  | 11469 | 1903390 |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| Zealand Pharma A/S (b) | 10076 | 529469 |
| TOTAL DENMARK |  | 2432859 |
| FINLAND - 1.2%  |  |  |
| Financials - 0.7% |  |  |
| Insurance - 0.7% |  |  |
| Sampo Oyj A Shares  | 533388 | 5731542 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Orion Oyj B Shares  | 23117 | 1854592 |
| Industrials - 0.3% |  |  |
| Machinery - 0.3% |  |  |
| Wartsila OYJ Abp  | 94690 | 2619380 |
| TOTAL FINLAND |  | 10205514 |
| FRANCE - 8.6%  |  |  |
| Consumer Discretionary - 0.9% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Accor SA  | 34241 | 1745126 |
| Textiles, Apparel & Luxury Goods - 0.7% |  |  |
| Hermes International SCA  | 2461 | 6041069 |
| TOTAL CONSUMER DISCRETIONARY |  | 7786195 |
| Energy - 0.3% |  |  |
| Energy Equipment & Services - 0.2% |  |  |
| Technip Energies NV  | 29696 | 1283718 |
| Vallourec SACA  | 19864 | 371428 |
|  |  | 1655146 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Gaztransport Et Technigaz SA  | 7032 | 1324112 |
| TOTAL ENERGY |  | 2979258 |
| Health Care - 2.0% |  |  |
| Health Care Equipment & Supplies - 2.0% |  |  |
| EssilorLuxottica SA  | 59743 | 17767372 |
| Industrials - 2.8% |  |  |
| Aerospace & Defense - 2.8% |  |  |
| Dassault Aviation SA  | 3844 | 1194957 |
| Safran SA  | 68828 | 22696133 |
|  |  | 23891090 |
| Materials - 1.4% |  |  |
| Chemicals - 1.4% |  |  |
| Air Liquide SA  | 59674 | 11740058 |
| Real Estate - 0.2% |  |  |
| Retail REITs - 0.2% |  |  |
| Klepierre SA  | 47090 | 1803484 |
| Utilities - 1.0% |  |  |
| Multi-Utilities - 1.0% |  |  |
| Engie SA  | 373811 | 8402612 |
| TOTAL FRANCE |  | 74370069 |
| GERMANY - 14.8%  |  |  |
| Communication Services - 2.6% |  |  |
| Diversified Telecommunication Services - 2.2% |  |  |
| Deutsche Telekom AG  | 541881 | 19435063 |
| Entertainment - 0.2% |  |  |
| CTS Eventim AG & Co KGaA  | 11819 | 1338668 |
| Interactive Media & Services - 0.2% |  |  |
| Scout24 SE (c)(d) | 15989 | 2142156 |
| TOTAL COMMUNICATION SERVICES |  | 22915887 |
| Consumer Discretionary - 0.8% |  |  |
| Specialty Retail - 0.1% |  |  |
| Auto1 Group SE (b)(c)(d) | 23371 | 706781 |
| Textiles, Apparel & Luxury Goods - 0.7% |  |  |
| adidas AG  | 33422 | 6409627 |
| TOTAL CONSUMER DISCRETIONARY |  | 7116408 |
| Consumer Staples - 0.3% |  |  |
| Personal Care Products - 0.3% |  |  |
| Beiersdorf AG  | 18593 | 2310409 |
| Financials - 2.6% |  |  |
| Insurance - 2.6% |  |  |
| Hannover Rueck SE  | 11901 | 3618091 |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  | 26996 | 17673499 |
| Talanx AG  | 10703 | 1424183 |
|  |  | 22715773 |
| Health Care - 0.2% |  |  |
| Health Care Providers & Services - 0.2% |  |  |
| Fresenius Medical Care AG  | 42536 | 2157487 |
| Industrials - 3.1% |  |  |
| Aerospace & Defense - 1.3% |  |  |
| MTU Aero Engines AG  | 11209 | 4837825 |
| Rheinmetall AG  | 3394 | 6718417 |
|  |  | 11556242 |
| Construction & Engineering - 0.1% |  |  |
| HOCHTIEF AG  | 3425 | 749281 |
| Electrical Equipment - 1.7% |  |  |
| Siemens Energy AG (b) | 120988 | 14007842 |
| TOTAL INDUSTRIALS |  | 26313365 |
| Information Technology - 3.5% |  |  |
| Software - 3.5% |  |  |
| Nemetschek SE  | 11422 | 1708860 |
| SAP SE  | 97670 | 27929303 |
|  |  | 29638163 |
| Materials - 0.8% |  |  |
| Chemicals - 0.1% |  |  |
| K+S AG  | 38183 | 578669 |
| Construction Materials - 0.7% |  |  |
| Heidelberg Materials AG  | 27938 | 6445150 |
| TOTAL MATERIALS |  | 7023819 |
| Utilities - 0.9% |  |  |
| Multi-Utilities - 0.9% |  |  |
| E.ON SE  | 424739 | 7748620 |
| TOTAL GERMANY |  | 127939931 |
| HONG KONG - 0.6%  |  |  |
| Financials - 0.5% |  |  |
| Capital Markets - 0.5% |  |  |
| Hong Kong Exchanges & Clearing Ltd  | 66700 | 3609725 |
| Real Estate - 0.1% |  |  |
| Real Estate Management & Development - 0.1% |  |  |
| Hongkong Land Holdings Ltd (Singapore)  | 215100 | 1299362 |
| TOTAL HONG KONG |  | 4909087 |
| IRELAND - 0.3%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| Kerry Group PLC Class A  | 13043 | 1207891 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| AIB Group PLC  | 219293 | 1729927 |
| TOTAL IRELAND |  | 2937818 |
| ISRAEL - 1.8%  |  |  |
| Financials - 1.3% |  |  |
| Banks - 1.3% |  |  |
| Bank Hapoalim BM  | 281408 | 5301146 |
| Bank Leumi Le-Israel BM  | 319217 | 5926007 |
|  |  | 11227153 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Elbit Systems Ltd  | 5059 | 2334877 |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Nova Ltd (Israel) (b) | 6145 | 1649567 |
| TOTAL ISRAEL |  | 15211597 |
| ITALY - 6.4%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Lottomatica Group Spa  | 53645 | 1447233 |
| Consumer Staples - 0.3% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola HBC AG  | 42614 | 2220737 |
| Financials - 5.0% |  |  |
| Banks - 3.6% |  |  |
| Banca Popolare di Sondrio SPA  | 96658 | 1325879 |
| Banco BPM SpA  | 323024 | 4128713 |
| BPER Banca SPA  | 214317 | 2112180 |
| UniCredit SpA  | 322804 | 23749932 |
|  |  | 31316704 |
| Insurance - 1.4% |  |  |
| Generali  | 210888 | 7874571 |
| Poste Italiane Spa (c)(d) | 97458 | 2109270 |
| Unipol Assicurazioni SpA  | 96210 | 1934036 |
|  |  | 11917877 |
| TOTAL FINANCIALS |  | 43234581 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Recordati Industria Chimica e Farmaceutica SpA  | 20257 | 1165111 |
| Industrials - 0.5% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Leonardo SpA  | 83920 | 4523552 |
| Information Technology - 0.1% |  |  |
| IT Services - 0.1% |  |  |
| Reply SpA  | 4711 | 739764 |
| Utilities - 0.2% |  |  |
| Gas Utilities - 0.1% |  |  |
| Italgas SpA  | 129794 | 1073136 |
| Multi-Utilities - 0.1% |  |  |
| Hera SpA  | 168305 | 719493 |
| TOTAL UTILITIES |  | 1792629 |
| TOTAL ITALY |  | 55123607 |
| JAPAN - 24.1%  |  |  |
| Communication Services - 0.7% |  |  |
| Entertainment - 0.4% |  |  |
| Konami Group Corp  | 21700 | 2945966 |
| Interactive Media & Services - 0.2% |  |  |
| LY Corp  | 533800 | 1951128 |
| Media - 0.1% |  |  |
| CyberAgent Inc  | 88500 | 886358 |
| TOTAL COMMUNICATION SERVICES |  | 5783452 |
| Consumer Discretionary - 6.0% |  |  |
| Automobile Components - 0.5% |  |  |
| Sumitomo Electric Industries Ltd  | 164600 | 4084500 |
| Broadline Retail - 0.3% |  |  |
| Ryohin Keikaku Co Ltd  | 59900 | 2804385 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Food & Life Cos Ltd  | 24700 | 1244051 |
| Skylark Holdings Co Ltd  | 48500 | 921879 |
|  |  | 2165930 |
| Household Durables - 2.6% |  |  |
| Sony Group Corp  | 885000 | 21287185 |
| Leisure Products - 0.3% |  |  |
| Bandai Namco Holdings Inc  | 93800 | 3033204 |
| Specialty Retail - 1.7% |  |  |
| Fast Retailing Co Ltd  | 42900 | 13085775 |
| Sanrio Co Ltd  | 42900 | 1760281 |
|  |  | 14846056 |
| Textiles, Apparel & Luxury Goods - 0.4% |  |  |
| Asics Corp  | 156600 | 3681556 |
| TOTAL CONSUMER DISCRETIONARY |  | 51902816 |
| Consumer Staples - 0.9% |  |  |
| Consumer Staples Distribution & Retail - 0.7% |  |  |
| Aeon Co Ltd  | 197800 | 6318298 |
| Food Products - 0.2% |  |  |
| Toyo Suisan Kaisha Ltd  | 20600 | 1316106 |
| Household Products - 0.0% |  |  |
| Lion Corp  | 59700 | 581643 |
| TOTAL CONSUMER STAPLES |  | 8216047 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| ENEOS Holdings Inc  | 577100 | 3028988 |
| Idemitsu Kosan Co Ltd  | 88100 | 566361 |
|  |  | 3595349 |
| Financials - 3.6% |  |  |
| Banks - 3.1% |  |  |
| Mizuho Financial Group Inc  | 470800 | 13809346 |
| Sumitomo Mitsui Financial Group Inc  | 512900 | 12938729 |
|  |  | 26748075 |
| Insurance - 0.5% |  |  |
| Tokio Marine Holdings Inc  | 116800 | 4689862 |
| TOTAL FINANCIALS |  | 31437937 |
| Health Care - 2.1% |  |  |
| Health Care Equipment & Supplies - 0.4% |  |  |
| Terumo Corp  | 193000 | 3272753 |
| Pharmaceuticals - 1.7% |  |  |
| Chugai Pharmaceutical Co Ltd  | 134200 | 6433139 |
| Otsuka Holdings Co Ltd  | 109200 | 5198980 |
| Shionogi & Co Ltd  | 172600 | 2886617 |
|  |  | 14518736 |
| TOTAL HEALTH CARE |  | 17791489 |
| Industrials - 6.6% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| Sankyu Inc  | 11800 | 694636 |
| Building Products - 0.1% |  |  |
| Sanwa Holdings Corp  | 47600 | 1298615 |
| Construction & Engineering - 0.5% |  |  |
| Kinden Corp  | 24700 | 777722 |
| Obayashi Corp  | 151400 | 2229404 |
| Shimizu Corp  | 116100 | 1286152 |
|  |  | 4293278 |
| Electrical Equipment - 0.5% |  |  |
| Fujikura Ltd  | 57800 | 3923604 |
| Ground Transportation - 0.0% |  |  |
| Nikkon Holdings Co Ltd  | 26600 | 599131 |
| Industrial Conglomerates - 2.7% |  |  |
| Hikari Tsushin Inc  | 4800 | 1290522 |
| Hitachi Ltd  | 672100 | 20566700 |
| Sekisui Chemical Co Ltd  | 85200 | 1477805 |
|  |  | 23335027 |
| Machinery - 2.7% |  |  |
| Daifuku Co Ltd  | 79700 | 2017702 |
| IHI Corp  | 33000 | 3674774 |
| Kawasaki Heavy Industries Ltd  | 35200 | 2570764 |
| Mitsubishi Heavy Industries Ltd  | 619500 | 14791428 |
|  |  | 23054668 |
| TOTAL INDUSTRIALS |  | 57198959 |
| Information Technology - 1.8% |  |  |
| IT Services - 1.7% |  |  |
| Fujitsu Ltd  | 173800 | 3786045 |
| NEC Corp  | 290900 | 8353453 |
| SCSK Corp  | 31400 | 977008 |
| TIS Inc  | 43300 | 1381353 |
|  |  | 14497859 |
| Software - 0.1% |  |  |
| Oracle Corp Japan  | 7100 | 767825 |
| TOTAL INFORMATION TECHNOLOGY |  | 15265684 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Nippon Sanso Holdings Corp  | 41400 | 1465293 |
| Paper & Forest Products - 0.0% |  |  |
| Oji Holdings Corp  | 200100 | 975259 |
| TOTAL MATERIALS |  | 2440552 |
| Real Estate - 1.2% |  |  |
| Office REITs - 0.1% |  |  |
| Orix JREIT Inc  | 588 | 768652 |
| Real Estate Management & Development - 1.1% |  |  |
| Mitsubishi Estate Co Ltd  | 266700 | 4993271 |
| Mitsui Fudosan Co Ltd  | 484200 | 4327925 |
|  |  | 9321196 |
| TOTAL REAL ESTATE |  | 10089848 |
| Utilities - 0.6% |  |  |
| Electric Utilities - 0.1% |  |  |
| Kyushu Electric Power Co Inc  | 98300 | 871439 |
| Gas Utilities - 0.5% |  |  |
| Osaka Gas Co Ltd  | 84800 | 2145554 |
| Tokyo Gas Co Ltd  | 73800 | 2471459 |
|  |  | 4617013 |
| TOTAL UTILITIES |  | 5488452 |
| TOTAL JAPAN |  | 209210585 |
| MEXICO - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Fresnillo PLC  | 39275 | 726159 |
| NETHERLANDS - 1.9%  |  |  |
| Consumer Staples - 0.3% |  |  |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Koninklijke Ahold Delhaize NV  | 74778 | 2952648 |
| Energy - 0.2% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| SBM Offshore NV  | 37599 | 980876 |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Koninklijke Vopak NV  | 12759 | 609797 |
| TOTAL ENERGY |  | 1590673 |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| Euronext NV (c)(d) | 20444 | 3303626 |
| Health Care - 1.0% |  |  |
| Biotechnology - 1.0% |  |  |
| Argenx SE (b) | 12654 | 8498804 |
| TOTAL NETHERLANDS |  | 16345751 |
| NEW ZEALAND - 0.8%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| a2 Milk Co Ltd/The (e) | 154355 | 799060 |
| Health Care - 0.3% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Fisher & Paykel Healthcare Corp Ltd  | 120356 | 2607793 |
| Information Technology - 0.4% |  |  |
| Software - 0.4% |  |  |
| Xero Ltd (b) | 27418 | 3157474 |
| TOTAL NEW ZEALAND |  | 6564327 |
| NORWAY - 0.7%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| Mowi ASA  | 92216 | 1725923 |
| Orkla ASA  | 160629 | 1693497 |
|  |  | 3419420 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Kongsberg Gruppen ASA  | 93763 | 2809163 |
| TOTAL NORWAY |  | 6228583 |
| SINGAPORE - 2.8%  |  |  |
| Financials - 2.4% |  |  |
| Banks - 2.2% |  |  |
| DBS Group Holdings Ltd  | 376800 | 13830251 |
| Oversea-Chinese Banking Corp Ltd  | 345000 | 4470912 |
|  |  | 18301163 |
| Capital Markets - 0.2% |  |  |
| Singapore Exchange Ltd  | 160200 | 1964309 |
| TOTAL FINANCIALS |  | 20265472 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Singapore Technologies Engineering Ltd  | 319500 | 2149368 |
| Real Estate - 0.1% |  |  |
| Specialized REITs - 0.1% |  |  |
| Keppel DC REIT  | 370600 | 674426 |
| Utilities - 0.1% |  |  |
| Multi-Utilities - 0.1% |  |  |
| Sembcorp Industries Ltd  | 190500 | 1132730 |
| TOTAL SINGAPORE |  | 24221996 |
| SPAIN - 6.6%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| Telefonica SA  | 1027505 | 5302747 |
| Financials - 3.8% |  |  |
| Banks - 3.8% |  |  |
| Banco Bilbao Vizcaya Argentaria SA  | 1175211 | 19600484 |
| Banco de Sabadell SA  | 1093305 | 4043730 |
| Bankinter SA  | 118835 | 1695181 |
| CaixaBank SA  | 790588 | 7438098 |
|  |  | 32777493 |
| Industrials - 0.3% |  |  |
| Construction & Engineering - 0.3% |  |  |
| ACS Actividades de Construccion y Servicios SA  | 39344 | 2711922 |
| Utilities - 1.9% |  |  |
| Electric Utilities - 1.9% |  |  |
| Endesa SA  | 67715 | 1958956 |
| Iberdrola SA  | 817504 | 14368728 |
|  |  | 16327684 |
| TOTAL SPAIN |  | 57119846 |
| SWEDEN - 1.6%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Telia Co AB  | 370948 | 1311491 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Tele2 AB B Shares  | 121087 | 1871488 |
| TOTAL COMMUNICATION SERVICES |  | 3182979 |
| Consumer Staples - 0.4% |  |  |
| Household Products - 0.4% |  |  |
| Essity AB B Shares  | 125124 | 3086799 |
| Industrials - 0.2% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Lifco AB B Shares  | 44134 | 1576142 |
| Information Technology - 0.6% |  |  |
| Communications Equipment - 0.5% |  |  |
| Telefonaktiebolaget LM Ericsson B Shares  | 640015 | 4648805 |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Lagercrantz Group AB B Shares  | 41536 | 966560 |
| TOTAL INFORMATION TECHNOLOGY |  | 5615365 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Wihlborgs Fastigheter AB  | 54539 | 536517 |
| TOTAL SWEDEN |  | 13997802 |
| SWITZERLAND - 4.5%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Textiles, Apparel & Luxury Goods - 0.4% |  |  |
| Cie Financiere Richemont SA Series A  | 19102 | 3118904 |
| Health Care - 0.4% |  |  |
| Pharmaceuticals - 0.4% |  |  |
| Galderma Group AG  | 24852 | 3901053 |
| Industrials - 2.8% |  |  |
| Building Products - 0.3% |  |  |
| Belimo Holding AG  | 2065 | 2424103 |
| Electrical Equipment - 2.4% |  |  |
| ABB Ltd  | 321448 | 20989949 |
| Machinery - 0.1% |  |  |
| Sulzer AG  | 3596 | 695957 |
| TOTAL INDUSTRIALS |  | 24110009 |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| Givaudan SA  | 587 | 2465075 |
| Real Estate - 0.6% |  |  |
| Real Estate Management & Development - 0.6% |  |  |
| Allreal Holding AG  | 3184 | 721275 |
| Mobimo Holding AG  | 1524 | 597592 |
| PSP Swiss Property AG  | 9257 | 1573889 |
| Swiss Prime Site AG  | 16226 | 2249367 |
|  |  | 5142123 |
| TOTAL SWITZERLAND |  | 38737164 |
| UNITED KINGDOM - 14.4%  |  |  |
| Communication Services - 0.2% |  |  |
| Interactive Media & Services - 0.2% |  |  |
| Rightmove PLC  | 165763 | 1792037 |
| Consumer Discretionary - 0.9% |  |  |
| Broadline Retail - 0.5% |  |  |
| Next PLC  | 24359 | 3960092 |
| Diversified Consumer Services - 0.2% |  |  |
| Pearson PLC  | 138148 | 1953545 |
| Leisure Products - 0.2% |  |  |
| Games Workshop Group PLC  | 7029 | 1512176 |
| TOTAL CONSUMER DISCRETIONARY |  | 7425813 |
| Consumer Staples - 2.9% |  |  |
| Consumer Staples Distribution & Retail - 0.9% |  |  |
| Tesco PLC  | 1398417 | 7856896 |
| Food Products - 0.1% |  |  |
| Cranswick PLC  | 11217 | 786609 |
| Personal Care Products - 1.2% |  |  |
| Unilever PLC  | 183268 | 10633296 |
| Tobacco - 0.7% |  |  |
| Imperial Brands PLC  | 161186 | 6282931 |
| TOTAL CONSUMER STAPLES |  | 25559732 |
| Financials - 5.5% |  |  |
| Banks - 4.1% |  |  |
| HSBC Holdings PLC  | 1775384 | 21629456 |
| NatWest Group PLC  | 1350993 | 9378030 |
| Standard Chartered PLC  | 256210 | 4593070 |
|  |  | 35600556 |
| Capital Markets - 1.2% |  |  |
| 3i Group PLC  | 196451 | 10734509 |
| Insurance - 0.2% |  |  |
| Admiral Group PLC  | 38537 | 1739553 |
| TOTAL FINANCIALS |  | 48074618 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Hikma Pharmaceuticals PLC  | 31672 | 821495 |
| Industrials - 4.2% |  |  |
| Aerospace & Defense - 3.0% |  |  |
| Babcock International Group PLC  | 107789 | 1479033 |
| Rolls-Royce Holdings PLC  | 1695758 | 24067861 |
|  |  | 25546894 |
| Passenger Airlines - 0.3% |  |  |
| International Consolidated Airlines Group SA  | 501790 | 2507240 |
| Professional Services - 0.9% |  |  |
| RELX PLC  | 158074 | 8213697 |
| TOTAL INDUSTRIALS |  | 36267831 |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Halma PLC  | 42758 | 1836351 |
| Real Estate - 0.1% |  |  |
| Industrial REITs - 0.1% |  |  |
| LondonMetric Property PLC  | 411839 | 1038840 |
| Utilities - 0.3% |  |  |
| Multi-Utilities - 0.3% |  |  |
| Centrica PLC  | 1060546 | 2305404 |
| TOTAL UNITED KINGDOM |  | 125122121 |
| UNITED STATES - 2.6%  |  |  |
| Energy - 0.1% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Tenaris SA  | 92019 | 1607128 |
| Health Care - 1.0% |  |  |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Alcon AG  | 32450 | 2869263 |
| Pharmaceuticals - 0.7% |  |  |
| Novartis AG  | 47825 | 5446650 |
| TOTAL HEALTH CARE |  | 8315913 |
| Industrials - 0.4% |  |  |
| Construction & Engineering - 0.4% |  |  |
| Ferrovial SE  | 65305 | 3346220 |
| Materials - 1.1% |  |  |
| Construction Materials - 1.1% |  |  |
| Buzzi SpA  | 17676 | 922257 |
| Holcim AG  | 107463 | 8570168 |
|  |  | 9492425 |
| TOTAL UNITED STATES |  | 22761686 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $619,015,125) |  | <br> **858890664** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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% 8/21/2025 (h)<br>(Cost $282,338)<br>| 4.25 | 283000 | **282324** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.6%** | &nbsp;&nbsp;**Money Market Funds - 0.6%** | &nbsp;&nbsp;**Money Market Funds - 0.6%** | &nbsp;&nbsp;**Money Market Funds - 0.6%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 4.33 | 4813665 | 4814628 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 4.33 | 769923 | 770000 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $5,584,628) |  |  | **5584628** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $624,882,091)<br>| <br>**864757616** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%** (f)  | **2497794** |
| **NET ASSETS - 100.0%** | **867255410** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &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 ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Contracts |  |  |  |  |  |
| ICE MSCI EAFE Index Contracts (United States) | 64 | Sep 2025 | 8362880 | (84623) | (84623) |
| The notional amount of futures purchased as a percentage of Net Assets is 1.0% | The notional amount of futures purchased as a percentage of Net Assets is 1.0% | The notional amount of futures purchased as a percentage of Net Assets is 1.0% | The notional amount of futures purchased as a percentage of Net Assets is 1.0% | The notional amount of futures purchased as a percentage of Net Assets is 1.0% | The notional amount of futures purchased as a percentage of Net Assets is 1.0% |

---

**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 $10,347,922 or 1.2% 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 $10,347,922 or 1.2% of net assets.

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

(f) Includes $28,269 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 $282,324.

(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 | 4117784 | 111962976 | 111266132 | 145143 | - | - | 4814628 | 4813665 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 618000 | 28105567 | 27953567 | 22027 | - | - | 770000 | 769923 | 0.0% |
| Total | 4735784 | 140068543 | 139219699 | 167170 | - | - | 5584628 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**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:** $868259086.14

**Total Liabilities:** $1022328.72

**Net Assets:** $867236757.42

**Cash Not Reported:** $329046.47

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218747 | 6.14%                | 3.47%                | -1.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4751953.42              | $38580078.35                               |
| Month 2  | $5786737.75              | $22477217.46                               |
| Month 3  | $10923655.46             | $-20314537.25                              |

### Schedule of Portfolio Investments

| Name                                                      | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUMITOMO ELECTRIC INDS LTD                                | SUMITOMO ELECTRIC INDS LTD                    | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |    164600 | NS      | $4084499.54   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| JB HI-FI LTD                                              | JB HI-FI LTD                                  | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     22770 | NS      | $1621726.11   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| XERO LTD                                                  | XERO LTD                                      | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |     27418 | NS      | $3157474.13   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RUECK SA                                         | HANNOVER RUECKVERSICHERUNGS SE(REGD)          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |     11901 | NS      | $3618090.62   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                                | TENARIS SA (ITALY)                            | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |     92019 | NS      | $1607128.41   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| IBERDROLA SA                                              | IBERDROLA SA                                  | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |    817504 | NS      | $14368728.48  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| BELIMO HOLDING AG                                         | BELIMO HOLDING AG (REG)                       | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      2065 | NS      | $2424102.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FAST RETAILING CO LTD                                     | FAST RETAILING CO LTD                         | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |     42900 | NS      | $13085775.27  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| LION CORP                                                 | LION CORP                                     | CUSIP: N/A<br>LEI: 529900MPGS2GM7VPG855       | Long             | EC               | CORP              | JP        |     59700 | NS      | $581643.21    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                      | BANCO DE SABADELL SA                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |   1093305 | NS      | $4043729.81   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANSWICK PLC                                             | CRANSWICK PLC                                 | CUSIP: N/A<br>LEI: 549300LDZLPU51XOSK43       | Long             | EC               | CORP              | GB        |     11217 | NS      | $786609.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                            | MSCI EAFE FUT SEP25 MFSU5                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        64 | NC      | $-84623.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HIKMA PHARMACEUTICALS PLC                                 | HIKMA PHARMACEUTICALS PLC                     | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |     31672 | NS      | $821494.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   1775384 | NS      | $21629455.51  | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMBCORP IND LTD                                          | SEMBCORP IND LTD                              | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |    190500 | NS      | $1132730.35   | 0.13%             |  |  |  | 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        |     24700 | NS      | $1244050.90   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                                          | ESSILORLUXOTTICA                              | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |     59743 | NS      | $17767372.29  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI ESTATE CO LTD                                  | MITSUBISHI ESTATE CO LTD                      | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |    266700 | NS      | $4993270.94   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMIZU CORP                                              | SHIMIZU CORP                                  | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |    116100 | NS      | $1286152.41   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                  | ROLLS-ROYCE HOLDINGS PLC                      | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |   1695758 | NS      | $24067860.91  | 2.78%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LTD                                         | COMPUTERSHARE LTD                             | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |    116764 | NS      | $3143217.65   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA            | ACS ACTIVIDADES CONST Y SRV SA                | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |     39344 | NS      | $2711922.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENX SE                                                 | ARGENX SE                                     | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |     12654 | NS      | $8498803.88   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS HOLDINGS INC                                        | ENEOS HOLDINGS INC                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |    577100 | NS      | $3028987.66   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                    | SAP SE                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     97670 | NS      | $27929302.83  | 3.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANKINTER SA                                              | BANKINTER SA                                  | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | EC               | CORP              | ES        |    118835 | NS      | $1695181.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                             | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |     39275 | NS      | $726159.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEC CORP                                                  | NEC CORP                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |    290900 | NS      | $8353452.46   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                    | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |     30002 | NS      | $1529766.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLREAL HOLDING AG                                        | ALLREAL HOLDING AG                            | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |      3184 | NS      | $721275.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCSK CORP                                                 | SCSK CORP                                     | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |     31400 | NS      | $977008.28    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO GAS CO LTD                                          | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |     73800 | NS      | $2471458.49   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION JAPAN                                  | ORACLE CORPORATION JAPAN                      | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |      7100 | NS      | $767825.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI HEAVY INDUSTRIES LTD                           | MITSUBISHI HEAVY INDS LTD                     | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |    619500 | NS      | $14791428.07  | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN | MUNICH REINSURANCE (REG)                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |     26996 | NS      | $17673499.36  | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCOR SA                                                  | ACCOR SA                                      | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |     34241 | NS      | $1745126.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                                               | ITALGAS SPA                                   | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |    129794 | NS      | $1073136.02   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SULZER AG                                                 | SULZER AG (REG)                               | CUSIP: N/A<br>LEI: 529900NZ6MAST5IJF669       | Long             | EC               | CORP              | CH        |      3596 | NS      | $695957.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                                                | BPER BANCA                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |    214317 | NS      | $2112180.45   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                                  | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    158074 | NS      | $8213697.12   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                               | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |     47825 | NS      | $5446649.60   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LTD                                                  | NOVA MEASURING INSTRUMENTS LTD                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |      6145 | NS      | $1649567.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ELBIT SYSTEMS LTD                                         | ELBIT SYSTEMS LTD                             | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |      5059 | NS      | $2334877.26   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                              | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    790588 | NS      | $7438098.16   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                                        | QANTAS AIRWAYS LTD                            | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |    154418 | NS      | $1070941.64   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                   | E.ON SE                                       | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |    424739 | NS      | $7748620.27   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISS PRIME SITE AG                                       | SWISS PRIME SITE AG                           | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |     16226 | NS      | $2249366.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORP                                               | KINDEN CORPORATION                            | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |     24700 | NS      | $777721.78    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| REA GROUP LTD                                             | REA GROUP LTD                                 | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |     10684 | NS      | $1627504.49   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ERICSSON                                                  | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |    640015 | NS      | $4648804.25   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTL SCA                                           | HERMES INTERNATIONAL SA                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |      2461 | NS      | $6041068.89   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DASSAULT AVIATION SA                                      | DASSAULT AVIATION SA                          | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |      3844 | NS      | $1194956.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJITSU LTD                                               | FUJITSU LTD                                   | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |    173800 | NS      | $3786044.75   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                              | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |    345000 | NS      | $4470912.46   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                                  | GAMES WORKSHOP GROUP CO PLC                   | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      7029 | NS      | $1512176.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERG MATERIALS AG                                   | HEIDELBERG MATERIALS AG                       | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |     27938 | NS      | $6445150.16   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO SUISAN KAISHA LTD                                    | TOYO SUISAN KAISHA LTD                        | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     20600 | NS      | $1316106.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WARTSILA OYJ                                              | WARTSILA                                      | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |     94690 | NS      | $2619379.93   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                                 | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |     93800 | NS      | $3033203.50   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SANWA HOLDINGS CORP                                       | SANWA HOLDINGS CORP                           | CUSIP: N/A<br>LEI: 5299003X6BCA4ROO5A70       | Long             | EC               | CORP              | JP        |     47600 | NS      | $1298614.91   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                | MIZUHO FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |    470800 | NS      | $13809346.18  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| PEARSON PLC                                               | PEARSON PLC                                   | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |    138148 | NS      | $1953544.83   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                  | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |    373811 | NS      | $8402612.38   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| KEPPEL DC REIT                                            | KEPPEL DC REIT                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |    370600 | NS      | $674426.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| COLES GROUP LTD                                           | COLES GROUP LTD                               | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |     77682 | NS      | $1034255.53   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                              | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |     47090 | NS      | $1803484.47   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TERUMO CORP                                               | TERUMO CORP                                   | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |    193000 | NS      | $3272752.63   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB LTD                                                   | ABB LTD                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    321448 | NS      | $20989948.87  | 2.42%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFCO AB                                                  | LIFCO AB                                      | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |     44134 | NS      | $1576141.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WIHLBORGS FASTIGHETER AB                                  | WIHLBORGS FASTIGHETER AB                      | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        |     54539 | NS      | $536517.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIP ENERGIES NV                                       | TECHNIP ENERGIES NV                           | CUSIP: N/A<br>LEI: 724500FLODI49NSCIP70       | Long             | EC               | CORP              | NL        |     29696 | NS      | $1283718.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                              | KYUSHU ELEC POWER CO INC                      | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |     98300 | NS      | $871439.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIERSDORF AG                                             | BEIERSDORF AG                                 | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |     18593 | NS      | $2310408.57   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| SIEMENS ENERGY AG                                         | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    120988 | NS      | $14007842.36  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LIQUIDE SA                                            | AIR LIQUIDE SA                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |     59674 | NS      | $11740058.26  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| LAGERCRANTZ GROUP AB                                      | LAGERCRANTZ GROUP AB CL B                     | CUSIP: N/A<br>LEI: 5493002L6I4YHANEYR87       | Long             | EC               | CORP              | SE        |     41536 | NS      | $966560.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                       | SUMITOMO MITSUI FINL GROUP INC                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |    512900 | NS      | $12938728.93  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ORKLA ASA                                                 | ORKLA ASA                                     | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |    160629 | NS      | $1693497.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKKON HLDGS CO LTD                                       | NIKKON HLDGS CO LTD                           | CUSIP: N/A<br>LEI: 3538005QJ1M73DPIMH49       | Long             | EC               | CORP              | JP        |     26600 | NS      | $599130.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDESA SA                                                 | ENDESA SA                                     | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |     67715 | NS      | $1958955.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KERRY GROUP PLC                                           | KERRY GROUP PLC CL A                          | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |     13043 | NS      | $1207891.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LONDONMETRIC PROPERITY PLC                                | LONDONMETRIC PROPERITY PLC                    | CUSIP: N/A<br>LEI: 213800OCERWWPQDURL87       | Long             | EC               | CORP              | GB        |    411839 | NS      | $1038839.79   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POSTE ITALIANE SPA                                        | POSTE ITALIANE SPA                            | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |     97458 | NS      | $2109269.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TELE2 AB                                                  | TELE2 AB B SHS                                | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |    121087 | NS      | $1871487.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BK OF AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |     28589 | NS      | $3245696.84   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| A2 MILK CO LTD                                            | A2 MILK CO LTD                                | CUSIP: N/A<br>LEI: 529900PVC9CV0KFA2U62       | Long             | EC               | CORP              | NZ        |    154355 | NS      | $799060.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| HOCHTIEF AG                                               | HOCHTIEF AG                                   | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | EC               | CORP              | DE        |      3425 | NS      | $749280.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OBAYASHI CORP                                             | OBAYASHI CORP                                 | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |    151400 | NS      | $2229404.15   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                     | LOTTOMATICA GROUP SPA                         | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | EC               | CORP              | IT        |     53645 | NS      | $1447233.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                    | DBS GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |    376800 | NS      | $13830251.03  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX JREIT INC                                            | ORIX JREIT INC REIT                           | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |       588 | NS      | $768652.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HIKARI TSUSHIN INC                                        | HIKARI TSUSHIN INC                            | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |      4800 | NS      | $1290522.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| RHEINMETALL                                               | RHEINMETALL AG ORD                            | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |      3394 | NS      | $6718417.42   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| KONGSBERG GRUPPEN ASA                                     | KONGSBERG GRUPPEN ASA                         | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |     93763 | NS      | $2809162.59   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIKURA LTD                                              | FUJIKURA LTD                                  | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |     57800 | NS      | $3923604.33   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| ARISTOCRAT LEISURE LTD                                    | ARISTOCRAT LEISURE LTD                        | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |     59622 | NS      | $2669688.88   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                              | CHUGAI PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |    134200 | NS      | $6433138.55   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                             | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |    219293 | NS      | $1729927.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                            | BAWAG GROUP AG                                | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |     16498 | NS      | $2086088.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                                 | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |     42536 | NS      | $2157487.60   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI FUDOSAN CO LTD                                     | MITSUI FUDOSAN CO                             | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |    484200 | NS      | $4327925.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                                     | IDEMITSU KOSAN CO LTD                         | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |     88100 | NS      | $566361.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM AG                                                 | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |    107463 | NS      | $8570167.37   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| SANRIO CO LTD                                             | SANRIO CO LTD                                 | CUSIP: N/A<br>LEI: 3538002Q5JQLOMSPH125       | Long             | EC               | CORP              | JP        |     42900 | NS      | $1760280.52   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWASAKI HEAVY INDUSTRIES LTD                             | KAWASAKI HEAVY INDUSTRIES LTD                 | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |     35200 | NS      | $2570763.56   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                      | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |    319217 | NS      | $5926007.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| LY CORPORATION                                            | LY CORPORATION                                | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |    533800 | NS      | $1951127.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SCOUT24 SE                                                | SCOUT24 SE                                    | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |     15989 | NS      | $2142156.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AEON CO LTD                                               | AEON CO LTD                                   | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |    197800 | NS      | $6318297.27   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIA CO AB                                               | TELIA CO AB                                   | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |    370948 | NS      | $1311490.69   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                             | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   1027505 | NS      | $5302746.85   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                                    | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    109200 | NS      | $5198980.32   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| SAFRAN SA                                                 | SAFRAN SA                                     | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |     68828 | NS      | $22696131.75  | 2.62%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                    | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |    256210 | NS      | $4593070.78   | 0.53%             |  |  |  | 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        |    468400 | NS      | $782271.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                              | FERROVIAL SE                                  | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |     65305 | NS      | $3346220.37   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LEONARDO SPA                                              | LEONARDO SPA                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |     83920 | NS      | $4523552.24   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                       | BANCO BILBAO VIZ ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   1175211 | NS      | $19600484.00  | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                                    | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |    160200 | NS      | $1964308.83   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS MINERALS LTD                                      | GENESIS MINERALS LTD                          | CUSIP: N/A<br>LEI: 894500AK5BVRCNP0FP48       | Long             | EC               | CORP              | AU        |    240841 | NS      | $565678.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                       | MTU AERO ENGINES AG                           | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |     11209 | NS      | $4837825.04   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIMO HOLDING AG                                         | MOBIMO HOLDING AG                             | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |      1524 | NS      | $597591.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IHI CORP                                                  | IHI CORPORATION                               | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |     33000 | NS      | $3674773.74   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ADIDAS AG                                                 | ADIDAS AG                                     | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |     33422 | NS      | $6409626.39   | 0.74%             |  |  |  | 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        |     66700 | NS      | $3609724.78   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| GIVAUDAN SA                                               | GIVAUDAN AG                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |       587 | NS      | $2465074.79   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                       | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |    541881 | NS      | $19435062.02  | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                               | NORTHERN STAR RESOURCES LTD                   | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |    238332 | NS      | $2367907.23   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                                          | OSAKA GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |     84800 | NS      | $2145554.13   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| RYOHIN KEIKAKU CO LTD                                     | RYOHIN KEIKAKU CO LTD                         | CUSIP: N/A<br>LEI: 549300PMNF56J66BY371       | Long             | EC               | CORP              | JP        |     59900 | NS      | $2804385.01   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                         | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     38537 | NS      | $1739553.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESFARMERS LTD                                            | WESFARMERS LTD                                | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |     87729 | NS      | $4798736.71   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                             | UNICREDIT SPA                                 | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |    322804 | NS      | $23749931.47  | 2.74%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                                   | SEKISUI CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |     85200 | NS      | $1477804.97   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GALDERMA GROUP AG                                         | GALDERMA GROUP AG                             | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |     24852 | NS      | $3901052.63   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXT PLC                                                  | NEXT PLC                                      | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |     24359 | NS      | $3960091.73   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SONY GROUP CORP                                           | SONY GROUP CORP                               | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |    885000 | NS      | $21287185.47  | 2.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4813665 | NS      | $4814627.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ASICS CORP                                                | ASICS CORP                                    | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |    156600 | NS      | $3681555.83   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HERA SPA                                                  | HERA SPA                                      | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |    168305 | NS      | $719492.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALI                                                  | GENERALI                                      | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |    210888 | NS      | $7874571.44   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                              | GAZTRANSPORT ET TECHNIGA                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      7032 | NS      | $1324111.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                                       | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |    172600 | NS      | $2886617.54   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM B M                                         | BANK HAPOALIM LTD (REG)                       | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |    281408 | NS      | $5301145.58   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SANKYU INC                                                | SANKYU INC                                    | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |     11800 | NS      | $694635.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON SANSO HOLDINGS CORP                                | NIPPON SANSO HOLDINGS CORP                    | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |     41400 | NS      | $1465292.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                       | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    161186 | NS      | $6282931.49   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                            | SINGAPORE TECH ENGINEERING LTD                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |    319500 | NS      | $2149367.57   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HALMA PLC                                                 | HALMA PLC                                     | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |     42758 | NS      | $1836350.84   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PSP SWISS PROPERTY AG                                     | PSP SWISS PROPERTY AG                         | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |      9257 | NS      | $1573889.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA POPOLARE DI SONDRIO SPA                             | BANCA POPOLARE DI SONDRIO                     | CUSIP: N/A<br>LEI: J48C8PCSJVUBR8KCW529       | Long             | EC               | CORP              | IT        |     96658 | NS      | $1325879.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK INTL GROUP PLC                                    | BABCOCK INTL GROUP PLC                        | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | EC               | CORP              | GB        |    107789 | NS      | $1479032.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                 | SAMPO OYJ SER A                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    533388 | NS      | $5731541.68   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                             | RIGHTMOVE PLC                                 | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |    165763 | NS      | $1792037.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TIS INC                                                   | TIS INC                                       | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     43300 | NS      | $1381353.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                                    | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     25006 | NS      | $5434842.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT AG SWITZ                   | CIE FINANCIERE RICHEMONT SA A                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |     19102 | NS      | $3118904.41   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSEUS MINING LTD                                        | PERSEUS MINING LTD                            | CUSIP: N/A<br>LEI: 54930054ZDGKBCW3SM26       | Long             | EC               | CORP              | AU        |    291095 | NS      | $607721.50    | 0.07%             |  |  |  | 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        |     11819 | NS      | $1338668.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIPOL ASSICURAZIONI S.P.A                                | UNIPOL ASSICURAZIONI S.P.A                    | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |     96210 | NS      | $1934036.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRO MEDICUS LTD                                           | PRO MEDICUS LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |     11317 | NS      | $2323998.02   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| OJI HOLDINGS CORP                                         | OJI HOLDINGS CORP                             | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |    200100 | NS      | $975259.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                              | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    196451 | NS      | $10734508.86  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ANSELL LTD                                                | ANSELL LTD                                    | CUSIP: N/A<br>LEI: 549300NEGJ5G23VCJM45       | Long             | EC               | CORP              | AU        |     30263 | NS      | $579375.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                                    | TECHNOLOGY ONE LIMITED                        | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     62206 | NS      | $1627218.37   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HITACHI LTD                                               | HITACHI LTD                                   | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |    672100 | NS      | $20566698.80  | 2.37%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA COLA HBC AG                                          | COCA COLA HBC AG                              | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |     42614 | NS      | $2220736.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEALAND PHARMA A/S                                        | ZEALAND PHARMA A/S                            | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |     10076 | NS      | $529468.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                                   | SKYLARK CO LTD                                | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |     48500 | NS      | $921880.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CYBERAGENT INC                                            | CYBER AGENT INC                               | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |     88500 | NS      | $886357.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                             | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |    323024 | NS      | $4128711.89   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    769923 | NS      | $770000.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                                 | TESCO PLC                                     | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |   1398417 | NS      | $7856896.17   | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| K+S AG                                                    | K+S AG                                        | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |     38183 | NS      | $578668.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                             | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |     74778 | NS      | $2952648.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                              | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   1060546 | NS      | $2305404.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIFUKU CO LTD                                            | DAIFUKU CO LTD                                | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |     79700 | NS      | $2017702.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PANDORA A/S                                               | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     11469 | NS      | $1903390.21   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                                 | PROSUS NV                                     | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |     45017 | NS      | $2571632.42   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION MINING LTD                                      | EVOLUTION MINING LTD                          | CUSIP: N/A<br>LEI: 254900BCFW5QO5LW8F27       | Long             | EC               | CORP              | AU        |    426890 | NS      | $1931985.75   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZI SPA                                                 | BUZZI SPA                                     | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |     17676 | NS      | $922257.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA            | RECORDATI SPA                                 | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     20257 | NS      | $1165111.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLOUREC SA                                              | VALLOUREC SA                                  | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | EC               | CORP              | FR        |     19864 | NS      | $371428.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON INC                                                 | ALCON INC                                     | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |     32450 | NS      | $2869263.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                              | UNILEVER PLC ORD                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    183268 | NS      | $10633295.23  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NEMETSCHEK SE                                             | NEMETSCHEK SE                                 | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |     11422 | NS      | $1708860.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 08/21/2025                       | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    283000 | PA      | $282324.57    | 0.03%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSITY AB                                                 | ESSITY AB B                                   | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |    125124 | NS      | $3086798.89   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONEXT NV                                               | EURONEXT NV                                   | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |     20444 | NS      | $3303626.11   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   1350993 | NS      | $9378030.20   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGMA HEALTHCARE LTD                                      | SIGMA HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |   1230509 | NS      | $2272893.33   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA              | INTERNATIONAL CONS AIRLNS CDI                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |    501790 | NS      | $2507239.98   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| TALANX AG                                                 | TALANX AKTIENGESELLSCHAFT                     | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |     10703 | NS      | $1424183.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                 | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    116800 | NS      | $4689861.50   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SBM OFFSHORE NV                                           | SBM OFFSHORE NV                               | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |     37599 | NS      | $980876.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                                | HONGKONG LAND HLDGS LTD                       | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |    215100 | NS      | $1299361.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTO1 GROUP SE                                            | AUTO1 GROUP SE                                | CUSIP: N/A<br>LEI: 391200S2LPXG5ZD5G304       | Long             | EC               | CORP              | DE        |     23371 | NS      | $706781.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                                 | ORION OYJ (NEW) B                             | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     23117 | NS      | $1854592.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOWI ASA                                                  | MOWI ASA                                      | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |     92216 | NS      | $1725922.60   | 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        |    120356 | NS      | $2607792.58   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| TELIX PHARMACEUTICALS LIMITED                             | TELIX PHARMACEUTICALS LIMITED                 | CUSIP: N/A<br>LEI: 894500HTWOOGIHLLSB86       | Long             | EC               | CORP              | AU        |     62029 | NS      | $831014.76    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VOPAK NV (KONINKLIJKE)                                    | VOPAK (KON) NV                                | CUSIP: N/A<br>LEI: 724500UL634GFV1KYF10       | Long             | EC               | CORP              | NL        |     12759 | NS      | $609796.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORPORATION                                  | KONAMI GROUP CORPORATION                      | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     21700 | NS      | $2945966.46   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLY SPA                                                 | REPLY SPA                                     | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      4711 | NS      | $739764.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer