# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002044
**Filing Date:** 2026-3
**Character Count:** 107164
**Document Hash:** f1c84298ec7aeaf12d9503210e135943
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002044.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002044

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26790641

**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 Value Index Fund (Series ID: S000059762)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000195573 | Fidelity SAI International Value Index Fund | FIWCX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI International Value Index Fund**

**January 31, 2026**

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

IIV-NPRT1-0426

1.9885499.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.6%** | &nbsp;&nbsp;**Common Stocks - 99.6%** | &nbsp;&nbsp;**Common Stocks - 99.6%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 5.5%  |  |  |
| Financials - 0.4% |  |  |
| Insurance - 0.4% |  |  |
| QBE Insurance Group Ltd  | 3983433 | 54596037 |
| Health Care - 0.2% |  |  |
| Health Care Providers & Services - 0.2% |  |  |
| Sonic Healthcare Ltd  | 1303647 | 20847680 |
| Materials - 4.9% |  |  |
| Metals & Mining - 4.9% |  |  |
| BHP Group Ltd (e) | 5023484 | 173020667 |
| Fortescue Ltd  | 4385533 | 64131184 |
| Rio Tinto Ltd (e) | 979153 | 103331820 |
| Rio Tinto PLC  | 2812147 | 256564360 |
| TOTAL MATERIALS |  | 597048031 |
| TOTAL AUSTRALIA |  | 672491748 |
| AUSTRIA - 0.6%  |  |  |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| OMV AG  | 379828 | 22533968 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Raiffeisen Bank International AG  | 338380 | 17118894 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| voestalpine AG  | 277865 | 13174690 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Verbund AG Class A  | 220022 | 16156751 |
| TOTAL AUSTRIA |  | 68984303 |
| BELGIUM - 2.0%  |  |  |
| Consumer Staples - 1.5% |  |  |
| Beverages - 1.5% |  |  |
| Anheuser-Busch InBev SA/NV  | 2607252 | 187677972 |
| Financials - 0.4% |  |  |
| Financial Services - 0.1% |  |  |
| Sofina SA  | 40653 | 11854256 |
| Insurance - 0.3% |  |  |
| Ageas SA/NV  | 472263 | 33559827 |
| TOTAL FINANCIALS |  | 45414083 |
| Industrials - 0.1% |  |  |
| Construction & Engineering - 0.1% |  |  |
| Ackermans & van Haaren NV  | 56867 | 16838343 |
| TOTAL BELGIUM |  | 249930398 |
| CHINA - 0.6%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| Wilmar International Ltd  | 6925000 | 18454327 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| BOC Hong Kong Holdings Ltd  | 9482000 | 50055386 |
| TOTAL CHINA |  | 68509713 |
| COTE D'IVOIRE - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Endeavour Mining PLC (United Kingdom)  | 496572 | 28687827 |
| DENMARK - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Pandora A/S  | 208378 | 16834684 |
| FINLAND - 0.7%  |  |  |
| Information Technology - 0.7% |  |  |
| Communications Equipment - 0.7% |  |  |
| Nokia Oyj  | 13824928 | 89045143 |
| FRANCE - 15.4%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Orange SA  | 4841282 | 89999629 |
| Consumer Discretionary - 0.8% |  |  |
| Automobile Components - 0.7% |  |  |
| Cie Generale des Etablissements Michelin SCA Series B  | 1872201 | 69525381 |
| Valeo SE  | 567837 | 7955872 |
|  |  | 77481253 |
| Automobiles - 0.1% |  |  |
| Renault SA  | 483614 | 18275269 |
| TOTAL CONSUMER DISCRETIONARY |  | 95756522 |
| Consumer Staples - 0.6% |  |  |
| Beverages - 0.4% |  |  |
| Pernod Ricard SA  | 525672 | 46782746 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Carrefour SA  | 1476050 | 24176505 |
| TOTAL CONSUMER STAPLES |  | 70959251 |
| Energy - 2.7% |  |  |
| Oil, Gas & Consumable Fuels - 2.7% |  |  |
| TotalEnergies SE  | 4606769 | 333917748 |
| Financials - 5.0% |  |  |
| Banks - 4.2% |  |  |
| BNP Paribas SA  | 2651160 | 286676711 |
| Credit Agricole SA  | 2953116 | 63953953 |
| Societe Generale SA Series A  | 1843246 | 161522748 |
|  |  | 512153412 |
| Insurance - 0.8% |  |  |
| AXA SA  | 2047934 | 93384032 |
| TOTAL FINANCIALS |  | 605537444 |
| Industrials - 3.7% |  |  |
| Building Products - 1.0% |  |  |
| Cie de Saint-Gobain SA  | 1211067 | 119539014 |
| Commercial Services & Supplies - 0.1% |  |  |
| Elis SA  | 549337 | 15953337 |
| Construction & Engineering - 2.0% |  |  |
| Bouygues SA  | 494823 | 26752018 |
| Eiffage SA  | 188700 | 27948259 |
| Vinci SA  | 1331410 | 191436430 |
|  |  | 246136707 |
| Ground Transportation - 0.1% |  |  |
| Ayvens SA (b)(c) | 948150 | 13767648 |
| Machinery - 0.2% |  |  |
| Alstom SA (d) | 877458 | 28015835 |
| Professional Services - 0.1% |  |  |
| Teleperformance SE  | 140557 | 9096864 |
| Trading Companies & Distributors - 0.2% |  |  |
| Rexel SA  | 591575 | 24921481 |
| TOTAL INDUSTRIALS |  | 457430886 |
| Information Technology - 0.5% |  |  |
| IT Services - 0.5% |  |  |
| Capgemini SE  | 406764 | 63202278 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Arkema SA  | 164340 | 9905600 |
| Real Estate - 0.2% |  |  |
| Retail REITs - 0.2% |  |  |
| Klepierre SA  | 582621 | 22403382 |
| Utilities - 1.1% |  |  |
| Multi-Utilities - 1.1% |  |  |
| Engie SA  | 4624942 | 138084298 |
| TOTAL FRANCE |  | 1887197038 |
| GERMANY - 9.8%  |  |  |
| Communication Services - 2.5% |  |  |
| Diversified Telecommunication Services - 2.5% |  |  |
| Deutsche Telekom AG  | 8917558 | 299257993 |
| Consumer Discretionary - 2.1% |  |  |
| Automobile Components - 0.2% |  |  |
| Continental AG  | 284879 | 22503083 |
| Automobiles - 1.8% |  |  |
| Bayerische Motoren Werke AG  | 837320 | 86765859 |
| Mercedes-Benz Group AG  | 1904875 | 130187250 |
|  |  | 216953109 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| TUI AG (d) | 1191217 | 12730674 |
| TOTAL CONSUMER DISCRETIONARY |  | 252186866 |
| Health Care - 2.2% |  |  |
| Health Care Providers & Services - 0.7% |  |  |
| Fresenius Medical Care AG  | 549492 | 24737591 |
| Fresenius SE & Co KGaA  | 1084521 | 60690200 |
|  |  | 85427791 |
| Pharmaceuticals - 1.5% |  |  |
| Bayer AG  | 2591331 | 137059864 |
| Merck KGaA  | 340900 | 50791636 |
|  |  | 187851500 |
| TOTAL HEALTH CARE |  | 273279291 |
| Industrials - 1.9% |  |  |
| Air Freight & Logistics - 1.2% |  |  |
| Deutsche Post AG  | 2532183 | 141621218 |
| Machinery - 0.5% |  |  |
| Daimler Truck Holding AG  | 1272232 | 61769327 |
| Passenger Airlines - 0.0% |  |  |
| Deutsche Lufthansa AG  | 1580395 | 16297895 |
| Trading Companies & Distributors - 0.2% |  |  |
| Brenntag SE  | 323717 | 19723102 |
| TOTAL INDUSTRIALS |  | 239411542 |
| Materials - 0.2% |  |  |
| Chemicals - 0.1% |  |  |
| Evonik Industries AG  | 663748 | 10306735 |
| Metals & Mining - 0.1% |  |  |
| thyssenkrupp AG  | 1297217 | 17360139 |
| TOTAL MATERIALS |  | 27666874 |
| Utilities - 0.9% |  |  |
| Independent Power and Renewable Electricity Producers - 0.9% |  |  |
| RWE AG  | 1746171 | 110776970 |
| TOTAL GERMANY |  | 1202579536 |
| HONG KONG - 0.9%  |  |  |
| Industrials - 0.1% |  |  |
| Industrial Conglomerates - 0.1% |  |  |
| Swire Pacific Ltd A Shares  | 1230900 | 11880270 |
| Real Estate - 0.8% |  |  |
| Real Estate Management & Development - 0.8% |  |  |
| CK Asset Holdings Ltd  | 5169500 | 30333698 |
| Sun Hung Kai Properties Ltd  | 4051000 | 65182307 |
| TOTAL REAL ESTATE |  | 95516005 |
| TOTAL HONG KONG |  | 107396275 |
| INDONESIA - 0.3%  |  |  |
| Industrials - 0.3% |  |  |
| Industrial Conglomerates - 0.3% |  |  |
| Jardine Matheson Holdings Ltd (Singapore)  | 545833 | 39720267 |
| IRELAND - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| AIB Group PLC  | 5636131 | 63133446 |
| ISRAEL - 1.2%  |  |  |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| Bank Leumi Le-Israel BM  | 3926015 | 94652978 |
| Israel Discount Bank Ltd Class A  | 3226326 | 38147806 |
| TOTAL FINANCIALS |  | 132800784 |
| Information Technology - 0.1% |  |  |
| Software - 0.1% |  |  |
| Nice Ltd (d) | 162859 | 17396356 |
| TOTAL ISRAEL |  | 150197140 |
| ITALY - 1.1%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Banca Monte dei Paschi di Siena SpA  | 5690231 | 58910091 |
| Banco BPM SpA  | 3996582 | 59785338 |
| TOTAL FINANCIALS |  | 118695429 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Iveco Group NV  | 500767 | 11200933 |
| TOTAL ITALY |  | 129896362 |
| JAPAN - 26.7%  |  |  |
| Communication Services - 0.8% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| NTT Inc  | 78933500 | 79318697 |
| Interactive Media & Services - 0.1% |  |  |
| LY Corp  | 6543600 | 16754378 |
| TOTAL COMMUNICATION SERVICES |  | 96073075 |
| Consumer Discretionary - 6.0% |  |  |
| Automobile Components - 1.5% |  |  |
| Aisin Corp  | 1481500 | 26454673 |
| Bridgestone Corp  | 3087300 | 69508267 |
| Denso Corp  | 5144400 | 71377340 |
| Yokohama Rubber Co Ltd/The  | 386200 | 15197454 |
|  |  | 182537734 |
| Automobiles - 3.6% |  |  |
| Honda Motor Co Ltd  | 10723800 | 107855018 |
| Isuzu Motors Ltd  | 1468000 | 23571853 |
| Mazda Motor Corp  | 1583200 | 12137935 |
| Subaru Corp  | 1527500 | 32792634 |
| Suzuki Motor Corp  | 5182000 | 70534266 |
| Toyota Motor Corp  | 7673400 | 173921503 |
| Yamaha Motor Co Ltd  | 2685500 | 20189837 |
|  |  | 441003046 |
| Broadline Retail - 0.2% |  |  |
| Rakuten Group Inc (d) | 4001600 | 23917549 |
| Household Durables - 0.7% |  |  |
| Panasonic Holdings Corp  | 6474300 | 88767172 |
| TOTAL CONSUMER DISCRETIONARY |  | 736225501 |
| Consumer Staples - 0.3% |  |  |
| Beverages - 0.3% |  |  |
| Asahi Group Holdings Ltd  | 4012000 | 41802467 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Inpex Corp  | 2424500 | 53938701 |
| Financials - 3.3% |  |  |
| Banks - 0.5% |  |  |
| Sumitomo Mitsui Trust Group Inc  | 1860600 | 62141806 |
| Capital Markets - 0.8% |  |  |
| Nomura Holdings Inc  | 7760405 | 70327420 |
| SBI Holdings Inc  | 1428000 | 32147531 |
|  |  | 102474951 |
| Consumer Finance - 0.1% |  |  |
| Credit Saison Co Ltd  | 391300 | 10495518 |
| Insurance - 1.9% |  |  |
| Dai-ichi Life Holdings Inc  | 9761500 | 85309051 |
| Japan Post Holdings Co Ltd  | 4548200 | 54501402 |
| MS&AD Insurance Group Holdings Inc  | 3436400 | 87551170 |
|  |  | 227361623 |
| TOTAL FINANCIALS |  | 402473898 |
| Health Care - 1.7% |  |  |
| Health Care Providers & Services - 0.0% |  |  |
| Medipal Holdings Corp  | 543600 | 9831587 |
| Pharmaceuticals - 1.7% |  |  |
| Ono Pharmaceutical Co Ltd  | 1236500 | 18396493 |
| Shionogi & Co Ltd  | 2111900 | 43482306 |
| Takeda Pharmaceutical Co Ltd  | 4196500 | 142847661 |
|  |  | 204726460 |
| TOTAL HEALTH CARE |  | 214558047 |
| Industrials - 8.2% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| NIPPON EXPRESS HOLDINGS INC  | 619600 | 14040690 |
| Building Products - 0.2% |  |  |
| Agc Inc  | 573500 | 21119000 |
| Commercial Services & Supplies - 0.2% |  |  |
| Dai Nippon Printing Co Ltd  | 1148200 | 20532718 |
| Electrical Equipment - 0.3% |  |  |
| NIDEC CORP  | 2768200 | 39598444 |
| Ground Transportation - 0.7% |  |  |
| Central Japan Railway Co  | 2553800 | 71072736 |
| Seibu Holdings Inc  | 691100 | 18286731 |
|  |  | 89359467 |
| Industrial Conglomerates - 0.2% |  |  |
| Sekisui Chemical Co Ltd  | 1070800 | 18909902 |
| Machinery - 1.2% |  |  |
| Hitachi Construction Machinery Co Ltd  | 312100 | 10186205 |
| Komatsu Ltd  | 2508300 | 96005743 |
| Kubota Corp  | 2671450 | 40902047 |
|  |  | 147093995 |
| Marine Transportation - 0.7% |  |  |
| Kawasaki Kisen Kaisha Ltd (e) | 1685900 | 24281928 |
| Mitsui OSK Lines Ltd (e) | 957100 | 29926382 |
| Nippon Yusen KK  | 1145000 | 37630290 |
|  |  | 91838600 |
| Passenger Airlines - 0.1% |  |  |
| ANA Holdings Inc  | 421500 | 8184333 |
| Trading Companies & Distributors - 4.5% |  |  |
| Marubeni Corp  | 4247200 | 140374955 |
| Mitsubishi Corp  | 10627100 | 282323202 |
| Sumitomo Corp  | 3195400 | 129762292 |
|  |  | 552460449 |
| TOTAL INDUSTRIALS |  | 1003137598 |
| Information Technology - 3.1% |  |  |
| Electronic Equipment, Instruments & Components - 1.0% |  |  |
| Kyocera Corp  | 3705300 | 55258674 |
| TDK Corp  | 5127300 | 66158731 |
|  |  | 121417405 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Renesas Electronics Corp  | 4934100 | 82031666 |
| Technology Hardware, Storage & Peripherals - 1.4% |  |  |
| Brother Industries Ltd  | 679900 | 13803604 |
| Canon Inc  | 2392300 | 72421333 |
| FUJIFILM Holdings Corp  | 3281000 | 65538827 |
| Ricoh Co Ltd (e) | 1502800 | 13225728 |
| Seiko Epson Corp  | 827700 | 10576226 |
|  |  | 175565718 |
| TOTAL INFORMATION TECHNOLOGY |  | 379014789 |
| Materials - 1.6% |  |  |
| Chemicals - 0.8% |  |  |
| Asahi Kasei Corp  | 3602400 | 34904360 |
| Kuraray Co Ltd  | 856900 | 9221808 |
| Mitsubishi Chemical Group Corp  | 3612000 | 23806151 |
| Mitsui Chemicals Inc  | 985400 | 14364580 |
| Sumitomo Chemical Co Ltd  | 4373100 | 13280932 |
|  |  | 95577831 |
| Metals & Mining - 0.8% |  |  |
| JFE Holdings Inc  | 1686600 | 22733572 |
| Kobe Steel Ltd  | 1045400 | 15039953 |
| Nippon Steel Corp (e) | 14174000 | 59063802 |
|  |  | 96837327 |
| TOTAL MATERIALS |  | 192415158 |
| Real Estate - 0.4% |  |  |
| Real Estate Management & Development - 0.4% |  |  |
| Daiwa House Industry Co Ltd  | 1600700 | 54404769 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.8% |  |  |
| Chubu Electric Power Co Inc  | 1999400 | 29055639 |
| Kansai Electric Power Co Inc/The  | 2705600 | 43146943 |
| Kyushu Electric Power Co Inc  | 1250700 | 13920462 |
| Tohoku Electric Power Co Inc  | 1326400 | 9564890 |
|  |  | 95687934 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Electric Power Development Co Ltd  | 444200 | 9425903 |
| TOTAL UTILITIES |  | 105113837 |
| TOTAL JAPAN |  | 3279157840 |
| LUXEMBOURG - 0.6%  |  |  |
| Health Care - 0.1% |  |  |
| Life Sciences Tools & Services - 0.1% |  |  |
| Eurofins Scientific SE  | 143189 | 11565340 |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| ArcelorMittal SA  | 1124725 | 61300204 |
| TOTAL LUXEMBOURG |  | 72865544 |
| MEXICO - 0.2%  |  |  |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Fresnillo PLC  | 485925 | 24615171 |
| NETHERLANDS - 2.1%  |  |  |
| Consumer Staples - 0.9% |  |  |
| Beverages - 0.1% |  |  |
| Heineken Holding NV Class A  | 296296 | 21880661 |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| Koninklijke Ahold Delhaize NV  | 2365848 | 92431638 |
| TOTAL CONSUMER STAPLES |  | 114312299 |
| Financials - 1.1% |  |  |
| Banks - 0.5% |  |  |
| ABN AMRO Bank NV depository receipt (b)(c) | 1516155 | 55820235 |
| Financial Services - 0.1% |  |  |
| EXOR NV  | 246627 | 20200647 |
| Insurance - 0.5% |  |  |
| NN Group NV  | 709539 | 56165456 |
| TOTAL FINANCIALS |  | 132186338 |
| Industrials - 0.1% |  |  |
| Professional Services - 0.1% |  |  |
| Randstad NV  | 314870 | 11237990 |
| TOTAL NETHERLANDS |  | 257736627 |
| NORWAY - 1.0%  |  |  |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Equinor ASA  | 2225543 | 59819320 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| DNB Bank ASA  | 2221555 | 63828905 |
| TOTAL NORWAY |  | 123648225 |
| SINGAPORE - 2.8%  |  |  |
| Financials - 2.3% |  |  |
| Banks - 2.3% |  |  |
| Oversea-Chinese Banking Corp Ltd  | 10122786 | 168938564 |
| United Overseas Bank Ltd  | 3786400 | 114118918 |
| TOTAL FINANCIALS |  | 283057482 |
| Industrials - 0.1% |  |  |
| Passenger Airlines - 0.1% |  |  |
| Singapore Airlines Ltd (e) | 3799400 | 18965639 |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| STMicroelectronics NV (Italy)  | 1706613 | 48206511 |
| TOTAL SINGAPORE |  | 350229632 |
| SPAIN - 3.6%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Telefonica SA (e) | 10469295 | 42382866 |
| Financials - 3.3% |  |  |
| Banks - 3.3% |  |  |
| Banco de Sabadell SA  | 13250910 | 51911523 |
| Banco Santander SA  | 27345687 | 349151621 |
| TOTAL FINANCIALS |  | 401063144 |
| TOTAL SPAIN |  | 443446010 |
| SWEDEN - 5.1%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Evolution AB (b) | 382908 | 24872362 |
| Financials - 2.2% |  |  |
| Banks - 0.6% |  |  |
| Svenska Handelsbanken AB A Shares  | 4264203 | 67225423 |
| Financial Services - 1.6% |  |  |
| Investor AB B Shares  | 4805707 | 185160668 |
| TOTAL FINANCIALS |  | 252386091 |
| Industrials - 1.6% |  |  |
| Construction & Engineering - 0.2% |  |  |
| Skanska AB B Shares  | 939903 | 28584869 |
| Machinery - 1.4% |  |  |
| Volvo AB B Shares  | 4673848 | 169835617 |
| TOTAL INDUSTRIALS |  | 198420486 |
| Information Technology - 1.0% |  |  |
| Communications Equipment - 0.7% |  |  |
| Telefonaktiebolaget LM Ericsson B Shares  | 7710023 | 83500822 |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |
| Hexagon AB B Shares  | 3888434 | 43842241 |
| TOTAL INFORMATION TECHNOLOGY |  | 127343063 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| SSAB AB B Shares  | 2176544 | 17989017 |
| TOTAL SWEDEN |  | 621011019 |
| SWITZERLAND - 0.7%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Avolta AG  | 262785 | 16078818 |
| Industrials - 0.1% |  |  |
| Professional Services - 0.1% |  |  |
| Adecco Group AG  | 444258 | 12999309 |
| Materials - 0.5% |  |  |
| Chemicals - 0.5% |  |  |
| DSM-Firmenich AG  | 658725 | 51942843 |
| TOTAL SWITZERLAND |  | 81020970 |
| UNITED KINGDOM - 11.2%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| BT Group PLC  | 14986083 | 39238626 |
| Media - 0.2% |  |  |
| ITV PLC  | 9417293 | 10469999 |
| WPP PLC  | 2845546 | 11803963 |
|  |  | 22273962 |
| Wireless Telecommunication Services - 0.6% |  |  |
| Vodafone Group PLC  | 52821466 | 77791568 |
| TOTAL COMMUNICATION SERVICES |  | 139304156 |
| Consumer Discretionary - 0.2% |  |  |
| Distributors - 0.0% |  |  |
| Inchcape PLC  | 957901 | 10702223 |
| Specialty Retail - 0.2% |  |  |
| Kingfisher PLC  | 4550779 | 20971768 |
| TOTAL CONSUMER DISCRETIONARY |  | 31673991 |
| Consumer Staples - 2.0% |  |  |
| Consumer Staples Distribution & Retail - 0.4% |  |  |
| J Sainsbury PLC  | 4469368 | 19594574 |
| Marks & Spencer Group PLC  | 5425999 | 27212476 |
|  |  | 46807050 |
| Food Products - 0.1% |  |  |
| Associated British Foods PLC  | 754706 | 19723708 |
| Tobacco - 1.5% |  |  |
| British American Tobacco PLC  | 1564721 | 94530431 |
| Imperial Brands PLC  | 1988783 | 83763124 |
|  |  | 178293555 |
| TOTAL CONSUMER STAPLES |  | 244824313 |
| Financials - 5.9% |  |  |
| Banks - 4.6% |  |  |
| Barclays PLC  | 36752400 | 245287991 |
| HSBC Holdings PLC  | 7097737 | 125210646 |
| NatWest Group PLC  | 21158757 | 192857526 |
|  |  | 563356163 |
| Capital Markets - 1.1% |  |  |
| 3i Group PLC  | 2620105 | 120365324 |
| Investec PLC  | 1548582 | 12883533 |
|  |  | 133248857 |
| Insurance - 0.2% |  |  |
| Beazley PLC  | 1581090 | 24512279 |
| TOTAL FINANCIALS |  | 721117299 |
| Industrials - 1.2% |  |  |
| Industrial Conglomerates - 0.6% |  |  |
| CK Hutchison Holdings Ltd  | 7173000 | 57838099 |
| DCC PLC  | 224970 | 14271355 |
|  |  | 72109454 |
| Passenger Airlines - 0.4% |  |  |
| easyJet PLC  | 1699487 | 11111206 |
| International Consolidated Airlines Group SA  | 6039709 | 34561870 |
|  |  | 45673076 |
| Trading Companies & Distributors - 0.2% |  |  |
| Bunzl PLC  | 855142 | 23980811 |
| TOTAL INDUSTRIALS |  | 141763341 |
| Real Estate - 0.5% |  |  |
| Diversified REITs - 0.3% |  |  |
| British Land Co PLC/The  | 2637119 | 14968065 |
| Land Securities Group PLC  | 1965056 | 17491193 |
|  |  | 32459258 |
| Industrial REITs - 0.1% |  |  |
| Tritax Big Box REIT PLC  | 6557174 | 14831557 |
| Residential REITs - 0.1% |  |  |
| UNITE Group PLC/The  | 1098697 | 8509256 |
| TOTAL REAL ESTATE |  | 55800071 |
| Utilities - 0.3% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Drax Group PLC  | 903008 | 11133035 |
| Multi-Utilities - 0.3% |  |  |
| Centrica PLC  | 12334506 | 32228391 |
| TOTAL UTILITIES |  | 43361426 |
| TOTAL UNITED KINGDOM |  | 1377844597 |
| UNITED STATES - 6.7%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| Stellantis NV (Italy)  | 5347263 | 52519802 |
| Energy - 1.5% |  |  |
| Oil, Gas & Consumable Fuels - 1.5% |  |  |
| Shell PLC  | 4779571 | 183724372 |
| Health Care - 4.4% |  |  |
| Pharmaceuticals - 4.4% |  |  |
| GSK PLC  | 10468975 | 270745068 |
| Sanofi SA  | 2849162 | 268743598 |
| TOTAL HEALTH CARE |  | 539488666 |
| Industrials - 0.4% |  |  |
| Electrical Equipment - 0.0% |  |  |
| Signify NV (b)(c) | 338532 | 7186905 |
| Marine Transportation - 0.4% |  |  |
| AP Moller - Maersk A/S Series B  | 18480 | 45695988 |
| TOTAL INDUSTRIALS |  | 52882893 |
| TOTAL UNITED STATES |  | 828615733 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $9,543,070,550) |  | <br> **12234795248** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (g)<br>(Cost $3,694,725)<br>| 3.82 | 3699000 | **3695308** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h) | 3.70 | 23743539 | 23748287 |
| Fidelity Securities Lending Cash Central Fund (h)(i) | 3.70 | 276847476 | 276875161 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $300,623,611) |  |  | **300623448** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.0%**<br> (Cost $9,847,388,886)<br>| <br>**12539114004** |
| **NET OTHER ASSETS (LIABILITIES) - (2.0)%**  | **(248880021)** |
| **NET ASSETS - 100.0%** | **12290233983** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI EAFE Index Contracts (United States) | 370 | 3/2026 | 56180800 | 2563796 |
| The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. | The notional amount of long futures as a percentage of Net Assets is 0.5%. |

---

**Legend**

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

(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 $101,647,150 or 0.8% of net assets.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $76,774,788 or 0.6% of net assets.

(d) Non-income producing.

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

(f) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(g) 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 $1,727,274.

(h) 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.

(i) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 151469181 | 277070482 | 404790833 | 816295 | (543) | - | 23748287 | 23743539 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 52834985 | 395865738 | 171809762 | 351579 | (15638) | (162) | 276875161 | 276847476 | 0.9% |
| Total | 204304166 | 672936220 | 576600595 | 1167874 | (16181) | (162) | 300623448 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000059762

- **c. LEI of Series:** 549300OZMCK8FNMX1C79

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12573652022.91

**Total Liabilities:** $283115738.18

**Net Assets:** $12290536284.73

**Cash Not Reported:** $5837590.89

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195573 | 3.11%                | 4.18%                | 6.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $114303750.02            | $197541943.46                              |
| Month 2  | $168523857.93            | $279561510.54                              |
| Month 3  | $159356143.45            | $531239970.77                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADECCO GROUP AG                                | ADECCO GROUP AG                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    444258 | NS      | $12999309.18  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACKERMANS and VAN HAAREN NV                    | ACKERMANS and VAN HAAREN SA                   | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |     56867 | NS      | $16838343.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORP                                     | AISIN CORP                                    | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |   1481500 | NS      | $26454673.37  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |    338380 | NS      | $17118893.97  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA HLDGS INC                                  | ANA HOLDINGS INC                              | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |    421500 | NS      | $8184333.81   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM SA                                      | ALSTOM                                        | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |    877458 | NS      | $28015834.74  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   4385533 | NS      | $64131184.12  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                        | ITV PLC                                       | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |   9417293 | NS      | $10469999.16  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                    | ARCELORMITTAL SA                              | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |   1124725 | NS      | $61300204.14  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                       | ASAHI GROUP HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |   4012000 | NS      | $41802468.34  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                 | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |   3612000 | NS      | $23806151.46  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                        | AGC INC                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |    573500 | NS      | $21119000.39  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORP                               | ASAHI KASEI CORP                              | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |   3602400 | NS      | $34904360.30  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                   | ASSOCIATED BRITISH FOODS PLC                  | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |    754706 | NS      | $19723708.75  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLTA AG                                      | AVOLTA AG                                     | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |    262785 | NS      | $16078818.32  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                                 | DRAX GROUP PLC                                | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    903008 | NS      | $11133035.23  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |    323717 | NS      | $19723102.48  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                         | AXA SA                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |   2047934 | NS      | $93384031.77  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   2651160 | NS      | $286676709.89 | 2.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BT GROUP PLC                                   | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |  14986083 | NS      | $39238626.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |   3926015 | NS      | $94652977.26  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                   | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |  36752400 | NS      | $245287990.90 | 2.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |   2424500 | NS      | $53938701.86  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |   2591331 | NS      | $137059863.52 | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE (BMW) AG              | BMW AG                                        | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |    837320 | NS      | $86765859.28  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKEMA SA                                      | ARKEMA                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |    164340 | NS      | $9905601.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  27345687 | NS      | $349151620.77 | 2.84%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   5023484 | NS      | $173020667.23 | 1.41%             |  |  |  | No            |                  2 | On Loan: —       |
| WILMAR INTERNATIONAL LTD                       | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |   6925000 | NS      | $18454327.49  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRIC POWER DEVELOP CO LTD                  | ELECTRIC POWER DEVELOP CO LTD                 | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |    444200 | NS      | $9425903.33   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    494823 | NS      | $26752018.46  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                               | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |   3087300 | NS      | $69508267.07  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM HLDGS CORP                            | FUJIFILM HOLDINGS CORP                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |   3281000 | NS      | $65538827.09  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   1564721 | NS      | $94530430.76  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH LAND CO PLC                            | BRITISH LAND CO PLC                           | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |   2637119 | NS      | $14968065.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    679900 | NS      | $13803604.29  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNZL PLC                                      | BUNZL PLC                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |    855142 | NS      | $23980810.59  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |   2392300 | NS      | $72421333.03  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPGEMINI SA                                   | CAPGEMINI SA (FF40)                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    406764 | NS      | $63202278.40  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | CARREFOUR SA (SUPERMARCHE)                    | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |   1476050 | NS      | $24176504.70  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                       | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |   2553800 | NS      | $71072735.85  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |  12334506 | NS      | $32228390.54  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   2225543 | NS      | $59819319.84  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUBU ELECTRIC POWER CO INC                    | CHUBU ELECTRIC POWER CO INC                   | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |   1999400 | NS      | $29055638.41  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   9482000 | NS      | $50055385.88  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORP                               | SEIKO EPSON CORP                              | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |    827700 | NS      | $10576226.09  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    485925 | NS      | $24615170.72  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   4624942 | NS      | $138084298.26 | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |   1211067 | NS      | $119539014.10 | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                 | CONTINENTAL AG                                | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |    284879 | NS      | $22503083.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SAISON CO LTD                           | CREDIT SAISON CO LTD                          | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |    391300 | NS      | $10495517.58  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                             | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   2953116 | NS      | $63953953.43  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE HOLDINGS INC                     | DAI-ICHI LIFE HOLDINGS INC                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |   9761500 | NS      | $85309051.11  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI NIPPON PRINTING LTD JAPAN                  | DAI NIPPON PRINTING CO LTD                    | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |   1148200 | NS      | $20532718.40  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                    | DAIWA HOUSE INDUSTRY CO LTD                   | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |   1600700 | NS      | $54404768.67  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |   1904875 | NS      | $130187249.86 | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| AP MOLLER MAERSK AS                            | A P MOLLER - MAERSK A/S B                     | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |     18480 | NS      | $45695987.68  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                        | DCC PLC                                       | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |    224970 | NS      | $14271355.68  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORP                                     | DENSO CORP                                    | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |   5144400 | NS      | $71377339.01  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   8917558 | NS      | $299257993.14 | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                      | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   2532183 | NS      | $141621218.22 | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    188700 | NS      | $27948259.42  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EASYJET PLC                                    | EASYJET PLC                                   | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |   1699487 | NS      | $11111205.68  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON                                       | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   7710023 | NS      | $83500822.15  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                         | EUROFINS SCIENTIFIC SE                        | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |    143189 | NS      | $11565339.62  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  23743539 | NS      | $23748287.49  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 280694023 | NS      | $280722092.49 | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES GROUP PLC                      | LAND SECURITIES GROUP PLC                     | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |   1965056 | NS      | $17491192.79  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |    549492 | NS      | $24737590.74  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |   1084521 | NS      | $60690200.40  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |   1527500 | NS      | $32792633.69  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                           | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    663748 | NS      | $10306735.39  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV-GDR                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |   1516155 | NS      | $55820234.82  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                           | BANCO DE SABADELL SA                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |  13250910 | NS      | $51911523.33  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                    | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |    208378 | NS      | $16834684.10  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |  10468975 | NS      | $270745068.49 | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE HOLDINGS INC                               | JFE HOLDINGS INC                              | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |   1686600 | NS      | $22733571.98  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONS AIRLNS CDI                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |   6039709 | NS      | $34561870.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   7097737 | NS      | $125210646.36 | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                            | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |    296296 | NS      | $21880661.14  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXAGON AB                                     | HEXAGON AB SER B                              | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |   3888434 | NS      | $43842240.86  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |  10723800 | NS      | $107855017.80 | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIBU HOLDINGS INC                             | SEIBU HOLDINGS INC                            | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |    691100 | NS      | $18286731.07  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1988783 | NS      | $83763123.82  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                   | INCHCAPE PLC                                  | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    957901 | NS      | $10702223.36  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LTD                               | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |   1468000 | NS      | $23571853.19  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB                                    | INVESTOR AB SER B                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |   4805707 | NS      | $185160667.12 | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                       | ISRAEL DISCOUNT BANK LTD CL A                 | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |   3226326 | NS      | $38147806.33  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    545833 | NS      | $39720267.41  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HITACHI CONSTRUCTION MACHINERY CO LTD          | HITACHI CONST MACHINERY CO LTD                | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |    312100 | NS      | $10186205.09  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC                   | KANSAI ELECTRIC POWER CO INC                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |   2705600 | NS      | $43146942.36  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI KISEN KAISHA LTD                      | KAWASAKI KISEN KAISHA LTD                     | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |   1685900 | NS      | $24281927.50  | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| KLEPIERRE SA                                   | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    582621 | NS      | $22403382.05  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE STEEL LTD                                 | KOBE STEEL LTD ORD                            | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |   1045400 | NS      | $15039952.83  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KOMATSU LTD                                    | KOMATSU LTD                                   | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |   2508300 | NS      | $96005742.95  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   2365848 | NS      | $92431637.52  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| KUBOTA CORP                                    | KUBOTA CORP                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |   2671450 | NS      | $40902046.88  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORP                                   | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   3705300 | NS      | $55258674.08  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                                | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    856900 | NS      | $9221807.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                   | KYUSHU ELEC POWER CO INC                      | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |   1250700 | NS      | $13920462.33  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    543600 | NS      | $9831586.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGEAS                                          | AGEAS                                         | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |    472263 | NS      | $33559827.07  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE LUFTHANSA A G                         | LUFTHANSA AG (REGD)                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |   1580395 | NS      | $16297894.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC         | MS and AD INSURANCE GRP HLDGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |   3436400 | NS      | $87551169.81  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                   | INVESTEC PLC                                  | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |   1548582 | NS      | $12883533.19  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKS and SPENCER GROUP PLC                    | MARKS and SPENCER GROUP PLC                   | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |   5425999 | NS      | $27212476.21  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                  | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |   4247200 | NS      | $140374954.77 | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MAZDA MOTOR CORP                               | MAZDA MOTOR CORP                              | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |   1583200 | NS      | $12137934.87  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                     | MERCK KGAA                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |    340900 | NS      | $50791636.76  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS | MICHELIN CL B (REG)                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   1872201 | NS      | $69525380.69  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORP                                | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |  10627100 | NS      | $282323202.07 | 2.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI OSK LINES LTD                           | MITSUI OSK LINES LTD                          | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |    957100 | NS      | $29926382.14  | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| MITSUI CHEMICALS INC                           | MITSUI CHEMICALS INC                          | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |    985400 | NS      | $14364579.99  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA            | BANCA MONTE DEI PASCH SIEN SPA                | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |   5690231 | NS      | $58910090.53  | 0.48%             |  |  |  | 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        |   6557174 | NS      | $14831557.37  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NICE LTD                                       | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |    162859 | NS      | $17396356.01  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NTT INC                                        | NTT INC                                       | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |  78933500 | NS      | $79318697.02  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KK                                | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |   1145000 | NS      | $37630289.90  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                              | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |  14174000 | NS      | $59063801.86  | 0.48%             |  |  |  | No            |                  2 | On Loan: —       |
| NIDEC CORP                                     | NIDEC CORP                                    | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |   2768200 | NS      | $39598443.63  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | NOMURA HOLDINGS INC                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |   7760405 | NS      | $70327419.83  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA CORP                                     | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |  13824928 | NS      | $89045142.81  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    379828 | NS      | $22533967.51  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                         | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   4841282 | NS      | $89999628.63  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                      | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |   1236500 | NS      | $18396492.96  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                   | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |  10122786 | NS      | $168938563.62 | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                    | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    709539 | NS      | $56165456.30  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                        | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |   6474300 | NS      | $88767171.88  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                               | PERNOD-RICARD                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |    525672 | NS      | $46782746.44  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |   5347263 | NS      | $52519801.89  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ELIS SA                                        | ELIS SA                                       | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    549337 | NS      | $15953337.06  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |   4548200 | NS      | $54501401.52  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                              | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |   3983433 | NS      | $54596036.91  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                   | EVOLUTION AB                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    382908 | NS      | $24872362.48  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   7173000 | NS      | $57838098.80  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| RANDSTAD NV                                    | RANDSTAD NV                                   | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |    314870 | NS      | $11237990.09  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RENESAS ELECTRONICS CORP                       | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   4934100 | NS      | $82031666.04  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                                     | RENAULT SA ORD                                | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |    483614 | NS      | $18275269.18  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REXEL SA                                       | REXEL SA                                      | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |    591575 | NS      | $24921480.64  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                              | RAKUTEN GROUP INC                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |   4001600 | NS      | $23917549.75  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RICOH CO LTD                                   | RICOH CO LTD                                  | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |   1502800 | NS      | $13225727.58  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   2812147 | NS      | $256564359.58 | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |    979153 | NS      | $103331820.39 | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| TELEPERFORMANCE                                | TELEPERFORMANCE                               | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |    140557 | NS      | $9096864.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                          | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |   5169500 | NS      | $30333697.73  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  21158757 | NS      | $192857525.78 | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                         | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |   1746171 | NS      | $110776969.81 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| VINCI SA                                       | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |   1331410 | NS      | $191436428.90 | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| SAINSBURY (J) PLC                              | SAINSBURY (J) PLC                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   4469368 | NS      | $19594573.59  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                        | SEKISUI CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |   1070800 | NS      | $18909901.78  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LTD                         | SINGAPORE AIRLINES LTD (LOC)                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |   3799400 | NS      | $18965639.49  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| SOFINA SA                                      | SOFINA SA                                     | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |     40653 | NS      | $11854256.29  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LTD                           | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |   1303647 | NS      | $20847679.97  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |   1843246 | NS      | $161522748.44 | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB (SWD STL)                              | SSAB AB - CL B                                | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |   2176544 | NS      | $17989017.04  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HLDGS INC JAPAN                            | SBI HOLDINGS INC                              | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |   1428000 | NS      | $32147531.66  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STMICROELECTRONICS NV                          | STMICROELECTRONICS NV                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |   1706613 | NS      | $48206510.67  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |   3195400 | NS      | $129762291.86 | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                | SUMITOMO MITSUI TRUST GROUP INC               | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |   1860600 | NS      | $62141806.19  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CHEM CO LTD                           | SUMITOMO CHEMICAL CO LTD                      | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |   4373100 | NS      | $13280931.77  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                    | SUN HUNG KAI PROPERTIES LTD                   | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |   4051000 | NS      | $65182306.93  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                       | SVENSKA HANDELSBANKEN SER A                   | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |   4264203 | NS      | $67225423.33  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC LTD                              | SWIRE PACIFIC LTD CL A                        | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |   1230900 | NS      | $11880270.35  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                       | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |   5127300 | NS      | $66158730.83  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                   | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   4196500 | NS      | $142847660.56 | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |  10469295 | NS      | $42382865.70  | 0.34%             |  |  |  | No            |                  2 | On Loan: —       |
| TOHOKU ELECTRIC POWER INC                      | TOHOKU ELECTRIC POWER INC                     | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |   1326400 | NS      | $9564890.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   7673400 | NS      | $173921502.72 | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   4606769 | NS      | $333917747.65 | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | UNITED OVERSEAS BANK (LOC)                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |   3786400 | NS      | $114118918.44 | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MTR CORP                                | SUZUKI MOTOR CORP                             | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |   5182000 | NS      | $70534265.96  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VALEO                                          | VALEO SA                                      | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |    567837 | NS      | $7955871.67   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERBUND AG                                     | VERBUND AG                                    | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |    220022 | NS      | $16156750.71  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  52821466 | NS      | $77791567.66  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                       | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   4673848 | NS      | $169835617.12 | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                        | WPP PLC NEW (UK)                              | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   2845546 | NS      | $11803962.78  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   2849162 | NS      | $268743598.00 | 2.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANSKA AB                                     | SKANSKA AB SER B                              | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |    939903 | NS      | $28584869.23  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |    277865 | NS      | $13174691.15  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THYSSENKRUPP AG                                | THYSSENKRUPP AG COMM                          | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |   1297217 | NS      | $17360138.22  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   2620105 | NS      | $120365323.39 | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |   2111900 | NS      | $43482306.02  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITE GROUP PLC                                | UNITE GROUP PLC                               | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |   1098697 | NS      | $8509255.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                 | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   4550779 | NS      | $20971767.55  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR CO LTD                            | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |   2685500 | NS      | $20189837.49  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YOKOHAMA RUBBER CO LTD                         | YOKOHAMA RUBBER CO                            | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |    386200 | NS      | $15197454.12  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LY CORPORATION                                 | LY CORPORATION                                | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |   6543600 | NS      | $16754377.57  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                         | TUI AG (GB)                                   | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |   1191217 | NS      | $12730673.82  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZLEY PLC/UK                                 | BEAZLEY PLC/UK                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |   1581090 | NS      | $24512279.29  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNIFY NV                                     | SIGNIFY NV                                    | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |    338532 | NS      | $7186905.23   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                     | ANHEUSER-BUSCH INBEV SA/NV                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |   2607252 | NS      | $187677971.08 | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   3996582 | NS      | $59785337.90  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AYVENS SA                                      | AYVENS SA                                     | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    948150 | NS      | $13767647.67  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                  | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   5636131 | NS      | $63133445.65  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                           | ENDEAVOUR MINING PLC                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |    496572 | NS      | $28687826.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB BANK ASA                                   | DNB BANK ASA                                  | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |   2221555 | NS      | $63828904.89  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                    | NIPPON EXPRESS HOLDINGS INC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    619600 | NS      | $14040690.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                       | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |   1272232 | NS      | $61769326.81  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IVECO GROUP NV                                 | IVECO GROUP NV                                | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    500767 | NS      | $11200933.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   4779571 | NS      | $183724372.19 | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                       | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    246627 | NS      | $20200646.68  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DSM FIRMENICH AG                               | DSM FIRMENICH AG                              | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |    658725 | NS      | $51942842.17  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT MAR26 MFSH6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       370 | NC      | $2563795.57   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3699000 | PA      | $3695308.18   | 0.03%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer