# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067566
**Filing Date:** 2023-3
**Character Count:** 85648
**Document Hash:** 5d6bb117b62427dc2de4710de2bcc142
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067566.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067566

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 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:** 23763677

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI International Quality Index Fund (Series ID: S000068375)

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **SAI International Quality Index Fund**

**January 31, 2023**

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

IQI-NPRT1-0423

1.9898216.102 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.9%** | &nbsp;&nbsp;**Common Stocks - 98.9%** | &nbsp;&nbsp;**Common Stocks - 98.9%** |
|  | Shares | Value ($)<br>|
| Australia - 6.2%  |  |  |
| Altium Ltd.  | 13076 | 362036 |
| ASX Ltd.  | 20705 | 1013202 |
| Aurizon Holdings Ltd.  | 196869 | 514569 |
| BHP Group Ltd.  | 320569 | 11227017 |
| JB Hi-Fi Ltd.  | 11694 | 402069 |
| Medibank Private Ltd.  | 294543 | 613617 |
| REA Group Ltd.  | 5511 | 494181 |
| Rio Tinto Ltd.  | 39702 | 3562752 |
| SEEK Ltd.  | 37937 | 657030 |
| Technology One Ltd.  | 29743 | 307525 |
| Telstra Group Ltd.  | 432510 | 1250034 |
| Whitehaven Coal Ltd.  | 102275 | 608142 |
| WiseTech Global Ltd.  | 18501 | 802196 |
| TOTAL AUSTRALIA |  | 21814370 |
| Bailiwick of Jersey - 1.2%  |  |  |
| Experian PLC  | 103690 | 3791892 |
| Man Group PLC  | 157550 | 483064 |
| TOTAL BAILIWICK OF JERSEY |  | 4274956 |
| Belgium - 0.6%  |  |  |
| Sofina SA  | 1685 | 398610 |
| UCB SA  | 13521 | 1108037 |
| Warehouses de Pauw  | 15163 | 479038 |
| TOTAL BELGIUM |  | 1985685 |
| Bermuda - 0.1%  |  |  |
| CK Infrastructure Holdings Ltd.  | 64500 | 358849 |
| Denmark - 5.1%  |  |  |
| Demant A/S (a) | 10348 | 291641 |
| Genmab A/S (a) | 7033 | 2756210 |
| Novo Nordisk A/S Series B  | 88429 | 12237678 |
| Novozymes A/S Series B  | 22361 | 1159764 |
| Pandora A/S  | 10214 | 844860 |
| Royal Unibrew A/S  | 4564 | 319287 |
| SimCorp A/S  | 4331 | 301911 |
| TOTAL DENMARK |  | 17911351 |
| Finland - 1.3%  |  |  |
| Elisa Corp. (A Shares)  | 16107 | 917212 |
| Kojamo OYJ  | 19031 | 291723 |
| Kone OYJ (B Shares)  | 43137 | 2346695 |
| Orion Oyj (B Shares)  | 11407 | 610011 |
| Valmet Corp.  | 17762 | 555548 |
| TOTAL FINLAND |  | 4721189 |
| France - 11.0%  |  |  |
| bioMerieux SA  | 5247 | 532551 |
| Edenred SA  | 26694 | 1450729 |
| Gaztransport et Technigaz SA  | 2340 | 258209 |
| Hermes International SCA  | 3726 | 6944961 |
| Ipsen SA  | 4303 | 450960 |
| Kering SA  | 7741 | 4830050 |
| L'Oreal SA  | 23276 | 9610931 |
| La Francaise des Jeux SAEM (b) | 13278 | 566581 |
| LVMH Moet Hennessy Louis Vuitton SE  | 14486 | 12645922 |
| Remy Cointreau SA  | 2536 | 475860 |
| Sartorius Stedim Biotech  | 2563 | 888572 |
| TOTAL FRANCE |  | 38655326 |
| Germany - 3.6%  |  |  |
| CTS Eventim AG (a) | 5750 | 401947 |
| Deutsche Borse AG  | 20320 | 3636108 |
| Encavis AG  | 12917 | 248626 |
| LEG Immobilien AG  | 7926 | 616787 |
| Nemetschek SE  | 5929 | 315002 |
| Rational AG  | 547 | 357992 |
| SAP SE  | 54278 | 6434115 |
| Talanx AG  | 5684 | 280296 |
| Vantage Towers AG (c) | 9737 | 355464 |
| TOTAL GERMANY |  | 12646337 |
| Hong Kong - 1.8%  |  |  |
| Hong Kong Exchanges and Clearing Ltd.  | 127500 | 5734643 |
| Power Assets Holdings Ltd.  | 146000 | 826093 |
| TOTAL HONG KONG |  | 6560736 |
| Israel - 0.5%  |  |  |
| NICE Ltd. (a) | 6795 | 1399691 |
| Plus500 Ltd.  | 11428 | 261915 |
| TOTAL ISRAEL |  | 1661606 |
| Italy - 0.6%  |  |  |
| FinecoBank SpA  | 65252 | 1166942 |
| Italgas SpA  | 51992 | 303246 |
| Recordati SpA  | 10735 | 468339 |
| Reply SpA  | 2401 | 310358 |
| TOTAL ITALY |  | 2248885 |
| Japan - 23.9%  |  |  |
| Advantest Corp.  | 20300 | 1455124 |
| Astellas Pharma, Inc.  | 196300 | 2889562 |
| Bandai Namco Holdings, Inc.  | 23700 | 1584909 |
| BayCurrent Consulting, Inc.  | 14600 | 620640 |
| Capcom Co. Ltd.  | 17100 | 554105 |
| Chugai Pharmaceutical Co. Ltd.  | 68200 | 1768091 |
| CyberAgent, Inc.  | 44300 | 414292 |
| Daito Trust Construction Co. Ltd.  | 7400 | 731258 |
| Disco Corp.  | 3200 | 961384 |
| GOLDWIN, Inc.  | 4000 | 304729 |
| Hamamatsu Photonics K.K.  | 15700 | 838856 |
| Hirose Electric Co. Ltd.  | 3300 | 429608 |
| Hoya Corp.  | 39100 | 4299903 |
| Japan Exchange Group, Inc.  | 56500 | 864708 |
| Japan Tobacco, Inc.  | 117600 | 2398090 |
| KDDI Corp.  | 167600 | 5236403 |
| Keyence Corp.  | 19900 | 9161342 |
| Kobayashi Pharmaceutical Co. Ltd.  | 6200 | 445111 |
| Konami Group Corp.  | 10700 | 526156 |
| M3, Inc.  | 45700 | 1249572 |
| MS&AD Insurance Group Holdings, Inc.  | 48900 | 1568405 |
| Nabtesco Corp.  | 12900 | 377693 |
| Nexon Co. Ltd.  | 50200 | 1210450 |
| Nihon M&A Center Holdings, Inc.  | 32000 | 327149 |
| Nintendo Co. Ltd.  | 125000 | 5419726 |
| Nippon Shinyaku Co. Ltd.  | 6500 | 334530 |
| Nippon Telegraph & Telephone Corp.  | 127800 | 3832150 |
| Nissan Chemical Corp.  | 15200 | 717587 |
| OBIC Co. Ltd.  | 7000 | 1122287 |
| Ono Pharmaceutical Co. Ltd.  | 50900 | 1104464 |
| Recruit Holdings Co. Ltd.  | 181400 | 5833872 |
| SBI Holdings, Inc. Japan  | 29100 | 616900 |
| Shimadzu Corp.  | 29400 | 903494 |
| SHIMANO, Inc.  | 9000 | 1605019 |
| Shin-Etsu Chemical Co. Ltd.  | 44600 | 6575072 |
| Shionogi & Co. Ltd.  | 30300 | 1443932 |
| SMC Corp.  | 6500 | 3301422 |
| Sompo Holdings, Inc.  | 37200 | 1601419 |
| Square Enix Holdings Co. Ltd.  | 9600 | 453996 |
| Sysmex Corp.  | 18200 | 1208209 |
| TIS, Inc.  | 24400 | 703583 |
| Tokio Marine Holdings, Inc.  | 218200 | 4570136 |
| Trend Micro, Inc.  | 15100 | 747662 |
| USS Co. Ltd.  | 23100 | 379953 |
| Yakult Honsha Co. Ltd.  | 17000 | 1213595 |
| ZOZO, Inc.  | 12000 | 311079 |
| TOTAL JAPAN |  | 84217627 |
| Luxembourg - 0.1%  |  |  |
| SES SA (France) (depositary receipt)  | 41010 | 317527 |
| Malta - 0.1%  |  |  |
| Kindred Group PLC (depositary receipt)  | 24613 | 247363 |
| Netherlands - 8.0%  |  |  |
| Adyen BV (a)(b) | 3313 | 5008948 |
| Arcadis NV  | 7932 | 342516 |
| ASML Holding NV (Netherlands)  | 19701 | 13035115 |
| BE Semiconductor Industries NV  | 8245 | 585141 |
| Davide Campari Milano NV  | 57147 | 610588 |
| Ferrari NV (Italy)  | 13688 | 3406240 |
| Universal Music Group NV  | 81455 | 2082183 |
| Wolters Kluwer NV  | 28076 | 3056861 |
| TOTAL NETHERLANDS |  | 28127592 |
| New Zealand - 0.3%  |  |  |
| Fisher & Paykel Healthcare Corp.  | 61746 | 1013326 |
| Norway - 1.5%  |  |  |
| Aker BP ASA  | 33122 | 1006110 |
| Equinor ASA  | 112074 | 3415642 |
| Gjensidige Forsikring ASA  | 20320 | 364195 |
| Tomra Systems ASA  | 25012 | 438868 |
| TOTAL NORWAY |  | 5224815 |
| Singapore - 0.2%  |  |  |
| Singapore Exchange Ltd.  | 87900 | 619126 |
| Spain - 0.4%  |  |  |
| Enagas SA  | 26617 | 476442 |
| Red Electrica Corporacion SA  | 46294 | 817335 |
| Viscofan Envolturas Celulosicas SA  | 4178 | 268666 |
| TOTAL SPAIN |  | 1562443 |
| Sweden - 2.5%  |  |  |
| Atlas Copco AB (A Shares)  | 423473 | 5024958 |
| Avanza Bank Holding AB  | 12645 | 290200 |
| Castellum AB  | 30690 | 419076 |
| Epiroc AB (A Shares)  | 103243 | 2008776 |
| Fastighets AB Balder (a) | 67482 | 345554 |
| Nordnet AB  | 17379 | 281435 |
| Sagax AB  | 21298 | 527684 |
| TOTAL SWEDEN |  | 8897683 |
| Switzerland - 14.8%  |  |  |
| ABB Ltd. (Reg.)  | 182813 | 6364756 |
| Belimo Holding AG (Reg.)  | 1052 | 552717 |
| Bucher Industries AG  | 713 | 322894 |
| Ems-Chemie Holding AG  | 725 | 538108 |
| Geberit AG (Reg.)  | 3837 | 2169340 |
| Kuehne & Nagel International AG  | 6070 | 1442744 |
| Nestle SA (Reg. S)  | 3326 | 405802 |
| Novartis AG  | 126458 | 11432952 |
| Partners Group Holding AG  | 2427 | 2263963 |
| Roche Holding AG (participation certificate)  | 36078 | 11262484 |
| SGS SA (Reg.)  | 649 | 1577307 |
| Sonova Holding AG  | 5675 | 1412706 |
| Straumann Holding AG  | 12449 | 1630035 |
| Swisscom AG  | 2715 | 1601420 |
| Temenos Group AG  | 7201 | 511110 |
| VAT Group AG (b) | 2888 | 892741 |
| Zurich Insurance Group Ltd.  | 16092 | 7957960 |
| TOTAL SWITZERLAND |  | 52339039 |
| United Kingdom - 15.1%  |  |  |
| 3i Group PLC  | 104091 | 2030789 |
| Admiral Group PLC  | 29187 | 791630 |
| Anglo American PLC (United Kingdom)  | 143054 | 6169978 |
| Antofagasta PLC  | 36903 | 788216 |
| Auto Trader Group PLC (b) | 103636 | 804058 |
| Big Yellow Group PLC  | 18701 | 278741 |
| Diageo PLC  | 192304 | 8408706 |
| Games Workshop Group PLC  | 3512 | 406132 |
| GSK PLC  | 428587 | 7528147 |
| Hargreaves Lansdown PLC  | 37539 | 411429 |
| IG Group Holdings PLC  | 46158 | 452971 |
| Imperial Brands PLC  | 102631 | 2574627 |
| Indivior PLC (a) | 15026 | 360307 |
| Persimmon PLC  | 34151 | 594495 |
| RELX PLC (London Stock Exchange)  | 212019 | 6298859 |
| Rightmove PLC  | 93642 | 680393 |
| Rio Tinto PLC  | 113466 | 8884531 |
| Rotork PLC  | 92029 | 360796 |
| RS GROUP PLC  | 50453 | 584689 |
| Safestore Holdings PLC  | 22548 | 279651 |
| Sage Group PLC  | 117730 | 1127474 |
| Schroders PLC  | 81049 | 477524 |
| Segro PLC  | 129312 | 1323524 |
| St. James's Place PLC  | 58188 | 876986 |
| Tritax Big Box REIT PLC  | 199866 | 383899 |
| Wise PLC (a) | 50407 | 336822 |
| TOTAL UNITED KINGDOM |  | 53215374 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $308,689,613) |  | <br> **348621205** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Government Obligations - 0.1%** | &nbsp;&nbsp;**Government Obligations - 0.1%** | &nbsp;&nbsp;**Government Obligations - 0.1%** |
|  | Principal<br> Amount (d)<br>| Value ($)<br>|
| United States of America - 0.1%  |  |  |
| U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (e)<br> (Cost $294,373) | 300000 | **294368** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.1%** | &nbsp;&nbsp;**Money Market Funds - 0.1%** | &nbsp;&nbsp;**Money Market Funds - 0.1%** |
|  | Shares | Value ($)<br>|
| Fidelity Securities Lending Cash Central Fund 4.38% (f)(g) <br>(Cost $190,000) <br>| 189981 | **190000** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.1%**<br> (Cost $309,173,986)<br>| <br>**349105573** |
| **NET OTHER ASSETS (LIABILITIES) - 0.9%**  | **3277623** |
| **NET ASSETS - 100.0%** | **352383196** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &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 Index Contracts |  |  |  |  |  |
| ICE E-mini MSCI EAFE Index Contracts (United States) | 36 | Mar 2023 | 3814200 | 135475 | 135475 |
| The notional amount of futures purchased as a percentage of Net Assets is 1.1% | The notional amount of futures purchased as a percentage of Net Assets is 1.1% | The notional amount of futures purchased as a percentage of Net Assets is 1.1% | The notional amount of futures purchased as a percentage of Net Assets is 1.1% | The notional amount of futures purchased as a percentage of Net Assets is 1.1% | The notional amount of futures purchased as a percentage of Net Assets is 1.1% |

---

Categorizations in the Schedule of Investments are based on country or territory of incorporation.

**Legend**

(a) Non-income producing

(b) 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 $7,272,328 or 2.1% of net assets.

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

(d) Amount is stated in United States dollars unless otherwise noted.

(e) 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 $82,423.

(f) 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.

(g) 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 ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 3034111 | 5637754 | 8671865 | 11322 | - | - | - | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 650950 | 558123 | 1019073 | 372 | - | - | 190000 | 0.0% |
| Total | 3685061 | 6195877 | 9690938 | 11694 | - | - | 190000 |  |

---

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

Amount 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 payments 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. Government Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $352770295.03

**Total Liabilities:** $256060.99

**Net Assets:** $352514234.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218748 | 14.31%               | -2.95%               | 7.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $702105.47               | $43478289.32                               |
| Month 2  | $-1337262.09             | $-9323238.30                               |
| Month 3  | $-2.53                   | $25580420.51                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STRAUMANN HOLDING AG                           | STRAUMANN HOLDG AG (REGD)                     | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |     12520 | NS      | $1639331.44   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR INDUSTRIES NV                 | BE SEMICOND INDUS NV (NETH)                   | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |      8292 | NS      | $588476.21    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JB HI-FI LTD                                   | JB HI-FI LTD                                  | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |     11760 | NS      | $404338.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTIUM LTD                                     | ALTIUM LTD                                    | CUSIP: N/A<br>LEI: 5299003MG7UFQSIFH576       | Long             | EC               | CORP              | AU        |     13151 | NS      | $364112.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SWISSCOM AG                                    | SWISSCOM AG (REG)                             | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |      2730 | NS      | $1610267.61   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BELIMO HOLDING AG                              | BELIMO HOLDING AG (REG)                       | CUSIP: N/A<br>LEI: 506700339DLX749VEM23       | Long             | EC               | CORP              | CH        |      1058 | NS      | $555868.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |    112714 | NS      | $3435146.67   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON CO LTD                                   | NEXON CO LTD                                  | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |     50500 | NS      | $1217684.23   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PLUS500 LTD                                    | PLUS500 LTD                                   | CUSIP: N/A<br>LEI: 549300X8NGW9C5OJZU13       | Long             | EC               | CORP              | IL        |     11493 | NS      | $263404.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL UNIBREW AS                               | ROYAL UNIBREW AS                              | CUSIP: N/A<br>LEI: 529900D69KFL8IAP8Q63       | Long             | EC               | CORP              | DK        |      4590 | NS      | $321106.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN TOBACCO INC                              | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |    118300 | NS      | $2412364.33   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| WAREHOUSES DE PAUW CVA                         | WAREHOUSES DE PAUW SCA                        | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |     15251 | NS      | $481818.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCADIS NV                                     | ARCADIS NV (NETH)                             | CUSIP: N/A<br>LEI: 7245000UZH70GO047N03       | Long             | EC               | CORP              | NL        |      7977 | NS      | $344459.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANZA BANK HOLDING AB                         | AVANZA HOLDING BANK AB                        | CUSIP: N/A<br>LEI: 549300MBWR5H8SIJLE03       | Long             | EC               | CORP              | SE        |     12718 | NS      | $291875.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YAKULT HONSHA CO LTD                           | YAKULT HONSHA CO LTD                          | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |     17100 | NS      | $1220733.49   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOZO INC                                       | ZOZO INC                                      | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |     12100 | NS      | $313670.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ELISA CORP                                     | ELISA CORP CL A                               | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |     16199 | NS      | $922450.71    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RS GROUP PLC                                   | RS GROUP PLC                                  | CUSIP: N/A<br>LEI: 549300KVXDURRKVW7R37       | Long             | EC               | CORP              | GB        |     50741 | NS      | $588026.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMANO INC                                    | SHIMANO INC                                   | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |      9000 | NS      | $1605019.30   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| RECRUIT HOLDINGS CO LTD                        | RECRUIT HOLDINGS CO LTD                       | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |    182400 | NS      | $5866032.14   | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                         | SAP SE                                        | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |     54588 | NS      | $6470862.70   | 1.84%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC         | MS and AD INSURANCE GRP HLDGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |     49200 | NS      | $1578026.86   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC CORP                                       | SMC CORP                                      | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |      6600 | NS      | $3352212.63   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| L'OREAL SA                                     | L'OREAL SA ORD                                | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |     23409 | NS      | $9665848.72   | 2.74%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC                                 | SAGE GROUP PLC                                | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |    118403 | NS      | $1133919.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     88934 | NS      | $12307565.32  | 3.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANTEST CORP                                 | ADVANTEST CORP                                | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |     20400 | NS      | $1462292.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |     16184 | NS      | $8003456.25   | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| WISE PLC                                       | WISE PLC                                      | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |     50695 | NS      | $338746.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERSIMMON PLC                                  | PERSIMMON PLC ORD                             | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |     34346 | NS      | $597889.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ITALGAS SPA                                    | ITALGAS SPA                                   | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | EC               | CORP              | IT        |     52291 | NS      | $304990.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCHER INDUSTRIES AG                           | BUCHER INDUSTRIES AG (REGD)                   | CUSIP: N/A<br>LEI: 52990014AQ91A29HPB27       | Long             | EC               | CORP              | CH        |       717 | NS      | $324705.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON SHINYAKU CO LTD                         | NIPPON SHINYAKU CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      6600 | NS      | $339676.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                | DAITO TRUST CONSTRUCTION                      | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |      7400 | NS      | $731257.76    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RATIONAL AG                                    | RATIONAL AG                                   | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |       550 | NS      | $359955.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                       | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |    213231 | NS      | $6334866.55   | 1.80%             |  |  |  | No            |                  2 | On Loan: No      |
| ENAGAS SA                                      | ENAGAS SA                                     | CUSIP: N/A<br>LEI: 213800OU3FQKGM4M2U23       | Long             | EC               | CORP              | ES        |     26771 | NS      | $479198.89    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EDENRED                                        | EDENRED                                       | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |     26846 | NS      | $1458989.59   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN PLC                             | ANGLO AMERICAN PLC                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    143872 | NS      | $6205258.39   | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HLDGS LTD                         | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |    147000 | NS      | $831750.68    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    127181 | NS      | $11498317.32  | 3.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HOYA CORP                                      | HOYA CORP                                     | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |     39300 | NS      | $4321897.20   | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |     39929 | NS      | $3583122.06   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN                                          | IPSEN PROMESSES                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |      4327 | NS      | $453475.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDRED GROUP PLC                              | KINDRED GROUP PLC                             | CUSIP: N/A<br>LEI: 213800D1MJVOT6SNBX11       | Long             | EC               | CORP              | MT        |     24753 | NS      | $248770.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                               | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |     36284 | NS      | $11326790.89  | 3.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK LTD                                       | SEEK LTD                                      | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |     38154 | NS      | $660787.77    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSMEX CORPORATION                             | SYSMEX CORPORATION                            | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |     18300 | NS      | $1214847.17   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| FINECOBANK SPA                                 | FINECOBANK SPA                                | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |     65626 | NS      | $1173630.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                       | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |      6834 | NS      | $1407725.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| USS CO LTD                                     | USS CO LTD                                    | CUSIP: N/A<br>LEI: 5299000RRQD6UZXG4W72       | Long             | EC               | CORP              | JP        |     23200 | NS      | $381597.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| REA GROUP LTD                                  | REA GROUP LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      5542 | NS      | $496960.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HERMES INTL SCA                                | HERMES INTERNATIONAL SA                       | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |      3747 | NS      | $6984103.27   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOVA HLDG AG                                 | SONOVA HLDG AG                                | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |      5708 | NS      | $1420921.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VISCOFAN SA                                    | VISCOFAN SA                                   | CUSIP: N/A<br>LEI: 95980020140005684765       | Long             | EC               | CORP              | ES        |      4201 | NS      | $270144.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBAYASHI PHARMACEUTICAL CO LTD                | KOBAYASHI PHARMAC CO LTD                      | CUSIP: N/A<br>LEI: 529900WBSL04KD6TKP95       | Long             | EC               | CORP              | JP        |      6300 | NS      | $452290.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FERRARI NV                                     | FERRARI NV                                    | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |     13767 | NS      | $3425899.15   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| KOJAMO OYJ                                     | KOJAMO OYJ                                    | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |     19140 | NS      | $293393.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMES WORKSHOP GROUP PLC                       | GAMES WORKSHOP GROUP CO PLC                   | CUSIP: N/A<br>LEI: 213800RP9QJQYGWHNT41       | Long             | EC               | CORP              | GB        |      3532 | NS      | $408445.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDAI NAMCO HOLDINGS INC                      | BANDAI NAMCO HOLDINGS INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     23900 | NS      | $1598283.41   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDWIN INC                                    | GOLDWIN INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      4000 | NS      | $304729.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KERING SA                                      | KERING                                        | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |      7786 | NS      | $4858128.32   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE OYJ                                       | KONE OYJ B                                    | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     43384 | NS      | $2360132.37   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |    431038 | NS      | $7571199.05   | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SOMPO HOLDINGS INC                             | SOMPO HOLDINGS INC                            | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |     37400 | NS      | $1610028.39   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| ROTORK PLC                                     | ROTORK PLC                                    | CUSIP: N/A<br>LEI: 213800AH5RZIHGWRJ718       | Long             | EC               | CORP              | GB        |     92554 | NS      | $362854.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |    114114 | NS      | $8935270.44   | 2.53%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                         | SGS SA                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |       653 | NS      | $1587028.95   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB LTD                                        | ABB LTD                                       | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |    183858 | NS      | $6401138.13   | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDNET AB                                     | NORDNET AB                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |     17479 | NS      | $283054.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG YELLOW GROUP PLC (THE)                     | BIG YELLOW GROUP PLC                          | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |     18808 | NS      | $280336.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                       | MEDIBANK PRIVATE LIMITED                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |    296225 | NS      | $617120.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ST JAMES'S PLACE PLC                           | ST JAMES PLACE PLC                            | CUSIP: N/A<br>LEI: 213800M993ICXOMBCP87       | Long             | EC               | CORP              | GB        |     58521 | NS      | $882004.59    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SEGRO PLC                                      | SEGRO PLC                                     | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |    130052 | NS      | $1331097.91   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TREND MICRO INC                                | TREND MICRO INC                               | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |     15100 | NS      | $747661.84    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB AS                                      | GENMAB AS                                     | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |      7074 | NS      | $2772277.75   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS COPCO AB                                 | ATLAS COPCO AB SER A                          | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |    425893 | NS      | $5053673.50   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVOZYMES A/S                                  | NOVOZYMES A/S B                               | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |     22489 | NS      | $1166403.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCURRENT CONSULTING INC                      | BAYCURRENT CONSULTING INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     14700 | NS      | $624890.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUGAI PHARMACEUTICAL CO LTD                   | CHUGAI PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |     68600 | NS      | $1778461.08   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE            | LVMH MOET HENNESSY LOUIS VUITTON SE           | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |     14568 | NS      | $12717506.32  | 3.61%             |  |  |  | No            |                  2 | On Loan: No      |
| TEMENOS AG                                     | TEMENOS AG                                    | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |      7243 | NS      | $514090.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTELLAS PHARMA INC                            | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |    197500 | NS      | $2907226.34   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYENCE CORP                                   | KEYENCE CORP                                  | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |     20000 | NS      | $9207378.80   | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOMERIEUX                                     | BIOMERIEUX                                    | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |      5277 | NS      | $535596.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IG GROUP HOLDINGS PLC                          | IG GROUP HLDGS PLC                            | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | EC               | CORP              | GB        |     46421 | NS      | $455551.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                              | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |     28237 | NS      | $3074390.13   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                        | ASX LTD                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |     20823 | NS      | $1018976.35   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI CORP                                      | KDDI CORP                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |    168500 | NS      | $5264522.06   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| MAN GROUP PLC/JERSEY                           | MAN GROUP PLC/JERSEY                          | CUSIP: N/A<br>LEI: 2549003YWC1DW6LALB09       | Long             | EC               | CORP              | JE        |    158450 | NS      | $485823.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEMANT A/S                                     | DEMANT A/S                                    | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |     10408 | NS      | $293331.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NINTENDO CO LTD                                | NINTENDO CO LTD                               | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |    125700 | NS      | $5450076.21   | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCAVIS AG                                     | ENCAVIS AG                                    | CUSIP: N/A<br>LEI: 391200ECRGNL09Y2KJ67       | Long             | EC               | CORP              | DE        |     12991 | NS      | $250050.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ELECTRICA CORPORACION SA                   | RED ELECTRICA CORPORACION SA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |     46560 | NS      | $822031.51    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NABTESCO CORP                                  | NABTESCO CORP                                 | CUSIP: N/A<br>LEI: 529900DVHQXYRTGW7739       | Long             | EC               | CORP              | JP        |     13000 | NS      | $380620.71    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |    322401 | NS      | $11291177.95  | 3.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |     88500 | NS      | $623351.64    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NIHON M and A CENTER HOLDINGS INC              | NIHON M and A CENTER HOLDINGS INC             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     32200 | NS      | $329193.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| VALMET CORP                                    | VALMET CORP                                   | CUSIP: N/A<br>LEI: 213800D9O7FUQDH83V62       | Long             | EC               | CORP              | FI        |     17864 | NS      | $558737.78    | 0.16%             |  |  |  | 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        |    128200 | NS      | $5766127.12   | 1.64%             |  |  |  | No            |                  2 | On Loan: No      |
| TELSTRA GROUP LTD                              | TELSTRA GROUP LTD                             | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |    434985 | NS      | $1257187.30   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $294367.78    | 0.08%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPERIAN PLC                                   | EXPERIAN PLC                                  | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |    104283 | NS      | $3813577.72   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD                           | AURIZON HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |    197989 | NS      | $517496.11    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN CHEMICAL CORP                           | NISSAN CHEMICAL CORP                          | CUSIP: N/A<br>LEI: 3538002E4L1CUGJFFU25       | Long             | EC               | CORP              | JP        |     15300 | NS      | $722307.73    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                              | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |     29354 | NS      | $796159.73    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVIDE CAMPARI MILANO NV                       | DAVIDE CAMPARI MILANO NV                      | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |     57474 | NS      | $614081.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GEBERIT AG                                     | GEBERIT AG (REG)                              | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |      3859 | NS      | $2181778.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ADYEN NV                                       | ADYEN BV                                      | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |      3332 | NS      | $5037674.64   | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZTRANSPORT ET TECHNIGAZ SA                   | GAZTRANSPORT ET TECHNIGA                      | CUSIP: N/A<br>LEI: 969500BVOHVZUUFWDT54       | Long             | EC               | CORP              | FR        |      2353 | NS      | $259643.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                | ANTOFAGASTA PLC                               | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |     37114 | NS      | $792722.61    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |     30500 | NS      | $1453463.03   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HARGREAVES LANSDOWN PLC                        | HARGREAVES LANSDOWN PLC                       | CUSIP: N/A<br>LEI: 2138008ZCE93ZDSESG90       | Long             | EC               | CORP              | GB        |     37754 | NS      | $413785.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFESTORE HOLDINGS PLC                         | SAFESTORE HOLDINGS PLC                        | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |     22677 | NS      | $281250.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SARTORIUS STEDIM BIOTECH                       | SARTORIUS STEDIM BIOTECH                      | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |      2578 | NS      | $893772.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTO TRADER GROUP PLC                          | AUTO TRADER GROUP PLC                         | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |    104228 | NS      | $808651.41    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| OBIC CO LTD                                    | OBIC CO LTD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      7100 | NS      | $1138319.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| WISETECH GLOBAL LTD                            | WISETECH GLOBAL LTD                           | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |     18607 | NS      | $806791.91    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |    103217 | NS      | $2589327.42   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPCOM CO LTD                                  | CAPCOM CO LTD                                 | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |     17200 | NS      | $557345.71    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                       | JAPAN EXCHANGE GROUP INC                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |     56900 | NS      | $870830.31    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                   | CASTELLUM AB                                  | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |     30866 | NS      | $421479.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGHTMOVE PLC                                  | RIGHTMOVE PLC                                 | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |     94177 | NS      | $684280.04    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS INC                                        | TIS INC                                       | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |     24600 | NS      | $709349.65    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                            | LEG IMMOBILIEN SE                             | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |      7971 | NS      | $620288.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                         | UCB SA                                        | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |     13599 | NS      | $1114429.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-CHEMIE HOLDING AG                          | EMS-CHEMIE HOLDING AG                         | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |       730 | NS      | $541818.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMCORP AS                                     | SIMCORP AS                                    | CUSIP: N/A<br>LEI: 5299000WVEJNSG42AK88       | Long             | EC               | CORP              | DK        |      4356 | NS      | $303653.82    | 0.09%             |  |  |  | No            |                  1 | 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        |      5783 | NS      | $404253.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARE ENIX HOLDINGS CO LTD                    | SQUARE ENIX HOLDINGS CO LTD                   | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |      9600 | NS      | $453996.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |    104687 | NS      | $2042417.20   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                         | SES SA A                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |     41245 | NS      | $319346.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REMY COINTREAU SA                              | REMY COINTREAU SA                             | CUSIP: N/A<br>LEI: 5493004V6A3Z027YT216       | Long             | EC               | CORP              | FR        |      2551 | NS      | $478674.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNOLOGY ONE LIMITED                         | TECHNOLOGY ONE LIMITED                        | CUSIP: N/A<br>LEI: 875500YEWBJIM91P9N12       | Long             | EC               | CORP              | AU        |     29912 | NS      | $309272.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                     | DIAGEO PLC                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |    193404 | NS      | $8456804.59   | 2.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GJENSIDIGE FORSIKRING ASA                      | GJENSIDIGE FORSIKRING ASA                     | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |     20437 | NS      | $366291.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                      | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |     51200 | NS      | $1110973.38   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMADZU CORP                                  | SHIMADZU CORP                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     29600 | NS      | $909639.75    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFINA SA                                      | SOFINA SA                                     | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |      1695 | NS      | $400975.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CYBERAGENT INC                                 | CYBER AGENT INC                               | CUSIP: N/A<br>LEI: 3538006T5KZABPGS8Q08       | Long             | EC               | CORP              | JP        |     44600 | NS      | $417097.31    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TOMRA SYS AS                                   | TOMRA SYSTEMS AS                              | CUSIP: N/A<br>LEI: 549300J726JCFJU3VT89       | Long             | EC               | CORP              | NO        |     25156 | NS      | $441394.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    187481 | NS      | $187500.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AB SAGAX                                       | AB SAGAX                                      | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |     21420 | NS      | $530707.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BOERSE AG                             | DEUTSCHE BOERSE AG                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |     20437 | NS      | $3657043.80   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                       | UNIVERSAL MUSIC GROUP NV                      | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |     81921 | NS      | $2094095.46   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT GROUP AG                                   | VAT GROUP AG                                  | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |      2904 | NS      | $897686.51    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                    | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |     10272 | NS      | $849657.59    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                        | TRITAX BIG BOX REIT PLC                       | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |    201014 | NS      | $386103.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIN ETSU CHEM CO LTD                          | SHIN-ETSU CHEMICAL CO LTD                     | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |     44800 | NS      | $6604556.89   | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI HLDGS INC JAPAN                            | SBI HOLDINGS INC                              | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |     29300 | NS      | $621139.76    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     19814 | NS      | $13109883.81  | 3.72%             |  |  |  | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX                          | LA FRANCAISE DES JEUX SAEM                    | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |     13354 | NS      | $569823.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CK INFRASTRUCTURE HOLDINGS LTD                 | CK INFRASTRUCTURE HOLDINGS LTD                | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |     65000 | NS      | $361631.16    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT MAR23 MFSH3                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        18 | NC      | $135671.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHRODERS (NEW) PLC                            | SCHRODERS PLC (NEW) ORD                       | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |     81514 | NS      | $480263.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA | RECORDATI SPA                                 | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |     10797 | NS      | $471044.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KUEHNE and NAGEL INTERNATIONAL AG              | KUEHNE and NAGEL INTL AG REGD                 | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |      6105 | NS      | $1451062.81   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NEMETSCHEK SE                                  | NEMETSCHEK SE                                 | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |      5963 | NS      | $316808.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M3 INC                                         | M3 INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     46000 | NS      | $1257774.58   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                      | NESTLE SA (REG)                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |      3346 | NS      | $408242.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON TELEGRAPH and TELEPHONE CORP            | NIPPON TELEGRAPH and TELEPHONE                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |    128600 | NS      | $3856138.39   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                    | AKER BP ASA                                   | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |     33311 | NS      | $1011851.33   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTIGHETS AB BALDER                           | FASTIGHETS AB BALDER CL B                     | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |     67869 | NS      | $347535.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCO CORP                                     | DISCO CORP                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3200 | NS      | $961384.48    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HAMAMATSU PHOTONICS KK                         | HAMAMATSU PHOTONICS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     15800 | NS      | $844198.73    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTAGE TOWERS AG                              | VANTAGE TOWERS AG                             | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | EC               | CORP              | DE        |      9793 | NS      | $357508.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TALANX AG                                      | TALANX AKTIENGESELLSCHAFT                     | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |      5717 | NS      | $281923.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                      | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |    219400 | NS      | $4595270.15   | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                         | HIROSE ELECTRIC CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |      3400 | NS      | $442626.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNERS GROUP HOLDING                         | PARTNERS GROUP HOLDING AG                     | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |      2441 | NS      | $2277022.39   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OYJ                                      | ORION OYJ (NEW) B                             | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |     11472 | NS      | $613487.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITEHAVEN COAL LTD                            | WHITEHAVEN COAL LTD                           | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |    102858 | NS      | $611608.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| EPIROC AB                                      | EPIROC AB CL A                                | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |    103833 | NS      | $2020255.05   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| FISHER and PAYKEL HEALTHCARE CORP              | FISHER and PAYKEL HEALTHCARE CORP             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |     62706 | NS      | $1029080.50   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIVIOR PLC                                   | INDIVIOR PLC                                  | CUSIP: N/A<br>LEI: 213800V3NCQTY7IED471       | Long             | EC               | CORP              | GB        |     15111 | NS      | $362345.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KONAMI GROUP CORPORATION                       | KONAMI GROUP CORPORATION                      | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |     10800 | NS      | $531073.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| REPLY SPA                                      | REPLY SPA                                     | CUSIP: N/A<br>LEI: 815600DAEFB0388F3521       | Long             | EC               | CORP              | IT        |      2414 | NS      | $312038.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer