Fidelity Group of Funds > Fidelity Salem Street Trust
Fidelity International Sustainability Index Fund
$381.70M
Avg Monthly Net Assets
$443.14M
Total Assets
$86K
Total Liabilities
$443.05M
Net Assets
Fidelity International Sustainability Index Fund is an Index Fund in Fidelity Salem Street Trust
from Fidelity Group of Funds,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $381.70M.
On September 25th, 2024 it reported 936 holdings, the largest
being TAIWAN SEMICONDUCTOR MFG CO LTD (5.1%), NOVO-NORDISK AS (3.1%) and ASML HOLDING NV (2.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Fidelity International Sustainability Index Fund | C000183133 | FNIDX |
Holdings
From latest NPORT-P, filed September 25th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 37 INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD A | Long | Equity-common | CN | $8K | 4K | 0.00 |
| 3I GROUP PLC | Long | Equity-common | GB | $1M | 31K | 0.28 |
| A P MOLLER - MAERSK A/S A (AP MOLLER MAERSK AS) | Long | Equity-common | DK | $158K | 97 | 0.04 |
| A P MOLLER - MAERSK A/S B (AP MOLLER MAERSK AS) | Long | Equity-common | DK | $235K | 142 | 0.05 |
| AAC TECHNOLOGIES HOLDINGS INC | Long | Equity-common | KY | $80K | 22K | 0.02 |
| ABB INDIA LTD | Long | Equity-common | IN | $156K | 2K | 0.04 |
| ABB LTD | Long | Equity-common | CH | $3M | 50K | 0.63 |
| ABSA GROUP LTD | Long | Equity-common | ZA | $231K | 26K | 0.05 |
| ABU DHABI COMMERCIAL BANK | Long | Equity-common | AE | $221K | 91K | 0.05 |
| ABU DHABI ISLAMIC BANK | Long | Equity-common | AE | $157K | 47K | 0.04 |
| ACER INC | Long | Equity-common | TW | $127K | 94K | 0.03 |
| ACS ACTIVIDADES CONST Y SRV SA (ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA) | Long | Equity-common | ES | $300K | 7K | 0.07 |
| ACWA POWER CO | Long | Equity-common | SA | $489K | 5K | 0.11 |
| ADANI GREEN ENERGY LTD | Long | Equity-common | IN | $220K | 10K | 0.05 |
| ADIDAS AG | Long | Equity-common | DE | $1M | 5K | 0.29 |
| ADMIRAL GROUP PLC | Long | Equity-common | GB | $288K | 8K | 0.06 |
| ADVANCED INFO SERVICE NVDR (ADVANCED INFO SERVICE PCL) | Long | Equity-common | TH | $164K | 25K | 0.04 |
| ADVANCED INFO SERVICES (FOR) (ADVANCED INFO SERVICE PCL) | Long | Equity-common | TH | $88K | 13K | 0.02 |
| AEON CO LTD | Long | Equity-common | JP | $472K | 21K | 0.11 |
| AERCAP HOLDINGS NV | Long | Equity-common | NL | $603K | 6K | 0.14 |
| AEROPORTS DE PARIS (AEROPORTS DE PARIS (ADP)) | Long | Equity-common | FR | $143K | 1K | 0.03 |
| AGEAS | Long | Equity-common | BE | $242K | 5K | 0.05 |
| AGNICO EAGLE MINES LTD | Long | Equity-common | CA | $1M | 16K | 0.27 |
| AGRICULTURAL BANK OF CHINA A (AGRICULTURAL BANK OF CHINA LTD) | Long | Equity-common | CN | $100K | 158K | 0.02 |
| AGRICULTURAL BANK OF CHINA H (AGRICULTURAL BANK OF CHINA LTD) | Long | Equity-common | CN | $396K | 884K | 0.09 |
| AIA GROUP LTD | Long | Equity-common | HK | $2M | 353K | 0.53 |
| AIER EYE HOSPITAL GRP CO LTD A (AIER EYE HOSPITAL GROUP CO LTD) | Long | Equity-common | CN | $30K | 19K | 0.01 |
| AIMA TECHNOLOGY GROUP CO LTD A | Long | Equity-common | CN | $5K | 1K | 0.00 |
| AIR CHINA LTD A | Long | Equity-common | CN | $22K | 21K | 0.00 |
| AIRPORTS OF THAILAND PCL (FOR) | Long | Equity-common | TH | $53K | 33K | 0.01 |
| AIRPORTS OF THAILAND PCL-NVDR | Long | Equity-common | TH | $166K | 104K | 0.04 |
| AIRTAC INTERNATIONAL GROUP | Long | Equity-common | KY | $103K | 4K | 0.02 |
| AJINOMOTO CO INC | Long | Equity-common | JP | $614K | 15K | 0.14 |
| AKBANK TAS | Long | Equity-common | TR | $183K | 98K | 0.04 |
| AKER BP ASA | Long | Equity-common | NO | $242K | 10K | 0.05 |
| AKZO NOBEL NV | Long | Equity-common | NL | $334K | 5K | 0.08 |
| ALCON INC | Long | Equity-common | CH | $1M | 16K | 0.34 |
| ALDAR PROPERTIES PJSC | Long | Equity-common | AE | $245K | 122K | 0.06 |
| ALFA LAVAL AB (ALFA-LAVAL AB) | Long | Equity-common | SE | $405K | 9K | 0.09 |
| ALIBABA GROUP HOLDING LTD | Long | Equity-common | KY | $5M | 490K | 1.09 |
| ALIBABA HEALTH INFORMATION TECHNOLOGY LTD | Long | Equity-common | BM | $77K | 182K | 0.02 |
| ALIMENTATION COUCHE-TARD INC | Long | Equity-common | CA | $1M | 24K | 0.34 |
| ALINMA BANK | Long | Equity-common | SA | $334K | 39K | 0.08 |
| ALLEGRO.EU | Long | Equity-common | LU | $169K | 18K | 0.04 |
| ALPHA SERVICES AND HOLDINGS SA (ALPHA BANK SA) | Long | Equity-common | GR | $131K | 71K | 0.03 |
| AMADEUS IT GROUP SA | Long | Equity-common | ES | $929K | 14K | 0.21 |
| AMERICA MOVIL SAB DE CV SER B | Long | Equity-common | MX | $490K | 587K | 0.11 |
| AMMAN MINERAL INTERNASIONAL PT | Long | Equity-common | ID | $150K | 207K | 0.03 |
| AMMB HOLDINGS BHD | Long | Equity-common | MY | $77K | 79K | 0.02 |
| AMOREPACIFIC NEW (AMOREPACIFIC CORP) | Long | Equity-common | KR | $122K | 923 | 0.03 |
| ANA HOLDINGS INC (ANA HLDGS INC) | Long | Equity-common | JP | $99K | 5K | 0.02 |
| ANEKA TAMBANG TBK | Long | Equity-common | ID | $21K | 258K | 0.00 |
| ANGEL YEAST CO LTD A | Long | Equity-common | CN | $7K | 2K | 0.00 |
| ANGLO AMERICAN PLATINUM LTD (ANGLO AMERN PLATINUM LTD) | Long | Equity-common | ZA | $85K | 2K | 0.02 |
| ANGLO AMERICAN PLC | Long | Equity-common | GB | $1M | 40K | 0.27 |
| ANHUI CONCH CEMENT CO LTD A | Long | Equity-common | CN | $25K | 7K | 0.01 |
| ANHUI CONCH CEMENT CO LTD H | Long | Equity-common | CN | $100K | 41K | 0.02 |
| ANTOFAGASTA PLC | Long | Equity-common | GB | $325K | 12K | 0.07 |
| ANZ GROUP HOLDINGS LTD | Long | Equity-common | AU | $2M | 94K | 0.40 |
| APA GROUP (STAPLED) | Long | Equity-common | AU | $204K | 39K | 0.05 |
| APL APOLLO TUBES LTD | Long | Equity-common | IN | $93K | 5K | 0.02 |
| ARCA CONTINENTAL SAB DE CV | Long | Equity-common | MX | $163K | 17K | 0.04 |
| ARISTOCRAT LEISURE LTD | Long | Equity-common | AU | $643K | 18K | 0.15 |
| ASAHI KASEI CORP | Long | Equity-common | JP | $286K | 40K | 0.06 |
| ASHOK LEYLAND LTD (DEMAT) | Long | Equity-common | IN | $142K | 46K | 0.03 |
| ASHTEAD GROUP PLC | Long | Equity-common | GB | $989K | 14K | 0.22 |
| ASIAN PAINTS LTD (DEMAT) | Long | Equity-common | IN | $447K | 12K | 0.10 |
| ASICS CORP | Long | Equity-common | JP | $355K | 21K | 0.08 |
| ASML HOLDING NV | Long | Equity-common | NL | $12M | 13K | 2.62 |
| ASPEN PHARMACARE HOLDINGS PLC | Long | Equity-common | ZA | $168K | 12K | 0.04 |
| ASR NEDERLAND NV | Long | Equity-common | NL | $252K | 5K | 0.06 |
| ASSA ABLOY AB SER B | Long | Equity-common | SE | $954K | 31K | 0.22 |
| ASSET WORLD CORP PCL NVDR | Long | Equity-common | TH | $25K | 248K | 0.01 |
| ASSOCIATED BRITISH FOODS PLC | Long | Equity-common | GB | $342K | 11K | 0.08 |
| ASTELLAS PHARMA INC | Long | Equity-common | JP | $665K | 57K | 0.15 |
| ASTRAL LTD | Long | Equity-common | IN | $113K | 4K | 0.03 |
| ASTRAZENECA PLC | Long | Equity-common | GB | $8M | 49K | 1.75 |
| ASX LTD | Long | Equity-common | AU | $260K | 6K | 0.06 |
| ASYMCHEM LABORATORIES TIANJIN CO LTD A | Long | Equity-common | CN | $8K | 800 | 0.00 |
| ATACADAO SA | Long | Equity-common | BR | $32K | 19K | 0.01 |
| ATLAS COPCO AB SER A | Long | Equity-common | SE | $2M | 85K | 0.34 |
| ATLAS COPCO AB SER B | Long | Equity-common | SE | $766K | 49K | 0.17 |
| AU SMALL FINANCE BANK LTD | Long | Equity-common | IN | $88K | 11K | 0.02 |
| AUO CORP | Long | Equity-common | TW | $118K | 214K | 0.03 |
| AURIZON HOLDINGS LTD | Long | Equity-common | AU | $138K | 57K | 0.03 |
| AUTO TRADER GROUP PLC | Long | Equity-common | GB | $300K | 29K | 0.07 |
| AVIVA PLC (AVIVA PLC) | Long | Equity-common | GB | $552K | 86K | 0.12 |
| AXA SA | Long | Equity-common | FR | $2M | 57K | 0.45 |
| AXIATA GROUP BERHAD | Long | Equity-common | MY | $44K | 85K | 0.01 |
| AXIS BK LTD (AXIS BANK LTD) | Long | Equity-common | IN | $1M | 72K | 0.23 |
| AYALA CORP | Long | Equity-common | PH | $78K | 8K | 0.02 |
| BAIDU INC CL A | Long | Equity-common | KY | $791K | 71K | 0.18 |
| BALKRISHNA INDUSTRIES LTD | Long | Equity-common | IN | $97K | 2K | 0.02 |
| BALOISE HOLDINGS AG | Long | Equity-common | CH | $256K | 1K | 0.06 |
| BANCO DE SABADELL SA | Long | Equity-common | ES | $364K | 173K | 0.08 |
| BANCOLOMBIA S A PREF (BANCOLOMBIA SA) | Long | Equity-preferred | CO | $118K | 14K | 0.03 |
| BANCOLOMBIA SA | Long | Equity-common | CO | $75K | 8K | 0.02 |
| BANDAI NAMCO HOLDINGS INC | Long | Equity-common | JP | $404K | 19K | 0.09 |
| BANGKOK DUSIT MED SERVICE NVDR (BANGKOK DUSIT MEDICAL SERVICES PCL) | Long | Equity-common | TH | $195K | 264K | 0.04 |
| BANGKOK DUSIT MEDIC SVC (FOR) (BANGKOK DUSIT MEDICAL SERVICES PCL) | Long | Equity-common | TH | $69K | 93K | 0.02 |
| BANGKOK EXPRESSWAY AND METRO NVDR (BANGKOK EXPRESSWAY AND METRO PCL) | Long | Equity-common | TH | $52K | 235K | 0.01 |
| BANK ALBILAD | Long | Equity-common | SA | $178K | 18K | 0.04 |
| BANK OF MONTREAL (BANK OF MONTREAL QUE) | Long | Equity-common | CA | $2M | 23K | 0.44 |
| BANK OF NOVA SCOTIA (THE BANK OF NOVA SCOTIA) | Long | Equity-common | CA | $2M | 38K | 0.41 |
| BANK RAKYAT INDONESIA TBK PT | Long | Equity-common | ID | $620K | 2M | 0.14 |
| BANQUE CANTONALE VAUDOISE | Long | Equity-common | CH | $98K | 922 | 0.02 |
| BARITO PACIFIC TBK PT | Long | Equity-common | ID | $62K | 927K | 0.01 |
| BARRATT DEVELOPMENTS PLC | Long | Equity-common | GB | $210K | 31K | 0.05 |
| BEIERSDORF AG | Long | Equity-common | DE | $464K | 3K | 0.10 |
| BEIGENE LTD | Long | Equity-common | KY | $275K | 22K | 0.06 |
| BEIJING ENTERPRISES WATER GR (BEIJING ENTERPRISES WATER GROUP LTD) | Long | Equity-common | BM | $38K | 124K | 0.01 |
| BEIJING ORIENTAL YUHONG WATERPROOF TECHNOLOGY CO LTD A (BEIJING ORIENTAL YUHONG WATERFROOF TECHNOLOGY CO LTD) | Long | Equity-common | CN | $4K | 2K | 0.00 |
| BEIJING TONGRENTANG CO LTD A | Long | Equity-common | CN | $13K | 3K | 0.00 |
| BERKELEY GRP HLDGS PLC (BERKELEY GROUP HOLDINGS PLC) | Long | Equity-common | GB | $221K | 3K | 0.05 |
| BHARTI AIRTEL LIMITED (BHARTI AIRTEL LTD) | Long | Equity-common | IN | $1M | 71K | 0.29 |
| BID CORP LTD | Long | Equity-common | ZA | $262K | 11K | 0.06 |
| BIDVEST GROUP LTD (BIDVEST GROUP LTD/THE) | Long | Equity-common | ZA | $160K | 11K | 0.04 |
| BILIBILI INC CL Z | Long | Equity-common | KY | $111K | 7K | 0.03 |
| BLUESCOPE STEEL LTD | Long | Equity-common | AU | $201K | 14K | 0.05 |
| BNP PARIBAS | Long | Equity-common | FR | $2M | 32K | 0.50 |
| BOC AVIATION LTD | Long | Equity-common | SG | $56K | 6K | 0.01 |
| BOLIDEN AB | Long | Equity-common | SE | $256K | 8K | 0.06 |
| BOSIDENG INTERNATL HOLDING LTD (BOSIDENG INTERNATIONAL HOLDINGS LTD) | Long | Equity-common | KY | $59K | 118K | 0.01 |
| BOUYGUES ORD (BOUYGUES SA) | Long | Equity-common | FR | $208K | 6K | 0.05 |
| BRADESCO SA PREF (BANCO BRAESCO) (BANCO BRADESCO SA) | Long | Equity-common | BR | $369K | 168K | 0.08 |
| BRAMBLES LTD | Long | Equity-common | AU | $449K | 44K | 0.10 |
| BRIDGESTONE CORP | Long | Equity-common | JP | $726K | 18K | 0.16 |
| BRITANNIA INDUSTRIES LTD(DEMAT | Long | Equity-common | IN | $234K | 3K | 0.05 |
| BROOKFIELD CORP CL A | Long | Equity-common | CA | $2M | 43K | 0.47 |
| BROTHER INDUSTRIES (BROTHER INDUSTRIES LTD) | Long | Equity-common | JP | $154K | 7K | 0.03 |
| BT GROUP PLC | Long | Equity-common | GB | $371K | 205K | 0.08 |
| BUDIMEX SA | Long | Equity-common | PL | $64K | 400 | 0.01 |
| BUMRUNGRAD HOSPITAL PCL (FOR) | Long | Equity-common | TH | $23K | 3K | 0.01 |
| BUMRUNGRAD HOSPITAL PLC NVDR (BUMRUNGRAD HOSPITAL PCL) | Long | Equity-common | TH | $101K | 15K | 0.02 |
| BUNZL PLC | Long | Equity-common | GB | $449K | 11K | 0.10 |
| BURBERRY GROUP PLC | Long | Equity-common | GB | $111K | 11K | 0.03 |
| BY-HEALTH CO LTD A | Long | Equity-common | CN | $6K | 3K | 0.00 |
| BYD CO LTD A | Long | Equity-common | CN | $113K | 3K | 0.03 |
| BYD COMPANY LTD H (BYD CO LTD) | Long | Equity-common | CN | $977K | 33K | 0.22 |
| CAE INC | Long | Equity-common | CA | $180K | 10K | 0.04 |
| CAMECO CORP | Long | Equity-common | CA | $621K | 14K | 0.14 |
| CANADIAN NATL RAILWAY CO (CANADIAN NATIONAL RAILWAY CO) | Long | Equity-common | CA | $2M | 17K | 0.45 |
| CANADIAN TIRE LTD A PHYS DELIVERY | Long | Equity-common | CA | $171K | 2K | 0.04 |
| CAPITALAND INTEGRATED COMMERCIAL TRUST | Long | Equity-common | SG | $264K | 170K | 0.06 |
| CAPITALAND INVESTMENT LTD/SINGAPORE | Long | Equity-common | SG | $150K | 75K | 0.03 |
| CAPITEC BANK HOLDINGS LIMITED (CAPITEC BANK HOLDINGS LTD) | Long | Equity-common | ZA | $428K | 3K | 0.10 |
| CAPLAND ASCENDAS REIT | Long | Equity-common | SG | $238K | 117K | 0.05 |
| CAR GROUP LTD | Long | Equity-common | AU | $259K | 11K | 0.06 |
| CARREFOUR SA (SUPERMARCHE) | Long | Equity-common | FR | $268K | 18K | 0.06 |
| CATHAY FINANCIAL HLDG CO LTD (CATHAY FINANCIAL HOLDING CO LTD) | Long | Equity-common | TW | $582K | 303K | 0.13 |
| CCR SA | Long | Equity-common | BR | $73K | 34K | 0.02 |
| CD PROJEKT RED SA (CD PROJEKT SA) | Long | Equity-common | PL | $80K | 2K | 0.02 |
| CELCOMDIGI BHD | Long | Equity-common | MY | $97K | 117K | 0.02 |
| CELLNEX TELECOM SAU | Long | Equity-common | ES | $546K | 16K | 0.12 |
| CEMEX SA DE CV CPO (CEMEX SAB DE CV) | Long | Equity-common | MX | $300K | 464K | 0.07 |
| CEMIG (CIA ENG MIN GER) PFD COMPANHIA ENERGETICA MINAS GER (ENERGETICA DE MINAS GERAIS CIA) | Long | Equity-common | BR | $112K | 58K | 0.03 |
| CENTRAL RETAIL CORP PCL NVDR | Long | Equity-common | TH | $54K | 61K | 0.01 |
| CGI INC CL A SUB VTG | Long | Equity-common | CA | $744K | 7K | 0.17 |
| CHAILEASE HOLDING CO LTD (CHAILEASE HOLDING COMPANY LIMITED) | Long | Equity-common | KY | $220K | 47K | 0.05 |
| CHAROEN POKPHAND FOOD PCL NVDR (CHAROEN POKPHAND FOODS PCL) | Long | Equity-common | TH | $52K | 77K | 0.01 |
| CHAROEN POKPHAND FOODS (FOR) (CHAROEN POKPHAND FOODS PCL) | Long | Equity-common | TH | $30K | 44K | 0.01 |
| CHINA AIRLINES (CHINA AIRLINES LTD) | Long | Equity-common | TW | $63K | 89K | 0.01 |
| CHINA BAOAN GROUP CO LTD A | Long | Equity-common | CN | $6K | 5K | 0.00 |
| CHINA CONSTRUCT BK CORP A (CHINA CONSTRUCTION BANK CORP) | Long | Equity-common | CN | $206.1 | 200 | 0.00 |
| CHINA CONSTRUCTION BANK CORP H | Long | Equity-common | CN | $2M | 3M | 0.48 |
| CHINA EAST AIRLINES CO LTD A (CHINA EASTERN AIRLINES LTD) | Long | Equity-common | CN | $17K | 31K | 0.00 |
| CHINA FEIHE LTD | Long | Equity-common | KY | $55K | 122K | 0.01 |
| CHINA JUSHI CO LTD A | Long | Equity-common | CN | $11K | 7K | 0.00 |
| CHINA LITERATURE LTD (CHINA LITERATURE LIMITED) | Long | Equity-common | KY | $41K | 13K | 0.01 |
| CHINA MENGNIU DAIRY CO LTD | Long | Equity-common | KY | $166K | 99K | 0.04 |
| CHINA MERCHANTS BANK CO LTD A | Long | Equity-common | CN | $177K | 39K | 0.04 |
| CHINA MERCHANTS BANK CO LTD H | Long | Equity-common | CN | $505K | 122K | 0.11 |
| CHINA MERCHANTS PORT HOLDINGS | Long | Equity-common | HK | $59K | 40K | 0.01 |
| CHINA MERCHANTS SHEKOU INDUSTRIAL ZONE CO LTD A | Long | Equity-common | CN | $20K | 17K | 0.00 |
| CHINA MINSHENG BANK CORP H (CHINA MINSHENG BANKING CORP LTD) | Long | Equity-common | CN | $36K | 102K | 0.01 |
| CHINA MINSHENG BNKG CORP LTD A (CHINA MINSHENG BANKING CORP LTD) | Long | Equity-common | CN | $74K | 150K | 0.02 |
| CHINA NATL BLDG MATERIAL CO H (CHINA NATIONAL BUILDING MATERI AL COMPANY LTD) | Long | Equity-common | CN | $47K | 142K | 0.01 |
| CHINA OVERSEAS LAND and INV LTD (CHINA OVERSEAS LAND and INVESTMENT LTD) | Long | Equity-common | HK | $198K | 122K | 0.04 |
| CHINA RESOURCE SANJIU MEDICAL and PHARMACEUTICAL CO LTD A | Long | Equity-common | CN | $13K | 2K | 0.00 |
| CHINA RESOURCES GAS GROUP LTD (CHINA RESOURCE GAS GROUP LTD) | Long | Equity-common | BM | $99K | 29K | 0.02 |
| CHINA RESOURCES LAND LTD (CHINA RESOURCE LAND LTD) | Long | Equity-common | KY | $305K | 102K | 0.07 |
| CHINA RESOURCES PHARMACEUTICAL GROUP LTD | Long | Equity-common | HK | $40K | 59K | 0.01 |
| CHINA RUYI HOLDINGS LTD | Long | Equity-common | BM | $54K | 200K | 0.01 |
| CHINA SOUTHERN AIRLNS CO LTD A (CHINA SOUTHERN AIRLINES LTD) | Long | Equity-common | CN | $17K | 20K | 0.00 |
| CHINA STEEL CORP | Long | Equity-common | TW | $265K | 373K | 0.06 |
| CHINA THREE GORGES RENEWABLES GROUP CO LTD A | Long | Equity-common | CN | $35K | 53K | 0.01 |
| CHINA TOURISM GROUP DUTY FREE CORP LTD A | Long | Equity-common | CN | $34K | 4K | 0.01 |
| CHINA TOURISM GROUP DUTY FREE CORP LTD H | Long | Equity-common | CN | $27K | 4K | 0.01 |
| CHINA VANKE CO LTD A | Long | Equity-common | CN | $17K | 18K | 0.00 |
| CHINA VANKE CO LTD H | Long | Equity-common | CN | $40K | 73K | 0.01 |
| CHINA YANGTZE POWER CO LTD A | Long | Equity-common | CN | $194K | 47K | 0.04 |
| CHONGQING ZHIFEI BIOLOGICAL PRODUCTS CO LTD A | Long | Equity-common | CN | $19K | 5K | 0.00 |
| CHOW TAI FOOK JEWELLERY CO LTD | Long | Equity-common | KY | $59K | 65K | 0.01 |
| CHUGAI PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $921K | 21K | 0.21 |
| CHUNGHWA TELECOM CO LTD | Long | Equity-common | TW | $450K | 121K | 0.10 |
| CIMB GROUP HOLDINGS BERHAD | Long | Equity-common | MY | $353K | 218K | 0.08 |
| CIPLA LTD (CIPLA LTD/INDIA) | Long | Equity-common | IN | $306K | 17K | 0.07 |
| CITIC LTD | Long | Equity-common | HK | $172K | 186K | 0.04 |
| CJ CHEILJEDANG CORP | Long | Equity-common | KR | $72K | 255 | 0.02 |
| CK INFRASTRUCTURE HOLDINGS LTD | Long | Equity-common | BM | $137K | 21K | 0.03 |
| CLARIANT AG (REG) | Long | Equity-common | CH | $101K | 7K | 0.02 |
| CLICKS GROUP LTD | Long | Equity-common | ZA | $143K | 7K | 0.03 |
| CMOC GROUP LIMITED | Long | Equity-common | CN | $34K | 33K | 0.01 |
| CMOC GROUP LIMITED H | Long | Equity-common | CN | $93K | 117K | 0.02 |
| CNGR ADVANCED MATERIAL CO LTD-A | Long | Equity-common | CN | $7K | 2K | 0.00 |
| COCA COLA HBC AG | Long | Equity-common | CH | $256K | 7K | 0.06 |
| COCA-COLA EUROPACIFIC PARTNERS PLC | Long | Equity-common | GB | $484K | 7K | 0.11 |
| COCHLEAR LTD | Long | Equity-common | AU | $469K | 2K | 0.11 |
| COLES GROUP LTD | Long | Equity-common | AU | $502K | 42K | 0.11 |
| COLGATE-PALMOLIVE(INDIA)(DEMAT (COLGATE-PALMOLIVE INDIA LTD) | Long | Equity-common | IN | $172K | 4K | 0.04 |
| COLOPLAST AS CL B | Long | Equity-common | DK | $520K | 4K | 0.12 |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB) | Long | Equity-common | EG | $123K | 72K | 0.03 |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB) | Long | Equity-common | EG | $6.59 | 4 | 0.00 |
| COMMERZBANK AG | Long | Equity-common | DE | $546K | 33K | 0.12 |
| COMPANHIA PARANAENSE DE ENERGIA PN B | Long | Equity-common | BR | $58K | 32K | 0.01 |
| COMPUTERSHARE LTD | Long | Equity-common | AU | $307K | 17K | 0.07 |
| CONCORDIA FINANCIAL GROUP LTD | Long | Equity-common | JP | $210K | 33K | 0.05 |
| CONTEMPORARY AMPEREX TECHNOLOGY CO LTD A | Long | Equity-common | CN | $215K | 8K | 0.05 |
| COPEC SA (CIA DE PETRO CHILE) (CIA DE PETROLEOS DE CHILE) (EMPRESAS COPEC SA) | Long | Equity-common | CL | $87K | 12K | 0.02 |
| COSAN SA INDUSTRIA E COMERCIO | Long | Equity-common | BR | $93K | 39K | 0.02 |
| COVESTRO AG | Long | Equity-common | DE | $352K | 6K | 0.08 |
| COVIVIO | Long | Equity-common | FR | $81K | 2K | 0.02 |
| COWAY CO LTD | Long | Equity-common | KR | $82K | 2K | 0.02 |
| CP ALL PCL (FOR) | Long | Equity-common | TH | $40K | 24K | 0.01 |
| CP ALL PCL NVDR | Long | Equity-common | TH | $250K | 153K | 0.06 |
| CPFL ENERGIA SA | Long | Equity-common | BR | $39K | 7K | 0.01 |
| CREDICORP LTD | Long | Equity-common | BM | $366K | 2K | 0.08 |
| CREDIT AGRICOLE SA | Long | Equity-common | FR | $502K | 33K | 0.11 |
| CRODA INTERNATIONAL PLC | Long | Equity-common | GB | $218K | 4K | 0.05 |
| CSL LIMITED (CSL LTD) | Long | Equity-common | AU | $3M | 15K | 0.69 |
| CSPC INNOVATION PHARMACEUTICAL CO LTD A | Long | Equity-common | CN | $9K | 3K | 0.00 |
| CSPC PHARMACEUTICAL GROUP LTD | Long | Equity-common | HK | $196K | 263K | 0.04 |
| CTBC FINL HLDG CO LTD (CTBC FINANCIAL HOLDING CO LTD) | Long | Equity-common | TW | $610K | 560K | 0.14 |
| DABUR INDIA LTD (DEMAT) | Long | Equity-common | IN | $127K | 17K | 0.03 |
| DAI NIPPON PRINTING CO LTD (DAI NIPPON PRINTING LTD JAPAN) | Long | Equity-common | JP | $217K | 7K | 0.05 |
| DAIFUKU CO LTD | Long | Equity-common | JP | $179K | 10K | 0.04 |
| DAIICHI SANKYO CO LTD | Long | Equity-common | JP | $2M | 58K | 0.54 |
| DAIKIN INDUSTRIES LTD | Long | Equity-common | JP | $1M | 8K | 0.27 |
| DAIWA HOUSE INDUSTRY CO LTD | Long | Equity-common | JP | $501K | 18K | 0.11 |
| DAIWA SECURITIES GROUP INC | Long | Equity-common | JP | $349K | 42K | 0.08 |
| DANONE SA | Long | Equity-common | FR | $1M | 20K | 0.30 |
| DASSAULT SYSTEMES SA | Long | Equity-common | FR | $795K | 21K | 0.18 |
| DCC PLC | Long | Equity-common | IE | $217K | 3K | 0.05 |
| DELTA ELECTRONICS IND CO LTD (DELTA ELECTRONICS INC) | Long | Equity-common | TW | $787K | 61K | 0.18 |
| DELTA ELECTRONICS THAI-NVDR (DELTA ELECTRONICS THAI PCL) | Long | Equity-common | TH | $278K | 97K | 0.06 |
| DENSO CORP | Long | Equity-common | JP | $971K | 59K | 0.22 |
| DEUTSCHE BOERSE AG | Long | Equity-common | DE | $1M | 6K | 0.28 |
| DISCOVERY LTD | Long | Equity-common | ZA | $136K | 17K | 0.03 |
| DNB BANK ASA | Long | Equity-common | NO | $554K | 27K | 0.13 |
| DOLLARAMA INC | Long | Equity-common | CA | $821K | 9K | 0.19 |
| DOOSAN BOBCAT INC | Long | Equity-common | KR | $51K | 2K | 0.01 |
| DOOSAN ENERBILITY | Long | Equity-common | KR | $191K | 14K | 0.04 |
| DR SULAIMAN AL HABIB MEDICAL SERVICES GROUP CO | Long | Equity-common | SA | $211K | 3K | 0.05 |
| DSM FIRMENICH AG | Long | Equity-common | CH | $753K | 6K | 0.17 |
| DSV A/S | Long | Equity-common | DK | $982K | 5K | 0.22 |
| E SUN FINANCIAL HOLDING CO LTD (E.SUN FINANCIAL HOLDING CO LTD) | Long | Equity-common | TW | $372K | 457K | 0.08 |
| EICHER MOTORS LTD | Long | Equity-common | IN | $258K | 4K | 0.06 |
| EIFFAGE SA (FORM FOUGEROLLE) | Long | Equity-common | FR | $230K | 2K | 0.05 |
| EISAI CO LTD | Long | Equity-common | JP | $305K | 8K | 0.07 |
| ELEMENT FLEET MANAGEMENT CORP | Long | Equity-common | CA | $236K | 12K | 0.05 |
| ELISA CORP CL A | Long | Equity-common | FI | $211K | 5K | 0.05 |
| EMAAR PROPERTIES (EMAAR PROPERTIES PJSC) | Long | Equity-common | AE | $492K | 210K | 0.11 |
| EMIRATES TELECOMMUNICATIONS GRP CO (EMIRATES TELECOMMUNICATIONS GROUP CO PJSC) | Long | Equity-common | AE | $489K | 110K | 0.11 |
| EMPRESAS CMPC SA | Long | Equity-common | CL | $60K | 35K | 0.01 |
| ENBRIDGE INC | Long | Equity-common | CA | $3M | 67K | 0.57 |
| ENDEAVOUR GROUP LTD (ENDEAVOUR GROUP LTD/AUSTRALIA) | Long | Equity-common | AU | $172K | 48K | 0.04 |
| ENDEAVOUR MINING PLC | Long | Equity-common | GB | $132K | 6K | 0.03 |
| ENEL (ENTE NAZ ENERG ELET) SPA (ENEL SPA) | Long | Equity-common | IT | $2M | 256K | 0.41 |
| ENEL AMERICAS SA | Long | Equity-common | CL | $67K | 715K | 0.02 |
| ENEOS HOLDINGS INC | Long | Equity-common | JP | $479K | 91K | 0.11 |
| ENERGISA SA (1CS+4PFD) | Long | Equity-common | BR | $57K | 7K | 0.01 |
| ENERGY ABSOLUTE PCL NVDR | Long | Equity-common | TH | $5K | 53K | 0.00 |
| ENERGY ABSOLUTE PCL(FOR) | Long | Equity-common | TH | $384.84 | 4K | 0.00 |
| ENGIE BRASIL SA | Long | Equity-common | BR | $47K | 6K | 0.01 |
| ENN ENERGY HOLDINGS LTD (ENN ENERGY HLDGS LTD) | Long | Equity-common | KY | $172K | 25K | 0.04 |
| ENN NATURAL GAS CO LTD A | Long | Equity-common | CN | $13K | 5K | 0.00 |
| EPIROC AB CL A | Long | Equity-common | SE | $386K | 21K | 0.09 |
| EPIROC AB CL B | Long | Equity-common | SE | $212K | 13K | 0.05 |
| EQT AB | Long | Equity-common | SE | $384K | 12K | 0.09 |
| EQUATORIAL ENERGIA SA | Long | Equity-common | BR | $195K | 34K | 0.04 |
| EQUINOR ASA | Long | Equity-common | NO | $750K | 28K | 0.17 |
| ESSITY AB B | Long | Equity-common | SE | $543K | 19K | 0.12 |
| ETIHAD ETISALAT CO (ETTIHAD ETISALAT) | Long | Equity-common | SA | $164K | 12K | 0.04 |
| EURAZEO SE | Long | Equity-common | FR | $114K | 1K | 0.03 |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA | Long | Equity-common | GR | $189K | 82K | 0.04 |
| EUROFINS SCIENTIFIC SE | Long | Equity-common | LU | $254K | 4K | 0.06 |
| EVA AIRWAYS CORP | Long | Equity-common | TW | $90K | 85K | 0.02 |
| EVERGREEN MARINE CORP (TAIWAN) (EVERGREEN MARINE CORP(TAI) LTD) | Long | Equity-common | TW | $168K | 32K | 0.04 |
| EVOLUTION AB | Long | Equity-common | SE | $565K | 6K | 0.13 |
| EVONIK INDUSTRIES AG | Long | Equity-common | DE | $168K | 8K | 0.04 |
| FALABELLA SA | Long | Equity-common | CL | $89K | 27K | 0.02 |
| FANUC CORPORATION | Long | Equity-common | JP | $886K | 30K | 0.20 |
| FAR EAST HORIZON LTD | Long | Equity-common | HK | $43K | 63K | 0.01 |
| FAR EASTERN NEW CENTURY CORP | Long | Equity-common | TW | $96K | 92K | 0.02 |
| FAR EASTONE TELECOM CO LTD (FAR EASTONE TELECOMMUNICATIONS CO LTD) | Long | Equity-common | TW | $148K | 56K | 0.03 |
| FAST RETAILING CO LTD | Long | Equity-common | JP | $2M | 6K | 0.34 |
| FIBRA UNO ADMINISTRACION SA (FIBRA UNO ADMINISTRACION SA DE) | Long | Equity-common | MX | $119K | 94K | 0.03 |
| Fidelity Cash Central Fund (Fidelity Revere Street Trust) | Long | Short-term investment vehicle | US | $3M | 3M | 0.59 |
| FINECOBANK SPA | Long | Equity-common | IT | $329K | 19K | 0.07 |
| FIRST ABU DHABI BANK PJSC | Long | Equity-common | AE | $496K | 140K | 0.11 |
| FIRST FINANCIAL HOLDING CO (FIRST FINANCIAL HOLDING CO LTD) | Long | Equity-common | TW | $311K | 346K | 0.07 |
| FIRSTRAND LIMITED | Long | Equity-common | ZA | $714K | 159K | 0.16 |
| FIRSTSERVICE CORP | Long | Equity-common | CA | $226K | 1K | 0.05 |
| FOMENTO ECONO MEXI(FEMSA) UBD (REPRESENTS 1 FEMSA CL B SHR 2 FEMSA CL DB SHRS AND 2 FEMSACL DL SHS) (FOMENTO ECONOMICO MEXICANO SAB DE CV) | Long | Equity-common | MX | $676K | 61K | 0.15 |
| FORTESCUE LTD | Long | Equity-common | AU | $654K | 53K | 0.15 |
| FORTIS INC | Long | Equity-common | CA | $644K | 15K | 0.15 |
| FOSUN INTERNATIONAL (FOSUN INTERNATIONAL LTD) | Long | Equity-common | HK | $39K | 76K | 0.01 |
| FU JIAN ANJOY FOODS CO LTD A | Long | Equity-common | CN | $5K | 500 | 0.00 |
| FUBON FINANCIAL HOLDING CO LTD | Long | Equity-common | TW | $664K | 244K | 0.15 |
| FUJI ELECTRIC CO LTD | Long | Equity-common | JP | $225K | 4K | 0.05 |
| FUJIFILM HOLDINGS CORP (FUJIFILM HLDGS CORP) | Long | Equity-common | JP | $835K | 35K | 0.19 |
| FUJITSU LTD | Long | Equity-common | JP | $1M | 55K | 0.23 |
| GAIL INDIA LTD | Long | Equity-common | IN | $207K | 72K | 0.05 |
| GALP ENERGIA SGPS SA | Long | Equity-common | PT | $311K | 15K | 0.07 |
| GAMUDA BHD | Long | Equity-common | MY | $106K | 62K | 0.02 |
| GANFENG LITHIUM GROUP CO LTD A | Long | Equity-common | CN | $12K | 3K | 0.00 |
| GANFENG LITHIUM GROUP CO LTD H | Long | Equity-common | CN | $29K | 14K | 0.01 |
| GAZPROM OAO (GAZPROM PJSC) | Long | Equity-common | RU | $43K | 372K | 0.01 |
| GEA GROUP AG | Long | Equity-common | DE | $216K | 5K | 0.05 |
| GEBERIT AG (REG) | Long | Equity-common | CH | $677K | 1K | 0.15 |
| GECINA (GECINA SA) | Long | Equity-common | FR | $132K | 1K | 0.03 |
| GEELY AUTO HLDGS LTD (GEELY AUTOMOBILE HLDGS LTD) | Long | Equity-common | KY | $198K | 194K | 0.04 |
| GEM CO LTD A | Long | Equity-common | CN | $8K | 10K | 0.00 |
| GENERALI | Long | Equity-common | IT | $838K | 32K | 0.19 |
| GENMAB AS | Long | Equity-common | DK | $591K | 2K | 0.13 |
| GENSCRIPT BIOTECH CORPORATION | Long | Equity-common | KY | $61K | 38K | 0.01 |
| GERDAU SA PN | Long | Equity-common | BR | $140K | 43K | 0.03 |
| GETLINK (GETLINK SE) | Long | Equity-common | FR | $170K | 10K | 0.04 |
| GILDAN ACTIVEWEAR INC | Long | Equity-common | CA | $196K | 5K | 0.04 |
| GIVAUDAN AG (GIVAUDAN SA) | Long | Equity-common | CH | $1M | 291 | 0.32 |
| GJENSIDIGE FORSIKRING ASA | Long | Equity-common | NO | $106K | 6K | 0.02 |
| GMR AIRPORTS INFRASTRUCTURE LTD (DEMAT) | Long | Equity-common | IN | $95K | 78K | 0.02 |
| GOLD FIELDS LTD (GOLD FIELDS LTD NEW) | Long | Equity-common | ZA | $494K | 28K | 0.11 |
| GOLDWIND SCIENCE and TECHNOLOGY CO LTD A | Long | Equity-common | CN | $7K | 6K | 0.00 |
| GOLDWIND SCIENCE and TECHNOLOGY CO LTD H | Long | Equity-common | CN | $9.28 | 18 | 0.00 |
| GOODMAN GROUP STAPLED UNIT | Long | Equity-common | AU | $1M | 54K | 0.28 |
| GPT GROUP REIT STAPLED | Long | Equity-common | AU | $188K | 62K | 0.04 |
| GRAB HOLDINGS LTD CL A | Long | Equity-common | KY | $219K | 67K | 0.05 |
| GRASIM INDUSTRIES LTD (DEMAT) DEMATERIALIZED SHS | Long | Equity-common | IN | $278K | 8K | 0.06 |
| GREAT WALL MOTOR CO LTD A (GREAT WALL MTR CO LTD) | Long | Equity-common | CN | $17K | 5K | 0.00 |
| GREAT WALL MOTOR CO LTD H (GREAT WALL MTR CO LTD) | Long | Equity-common | CN | $98K | 72K | 0.02 |
| GRUPO AEROPORT DEL SURST SAB B (GRUPO AEROPORTUARIO DEL SUREST E SAB DE CV) | Long | Equity-common | MX | $161K | 5K | 0.04 |
| GRUPO BIMBO SA DE CV BIMBO (GRUPO BIMBO SAB DE CV.) | Long | Equity-common | MX | $148K | 42K | 0.03 |
| GRUPO FINANCIERO BANORTE SAB (GRUPO FINANCIERO BANORTE SAB DE CV) | Long | Equity-common | MX | $615K | 82K | 0.14 |
| GUANGZHOU BAIYUNSHAN PHARMA HLD A (GUANGZHOU BAIYUNSHAN PHR HLD CO LTD) | Long | Equity-common | CN | $11K | 3K | 0.00 |
| GUANGZHOU KINGMED DIAGNOSTICS GROUP CO LTD A | Long | Equity-common | CN | $4K | 900 | 0.00 |
| H WORLD GROUP LTD ADR | Long | Equity-common | KY | $197K | 7K | 0.04 |
| HAIER SMART HOME CO LTD | Long | Equity-common | CN | $253K | 77K | 0.06 |
| HAIER SMART HOME CO LTD | Long | Equity-common | CN | $44K | 12K | 0.01 |
| HAITIAN INTL HOLDINGS LTD (HAITIAN INTERNATIONAL HOLDINGS LTD) | Long | Equity-common | KY | $58K | 20K | 0.01 |
| HANA FINANCIAL GROUP INC | Long | Equity-common | KR | $437K | 9K | 0.10 |
| HANG SENG BANK LTD | Long | Equity-common | HK | $297K | 24K | 0.07 |
| HANGZHOU TIGERMED CONSULTI-A (HANGZHOU TIGERMED CONSULTING CO LTD) | Long | Equity-common | CN | $5K | 700 | 0.00 |
| HANJIN KAL CORP | Long | Equity-common | KR | $42K | 832 | 0.01 |
| HANKYU HANSHIN HOLDINGS INC | Long | Equity-common | JP | $207K | 7K | 0.05 |
| HANSOH PHARMACETICAL GROUP (HANSOH PHARMACEUTICAL GROUP CO LTD) | Long | Equity-common | KY | $83K | 38K | 0.02 |
| HANWHA SOLUTIONS CORP | Long | Equity-common | KR | $65K | 4K | 0.01 |
| HAPVIDA PARTICIPACOES E INVESTIMENTOS SA | Long | Equity-common | BR | $113K | 157K | 0.03 |
| HAVELLS INDIA LTD (DEMAT) | Long | Equity-common | IN | $178K | 8K | 0.04 |
| HCL TECHNOLOGIES LTD (DEMAT) | Long | Equity-common | IN | $589K | 30K | 0.13 |
| HD HYUNDAI ELECTRIC CO LTD | Long | Equity-common | KR | $155K | 685 | 0.03 |
| HDFC BANK LTD (DEMAT) | Long | Equity-common | IN | $2M | 88K | 0.39 |
| HEIDELBERG MATERIALS AG | Long | Equity-common | DE | $452K | 4K | 0.10 |
| HENAN SHUANGHUI INVEST and DLP A (HENAN SHUANGHUI INVESTMENT and DEVELOPMENT CO LTD) | Long | Equity-common | CN | $20K | 6K | 0.00 |
| HENKEL AG and CO KGAA ORD | Long | Equity-common | DE | $255K | 3K | 0.06 |
| HENKEL AG and CO KGAA PREF | Long | Equity-preferred | DE | $459K | 5K | 0.10 |
| HENNES and MAURITZ AB B (HENNES and MAURITZ AB (H and M)) | Long | Equity-common | SE | $282K | 18K | 0.06 |
| HERMES INTERNATIONAL SA (HERMES INTL SCA) | Long | Equity-common | FR | $2M | 998 | 0.49 |
| HERO MOTOCORP LTD | Long | Equity-common | IN | $248K | 4K | 0.06 |
| HINDALCO INDS LTD (HINDALCO INDUSTRIES LTD) | Long | Equity-common | IN | $341K | 43K | 0.08 |
| HINDUSTAN UNILEVER LTD | Long | Equity-common | IN | $842K | 26K | 0.19 |
| HITACHI CONST MACHINERY CO LTD (HITACHI CONSTRUCTION MACHINERY CO LTD) | Long | Equity-common | JP | $87K | 4K | 0.02 |
| HITACHI LTD | Long | Equity-common | JP | $3M | 146K | 0.71 |
| HMM CO LTD | Long | Equity-common | KR | $103K | 8K | 0.02 |
| HOLMEN AB SER B | Long | Equity-common | SE | $96K | 2K | 0.02 |
| HOME PRODUCT CENTER PCL (FOR) | Long | Equity-common | TH | $6K | 25K | 0.00 |
| HOME PRODUCT CENTER PCL NVDR | Long | Equity-common | TH | $45K | 175K | 0.01 |
| HONG KONG and CHINA GAS CO LTD | Long | Equity-common | HK | $288K | 353K | 0.07 |
| HONG KONG EXCHS and CLEARING LTD (HONG KONG EXCHANGES and CLEARING LTD) | Long | Equity-common | HK | $1M | 38K | 0.25 |
| HORIZON CONSTRUCTION DEVELOPMENT LTD | Long | Equity-common | KY | $127.01 | 666 | 0.00 |
| HOTAI MOTOR CO LTD | Long | Equity-common | TW | $183K | 9K | 0.04 |
| HOYA CORP | Long | Equity-common | JP | $1M | 11K | 0.31 |
| HSBC HOLDINGS PLC | Long | Equity-common | GB | $5M | 595K | 1.22 |
| HUA NAN FINANCIAL HLDGS CO LTD | Long | Equity-common | TW | $239K | 281K | 0.05 |
| HUADONG MEDICINE CO LTD A | Long | Equity-common | CN | $13K | 3K | 0.00 |
| HUATAI SECURITIES CO LTD A | Long | Equity-common | CN | $25K | 14K | 0.01 |
| HUATAI SECURITIES CO LTD H | Long | Equity-common | CN | $47K | 43K | 0.01 |
| HUSQVARNA AB B SHR | Long | Equity-common | SE | $78K | 12K | 0.02 |
| HYBE CO LTD | Long | Equity-common | KR | $84K | 656 | 0.02 |
| HYDRO ONE LIMITED | Long | Equity-common | CA | $327K | 10K | 0.07 |
| HYGEIA HEALTHCARE HOLDINGS CO LTD | Long | Equity-common | KY | $30K | 11K | 0.01 |
| HYUNDAI ENG and CONST CO LTD (HYUNDAI ENGINEERING and CONSTRUCTION CO LTD) | Long | Equity-common | KR | $62K | 3K | 0.01 |
| HYUNDAI GLOVIS CO LTD | Long | Equity-common | KR | $100K | 1K | 0.02 |
| HYUNDAI ROBOTICS CO LTD (HYUNDAI HEAVY INDUSTRIES HOLDINGS CO LTD) | Long | Equity-common | KR | $86K | 1K | 0.02 |
| IA FINANCIAL CORP INC | Long | Equity-common | CA | $210K | 3K | 0.05 |
| IBERDROLA SA | Long | Equity-common | ES | $2M | 187K | 0.56 |
| IBIDEN CO LTD | Long | Equity-common | JP | $140K | 4K | 0.03 |
| ICICI PRUDENTIAL LIFE INSURANCE (ICICI PRUDENTIAL LIFE INSURANCE CO LTD) | Long | Equity-common | IN | $104K | 12K | 0.02 |
| IHH HEALTHCARE BHD | Long | Equity-common | MY | $98K | 72K | 0.02 |
| IMEIK TECHNOLOGY DEVELOPMENT CO LTD A | Long | Equity-common | CN | $14K | 560 | 0.00 |
| IMPALA PLATINUM HOLDINGS LTD | Long | Equity-common | ZA | $149K | 29K | 0.03 |
| IMPERIAL OIL LTD | Long | Equity-common | CA | $427K | 6K | 0.10 |
| INDIAN HOTELS LTD (INDIAN HOTELS CO LTD) | Long | Equity-common | IN | $202K | 26K | 0.05 |
| INDORAMA VENTURES CO LTD (FOR) | Long | Equity-common | TH | $17K | 31K | 0.00 |
| INDORAMA VENTURES PCL NVDR (INDORAMA VENTURES CO LTD) | Long | Equity-common | TH | $14K | 26K | 0.00 |
| INDUSTRIAL and COM BK OF CHINA A (INDUSTRIAL and COMMERCIAL BANK OF CHINA) | Long | Equity-common | CN | $94K | 117K | 0.02 |
| INDUSTRIAL and COM BK OF CHINA H (INDUSTRIAL and COMMERCIAL BANK OF CHINA) | Long | Equity-common | CN | $1M | 2M | 0.26 |
| INDUSTRIAL BANK CO LTD A | Long | Equity-common | CN | $92K | 40K | 0.02 |
| INFO EDGE INDIA LTD (DEMAT) | Long | Equity-common | IN | $186K | 2K | 0.04 |
| INFORMA PLC | Long | Equity-common | GB | $482K | 43K | 0.11 |
| INFOSYS LTD | Long | Equity-common | IN | $2M | 104K | 0.52 |
| ING GROEP NV | Long | Equity-common | NL | $2M | 104K | 0.43 |
| INNER MONGOLI YILI IND LTD A (INNER MONGOLIA YILI INDUSTRIAL GROUP CO LTD) | Long | Equity-common | CN | $41K | 12K | 0.01 |
| INNOVENT BIOLOGICS INC (INNOVENT BIOLGICS INC) | Long | Equity-common | KY | $193K | 39K | 0.04 |
| INTACT FINL CORP (INTACT FINANCIAL CORP) | Long | Equity-common | CA | $1M | 6K | 0.23 |
| INTERCONEXION ELECTRICA SA (INTERCONEXION ELECTRICA S A E S P) | Long | Equity-common | CO | $59K | 14K | 0.01 |
| INTERGLOBE AVIATION LTD | Long | Equity-common | IN | $293K | 5K | 0.07 |
| INTERTEK GROUP PLC | Long | Equity-common | GB | $332K | 5K | 0.07 |
| INTESA SANPAOLO SPA | Long | Equity-common | IT | $2M | 460K | 0.42 |
| INTOUCH HOLDINGS PCL (FOR) | Long | Equity-common | TH | $11K | 5K | 0.00 |
| INTOUCH HOLDINGS PCL NVDR | Long | Equity-common | TH | $65K | 28K | 0.01 |
| ISUZU MOTORS LTD | Long | Equity-common | JP | $252K | 19K | 0.06 |
| ITAU UNIBANCO HOLDING SA | Long | Equity-common | BR | $916K | 153K | 0.21 |
| ITOCHU CORP (ITOCHU CORPORATION) | Long | Equity-common | JP | $2M | 37K | 0.43 |
| IVANHOE MINES LTD (IVANHOE MINE LTD) | Long | Equity-common | CA | $259K | 20K | 0.06 |
| JAMES HARDIE INDUSTRES PLC CDI (JAMES HARDIE INDUSTRIES PLC) | Long | Equity-common | IE | $494K | 14K | 0.11 |
| JD LOGISTICS INC | Long | Equity-common | KY | $68K | 66K | 0.02 |
| JD.COM INC CL A | Long | Equity-common | KY | $964K | 73K | 0.22 |
| JDE PEETS BV | Long | Equity-common | NL | $84K | 4K | 0.02 |
| JERONIMO MARTINS and FILHO SGPS (JERONIMO MARTINS SGPS SA) | Long | Equity-common | PT | $152K | 9K | 0.03 |
| JFE HOLDINGS INC | Long | Equity-common | JP | $265K | 18K | 0.06 |
| JG SUMMIT HLDGS INC (JG SUMMIT HOLDINGS INC) | Long | Equity-common | PH | $39K | 81K | 0.01 |
| JIANGSU EASTERN SHENGHONG CO LTD | Long | Equity-common | CN | $13K | 12K | 0.00 |
| JIANGSU EXPRESSWAY CO LTD H | Long | Equity-common | CN | $36K | 38K | 0.01 |
| JIANGSU HENGRUI MEDICINE CO A (JIANGSU HENGRUI MEDICINE CO LTD) | Long | Equity-common | CN | $69K | 12K | 0.02 |
| JIANGSU ZHON TECH CO LTD A (JIANGSU ZHONGTIAN TECHNOLOGIES CO LTD) | Long | Equity-common | CN | $13K | 6K | 0.00 |
| JINDUICHENG MOLYBDENUM CO -A (JINDUICHENG MOLYBDENUM CO LTD) | Long | Equity-common | CN | $9K | 6K | 0.00 |
| JOINCARE PH GRP IND CO LTD A (JOINCARE PHARMACEUTICAL GROUP INDUSTRY CO LTD) | Long | Equity-common | CN | $5K | 4K | 0.00 |
| JULIUS BAER GRUPPE AG (JULIUS BAER GROUP LTD) | Long | Equity-common | CH | $357K | 7K | 0.08 |
| JUNEYAO AIRLINES CO LTD A | Long | Equity-common | CN | $9K | 6K | 0.00 |
| KAKAO CORP | Long | Equity-common | KR | $282K | 10K | 0.06 |
| KAKAOBANK CORP | Long | Equity-common | KR | $82K | 5K | 0.02 |
| KALBE FARMA PT (DEMAT) | Long | Equity-common | ID | $68K | 699K | 0.02 |
| KANZHUN LTD ADR | Long | Equity-common | KY | $113K | 8K | 0.03 |
| KAO CORP (KAO CORPORATION) | Long | Equity-common | JP | $639K | 15K | 0.14 |
| KASIKORNBANK PCL NVDR | Long | Equity-common | TH | $73K | 20K | 0.02 |
| KB FINANCIAL GROUP INC | Long | Equity-common | KR | $790K | 12K | 0.18 |
| KBC GROUPE SA (KBC GROUPE SA/NV) | Long | Equity-common | BE | $616K | 8K | 0.14 |
| KDDI CORP | Long | Equity-common | JP | $1M | 47K | 0.32 |
| KE HOLDINGS INC SPON ADR | Long | Equity-common | KY | $288K | 21K | 0.06 |
| KEPPEL LTD | Long | Equity-common | SG | $227K | 46K | 0.05 |
| KERING (KERING SA) | Long | Equity-common | FR | $718K | 2K | 0.16 |
| KERRY GROUP PLC CL A | Long | Equity-common | IE | $462K | 5K | 0.10 |
| KESKO OYJ SER B | Long | Equity-common | FI | $157K | 9K | 0.04 |
| KEYERA CORP | Long | Equity-common | CA | $201K | 7K | 0.05 |
| KGHM POLSKA MIEDZ SA (BR) (KGHM POLSKA MIEDZ S A) | Long | Equity-common | PL | $156K | 5K | 0.04 |
| KIKKOMAN CORP | Long | Equity-common | JP | $267K | 21K | 0.06 |
| KINGDEE INTL SFTWRE GRP CO LTD (KINGDEE INTERNATIONAL SOFTWARE GROUP CO LTD) | Long | Equity-common | KY | $73K | 91K | 0.02 |
| KINGFISHER PLC | Long | Equity-common | GB | $203K | 57K | 0.05 |
| KINGNET NETWORK CO LTD A | Long | Equity-common | CN | $5K | 4K | 0.00 |
| KINGSOFT CORP LTD | Long | Equity-common | KY | $84K | 30K | 0.02 |
| KINGSPAN GROUP PLC | Long | Equity-common | IE | $461K | 5K | 0.10 |
| KINROSS GOLD CORP | Long | Equity-common | CA | $354K | 39K | 0.08 |
| KLABIN SA UNIT | Long | Equity-common | BR | $104K | 27K | 0.02 |
| KNORR-BREMSE AG | Long | Equity-common | DE | $179K | 2K | 0.04 |
| KOC HLDG AS (KOC HOLDINGS AS) | Long | Equity-common | TR | $158K | 24K | 0.04 |
| KOITO MANUFACTURING CO LTD | Long | Equity-common | JP | $97K | 7K | 0.02 |
| KOMATSU LTD | Long | Equity-common | JP | $833K | 29K | 0.19 |
| KOMERCNI BANKA AS | Long | Equity-common | CZ | $85K | 2K | 0.02 |
| KONAMI GROUP CORPORATION | Long | Equity-common | JP | $241K | 3K | 0.05 |
| KONE OYJ B | Long | Equity-common | FI | $549K | 11K | 0.12 |
| KONINKLIJKE AHOLD DELHAIZE NV | Long | Equity-common | NL | $955K | 30K | 0.22 |
| KOREA ZINC CO LTD | Long | Equity-common | KR | $96K | 271 | 0.02 |
| KOREAN AIR LINES (KOREAN AIR LINES CO LTD) | Long | Equity-common | KR | $93K | 6K | 0.02 |
| KOTAK MAHINDRA BANK LTD | Long | Equity-common | IN | $742K | 34K | 0.17 |
| KPN (KON) NV (ROYAL KPN NV (KONINKLIJKE KPN)) | Long | Equity-common | NL | $488K | 124K | 0.11 |
| KRAFTON INC | Long | Equity-common | KR | $197K | 917 | 0.04 |
| KUAISHOU TECHNOLOGY CLASS B | Long | Equity-common | KY | $414K | 74K | 0.09 |
| KUALA LUMPUR KEPONG BHD | Long | Equity-common | MY | $69K | 15K | 0.02 |
| KUBOTA CORP | Long | Equity-common | JP | $456K | 32K | 0.10 |
| KUEHNE and NAGEL INTL AG REGD (KUEHNE and NAGEL INTERNATIONAL AG) | Long | Equity-common | CH | $477K | 2K | 0.11 |
| KUMBA IRON ORE LTD | Long | Equity-common | ZA | $43K | 2K | 0.01 |
| KUMHO PETRO CHEMICAL CO LTD | Long | Equity-common | KR | $52K | 509 | 0.01 |
| KUNLUN ENERGY COMPANY LTD | Long | Equity-common | BM | $120K | 124K | 0.03 |
| KUWAIT FINANCE HOUSE | Long | Equity-common | KW | $772K | 320K | 0.17 |
| L'OREAL SA ORD | Long | Equity-common | FR | $3M | 8K | 0.74 |
| LAND SECURITIES GROUP PLC | Long | Equity-common | GB | $181K | 22K | 0.04 |
| LATAM AIRLINES GROUP SA | Long | Equity-common | CL | $59K | 5M | 0.01 |
| LEG IMMOBILIEN SE (LEG IMMOBILIEN GMBH) | Long | Equity-common | DE | $208K | 2K | 0.05 |
| LEGAL and GENERAL GROUP PLC ORD | Long | Equity-common | GB | $565K | 190K | 0.13 |
| LENOVO GROUP LTD | Long | Equity-common | HK | $330K | 256K | 0.07 |
| LEPU MEDICAL TECH(BEIJING)CO A (LEPU MEDICAL TECHNOLOGY (BEIJING)CO LTD) | Long | Equity-common | CN | $8K | 4K | 0.00 |
| LG CHEMICAL LTD (LG CHEM LTD) | Long | Equity-common | KR | $352K | 2K | 0.08 |
| LG CHEMICAL LTD PREFERRED (LG CHEM LTD) | Long | Equity-preferred | KR | $34K | 221 | 0.01 |
| LG CORP | Long | Equity-common | KR | $192K | 3K | 0.04 |
| LG DISPLAY CO LTD | Long | Equity-common | KR | $75K | 9K | 0.02 |
| LG ELECTRONICS INC (LG ELECTRONICS INC NEW) | Long | Equity-common | KR | $255K | 3K | 0.06 |
| LG ENERGY SOLUTION | Long | Equity-common | KR | $349K | 1K | 0.08 |
| LG H and H | Long | Equity-common | KR | $75K | 293 | 0.02 |
| LG UPLUS CORP | Long | Equity-common | KR | $48K | 7K | 0.01 |
| LI AUTO INC CL A | Long | Equity-common | KY | $384K | 39K | 0.09 |
| LINDT and SPRUENGLI AG (REG) (LINDT and SPRUENGLI AG CHOCOLAD) | Long | Equity-common | CH | $371K | 3 | 0.08 |
| LINDT and SPRUENGLI AG PART CERT (LINDT and SPRUENGLI AG CHOCOLAD) | Long | Equity-common | CH | $426K | 34 | 0.10 |
| LITE ON TECHNOLOGY CORP (LITE-ON TECHNOLOGY CORP) | Long | Equity-common | TW | $197K | 64K | 0.04 |
| LIVZON PHARMA GROUP INC A (LIVZON PHARMACEUTICAL GROUP INC) | Long | Equity-common | CN | $6K | 1K | 0.00 |
| LLOYDS BANKING GROUP PLC | Long | Equity-common | GB | $2M | 2M | 0.34 |
| LOCALIZA RENT A CAR SA | Long | Equity-common | BR | $221K | 29K | 0.05 |
| LOCALIZA RENT A CAR SA RT | Long | Equity-common | BR | $590.14 | 288 | 0.00 |
| LOGITECH INTL SA REG (LOGITECH INTERNATIONAL SA) | Long | Equity-common | CH | $446K | 5K | 0.10 |
| LOJAS RENNER SA | Long | Equity-common | BR | $75K | 32K | 0.02 |
| LONGFOR GROUP HOLDINGS LTD | Long | Equity-common | KY | $81K | 62K | 0.02 |
| LONZA GROUP AG | Long | Equity-common | CH | $2M | 2K | 0.35 |
| LOTTE CHEMICAL CORPORATION | Long | Equity-common | KR | $44K | 592 | 0.01 |
| LOTUS BAKERIES | Long | Equity-common | BE | $141K | 13 | 0.03 |
| LUFTHANSA AG (REGD) (DEUTSCHE LUFTHANSA A G) | Long | Equity-common | DE | $122K | 19K | 0.03 |
| LUKOIL PJSC | Long | Equity-common | RU | $4K | 13K | 0.00 |
| LUNDIN MINING CORP | Long | Equity-common | CA | $208K | 21K | 0.05 |
| LVMH MOET HENNESSY LOUIS VUITTON SE | Long | Equity-common | FR | $6M | 9K | 1.38 |
| LY CORPORATION | Long | Equity-common | JP | $207K | 83K | 0.05 |
| M and G PLC | Long | Equity-common | GB | $195K | 71K | 0.04 |
| M BANK SA | Long | Equity-common | PL | $76K | 483 | 0.02 |
| MABANEE CO SAKC | Long | Equity-common | KW | $60K | 22K | 0.01 |
| MACQUARIE GROUP LTD | Long | Equity-common | AU | $2M | 11K | 0.35 |
| MACROTECH DEVELOPERS LTD | Long | Equity-common | IN | $148K | 9K | 0.03 |
| MAHINDRA and MAHINDRA LTD(DEMAT)DEMATERIALIZED SHS | Long | Equity-common | IN | $1M | 29K | 0.23 |
| MALAYAN BANKING (MALAYAN BANKING BERHAD) | Long | Equity-common | MY | $379K | 170K | 0.09 |
| MALAYSIA AIRPORTS HOLDINGS BHD | Long | Equity-common | MY | $66K | 30K | 0.01 |
| MARICO LIMITED (MARICO LTD) | Long | Equity-common | IN | $134K | 17K | 0.03 |
| MARUBENI CORP | Long | Equity-common | JP | $839K | 45K | 0.19 |
| MATSUKIYOCOCOKARA and CO | Long | Equity-common | JP | $182K | 11K | 0.04 |
| MAX HEALTHCARE INSTITUTE LTD | Long | Equity-common | IN | $268K | 24K | 0.06 |
| MAXIS BHD (MAXIS BERHAD) | Long | Equity-common | MY | $61K | 79K | 0.01 |
| MAZDA MOTOR CORP | Long | Equity-common | JP | $156K | 18K | 0.04 |
| MCDONALDS HOLDINGS CO(JAPAN) (MCDONALDS HLDGS CO (JAPAN) LTD) | Long | Equity-common | JP | $116K | 3K | 0.03 |
| MEDIA TEK INC (MEDIATEK INC) | Long | Equity-common | TW | $2M | 48K | 0.41 |
| MEDIOBANCA SPA | Long | Equity-common | IT | $257K | 16K | 0.06 |
| MEGA FINANCIAL HOLDING CO LTD | Long | Equity-common | TW | $485K | 366K | 0.11 |
| MEIJI HOLDINGS CO LTD | Long | Equity-common | JP | $179K | 7K | 0.04 |
| MERCK KGAA | Long | Equity-common | DE | $727K | 4K | 0.16 |
| MERCURY NZ LTD | Long | Equity-common | NZ | $91K | 22K | 0.02 |
| MERDEKA COPPER GOLD TBK PT | Long | Equity-common | ID | $48K | 317K | 0.01 |
| MERIDIAN ENERGY LTD | Long | Equity-common | NZ | $162K | 42K | 0.04 |
| METLEN ENERGY and METALS SA | Long | Equity-common | GR | $130K | 3K | 0.03 |
| METRO INC | Long | Equity-common | CA | $428K | 7K | 0.10 |
| METSO CORPORATION | Long | Equity-common | FI | $200K | 20K | 0.05 |
| MICHELIN CL B (REG) (MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS) | Long | Equity-common | FR | $846K | 21K | 0.19 |
| MINERAL RESOURCES LTD | Long | Equity-common | AU | $198K | 6K | 0.04 |
| MINISO GROUP HOLDING LTD | Long | Equity-common | KY | $52K | 12K | 0.01 |
| MINOR INTERNATIONAL PCL (FOR) | Long | Equity-common | TH | $40K | 49K | 0.01 |
| MINOR INTERNATIONAL PCL NVDR | Long | Equity-common | TH | $51K | 63K | 0.01 |
| MIRAE ASSET SECURITIES CO LTD | Long | Equity-common | KR | $45K | 8K | 0.01 |
| MITSUBISHI CHEMICAL GROUP CORP | Long | Equity-common | JP | $253K | 43K | 0.06 |
| MITSUBISHI ESTATE CO LTD | Long | Equity-common | JP | $608K | 36K | 0.14 |
| MITSUI CHEMICALS INC | Long | Equity-common | JP | $153K | 5K | 0.03 |
| MITSUI FUDOSAN CO (MITSUI FUDOSAN CO LTD) | Long | Equity-common | JP | $868K | 84K | 0.20 |
| MIZUHO FINANCIAL GROUP INC | Long | Equity-common | JP | $2M | 76K | 0.39 |
| MOBILE TELECOMMUNICATIONS CO | Long | Equity-common | SA | $39K | 14K | 0.01 |
| MOL HUNGARIAN OIL and GAS PLC | Long | Equity-common | HU | $113K | 15K | 0.03 |
| MONCLER SPA | Long | Equity-common | IT | $415K | 7K | 0.09 |
| MONDI PLC | Long | Equity-common | GB | $270K | 14K | 0.06 |
| MONDI PLC | Long | Equity-common | GB | $196.2 | 10 | 0.00 |
| MONETA MONEY BANK | Long | Equity-common | CZ | $35K | 8K | 0.01 |
| MOSCOW EXCHANGE MICEX-RTS OAO | Long | Equity-common | RU | $10K | 49K | 0.00 |
| MOTOR OIL (HELLAS) SA | Long | Equity-common | GR | $52K | 2K | 0.01 |
| MOWI ASA | Long | Equity-common | NO | $245K | 15K | 0.06 |
| MR DIY GROUP M SDN BHD | Long | Equity-common | MY | $51K | 111K | 0.01 |
| MS and AD INSURANCE GRP HLDGS INC (MS and AD INSURANCE GROUP HOLDINGS INC) | Long | Equity-common | JP | $955K | 41K | 0.22 |
| MSCI EAFE FUT SEP24 MFSU4 (ICE FUTURES US) | Derivative-equity | US | $41K | – | 0.01 | |
| MSCI EMGMKT FUT SEP24 MESU4 (ICE FUTURES US) | Derivative-equity | US | $19K | – | 0.00 | |
| MTN GROUP LTD | Long | Equity-common | ZA | $232K | 53K | 0.05 |
| MTR CORPORATION LTD (MTR CORP LTD) | Long | Equity-common | HK | $161K | 50K | 0.04 |
| MTU AERO ENGINES AG | Long | Equity-common | DE | $482K | 2K | 0.11 |
| MUNICH REINSURANCE (REG) (MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN) | Long | Equity-common | DE | $2M | 4K | 0.48 |
| NAN YA PLASTICS CORP | Long | Equity-common | TW | $231K | 150K | 0.05 |
| NASPERS LTD N SHS | Long | Equity-common | ZA | $1M | 6K | 0.24 |
| NATIONAL BANK OF CANADA DTC ELIGIBLE | Long | Equity-common | CA | $891K | 11K | 0.20 |
| NATIONAL BANK OF GREECE SA | Long | Equity-common | GR | $215K | 25K | 0.05 |
| NATIONAL GRID PLC | Long | Equity-common | GB | $2M | 151K | 0.43 |
| NATURA and CO HOLDING SA | Long | Equity-common | BR | $78K | 30K | 0.02 |
| NAVER CORP | Long | Equity-common | KR | $522K | 4K | 0.12 |
| NCSOFT CORPORATION | Long | Equity-common | KR | $61K | 476 | 0.01 |
| NEC CORP | Long | Equity-common | JP | $666K | 8K | 0.15 |
| NEDBANK GROUP LTD | Long | Equity-common | ZA | $220K | 14K | 0.05 |
| NEPI ROCKCASTLE N.V. | Long | Equity-common | NL | $128K | 17K | 0.03 |
| NESTE OYJ | Long | Equity-common | FI | $271K | 13K | 0.06 |
| NESTLE (MALAYSIA) BHD | Long | Equity-common | MY | $52K | 2K | 0.01 |
| NESTLE INDIA LTD (DEMAT) | Long | Equity-common | IN | $313K | 11K | 0.07 |
| NETEASE INC | Long | Equity-common | KY | $1M | 61K | 0.25 |
| NETMARBLE CORP | Long | Equity-common | KR | $39K | 835 | 0.01 |
| NEXI SPA | Long | Equity-common | IT | $116K | 19K | 0.03 |
| NIBE INDUSTRIER AB B SHS | Long | Equity-common | SE | $208K | 47K | 0.05 |
| NIO INC ADR | Long | Equity-common | KY | $194K | 44K | 0.04 |
| NIPPON PAINT HOLDINGS CO LTD | Long | Equity-common | JP | $188K | 29K | 0.04 |
| NISSAN CHEMICAL CORP | Long | Equity-common | JP | $126K | 4K | 0.03 |
| NITORI HOLDINGS CO LTD | Long | Equity-common | JP | $306K | 3K | 0.07 |
| NITTO DENKO CORP (NITTO ELECTRIC) | Long | Equity-common | JP | $391K | 5K | 0.09 |
| NMC HEALTH PLC | Long | Equity-common | GB | $0.01 | 987 | 0.00 |
| NN GROUP NV | Long | Equity-common | NL | $453K | 9K | 0.10 |
| NOKIA OYJ (NOKIA CORP) | Long | Equity-common | FI | $665K | 169K | 0.15 |
| NOMURA HOLDINGS INC | Long | Equity-common | JP | $588K | 95K | 0.13 |
| NOMURA RESEARCH INSTITUTE LTD (NOMURA RESH INST LTD) | Long | Equity-common | JP | $371K | 12K | 0.08 |
| NONGFU SPRING CO LTD H | Long | Equity-common | CN | $249K | 64K | 0.06 |
| NORSK HYDRO AS ORD (NORSK HYDRO ASA) | Long | Equity-common | NO | $232K | 42K | 0.05 |
| NORTHAM PLATINUM HOLDINGS LTD | Long | Equity-common | ZA | $92K | 12K | 0.02 |
| NORTHERN STAR RESOURCES LTD | Long | Equity-common | AU | $335K | 36K | 0.08 |
| NOVARTIS AG (REG) | Long | Equity-common | CH | $7M | 62K | 1.56 |
| NOVATEK PJSC GDR REGS (NOVATEK JT STK CO) | Long | Equity-common | RU | $148K | 3K | 0.03 |
| NOVO-NORDISK AS CL B | Long | Equity-common | DK | $14M | 103K | 3.08 |
| NOVOLIPETSK STEEL PJSC | Long | Equity-common | RU | $494.36 | 47K | 0.00 |
| NOVONESIS (NOVOZYMES) B | Long | Equity-common | DK | $745K | 12K | 0.17 |
| NUTRIEN LTD | Long | Equity-common | CA | $795K | 15K | 0.18 |
| OBAYASHI CORP | Long | Equity-common | JP | $270K | 21K | 0.06 |
| OCI NV | Long | Equity-common | NL | $81K | 3K | 0.02 |
| OFFSHORE OIL ENGINE CO LTD A (OFFSHORE OIL ENGINEERING CO LTD) | Long | Equity-common | CN | $6K | 8K | 0.00 |
| OLD MUTUAL LTD | Long | Equity-common | ZA | $98K | 145K | 0.02 |
| OMRON CORP | Long | Equity-common | JP | $204K | 6K | 0.05 |
| OMV AG (AUSH100) | Long | Equity-common | AT | $196K | 5K | 0.04 |
| OPEN TEXT CORPORATION | Long | Equity-common | CA | $272K | 9K | 0.06 |
| ORBIA ADVANCE CORP SAB DE CV (ORBIA ADVANCE CORPORATION SAB DE CV) | Long | Equity-common | MX | $43K | 34K | 0.01 |
| ORICA LTD | Long | Equity-common | AU | $184K | 16K | 0.04 |
| ORIENT OVERSEAS INTL LTD | Long | Equity-common | BM | $56K | 4K | 0.01 |
| ORIENT SECURITIES CO LTD/CHINA | Long | Equity-common | CN | $15K | 13K | 0.00 |
| ORIENTAL LAND CO LTD | Long | Equity-common | JP | $982K | 34K | 0.22 |
| ORION OYJ (NEW) B | Long | Equity-common | FI | $157K | 3K | 0.04 |
| ORIX CORP | Long | Equity-common | JP | $876K | 36K | 0.20 |
| ORKLA ASA | Long | Equity-common | NO | $191K | 23K | 0.04 |
| ORLEN SA | Long | Equity-common | PL | $299K | 18K | 0.07 |
| ORSTED A/S | Long | Equity-common | DK | $357K | 6K | 0.08 |
| OSAKA GAS CO LTD | Long | Equity-common | JP | $263K | 12K | 0.06 |
| OTE (GREEK TELECOM) SA (HELLENIC TELECOMMUNICATIONS ORGANIZATION SA) | Long | Equity-common | GR | $101K | 6K | 0.02 |
| PAN PACIFIC INTERNATIONAL HOLDINGS LTD | Long | Equity-common | JP | $316K | 12K | 0.07 |
| PANASONIC HOLDINGS CORP | Long | Equity-common | JP | $605K | 74K | 0.14 |
| PANDORA A/S | Long | Equity-common | DK | $409K | 3K | 0.09 |
| PARKLAND CORP | Long | Equity-common | CA | $127K | 5K | 0.03 |
| PEMBINA PIPELINE CORP | Long | Equity-common | CA | $704K | 18K | 0.16 |
| PEPKOR HOLDINGS LTD | Long | Equity-common | ZA | $85K | 75K | 0.02 |
| PETRONAS CHEMICALS GROUP BHD | Long | Equity-common | MY | $114K | 90K | 0.03 |
| PETRONAS DAGANGAN BHD | Long | Equity-common | MY | $36K | 9K | 0.01 |
| PETRONAS GAS BHD | Long | Equity-common | MY | $102K | 26K | 0.02 |
| PHARMAESSENTIA CORP | Long | Equity-common | TW | $141K | 7K | 0.03 |
| PHARMARON BEIJING CO LTD A | Long | Equity-common | CN | $8K | 3K | 0.00 |
| PHOENIX GROUP HOLDINGS PLC | Long | Equity-common | GB | $155K | 22K | 0.04 |
| PHOSAGRO PJSC GDR REG S | Long | Equity-common | RU | $85.55 | 4K | 0.00 |
| PHOSAGRO PJSC SPONSORED GDR REG S CANCELLATION RESTRICTED | Long | Equity-common | RU | $0.53 | 26 | 0.00 |
| PI INDUSTRIES LTD | Long | Equity-common | IN | $126K | 2K | 0.03 |
| PIDILITE INDUSTRIES LTD | Long | Equity-common | IN | $180K | 5K | 0.04 |
| PILBARA MINERALS LTD | Long | Equity-common | AU | $176K | 92K | 0.04 |
| PLDT INC | Long | Equity-common | PH | $60K | 2K | 0.01 |
| POLYUS GOLD PJSC | Long | Equity-common | RU | $3K | 1K | 0.00 |
| POP MART INTERNATIONAL GROUP LTD | Long | Equity-common | KY | $77K | 15K | 0.02 |
| POSCO FUTURE M CO LTD | Long | Equity-common | KR | $147K | 951 | 0.03 |
| POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED H | Long | Equity-common | CN | $139K | 259K | 0.03 |
| POSTE ITALIANE SPA | Long | Equity-common | IT | $196K | 15K | 0.04 |
| POWER GRID CORP OF INDIA LTD | Long | Equity-common | IN | $613K | 147K | 0.14 |
| POWSZECHNA KASA OSZCZ BK SA | Long | Equity-common | PL | $411K | 28K | 0.09 |
| PPB GROUP BHD (PPB GROUP BERHAD) | Long | Equity-common | MY | $69K | 21K | 0.02 |
| PRESIDENT CHAIN STORE CORP | Long | Equity-common | TW | $153K | 18K | 0.03 |
| PRESS METAL ALUMINIUM HOLDINGS BERHAD (PMA) (PRESS METAL ALUMINIUM HOLDINGS BHD) | Long | Equity-common | MY | $139K | 119K | 0.03 |
| PRIO SA | Long | Equity-common | BR | $215K | 25K | 0.05 |
| PROSUS NV | Long | Equity-common | NL | $2M | 45K | 0.35 |
| PRUDENTIAL PLC | Long | Equity-common | GB | $777K | 86K | 0.18 |
| PT CHANDRA ASRI PACIFIC TBK | Long | Equity-common | ID | $146K | 247K | 0.03 |
| PTT EXPLORATION and PROD (FOR) (PTT EXPL and PRODTN PUB LTD) | Long | Equity-common | TH | $68K | 16K | 0.02 |
| PTT EXPLORATION and PROD NVDR (PTT EXPL and PRODTN PUB LTD) | Long | Equity-common | TH | $117K | 28K | 0.03 |
| PTT GLOBAL CHEMICAL NVDR (PTT GLOBAL CHEM PUB CO LTD) | Long | Equity-common | TH | $48K | 63K | 0.01 |
| PTT GLOBAL CHEMICAL PCL (FOR) (PTT GLOBAL CHEM PUB CO LTD) | Long | Equity-common | TH | $9K | 12K | 0.00 |
| PTT OIL and RETAIL BUSINESS PCL NVDR | Long | Equity-common | TH | $41K | 92K | 0.01 |
| PUBLIC BANK BHD (LOC) (MLAY) | Long | Equity-common | MY | $419K | 457K | 0.09 |
| PUBLICIS GROUPE SA | Long | Equity-common | FR | $748K | 7K | 0.17 |
| PUMA SE (PUMA AG (RUDOLPH DASSLER SPORT) | Long | Equity-common | DE | $166K | 3K | 0.04 |
| QATAR FUEL COMPANY | Long | Equity-common | QA | $80K | 20K | 0.02 |
| QATAR GAS TRNS CO LTD(NAKILAT) (QATAR GAS TRANSPORT COMPANY LTD (NAKILAT)) | Long | Equity-common | QA | $108K | 87K | 0.02 |
| QATAR NATIONAL BANK LTD | Long | Equity-common | QA | $612K | 146K | 0.14 |
| QBE INSURANCE GROUP LTD (QBE INS GROUP LTD) | Long | Equity-common | AU | $564K | 48K | 0.13 |
| QIAGEN NV | Long | Equity-common | NL | $313K | 7K | 0.07 |
| QL RESOURCES BHD | Long | Equity-common | MY | $49K | 34K | 0.01 |
| RAIA DROGASIL SA | Long | Equity-common | BR | $200K | 41K | 0.05 |
| RAKUTEN GROUP INC | Long | Equity-common | JP | $276K | 47K | 0.06 |
| RAMSAY HEALTH CARE LTD | Long | Equity-common | AU | $179K | 6K | 0.04 |
| RB GLOBAL INC | Long | Equity-common | CA | $462K | 6K | 0.10 |
| REA GROUP LTD | Long | Equity-common | AU | $225K | 2K | 0.05 |
| RECKITT BENCKISER GROUP PLC | Long | Equity-common | GB | $1M | 22K | 0.27 |
| RECRUIT HOLDINGS CO LTD | Long | Equity-common | JP | $3M | 47K | 0.61 |
| REDE D'OR SAO LUIZ SA | Long | Equity-common | BR | $76K | 16K | 0.02 |
| REDEIA CORP SA | Long | Equity-common | ES | $229K | 13K | 0.05 |
| RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS | Long | Equity-common | IN | $3M | 96K | 0.78 |
| RELX PLC | Long | Equity-common | GB | $3M | 59K | 0.63 |
| RENESAS ELECTRONICS CORP | Long | Equity-common | JP | $811K | 47K | 0.18 |
| RENTOKIL INITIAL PLC | Long | Equity-common | GB | $488K | 80K | 0.11 |
| REPSOL SA (REPSOL YPF SA) | Long | Equity-common | ES | $551K | 39K | 0.12 |
| REXEL SA | Long | Equity-common | FR | $182K | 7K | 0.04 |
| RHB BANK BERHAD (RHB BANK BHD) | Long | Equity-common | MY | $58K | 47K | 0.01 |
| RICOH CO LTD | Long | Equity-common | JP | $162K | 17K | 0.04 |
| RIOCAN REAL ESTATE INV TR UNIT (RIOCAN REAL ESTATE INVESTMENT TRUST) | Long | Equity-common | CA | $65K | 5K | 0.01 |
| ROCKWOOL A/S B | Long | Equity-common | DK | $133K | 301 | 0.03 |
| ROGERS COMM INC CL B NON VTG (ROGERS COMMUNICATIONS INC) | Long | Equity-common | CA | $441K | 11K | 0.10 |
| ROHM CO LTD | Long | Equity-common | JP | $142K | 10K | 0.03 |
| RUMO SA | Long | Equity-common | BR | $164K | 42K | 0.04 |
| S and P/TSX 60 IX FUT SEP24 PTU4 (MONTREAL EXCHANGE (THE)) | Derivative-equity | CA | $4K | – | 0.00 | |
| SABANCI HLDG SA(HACI OMER) (HACI OMER SABANCI HOLDING AS) | Long | Equity-common | TR | $100K | 33K | 0.02 |
| SAGE GROUP PLC | Long | Equity-common | GB | $445K | 32K | 0.10 |
| SAINSBURY (J) PLC | Long | Equity-common | GB | $186K | 53K | 0.04 |
| SALMAR ASA | Long | Equity-common | NO | $123K | 2K | 0.03 |
| SAMPO OYJ SER A | Long | Equity-common | FI | $617K | 14K | 0.14 |
| SAMSUNG C and T CORP | Long | Equity-common | KR | $299K | 3K | 0.07 |
| SAMSUNG E and A CO LTD | Long | Equity-common | KR | $109K | 5K | 0.02 |
| SAMSUNG SDI CO LTD | Long | Equity-common | KR | $406K | 2K | 0.09 |
| SANDVIK AB | Long | Equity-common | SE | $692K | 34K | 0.16 |
| SANLAM LTD | Long | Equity-common | ZA | $244K | 55K | 0.06 |
| SANTANDER BANK POLSKA SA | Long | Equity-common | PL | $145K | 1K | 0.03 |
| SARTORIUS AG PFD NON VTG | Long | Equity-preferred | DE | $236K | 830 | 0.05 |
| SASOL LTD | Long | Equity-common | ZA | $150K | 19K | 0.03 |
| SAUDI ARAMCO (SAUDI ARABIAN OIL COMPANY) | Long | Equity-common | SA | $838K | 114K | 0.19 |
| SAUDI BASIC INDUSTRIES CORP | Long | Equity-common | SA | $598K | 28K | 0.13 |
| SAUDI ELECTRICITY COMPANY | Long | Equity-common | SA | $123K | 27K | 0.03 |
| SAVOLA GROUP | Long | Equity-common | SA | $105K | 9K | 0.02 |
| SCG PACKAGING PCL (NVDR) | Long | Equity-common | TH | $31K | 40K | 0.01 |
| SCHNEIDER ELECTRIC SE (SCHNEIDER ELEC SA) | Long | Equity-common | FR | $4M | 17K | 0.93 |
| SCHRODERS PLC (NEW) ORD (SCHRODERS (NEW) PLC) | Long | Equity-common | GB | $131K | 26K | 0.03 |
| SD GUTHRIE BHD | Long | Equity-common | MY | $61K | 63K | 0.01 |
| SECOM CO LTD | Long | Equity-common | JP | $415K | 7K | 0.09 |
| SEEK LTD | Long | Equity-common | AU | $163K | 11K | 0.04 |
| SEGRO PLC | Long | Equity-common | GB | $473K | 40K | 0.11 |
| SEIKO EPSON CORP | Long | Equity-common | JP | $161K | 9K | 0.04 |
| SEKISUI CHEMICAL CO LTD | Long | Equity-common | JP | $185K | 12K | 0.04 |
| SEKISUI HOUSE LTD | Long | Equity-common | JP | $474K | 19K | 0.11 |
| SENDAS DISTRIBUIDORA SA | Long | Equity-common | BR | $73K | 42K | 0.02 |
| SEVEN and I HOLDINGS CO LTD | Long | Equity-common | JP | $843K | 70K | 0.19 |
| SF HOLDING CO LTD A | Long | Equity-common | CN | $44K | 9K | 0.01 |
| SG HOLDINGS CO LTD | Long | Equity-common | JP | $105K | 10K | 0.02 |
| SGS SA | Long | Equity-common | CH | $520K | 5K | 0.12 |
| SHANDONG NANSHAN ALU CO LTD A (SHANDONG NANSHAN ALUMINUM CO LTD) | Long | Equity-common | CN | $11K | 22K | 0.00 |
| SHANDONG WEIGAO GP MED H (SHANDONG WEIGAO GROUP MED POLYMER CO LTD) | Long | Equity-common | CN | $42K | 83K | 0.01 |
| SHANGHAI COMMERCIAL and SAVINGS BANK LTD | Long | Equity-common | TW | $156K | 122K | 0.04 |
| SHANGHAI ELECTRIC GRP CO LTD A (SHANGHAI ELECTRIC GROUP COMPANY LIMITED) | Long | Equity-common | CN | $12K | 23K | 0.00 |
| SHANGHAI FOSUN PHA(GR)CO LTD A (SHANGHAI FOSUN PHARMACEUTICAL (GROUP) CO LTD) | Long | Equity-common | CN | $13K | 4K | 0.00 |
| SHANGHAI M and G STATIONERY INC A | Long | Equity-common | CN | $7K | 2K | 0.00 |
| SHANGHAI PHARMA HLDG CO LTD A (SHANGHAI PHARMACEUTICALS HOLDING CO LTD) | Long | Equity-common | CN | $14K | 5K | 0.00 |
| SHANGHAI PHARMA HLDG CO LTD H (SHANGHAI PHARMACEUTICALS HOLDING CO LTD) | Long | Equity-common | CN | $34K | 22K | 0.01 |
| SHANGHAI PUTAILAI NEW ENERGY TECH CO LTD A (SHANGHAI PUTAILAI NEW ENERGY TECHNOLOGY CO LTD) | Long | Equity-common | CN | $7K | 4K | 0.00 |
| SHANGHAI YUYUAN TOURIST MART GROUP CO LTD | Long | Equity-common | CN | $5K | 7K | 0.00 |
| SHENZHEN INOVANCE TECHNOLOGY CO LTD A | Long | Equity-common | CN | $16K | 3K | 0.00 |
| SHENZHEN MINDRAY BIO-MEDICAL ELECTRONICS CO LTD A | Long | Equity-common | CN | $85K | 2K | 0.02 |
| SHENZHEN NEW INDUSTRIES BIOMEDICAL ENGINEERING CO LTD | Long | Equity-common | CN | $15K | 2K | 0.00 |
| SHENZHOU INTL GROUP (SHENZHOU INTL GROUP HLDGS LTD) | Long | Equity-common | KY | $223K | 26K | 0.05 |
| SHIJIAZHUANG YILING PHARMACEUTICAL CO LTD A | Long | Equity-common | CN | $9K | 4K | 0.00 |
| SHIMADZU CORP | Long | Equity-common | JP | $226K | 8K | 0.05 |
| SHIN-ETSU CHEMICAL CO LTD (SHIN ETSU CHEM CO LTD) | Long | Equity-common | JP | $3M | 57K | 0.57 |
| SHINHAN FINANCIAL GROUP CO LTD | Long | Equity-common | KR | $606K | 14K | 0.14 |
| SHISEIDO CO LTD | Long | Equity-common | JP | $397K | 13K | 0.09 |
| SHOPIFY INC CL A | Long | Equity-common | CA | $2M | 38K | 0.53 |
| SHOPRITE HLDGS LTD | Long | Equity-common | ZA | $270K | 16K | 0.06 |
| SHREE CEMENTS LTD (SHREE CEMENT LTD) | Long | Equity-common | IN | $92K | 277 | 0.02 |
| SIAM CEMENT CO LTD (FOR) (SIAM CEMENT PUB CO LTD) | Long | Equity-common | TH | $9K | 2K | 0.00 |
| SIAM CEMENT NVDR (SIAM CEMENT PUB CO LTD) | Long | Equity-common | TH | $129K | 21K | 0.03 |
| SIBANYE STILLWATER LTD | Long | Equity-common | ZA | $104K | 91K | 0.02 |
| SICHUAN KELUN PHARMAC CO LTD A (SICHUAN KELUN PHARMACEUTICAL CO LTD) | Long | Equity-common | CN | $15K | 4K | 0.00 |
| SICHUAN TIANQI LITHIUM IND A (TIANQI LITHIUM CORP) | Long | Equity-common | CN | $11K | 3K | 0.00 |
| SIDERURGICA NACIONAL SA CIA (SIDERURGICA NACIONAL CIA) | Long | Equity-common | BR | $45K | 21K | 0.01 |
| SIEMENS INDIA LTD (DEMAT) DEMATERIALIZED SHS (SIEMENS LTD) | Long | Equity-common | IN | $237K | 3K | 0.05 |
| SIG GROUP AG | Long | Equity-common | CH | $204K | 10K | 0.05 |
| SIKA AG | Long | Equity-common | CH | $1M | 5K | 0.33 |
| SIME DARBY BERHAD | Long | Equity-common | MY | $47K | 84K | 0.01 |
| SINGAPORE EXCHANGE LTD | Long | Equity-common | SG | $200K | 27K | 0.05 |
| SINO BIOPHARMACEUTICAL LTD | Long | Equity-common | KY | $119K | 331K | 0.03 |
| SINO LAND CO (SINO LAND LTD) | Long | Equity-common | HK | $129K | 124K | 0.03 |
| SINOMA SCIENCE and TECH CO LTD A (SINOMA SCIENCE and TECHNOLOGY CO LTD) | Long | Equity-common | CN | $5K | 3K | 0.00 |
| SINOPAC HOLDINGS (SINOPAC FINANCIAL HOLDINGS CO LTD) | Long | Equity-common | TW | $270K | 330K | 0.06 |
| SINOPHARM GROUP CO LTD H | Long | Equity-common | CN | $102K | 43K | 0.02 |
| SINOTRUK HONG KONG LTD | Long | Equity-common | HK | $59K | 23K | 0.01 |
| SK BIOPHARMACEUTICALS CO LTD | Long | Equity-common | KR | $60K | 964 | 0.01 |
| SK BIOSCIENCE CO LTD | Long | Equity-common | KR | $33K | 826 | 0.01 |
| SK IE TECHNOLOGY CO LTD | Long | Equity-common | KR | $25K | 934 | 0.01 |
| SK INC | Long | Equity-common | KR | $129K | 1K | 0.03 |
| SK INNOVATION (SK INNOVATION CO LTD) | Long | Equity-common | KR | $149K | 2K | 0.03 |
| SK SQUARE CO LTD | Long | Equity-common | KR | $191K | 3K | 0.04 |
| SK TELECOM LTD (SK TELECOM COMPANY LTD) | Long | Equity-common | KR | $64K | 2K | 0.01 |
| SKC CO LTD | Long | Equity-common | KR | $58K | 582 | 0.01 |
| SKF AB SER B | Long | Equity-common | SE | $193K | 10K | 0.04 |
| SM INVESTMENTS CORP | Long | Equity-common | PH | $108K | 7K | 0.02 |
| SMITHS GROUP PLC | Long | Equity-common | GB | $250K | 11K | 0.06 |
| SOC QUIMICA Y MIN CH PFD B (SOC QUIMICA Y MINERA DE CHILE) | Long | Equity-common | CL | $169K | 4K | 0.04 |
| SOFTBANK CORP (SOFTBANK CORPO) | Long | Equity-common | JP | $1M | 90K | 0.26 |
| SOFTBANK GROUP CORP | Long | Equity-common | JP | $2M | 32K | 0.45 |
| SOMPO HOLDINGS INC | Long | Equity-common | JP | $638K | 28K | 0.14 |
| SONA BLW PRECISION FORGINGS LTD | Long | Equity-common | IN | $105K | 13K | 0.02 |
| SONOVA HLDG AG | Long | Equity-common | CH | $493K | 2K | 0.11 |
| SONY GROUP CORP | Long | Equity-common | JP | $3M | 39K | 0.79 |
| SPARK NEW ZEALAND LTD | Long | Equity-common | NZ | $137K | 53K | 0.03 |
| SPIRAX GROUP PLC | Long | Equity-common | GB | $270K | 2K | 0.06 |
| SRF LTD | Long | Equity-common | IN | $147K | 5K | 0.03 |
| STANDARD BANK GROUP LTD (STANDARD BK GROUP LTD) | Long | Equity-common | ZA | $515K | 42K | 0.12 |
| STANTEC INC | Long | Equity-common | CA | $318K | 4K | 0.07 |
| STMICROELECTRONICS NV | Long | Equity-common | NL | $705K | 21K | 0.16 |
| STORA ENSO AB R 1/10 VTG(FINL) (STORA ENSO CORP) | Long | Equity-common | FI | $230K | 18K | 0.05 |
| SUBARU CORP | Long | Equity-common | JP | $367K | 19K | 0.08 |
| SUMITOMO ELECTRIC INDS LTD | Long | Equity-common | JP | $342K | 23K | 0.08 |
| SUMITOMO METAL MINING CO LTD | Long | Equity-common | JP | $241K | 8K | 0.05 |
| SUMITOMO MITSUI FINL GROUP INC (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Equity-common | JP | $3M | 39K | 0.64 |
| SUMITOMO MITSUI TR HLDGS INC | Long | Equity-common | JP | $526K | 21K | 0.12 |
| SUN LIFE FINANCIAL INC (SUN LIFE FINL INC) | Long | Equity-common | CA | $908K | 18K | 0.20 |
| SUNCORP GROUP LTD | Long | Equity-common | AU | $470K | 40K | 0.11 |
| SUNGROW POWER SUPPLY CO LTD A | Long | Equity-common | CN | $36K | 4K | 0.01 |
| SUNNY OPTICAL TEC(GROUP)CO LTD (SUNNY OPTICAL TECHNOLOGY (GROUP) COMPANY LIMITED) | Long | Equity-common | KY | $126K | 23K | 0.03 |
| SUNWODA ELECTRONIC CO LTD A | Long | Equity-common | CN | $8K | 3K | 0.00 |
| SUPREME INDUSTRIES LTD | Long | Equity-common | IN | $126K | 2K | 0.03 |
| SUZLON ENERGY LTD | Long | Equity-common | IN | $250K | 302K | 0.06 |
| SVENSKA CELLULOSA AB CL B (SVENSKA CELLULOSA AB SCA) | Long | Equity-common | SE | $261K | 19K | 0.06 |
| SVENSKA HANDELSBANKEN SER A (SVENSKA HANDELSBANKEN AB) | Long | Equity-common | SE | $467K | 46K | 0.11 |
| SWIRE PACIFIC LTD CL A | Long | Equity-common | HK | $116K | 14K | 0.03 |
| SWISS LIFE HLDGS AG (NEW) (SWISS LIFE HOLDING AG) | Long | Equity-common | CH | $715K | 932 | 0.16 |
| SWISS PRIME SITE AG | Long | Equity-common | CH | $244K | 2K | 0.06 |
| SWISS RE LTD (SWISS RE AG) | Long | Equity-common | CH | $1M | 9K | 0.26 |
| SWISSCOM AG (REG) | Long | Equity-common | CH | $503K | 821 | 0.11 |
| SYMRISE AG | Long | Equity-common | DE | $532K | 4K | 0.12 |
| SYSMEX CORPORATION | Long | Equity-common | JP | $259K | 16K | 0.06 |
| T and D HOLDINGS INC | Long | Equity-common | JP | $291K | 16K | 0.07 |
| TAISHIN FINANCIAL HLDGS CO LTD | Long | Equity-common | TW | $212K | 341K | 0.05 |
| TAIWAN COOPERATIVE FIN HLD INC (TAIWAN COOPERATIVE FINANCIAL HOLDING CO LTD) | Long | Equity-common | TW | $266K | 323K | 0.06 |
| TAIWAN HGH SPD RL CORP (TAIWAN HIGH SPEED RAIL CORP) | Long | Equity-common | TW | $56K | 61K | 0.01 |
| TAIWAN MOBILE CO LTD | Long | Equity-common | TW | $187K | 58K | 0.04 |
| TAIWAN SEMICONDUCTOR MFG CO LTD | Long | Equity-common | TW | $23M | 776K | 5.13 |
| TATA CONSUMER PRODUCTS LTD | Long | Equity-common | IN | $256K | 18K | 0.06 |
| TATA CONSUMER PRODUCTS LTD RT 08/19/2024 | Long | Equity-common | IN | $3K | 694 | 0.00 |
| TAYLOR WIMPEY PLC | Long | Equity-common | GB | $219K | 107K | 0.05 |
| TDK CORP | Long | Equity-common | JP | $858K | 12K | 0.19 |
| TELE2 AB B SHS | Long | Equity-common | SE | $175K | 17K | 0.04 |
| TELEFONICA BRASIL SA | Long | Equity-common | BR | $114K | 13K | 0.03 |
| TELEKOM MALAYSIA BHD (TELEKOM MALAYSIA BERHAD) | Long | Equity-common | MY | $54K | 35K | 0.01 |
| TELENOR AS (TELENOR ASA) | Long | Equity-common | NO | $232K | 19K | 0.05 |
| TELIA CO AB | Long | Equity-common | SE | $218K | 75K | 0.05 |
| TELKOM INDONESIA PERSERO TBK PT (DEMAT) DEMATERIALIZED SHRS | Long | Equity-common | ID | $276K | 2M | 0.06 |
| TELUS CORPORATION | Long | Equity-common | CA | $250K | 15K | 0.06 |
| TEMENOS AG | Long | Equity-common | CH | $143K | 2K | 0.03 |
| TENARIS SA (ITALY) | Long | Equity-common | LU | $237K | 15K | 0.05 |
| TENCENT HOLDINGS LTD (TENCENT HLDGS LTD) | Long | Equity-common | KY | $10M | 208K | 2.17 |
| TESCO PLC | Long | Equity-common | GB | $942K | 221K | 0.21 |
| THAI OIL PCL-NVDR (THAI OIL PUB CO LTD) | Long | Equity-common | TH | $48K | 34K | 0.01 |
| THERMAX LIMITED (DEMAT) | Long | Equity-common | IN | $80K | 1K | 0.02 |
| THOMSON REUTERS CORP | Long | Equity-common | CA | $806K | 5K | 0.18 |
| TIM SA (TIM SA/BRAZIL) | Long | Equity-common | BR | $86K | 28K | 0.02 |
| TIS INC | Long | Equity-common | JP | $138K | 6K | 0.03 |
| TOKIO MARINE HOLDINGS INC | Long | Equity-common | JP | $2M | 59K | 0.52 |
| TOKYO ELECTRON LTD | Long | Equity-common | JP | $3M | 15K | 0.70 |
| TOKYO GAS CO LTD | Long | Equity-common | JP | $250K | 11K | 0.06 |
| TOKYU CORP | Long | Equity-common | JP | $193K | 16K | 0.04 |
| TONGCHENG TRAVEL HOLDINGS LTD | Long | Equity-common | KY | $66K | 38K | 0.01 |
| TORAY INDUSTRIES INC | Long | Equity-common | JP | $224K | 43K | 0.05 |
| TORONTO-DOMINION BANK (THE TORONTO DOMINION BANK) | Long | Equity-common | CA | $3M | 56K | 0.74 |
| TORRENT PHARMA LTD (DEMAT) (TORRENT PHARMACEUTICALS LTD) | Long | Equity-common | IN | $121K | 3K | 0.03 |
| TOTALENERGIES SE | Long | Equity-common | FR | $5M | 68K | 1.03 |
| TOTO LTD | Long | Equity-common | JP | $127K | 5K | 0.03 |
| TOTVS SA | Long | Equity-common | BR | $88K | 18K | 0.02 |
| TRANSURBAN GROUP STAPLED UNIT | Long | Equity-common | AU | $832K | 98K | 0.19 |
| TRENT LTD | Long | Equity-common | IN | $401K | 6K | 0.09 |
| TRYG AS | Long | Equity-common | DK | $242K | 11K | 0.05 |
| TURK HAVA YOLLARI AO | Long | Equity-common | TR | $154K | 18K | 0.03 |
| TURKIYE IS BANKASI AS C (TURKIYE IS BANK AS) | Long | Equity-common | TR | $122K | 269K | 0.03 |
| TVS MOTOR CO LTD | Long | Equity-common | IN | $222K | 7K | 0.05 |
| ULTRAPAR PARTICIPACOES SA | Long | Equity-common | BR | $92K | 23K | 0.02 |
| UMICORE SA | Long | Equity-common | BE | $93K | 7K | 0.02 |
| UNI-PRESIDENT ENTERPRISES CORP | Long | Equity-common | TW | $395K | 153K | 0.09 |
| UNICHARM CORP | Long | Equity-common | JP | $429K | 13K | 0.10 |
| UNILEVER INDONESIA TBK PT | Long | Equity-common | ID | $35K | 235K | 0.01 |
| UNILEVER PLC ORD | Long | Equity-common | GB | $5M | 79K | 1.09 |
| UNION BANK OF INDIA (UNION BANK OF INDIA LTD) | Long | Equity-common | IN | $78K | 48K | 0.02 |
| UNITED MICROELECTRONICS CORP | Long | Equity-common | TW | $565K | 353K | 0.13 |
| UNITED OVERSEAS BANK (LOC) (UNITED OVERSEAS BANK LTD) | Long | Equity-common | SG | $968K | 40K | 0.22 |
| UNIVERSAL MUSIC GROUP NV | Long | Equity-common | NL | $615K | 26K | 0.14 |
| UNIVERSAL ROBINA CORP | Long | Equity-common | PH | $55K | 27K | 0.01 |
| UPL LTD | Long | Equity-common | IN | $99K | 15K | 0.02 |
| UPM KYMMENE CORP | Long | Equity-common | FI | $559K | 17K | 0.13 |
| UST BILLS 0% 08/22/2024 | Long | Debt | US | $80K | – | 0.02 |
| VAT GROUP AG | Long | Equity-common | CH | $429K | 856 | 0.10 |
| VEDANTA LTD | Long | Equity-common | IN | $232K | 43K | 0.05 |
| VERBUND AG | Long | Equity-common | AT | $173K | 2K | 0.04 |
| VESTAS WIND SYSTEMS AS | Long | Equity-common | DK | $783K | 32K | 0.18 |
| VIPSHOP HLDGS LTD ADR (VIPSHOP HOLDINGS LIMITED) | Long | Equity-common | KY | $161K | 12K | 0.04 |
| VODACOM GROUP (PTY) LTD (VODACOM GROUP LTD) | Long | Equity-common | ZA | $104K | 19K | 0.02 |
| VODAFONE GROUP PLC (VODAFONE GRP PLC) | Long | Equity-common | GB | $683K | 730K | 0.15 |
| VOESTALPINE AG | Long | Equity-common | AT | $86K | 3K | 0.02 |
| VOLTRONIC POWER TECHNOLOGY CORP | Long | Equity-common | TW | $114K | 2K | 0.03 |
| VOLVO AB SER A | Long | Equity-common | SE | $167K | 6K | 0.04 |
| VOLVO AB SER B | Long | Equity-common | SE | $1M | 50K | 0.29 |
| WAN HAI LINES LTD | Long | Equity-common | TW | $51K | 21K | 0.01 |
| WANT WANT CHINA HOLDINGS LTD | Long | Equity-common | KY | $89K | 149K | 0.02 |
| WAREHOUSES DE PAUW SCA (WAREHOUSES DE PAUW CVA) | Long | Equity-common | BE | $149K | 5K | 0.03 |
| WARTSILA (WARTSILA OYJ) | Long | Equity-common | FI | $329K | 16K | 0.07 |
| WEICHAI POWER CO LTD A | Long | Equity-common | CN | $24K | 13K | 0.01 |
| WEICHAI POWER CO LTD H | Long | Equity-common | CN | $99K | 62K | 0.02 |
| WEST FRASER TIMBER LTD (WEST FRASER TIMBER CO) | Long | Equity-common | CA | $148K | 2K | 0.03 |
| WEST JAPAN RAILWAY CO | Long | Equity-common | JP | $274K | 14K | 0.06 |
| WESTERN MINING CO LTD A | Long | Equity-common | CN | $10K | 4K | 0.00 |
| WHEATON PRECIOUS METALS CORP | Long | Equity-common | CA | $849K | 14K | 0.19 |
| WHITBREAD PLC | Long | Equity-common | GB | $218K | 6K | 0.05 |
| WISETECH GLOBAL LTD | Long | Equity-common | AU | $329K | 5K | 0.07 |
| WOLTERS KLUWER NV | Long | Equity-common | NL | $1M | 8K | 0.30 |
| WOODSIDE ENERGY GROUP LTD | Long | Equity-common | AU | $1M | 60K | 0.24 |
| WOOLWORTHS HOLDINGS LTD (SOAF) (WOOLWORTHS HLDGS LTD) | Long | Equity-common | ZA | $102K | 31K | 0.02 |
| WOORI FINANCIAL GROUP INC | Long | Equity-common | KR | $215K | 19K | 0.05 |
| WPP PLC NEW (UK) | Long | Equity-common | JE | $329K | 34K | 0.07 |
| WSP GLOBAL INC | Long | Equity-common | CA | $656K | 4K | 0.15 |
| WUXI APPTEC CO LTD A | Long | Equity-common | CN | $28K | 5K | 0.01 |
| WUXI APPTEC CO LTD H | Long | Equity-common | CN | $47K | 11K | 0.01 |
| WUXI BIOLOGICS (CAYMAN) INC | Long | Equity-common | KY | $176K | 120K | 0.04 |
| XERO LTD | Long | Equity-common | NZ | $415K | 5K | 0.09 |
| XIAMEN TUNGSTEN CO LTD A | Long | Equity-common | CN | $6K | 3K | 0.00 |
| XPENG INC CL A | Long | Equity-common | KY | $158K | 39K | 0.04 |
| YADEA GROUP HOLDINGS LIMITED | Long | Equity-common | KY | $54K | 40K | 0.01 |
| YAMAHA MOTOR CO LTD | Long | Equity-common | JP | $265K | 29K | 0.06 |
| YAMATO HOLDINGS CO LTD (YAMATO HLDGS CO LTD) | Long | Equity-common | JP | $98K | 8K | 0.02 |
| YANTAI JEREH OILFIELD SERVICES GROUP CO LTD A | Long | Equity-common | CN | $9K | 2K | 0.00 |
| YAPI VE KREDI BANKASI | Long | Equity-common | TR | $101K | 110K | 0.02 |
| YARA INTERNATIONAL ASA | Long | Equity-common | NO | $148K | 5K | 0.03 |
| YIHAI KERRY ARAWANA HOLDINGS CO LTD A | Long | Equity-common | CN | $10K | 3K | 0.00 |
| YOKOGAWA ELECTRIC (YOKOGAWA ELECTRIC CORP) | Long | Equity-common | JP | $185K | 7K | 0.04 |
| YTL CORP BHD (ML) | Long | Equity-common | MY | $79K | 107K | 0.02 |
| YTL POWER INTL BHD | Long | Equity-common | MY | $80K | 79K | 0.02 |
| YUHAN CORP | Long | Equity-common | KR | $117K | 2K | 0.03 |
| YUM CHINA HOLDINGS INC | Long | Equity-common | US | $375K | 12K | 0.08 |
| YUNNAN BAIYAO GROUP CO LTD A | Long | Equity-common | CN | $23K | 3K | 0.01 |
| YUNNAN CHIHONG ZINC and GERMAN A (YUNNAN CHIHONG ZINC and GERMANIUM CO LTD) | Long | Equity-common | CN | $7K | 9K | 0.00 |
| YUNNAN ENERGY NEW MATERIAL CO LTD | Long | Equity-common | CN | $8K | 2K | 0.00 |
| ZALANDO SE | Long | Equity-common | DE | $182K | 7K | 0.04 |
| ZENSHO HOLDINGS CO LTD | Long | Equity-common | JP | $126K | 3K | 0.03 |
| ZHANGZHOU PIENTZHG PH CO LTD A (ZHANGZHOU PIENTZEHUANG PHARMACEUTICAL CO LTD) | Long | Equity-common | CN | $32K | 1K | 0.01 |
| ZHEJIANG CHINT ELECT CO LTD A (ZHEJIANG CHINT ELECTRICS CO LTD) | Long | Equity-common | CN | $11K | 4K | 0.00 |
| ZHEJIANG EXPRESSWAY CO H (ZHEJIANG EXPRESSWAY CO LTD) | Long | Equity-common | CN | $33K | 50K | 0.01 |
| ZHEJIANG HUAHAI PHARM CO LTD A (ZHEJIANG HUAHAI PHARMACEUTICAL CO LTD) | Long | Equity-common | CN | $10K | 4K | 0.00 |
| ZHEJIANG LEAPMOTOR TECHNOLOGIES LTD H | Long | Equity-common | CN | $50K | 16K | 0.01 |
| ZHEJIANG LONGSHENG AUTO PARTS CO LTD A (KUANG CHI TECHNOLOGIES CO LTD) | Long | Equity-common | CN | $10K | 4K | 0.00 |
| ZOMATO LTD | Long | Equity-common | IN | $575K | 210K | 0.13 |
| ZOOMLION HEVY IND SC and TEC LTD A (ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD) | Long | Equity-common | CN | $12K | 13K | 0.00 |
| ZOZO INC | Long | Equity-common | JP | $129K | 4K | 0.03 |
| ZTO EXPRESS CAYMAN INC ADR | Long | Equity-common | KY | $255K | 13K | 0.06 |
| ZURICH INSURANCE GROUP AG | Long | Equity-common | CH | $3M | 5K | 0.57 |
Address
Fidelity Salem Street Trust
245 Summer Street
Boston
Massachusetts
02210
United States of America
Directors
ELIZABETH S ACTON
ROBERT W HELM
CHRISTINE THOMPSON
JENNIFER TOOLIN MCAULIFFE
CAROL J ZIERHOFFER
JOHN ENGLER
MARK A MURRAY
ROBERT F GARTLAND
JONATHAN CHIEL
LAURA M BISHOP
ANN E DUNWOODY
ABIGAIL JOHNSON
MICHAEL E KENNEALLY
ARTHUR E JOHNSON
Transfer Agents
Fidelity Investments Institutional Operations Company LLC
Pricing Services
BLOOMBERG LP
REFINITIV US HOLDINGS INC
INTERCONTINENTAL EXCHANGE INC
Custodians
BROWN BROTHERS HARRIMAN & CO.
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL)
HSBC BANK PLC
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
CITIBANK KOREA INC
BNP PARIBAS S.A. SUCCURSALE ITALIA
BNP PARIBAS S.A.
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
RBC INVESTOR SERVICES TRUST
DEUTSCHE BANK AG
BANK HAPOALIM BM
HSBC BANK PLC
BNP PARIBAS S.A.
CREDIT SUISSE (SWITZERLAND) LTD.
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) OSLO BRANCH
MUFG BANK LTD.
BNP PARIBAS S.A.
BNP PARIBAS S.A.
HSBC BANK AUSTRALIA LIMITED
CIBC MELLON TRUST COMPANY
SOCIETE GENERALE SUCURSAL EN ESPANA
DEUTSCHE BANK AG
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED NEW ZEALAND BRANCH
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) DANMARK BRANCH
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI BRANCH
Shareholder Servicing Agents
Fidelity Investments Institutional Operations Company LLC
Admins
Fidelity Service Company
Brokers
BANK OF AMERICA CORPORATION
MIZUHO FINANCIAL GROUP INC
CITIGROUP INC
JPMORGAN CHASE and CO
UBS GROUP AG
JEFFERIES GROUP LLC
MORGAN STANLEY
NOMURA HOLDINGS INC