# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-000814
**Filing Date:** 2025-9
**Character Count:** 106158
**Document Hash:** edc3ca9d097eb2aabd6d14bf20b16f3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000814.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000814

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251349368

**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**

**July 31, 2025**

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

IIV-NPRT3-0925

1.9885500.107 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.2%** | &nbsp;&nbsp;**Common Stocks - 99.2%** | &nbsp;&nbsp;**Common Stocks - 99.2%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 4.4%  |  |  |
| Materials - 4.3% |  |  |
| Metals & Mining - 4.3% |  |  |
| BHP Group Ltd  | 4810681 | 121494890 |
| BlueScope Steel Ltd  | 947449 | 14363613 |
| Fortescue Ltd  | 3658008 | 41387662 |
| Rio Tinto Ltd  | 801870 | 57027362 |
| Rio Tinto PLC  | 2302521 | 137136863 |
|  |  | 371410390 |
| Utilities - 0.1% |  |  |
| Multi-Utilities - 0.1% |  |  |
| AGL Energy Ltd  | 1307891 | 8150906 |
| TOTAL AUSTRALIA |  | 379561296 |
| AUSTRIA - 0.3%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Raiffeisen Bank International AG  | 277114 | 8045209 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| voestalpine AG  | 227555 | 6289589 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Verbund AG Class A (b) | 180185 | 13437733 |
| TOTAL AUSTRIA |  | 27772531 |
| BELGIUM - 1.3%  |  |  |
| Consumer Staples - 1.1% |  |  |
| Beverages - 1.1% |  |  |
| Anheuser-Busch InBev SA/NV  | 1658602 | 95357484 |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Sofina SA  | 33266 | 10234867 |
| Industrials - 0.1% |  |  |
| Construction & Engineering - 0.1% |  |  |
| Ackermans & van Haaren NV  | 47932 | 11782380 |
| TOTAL BELGIUM |  | 117374731 |
| CHINA - 0.7%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| Wilmar International Ltd  | 5671200 | 12835960 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| BOC Hong Kong Holdings Ltd  | 7765000 | 34866857 |
| Utilities - 0.2% |  |  |
| Gas Utilities - 0.2% |  |  |
| ENN Energy Holdings Ltd  | 1612800 | 13144356 |
| TOTAL CHINA |  | 60847173 |
| DENMARK - 1.4%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Jyske Bank A/S  | 98573 | 9916452 |
| Health Care - 0.3% |  |  |
| Biotechnology - 0.3% |  |  |
| Genmab A/S (c) | 138507 | 29820203 |
| Industrials - 1.0% |  |  |
| Electrical Equipment - 0.7% |  |  |
| NKT A/S (c) | 116041 | 10254435 |
| Vestas Wind Systems A/S  | 2165042 | 39529532 |
|  |  | 49783967 |
| Marine Transportation - 0.3% |  |  |
| AP Moller - Maersk A/S Series B  | 15070 | 29759657 |
| TOTAL INDUSTRIALS |  | 79543624 |
| TOTAL DENMARK |  | 119280279 |
| FINLAND - 0.5%  |  |  |
| Information Technology - 0.5% |  |  |
| Communications Equipment - 0.5% |  |  |
| Nokia Oyj  | 11077868 | 45359722 |
| FRANCE - 14.3%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Orange SA  | 3964763 | 60308333 |
| Consumer Discretionary - 0.8% |  |  |
| Automobile Components - 0.6% |  |  |
| Cie Generale des Etablissements Michelin SCA Series B  | 1524496 | 54236244 |
| Automobiles - 0.2% |  |  |
| Renault SA  | 402440 | 15022543 |
| TOTAL CONSUMER DISCRETIONARY |  | 69258787 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Carrefour SA  | 1069079 | 15320994 |
| Energy - 2.6% |  |  |
| Oil, Gas & Consumable Fuels - 2.6% |  |  |
| TotalEnergies SE  | 3741539 | 222492502 |
| Financials - 3.9% |  |  |
| Banks - 3.9% |  |  |
| BNP Paribas SA  | 2174352 | 198253677 |
| Credit Agricole SA  | 2156933 | 39697345 |
| Societe Generale SA Series A  | 1538613 | 98207474 |
|  |  | 336158496 |
| Industrials - 4.2% |  |  |
| Building Products - 1.4% |  |  |
| Cie de Saint-Gobain SA  | 1078008 | 123666009 |
| Commercial Services & Supplies - 0.1% |  |  |
| Elis SA  | 419202 | 11596254 |
| Construction & Engineering - 2.2% |  |  |
| Bouygues SA  | 401375 | 16558477 |
| Eiffage SA  | 154535 | 20748206 |
| Vinci SA  | 1086308 | 150897833 |
|  |  | 188204516 |
| Machinery - 0.2% |  |  |
| Alstom SA (c) | 717779 | 16836471 |
| Professional Services - 0.1% |  |  |
| Teleperformance SE  | 121575 | 11892912 |
| Trading Companies & Distributors - 0.2% |  |  |
| Rexel SA  | 483164 | 14655860 |
| TOTAL INDUSTRIALS |  | 366852022 |
| Information Technology - 0.6% |  |  |
| IT Services - 0.6% |  |  |
| Capgemini SE  | 333116 | 49593137 |
| Sopra Steria Group  | 31514 | 6811539 |
|  |  | 56404676 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Arkema SA  | 138013 | 9434276 |
| Real Estate - 0.2% |  |  |
| Retail REITs - 0.2% |  |  |
| Klepierre SA  | 477133 | 18273560 |
| Utilities - 1.1% |  |  |
| Gas Utilities - 0.1% |  |  |
| Rubis SCA  | 209616 | 6664496 |
| Multi-Utilities - 1.0% |  |  |
| Engie SA  | 3787559 | 85137650 |
| TOTAL UTILITIES |  | 91802146 |
| TOTAL FRANCE |  | 1246305792 |
| GERMANY - 10.9%  |  |  |
| Communication Services - 2.4% |  |  |
| Diversified Telecommunication Services - 2.4% |  |  |
| Deutsche Telekom AG  | 5913646 | 212098371 |
| Consumer Discretionary - 2.1% |  |  |
| Automobile Components - 0.2% |  |  |
| Continental AG  | 233300 | 20021395 |
| Automobiles - 1.8% |  |  |
| Bayerische Motoren Werke AG  | 719217 | 68846225 |
| Mercedes-Benz Group AG  | 1497589 | 84793909 |
|  |  | 153640134 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| TUI AG (c) | 975538 | 8861740 |
| TOTAL CONSUMER DISCRETIONARY |  | 182523269 |
| Financials - 1.6% |  |  |
| Capital Markets - 1.6% |  |  |
| Deutsche Bank AG  | 4129629 | 136598555 |
| Health Care - 1.9% |  |  |
| Health Care Providers & Services - 0.7% |  |  |
| Fresenius Medical Care AG  | 430988 | 21860336 |
| Fresenius SE & Co KGaA  | 900327 | 43132485 |
|  |  | 64992821 |
| Pharmaceuticals - 1.2% |  |  |
| Bayer AG  | 2122149 | 66002564 |
| Merck KGaA  | 279178 | 34892910 |
|  |  | 100895474 |
| TOTAL HEALTH CARE |  | 165888295 |
| Industrials - 2.1% |  |  |
| Air Freight & Logistics - 1.1% |  |  |
| Deutsche Post AG  | 1995947 | 89429886 |
| Machinery - 0.7% |  |  |
| Daimler Truck Holding AG  | 1069536 | 52276349 |
| KION Group AG  | 150205 | 9299206 |
|  |  | 61575555 |
| Passenger Airlines - 0.1% |  |  |
| Deutsche Lufthansa AG  | 1294252 | 11142490 |
| Trading Companies & Distributors - 0.2% |  |  |
| Brenntag SE  | 275495 | 17147098 |
| TOTAL INDUSTRIALS |  | 179295029 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| thyssenkrupp AG  | 1062346 | 12296826 |
| Utilities - 0.7% |  |  |
| Independent Power and Renewable Electricity Producers - 0.7% |  |  |
| RWE AG  | 1462173 | 59985996 |
| TOTAL GERMANY |  | 948686341 |
| HONG KONG - 1.0%  |  |  |
| Industrials - 0.3% |  |  |
| Industrial Conglomerates - 0.3% |  |  |
| Jardine Matheson Holdings Ltd (Singapore)  | 452533 | 24573173 |
| Swire Pacific Ltd A Shares  | 1080400 | 9766099 |
|  |  | 34339272 |
| Real Estate - 0.7% |  |  |
| Real Estate Management & Development - 0.7% |  |  |
| CK Asset Holdings Ltd  | 3931000 | 18012636 |
| Sun Hung Kai Properties Ltd  | 3255000 | 38661179 |
|  |  | 56673815 |
| TOTAL HONG KONG |  | 91013087 |
| IRELAND - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| AIB Group PLC  | 3738689 | 29493231 |
| Bank of Ireland Group PLC  | 2108341 | 28403288 |
| TOTAL IRELAND |  | 57896519 |
| ISRAEL - 0.2%  |  |  |
| Information Technology - 0.2% |  |  |
| Software - 0.2% |  |  |
| Nice Ltd (c) | 136627 | 21442726 |
| ITALY - 1.5%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobile Components - 0.0% |  |  |
| Pirelli & C SpA (d)(e) | 928850 | 6275221 |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Banca Monte dei Paschi di Siena SpA  | 2394547 | 20402017 |
| Banco BPM SpA  | 3272969 | 41833258 |
| BPER Banca SPA  | 2303155 | 22698521 |
|  |  | 84933796 |
| Industrials - 0.5% |  |  |
| Machinery - 0.1% |  |  |
| Iveco Group NV  | 415958 | 8618020 |
| Passenger Airlines - 0.4% |  |  |
| Ryanair Holdings PLC  | 1147617 | 33743040 |
| TOTAL INDUSTRIALS |  | 42361060 |
| TOTAL ITALY |  | 133570077 |
| JAPAN - 26.4%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| NTT Inc  | 63130000 | 63752563 |
| Consumer Discretionary - 6.4% |  |  |
| Automobile Components - 2.2% |  |  |
| Aisin Corp  | 1380600 | 19079920 |
| Bridgestone Corp  | 1264200 | 51137142 |
| Denso Corp  | 4590300 | 62278559 |
| Koito Manufacturing Co Ltd  | 518700 | 6632532 |
| Sumitomo Electric Industries Ltd  | 1715000 | 42557210 |
| Yokohama Rubber Co Ltd/The  | 300300 | 8586150 |
|  |  | 190271513 |
| Automobiles - 3.5% |  |  |
| Honda Motor Co Ltd  | 10493000 | 108633032 |
| Isuzu Motors Ltd  | 1217600 | 15604778 |
| Mazda Motor Corp  | 1296500 | 7774465 |
| Subaru Corp  | 1266800 | 23303828 |
| Suzuki Motor Corp  | 4243700 | 46627967 |
| Toyota Motor Corp  | 4799600 | 85373408 |
| Yamaha Motor Co Ltd  | 2217000 | 16035178 |
|  |  | 303352656 |
| Broadline Retail - 0.2% |  |  |
| Rakuten Group Inc (c) | 3215700 | 16270532 |
| Household Durables - 0.5% |  |  |
| Panasonic Holdings Corp  | 4983800 | 47143360 |
| TOTAL CONSUMER DISCRETIONARY |  | 557038061 |
| Consumer Staples - 0.5% |  |  |
| Beverages - 0.5% |  |  |
| Asahi Group Holdings Ltd  | 3260900 | 41368039 |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Idemitsu Kosan Co Ltd  | 1976500 | 12706160 |
| Inpex Corp  | 2094300 | 29820234 |
|  |  | 42526394 |
| Financials - 2.9% |  |  |
| Banks - 0.6% |  |  |
| Fukuoka Financial Group Inc  | 412900 | 11258565 |
| Japan Post Bank Co Ltd  | 3655100 | 40795654 |
|  |  | 52054219 |
| Capital Markets - 0.5% |  |  |
| Nomura Holdings Inc  | 6355305 | 41985036 |
| Consumer Finance - 0.1% |  |  |
| Credit Saison Co Ltd  | 352500 | 9300194 |
| Financial Services - 0.6% |  |  |
| ORIX Corp  | 2368600 | 53205968 |
| Insurance - 1.1% |  |  |
| Japan Post Holdings Co Ltd  | 3853100 | 35682292 |
| Ms&Ad Insurance Group Holdings Inc  | 2849000 | 60871965 |
|  |  | 96554257 |
| TOTAL FINANCIALS |  | 253099674 |
| Health Care - 0.6% |  |  |
| Health Care Providers & Services - 0.1% |  |  |
| Medipal Holdings Corp  | 445100 | 7369785 |
| Pharmaceuticals - 0.5% |  |  |
| Ono Pharmaceutical Co Ltd  | 1012600 | 11323678 |
| Shionogi & Co Ltd  | 1748800 | 29247490 |
|  |  | 40571168 |
| TOTAL HEALTH CARE |  | 47940953 |
| Industrials - 8.3% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| NIPPON EXPRESS HOLDINGS INC  | 507400 | 11146034 |
| Building Products - 0.2% |  |  |
| Agc Inc  | 469700 | 14135468 |
| Commercial Services & Supplies - 0.4% |  |  |
| Dai Nippon Printing Co Ltd  | 929000 | 14306110 |
| TOPPAN Holdings Inc  | 688400 | 18551169 |
|  |  | 32857279 |
| Ground Transportation - 0.6% |  |  |
| Central Japan Railway Co  | 2224900 | 51867276 |
| Machinery - 1.1% |  |  |
| Komatsu Ltd  | 2038700 | 65682635 |
| Kubota Corp  | 2237450 | 25091324 |
| NGK Insulators Ltd  | 527800 | 6682071 |
|  |  | 97456030 |
| Marine Transportation - 0.9% |  |  |
| Kawasaki Kisen Kaisha Ltd  | 1380700 | 19504996 |
| Mitsui OSK Lines Ltd  | 783800 | 26345335 |
| Nippon Yusen KK  | 995800 | 34922506 |
|  |  | 80772837 |
| Passenger Airlines - 0.1% |  |  |
| ANA Holdings Inc  | 345200 | 6400893 |
| Trading Companies & Distributors - 4.9% |  |  |
| Marubeni Corp  | 3587400 | 73447534 |
| Mitsubishi Corp  | 5144300 | 101463055 |
| Mitsui & Co Ltd  | 6276700 | 127772544 |
| Sojitz Corp  | 486000 | 11566733 |
| Sumitomo Corp  | 2616100 | 66866930 |
| Toyota Tsusho Corp  | 1537300 | 35232362 |
|  |  | 416349158 |
| TOTAL INDUSTRIALS |  | 710984975 |
| Information Technology - 3.3% |  |  |
| Electronic Equipment, Instruments & Components - 1.0% |  |  |
| Kyocera Corp  | 3034400 | 35819192 |
| TDK Corp  | 4199000 | 51156169 |
|  |  | 86975361 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Renesas Electronics Corp  | 3515400 | 42758032 |
| SCREEN Holdings Co Ltd  | 219400 | 17115371 |
|  |  | 59873403 |
| Technology Hardware, Storage & Peripherals - 1.6% |  |  |
| Brother Industries Ltd  | 556800 | 9474423 |
| Canon Inc  | 2074400 | 58918444 |
| FUJIFILM Holdings Corp  | 2686900 | 55732299 |
| Ricoh Co Ltd  | 1230700 | 10791384 |
| Seiko Epson Corp  | 677800 | 8600134 |
|  |  | 143516684 |
| TOTAL INFORMATION TECHNOLOGY |  | 290365448 |
| Materials - 1.9% |  |  |
| Chemicals - 0.9% |  |  |
| Asahi Kasei Corp  | 2950200 | 20526782 |
| Kuraray Co Ltd  | 652600 | 8068406 |
| Mitsubishi Chemical Group Corp  | 3091100 | 16836523 |
| Resonac Holdings Corp  | 399400 | 9604831 |
| Sumitomo Chemical Co Ltd  | 3579800 | 8953402 |
| Tosoh Corp  | 702200 | 10571225 |
|  |  | 74561169 |
| Construction Materials - 0.0% |  |  |
| Taiheiyo Cement Corp  | 255300 | 6238726 |
| Metals & Mining - 1.0% |  |  |
| JFE Holdings Inc  | 1381300 | 15985875 |
| Kobe Steel Ltd  | 856200 | 9407161 |
| Nippon Steel Corp  | 2321500 | 44707491 |
| Sumitomo Metal Mining Co Ltd (b) | 586100 | 12891444 |
|  |  | 82991971 |
| TOTAL MATERIALS |  | 163791866 |
| Utilities - 1.3% |  |  |
| Electric Utilities - 0.7% |  |  |
| Chubu Electric Power Co Inc  | 1637400 | 20026622 |
| Kansai Electric Power Co Inc/The  | 2215700 | 26602672 |
| Kyushu Electric Power Co Inc  | 1024300 | 9080524 |
| Tohoku Electric Power Co Inc  | 1086300 | 7621148 |
|  |  | 63330966 |
| Gas Utilities - 0.5% |  |  |
| Osaka Gas Co Ltd  | 859500 | 21746507 |
| Tokyo Gas Co Ltd  | 747700 | 25039424 |
|  |  | 46785931 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Electric Power Development Co Ltd  | 363800 | 6295787 |
| TOTAL UTILITIES |  | 116412684 |
| TOTAL JAPAN |  | 2287280657 |
| LUXEMBOURG - 0.4%  |  |  |
| Materials - 0.4% |  |  |
| Metals & Mining - 0.4% |  |  |
| ArcelorMittal SA  | 976350 | 30663076 |
| MEXICO - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Fresnillo PLC  | 397944 | 7357626 |
| NETHERLANDS - 2.0%  |  |  |
| Consumer Staples - 1.1% |  |  |
| Beverages - 0.2% |  |  |
| Heineken Holding NV Class A  | 242650 | 16448584 |
| Consumer Staples Distribution & Retail - 0.9% |  |  |
| Koninklijke Ahold Delhaize NV  | 1972044 | 77867183 |
| TOTAL CONSUMER STAPLES |  | 94315767 |
| Financials - 0.9% |  |  |
| Banks - 0.3% |  |  |
| ABN AMRO Bank NV depository receipt (d)(e) | 899741 | 26039253 |
| Financial Services - 0.1% |  |  |
| EXOR NV  | 190940 | 18467087 |
| Insurance - 0.5% |  |  |
| NN Group NV  | 581071 | 39230074 |
| TOTAL FINANCIALS |  | 83736414 |
| TOTAL NETHERLANDS |  | 178052181 |
| NORWAY - 0.5%  |  |  |
| Energy - 0.5% |  |  |
| Oil, Gas & Consumable Fuels - 0.5% |  |  |
| Equinor ASA  | 1689165 | 43390564 |
| SINGAPORE - 3.7%  |  |  |
| Financials - 3.1% |  |  |
| Banks - 3.1% |  |  |
| DBS Group Holdings Ltd  | 1951748 | 71637911 |
| Oversea-Chinese Banking Corp Ltd  | 8289986 | 107431309 |
| United Overseas Bank Ltd  | 3307400 | 91888626 |
|  |  | 270957846 |
| Industrials - 0.2% |  |  |
| Passenger Airlines - 0.2% |  |  |
| Singapore Airlines Ltd (b) | 2958800 | 15454309 |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| STMicroelectronics NV (Italy) (b) | 1247208 | 31953394 |
| TOTAL SINGAPORE |  | 318365549 |
| SPAIN - 6.2%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| Telefonica SA  | 10410980 | 53728976 |
| Financials - 5.6% |  |  |
| Banks - 5.6% |  |  |
| Banco Bilbao Vizcaya Argentaria SA  | 12449366 | 207633862 |
| Banco de Sabadell SA  | 11751510 | 43464478 |
| Banco Santander SA  | 27244636 | 234052993 |
|  |  | 485151333 |
| TOTAL SPAIN |  | 538880309 |
| SWEDEN - 1.4%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Swedbank AB A1 Shares  | 1980664 | 52828498 |
| Industrials - 0.1% |  |  |
| Commercial Services & Supplies - 0.1% |  |  |
| Loomis AB  | 153368 | 6072522 |
| Information Technology - 0.6% |  |  |
| Communications Equipment - 0.6% |  |  |
| Telefonaktiebolaget LM Ericsson B Shares  | 6666121 | 48419946 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| SSAB AB B Shares  | 1793591 | 10168736 |
| TOTAL SWEDEN |  | 117489702 |
| SWITZERLAND - 0.3%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Avolta AG  | 215205 | 11187122 |
| Industrials - 0.2% |  |  |
| Professional Services - 0.2% |  |  |
| Adecco Group AG  | 361938 | 11469725 |
| TOTAL SWITZERLAND |  | 22656847 |
| UNITED KINGDOM - 12.4%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| BT Group PLC  | 12259517 | 33530590 |
| Media - 0.1% |  |  |
| WPP PLC  | 2330338 | 12617357 |
| Wireless Telecommunication Services - 0.6% |  |  |
| Vodafone Group PLC  | 45589198 | 49427699 |
| TOTAL COMMUNICATION SERVICES |  | 95575646 |
| Consumer Discretionary - 0.4% |  |  |
| Broadline Retail - 0.1% |  |  |
| B&M European Value Retail SA  | 2059954 | 6104753 |
| Distributors - 0.1% |  |  |
| Inchcape PLC  | 814103 | 7547519 |
| Specialty Retail - 0.2% |  |  |
| JD Sports Fashion PLC  | 5344740 | 6032220 |
| Kingfisher PLC  | 3851829 | 13696353 |
|  |  | 19728573 |
| TOTAL CONSUMER DISCRETIONARY |  | 33380845 |
| Consumer Staples - 3.7% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| J Sainsbury PLC  | 3566436 | 14290182 |
| Food Products - 0.2% |  |  |
| Associated British Foods PLC  | 671217 | 19435424 |
| Tobacco - 3.4% |  |  |
| British American Tobacco PLC  | 4255870 | 228018261 |
| Imperial Brands PLC  | 1645934 | 64157498 |
|  |  | 292175759 |
| TOTAL CONSUMER STAPLES |  | 325901365 |
| Financials - 5.7% |  |  |
| Banks - 4.3% |  |  |
| Barclays PLC  | 30790797 | 150506056 |
| HSBC Holdings PLC  | 12279710 | 149603377 |
| Standard Chartered PLC  | 4173817 | 74823922 |
|  |  | 374933355 |
| Capital Markets - 1.4% |  |  |
| 3i Group PLC  | 2102657 | 114893740 |
| Investec PLC  | 1254262 | 9300917 |
|  |  | 124194657 |
| TOTAL FINANCIALS |  | 499128012 |
| Industrials - 1.0% |  |  |
| Industrial Conglomerates - 0.6% |  |  |
| CK Hutchison Holdings Ltd  | 5791500 | 37696896 |
| DCC PLC  | 213778 | 13438714 |
|  |  | 51135610 |
| Passenger Airlines - 0.4% |  |  |
| easyJet PLC  | 1391782 | 9074487 |
| International Consolidated Airlines Group SA  | 5100836 | 25486797 |
|  |  | 34561284 |
| TOTAL INDUSTRIALS |  | 85696894 |
| Real Estate - 0.1% |  |  |
| Industrial REITs - 0.1% |  |  |
| Tritax Big Box REIT PLC  | 5358552 | 9999478 |
| Utilities - 0.4% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Drax Group PLC  | 766747 | 7164176 |
| Multi-Utilities - 0.3% |  |  |
| Centrica PLC  | 10745759 | 23359023 |
| TOTAL UTILITIES |  | 30523199 |
| TOTAL UNITED KINGDOM |  | 1080205439 |
| UNITED STATES - 8.6%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| Stellantis NV (Italy)  | 4566774 | 40457670 |
| Energy - 1.7% |  |  |
| Oil, Gas & Consumable Fuels - 1.7% |  |  |
| Shell PLC  | 4029267 | 144784159 |
| Health Care - 5.5% |  |  |
| Pharmaceuticals - 5.5% |  |  |
| GSK PLC  | 8864189 | 163047879 |
| Novartis AG  | 983429 | 111999857 |
| Sanofi SA  | 2223447 | 199600508 |
|  |  | 474648244 |
| Industrials - 0.0% |  |  |
| Electrical Equipment - 0.0% |  |  |
| Signify NV (d)(e) | 277238 | 6675703 |
| Materials - 1.0% |  |  |
| Construction Materials - 1.0% |  |  |
| Holcim AG  | 1062063 | 84699456 |
| TOTAL UNITED STATES |  | 751265232 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $7,263,045,520) |  | <br> **8624717456** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 8/21/2025 (h)<br>(Cost $2,556,005)<br>| 4.25 | 2562000 | **2555885** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 4.33 | 49093304 | 49103122 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 4.33 | 49453582 | 49458528 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $98,561,650) |  |  | **98561650** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.3%**<br> (Cost $7,364,163,175)<br>| <br>**8725834991** |
| **NET OTHER ASSETS (LIABILITIES) - (0.3)%** (f)  | **(22993373)** |
| **NET ASSETS - 100.0%** | **8702841618** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Contracts |  |  |  |  |  |
| ICE MSCI EAFE Index Contracts (United States) | 597 | Sep 2025 | 78009990 | (804494) | (804494) |
| The notional amount of futures purchased as a percentage of Net Assets is 0.9% | The notional amount of futures purchased as a percentage of Net Assets is 0.9% | The notional amount of futures purchased as a percentage of Net Assets is 0.9% | The notional amount of futures purchased as a percentage of Net Assets is 0.9% | The notional amount of futures purchased as a percentage of Net Assets is 0.9% | The notional amount of futures purchased as a percentage of Net Assets is 0.9% |

---

**Legend**

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

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

(c) Non-income producing.

(d) 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 $38,990,177 or 0.4% of net assets.

(e) 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 $38,990,177 or 0.4% of net assets.

(f) Includes $112,758 of cash collateral to cover margin requirements for futures contracts.

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

(h) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $2,555,885.

(i) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 72765742 | 1394643727 | 1418306347 | 1654393 | - | - | 49103122 | 49093304 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 53965648 | 456375426 | 460882546 | 693422 | - | - | 49458528 | 49453582 | 0.2% |
| Total | 126731390 | 1851019153 | 1879188893 | 2347815 | - | - | 98561650 |  |  |

---

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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8754489948.42

**Total Liabilities:** $51850798.07

**Net Assets:** $8702639150.35

**Cash Not Reported:** $592255.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195573 | 4.79%                | 1.76%                | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11524603.81             | $278844906.95                              |
| Month 2  | $40445740.96             | $81452550.77                               |
| Month 3  | $45554111.25             | $-65555255.56                              |

### Schedule of Portfolio Investments

| Name                                           | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JYSKE BANK                                     | JYSKE BANK AS (REG)                           | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | EC               | CORP              | DK        |     98573 | NS      | $9916452.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO ELECTRIC INDS LTD                     | SUMITOMO ELECTRIC INDS LTD                    | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |   1715000 | NS      | $42557209.65  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| IVECO GROUP NV                                 | IVECO GROUP NV                                | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    415958 | NS      | $8618020.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                         | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |   1462173 | NS      | $59985996.36  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   3741539 | NS      | $222492501.97 | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   1689165 | NS      | $43390564.13  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB (SWD STL)                              | SSAB AB - CL B                                | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |   1793591 | NS      | $10168736.16  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                        | AGC INC                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |    469700 | NS      | $14135468.26  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV-GDR                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |    899741 | NS      | $26039253.19  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TOSOH CORP                                     | TOSOH CORP                                    | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |    702200 | NS      | $10571225.27  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTEC PLC                                   | INVESTEC PLC                                  | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |   1254262 | NS      | $9300916.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                           | BANCO DE SABADELL SA                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |  11751510 | NS      | $43464478.15  | 0.50%             |  |  |  | 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        |     47932 | NS      | $11782379.69  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOPRA STERIA GROUP                             | SOPRA STERIA GROUP                            | CUSIP: N/A<br>LEI: 96950020QIOHAAK9V551       | Long             | EC               | CORP              | FR        |     31514 | NS      | $6811539.34   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    154535 | NS      | $20748206.04  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                      | BANK OF IRELAND GROUP PLC                     | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |   2108341 | NS      | $28403287.52  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT SEP25 MFSU5                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       600 | NC      | $-809450.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NKT AS                                         | NKT AS                                        | CUSIP: N/A<br>LEI: 529900197LKWCEQ0NL18       | Long             | EC               | CORP              | DK        |    116041 | NS      | $10254435.35  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORP                                     | AISIN CORP                                    | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |   1380600 | NS      | $19079920.46  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |  12279710 | NS      | $149603376.61 | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                        | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |   4983800 | NS      | $47143360.36  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST BANK CO LTD                         | JAPAN POST BANK CO LTD                        | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |   3655100 | NS      | $40795653.91  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBUND AG                                     | VERBUND AG                                    | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |    180185 | NS      | $13437732.46  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ASSOCIATED BRITISH FOODS PLC                   | ASSOCIATED BRITISH FOODS PLC                  | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |    671217 | NS      | $19435424.01  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA A G                         | LUFTHANSA AG (REGD)                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |   1294252 | NS      | $11142490.92  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   4255870 | NS      | $228018260.72 | 2.62%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK INSULATORS LTD                             | NGK INSULATORS LTD                            | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |    527800 | NS      | $6682071.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                       | ASAHI GROUP HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |   3260900 | NS      | $41368038.77  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  27244636 | NS      | $234052992.77 | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                          | STMICROELECTRONICS NV                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |   1247208 | NS      | $31953394.21  | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| RUBIS and CIE SA                               | RUBIS and CIE SA                              | CUSIP: N/A<br>LEI: 969500MGFIKUGLTC9742       | Long             | EC               | CORP              | FR        |    209616 | NS      | $6664495.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                         | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   3964763 | NS      | $60308333.16  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC         | MS and AD INSURANCE GRP HLDGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |   2849000 | NS      | $60871965.08  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    397944 | NS      | $7357626.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   2174352 | NS      | $198253676.77 | 2.28%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLTA AG                                      | AVOLTA AG                                     | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |    215205 | NS      | $11187122.08  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   4799600 | NS      | $85373407.56  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                           | ENN ENERGY HOLDINGS LTD                       | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |   1612800 | NS      | $13144355.90  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |    747700 | NS      | $25039424.27  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK KGAA                                     | MERCK KGAA                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |    279178 | NS      | $34892909.84  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                                     | RENAULT SA ORD                                | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |    402440 | NS      | $15022542.75  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                  | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |   3587400 | NS      | $73447534.26  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PLC                           | RYANAIR HOLDINGS PLC                          | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |   1147617 | NS      | $33743040.14  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA                                     | BPER BANCA                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |   2303155 | NS      | $22698521.22  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                   | CARREFOUR SA (SUPERMARCHE)                    | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |   1069079 | NS      | $15320993.75  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                         | TUI AG (GB)                                   | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |    975538 | NS      | $8861740.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIHEIYO CEMENT CORP                           | TAIHEIYO CEMENT CORP                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    255300 | NS      | $6238725.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE HOLDINGS INC                               | JFE HOLDINGS INC                              | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |   1381300 | NS      | $15985875.34  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO CORP                                     | DENSO CORP                                    | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |   4590300 | NS      | $62278559.00  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    983429 | NS      | $111999857.26 | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |    801870 | NS      | $57027362.08  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                   | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   3034400 | NS      | $35819191.94  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI and CO LTD                              | MITSUI and CO LTD                             | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |   6276700 | NS      | $127772543.43 | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                 | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   3851829 | NS      | $13696352.90  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |   2616100 | NS      | $66866929.53  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH CO LTD                                   | RICOH CO LTD                                  | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |   1230700 | NS      | $10791383.86  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   2156933 | NS      | $39697345.19  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD                                       | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |    136627 | NS      | $21442725.73  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON                                       | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   6666121 | NS      | $48419945.80  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| KUBOTA CORP                                    | KUBOTA CORP                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |   2237450 | NS      | $25091323.82  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA HLDGS INC                                  | ANA HOLDINGS INC                              | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |    345200 | NS      | $6400892.69   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                   | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |   8289986 | NS      | $107431309.34 | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                  | KION GROUP AG                                 | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |    150205 | NS      | $9299206.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JD SPORTS FASHION PLC                          | JD SPORTS FASHION PLC                         | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   5344740 | NS      | $6032220.51   | 0.07%             |  |  |  | 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        |   1658602 | NS      | $95357483.72  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                   | CAPGEMINI SA (FF40)                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    333116 | NS      | $49593136.70  | 0.57%             |  |  |  | No            |                  2 | 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        |   2394547 | NS      | $20402017.49  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORP                               | SEIKO EPSON CORP                              | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |    677800 | NS      | $8600134.47   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   3787559 | NS      | $85137650.20  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| DAI NIPPON PRINTING LTD JAPAN                  | DAI NIPPON PRINTING CO LTD                    | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |    929000 | NS      | $14306110.09  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   8864189 | NS      | $163047878.78 | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORP                             | TOYOTA TSUSHO CORP                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |   1537300 | NS      | $35232361.92  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SAISON CO LTD                           | CREDIT SAISON CO LTD                          | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |    352500 | NS      | $9300194.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC LTD                              | SWIRE PACIFIC LTD CL A                        | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |   1080400 | NS      | $9766099.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |    227555 | NS      | $6289589.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LTD                               | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |   1217600 | NS      | $15604777.68  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI KASEI CORP                               | ASAHI KASEI CORP                              | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |   2950200 | NS      | $20526781.81  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                   | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    477133 | NS      | $18273560.32  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    401375 | NS      | $16558476.82  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EASYJET PLC                                    | EASYJET PLC                                   | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |   1391782 | NS      | $9074486.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRELLI and C SPA                              | PIRELLI and C SPA                             | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |    928850 | NS      | $6275221.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   2302521 | NS      | $137136862.30 | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| VESTAS WIND SYSTEMS AS                         | VESTAS WIND SYSTEMS AS                        | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |   2165042 | NS      | $39529530.97  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWASAKI KISEN KAISHA LTD                      | KAWASAKI KISEN KAISHA LTD                     | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |   1380700 | NS      | $19504995.86  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KK                                | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |    995800 | NS      | $34922505.83  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                   | KYUSHU ELEC POWER CO INC                      | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |   1024300 | NS      | $9080523.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECCO GROUP AG                                | ADECCO GROUP AG                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    361938 | NS      | $11469724.99  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |   5144300 | NS      | $101463054.19 | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                              | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |   2321500 | NS      | $44707491.21  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                       | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |   1069536 | NS      | $52276348.66  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                 | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |   3091100 | NS      | $16836523.42  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAX GROUP PLC                                 | DRAX GROUP PLC                                | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    766747 | NS      | $7164176.34   | 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        |   2215700 | NS      | $26602672.23  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                    | ARCELORMITTAL SA                              | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |    976350 | NS      | $30663076.34  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    445100 | NS      | $7369784.57   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| RESONAC HOLDINGS CORP                          | RESONAC HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 5493006AIPA1V92YPP18       | Long             | EC               | CORP              | JP        |    399400 | NS      | $9604830.67   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GENMAB AS                                      | GENMAB AS                                     | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |    138507 | NS      | $29820203.33  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                         | DBS GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |   1951748 | NS      | $71637910.82  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                                | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    652600 | NS      | $8068406.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHOKU ELECTRIC POWER INC                      | TOHOKU ELECTRIC POWER INC                     | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |   1086300 | NS      | $7621147.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   3738689 | NS      | $29493231.17  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   4029267 | NS      | $144784158.77 | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |    430988 | NS      | $21860336.25  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                | TELEPERFORMANCE                               | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |    121575 | NS      | $11892911.98  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                          | IDEMITSU KOSAN CO LTD                         | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |   1976500 | NS      | $12706160.13  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM AG                                      | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |   1062063 | NS      | $84699456.29  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                 | CONTINENTAL AG                                | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |    233300 | NS      | $20021395.45  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBU ELECTRIC POWER CO INC                    | CHUBU ELECTRIC POWER CO INC                   | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |   1637400 | NS      | $20026622.35  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SAINSBURY (J) PLC                              | SAINSBURY (J) PLC                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   3566436 | NS      | $14290181.62  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THYSSENKRUPP AG                                | THYSSENKRUPP AG COMM                          | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |   1062346 | NS      | $12296825.65  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRIC POWER DEVELOP CO LTD                  | ELECTRIC POWER DEVELOP CO LTD                 | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |    363800 | NS      | $6295786.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |  10410980 | NS      | $53728975.95  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |   1266800 | NS      | $23303827.51  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |    275495 | NS      | $17147097.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |   2094300 | NS      | $29820234.03  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |    277114 | NS      | $8045209.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN HOLDINGS INC                            | TOPPAN HOLDINGS INC                           | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |    688400 | NS      | $18551169.40  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |   3853100 | NS      | $35682292.31  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE (BMW) AG              | BMW AG                                        | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |    719217 | NS      | $68846224.73  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |   4173817 | NS      | $74823921.51  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                    | SWEDBANK AB A                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |   1980664 | NS      | $52828497.63  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |   1538613 | NS      | $98207473.84  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                     | SIGNIFY NV                                    | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |    277238 | NS      | $6675702.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A            | BANCO BILBAO VIZ ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |  12449366 | NS      | $207633862.42 | 2.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   4810681 | NS      | $121494890.40 | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOHAMA RUBBER CO LTD                         | YOKOHAMA RUBBER CO                            | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |    300300 | NS      | $8586149.59   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |   2074400 | NS      | $58918443.54  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| ARKEMA SA                                      | ARKEMA                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |    138013 | NS      | $9434276.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   5913646 | NS      | $212098369.87 | 2.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    556800 | NS      | $9474423.35   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM SA                                      | ALSTOM                                        | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |    717779 | NS      | $16836471.29  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |   4566774 | NS      | $40457670.23  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |   1078008 | NS      | $123666009.23 | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                               | OSAKA GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |    859500 | NS      | $21746506.83  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI OSK LINES LTD                           | MITSUI OSK LINES LTD                          | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |    783800 | NS      | $26345335.41  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO METAL MINING CO LTD                   | SUMITOMO METAL MINING CO LTD                  | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |    586100 | NS      | $12891443.97  | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| WPP PLC                                        | WPP PLC NEW (UK)                              | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   2330338 | NS      | $12617357.39  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                    | KOMATSU LTD                                   | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |   2038700 | NS      | $65682635.08  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  49093304 | NS      | $49103122.42  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                              | RAKUTEN GROUP INC                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |   3215700 | NS      | $16270532.54  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |   1748800 | NS      | $29247489.86  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MTR CORP                                | SUZUKI MOTOR CORP                             | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |   4243700 | NS      | $46627966.80  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN HOLDINGS CO LTD                         | SCREEN HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |    219400 | NS      | $17115371.86  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC PLC                                        | DCC PLC                                       | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |    213778 | NS      | $13438713.63  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE STEEL LTD                                 | KOBE STEEL LTD ORD                            | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |    856200 | NS      | $9407160.52   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   7765000 | NS      | $34866857.10  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS | MICHELIN CL B (REG)                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   1524496 | NS      | $54236244.22  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| B and M EUROPEAN VALUE RETAIL S.A.             | B and M EUROPEAN VALUE RETAIL S.A.            | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |   2059954 | NS      | $6104753.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1645934 | NS      | $64157498.53  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM HLDGS CORP                            | FUJIFILM HOLDINGS CORP                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |   2686900 | NS      | $55732298.55  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                      | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   1995947 | NS      | $89429885.67  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | UNITED OVERSEAS BANK (LOC)                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |   3307400 | NS      | $91888625.83  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                    | SUN HUNG KAI PROPERTIES LTD                   | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |   3255000 | NS      | $38661178.31  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    452533 | NS      | $24573172.68  | 0.28%             |  |  |  | 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        |     15070 | NS      | $29759657.08  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  45589198 | NS      | $49427698.09  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |  10493000 | NS      | $108633032.15 | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                            | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |    242650 | NS      | $16448583.54  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   2102657 | NS      | $114893740.38 | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| MAZDA MOTOR CORP                               | MAZDA MOTOR CORP                              | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |   1296500 | NS      | $7774465.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                       | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    190940 | NS      | $18467086.75  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORP                                      | ORIX CORP                                     | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |   2368600 | NS      | $53205967.66  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                      | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |   1012600 | NS      | $11323678.17  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFINA SA                                      | SOFINA SA                                     | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |     33266 | NS      | $10234867.75  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   3272969 | NS      | $41833257.01  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LTD                       | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |   5671200 | NS      | $12835959.57  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| INCHCAPE PLC                                   | INCHCAPE PLC                                  | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    814103 | NS      | $7547518.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  49757707 | NS      | $49762682.72  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   3658008 | NS      | $41387661.78  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| KOITO MANUFACTURING CO LTD                     | KOITO MANUFACTURING CO LTD                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    518700 | NS      | $6632531.71   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOJITZ CORPORATION                             | SOJITZ CORPORATION                            | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |    486000 | NS      | $11566733.44  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   1972044 | NS      | $77867183.01  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CHEM CO LTD                           | SUMITOMO CHEMICAL CO LTD                      | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |   3579800 | NS      | $8953401.78   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |  10745759 | NS      | $23359022.45  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |   2122149 | NS      | $66002564.32  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                        | TRITAX BIG BOX REIT PLC                       | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |   5358552 | NS      | $9999478.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                   | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |  12259517 | NS      | $33530590.08  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                       | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |   4199000 | NS      | $51156168.66  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |  30790797 | NS      | $150506056.34 | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR CO LTD                            | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |   2217000 | NS      | $16035178.35  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                 | AGL ENERGY LTD                                | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |   1307891 | NS      | $8150905.51   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |   1497589 | NS      | $84793908.76  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 08/21/2025                       | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2562000 | PA      | $2555885.35   | 0.03%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT INC                                        | NTT INC                                       | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |  63130000 | NS      | $63752563.00  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                       | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   3515400 | NS      | $42758032.24  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                       | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |   1086308 | NS      | $150897832.59 | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                        | ELIS SA                                       | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    419202 | NS      | $11596254.17  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   5791500 | NS      | $37696896.49  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                       | REXEL SA                                      | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |    483164 | NS      | $14655860.04  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                    | NIPPON EXPRESS HOLDINGS INC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    507400 | NS      | $11146033.65  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONS AIRLNS CDI                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |   5100836 | NS      | $25486797.14  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | NOMURA HOLDINGS INC                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |   6355305 | NS      | $41985035.68  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   2223447 | NS      | $199600508.06 | 2.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA CORP                                     | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |  11077868 | NS      | $45359722.02  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                    | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    581071 | NS      | $39230074.31  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                               | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |   1264200 | NS      | $51137142.17  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                       | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |   2224900 | NS      | $51867276.41  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | DEUTSCHE BANK AG                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   4129629 | NS      | $136598555.21 | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOMIS AB                                      | LOOMIS AB                                     | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |    153368 | NS      | $6072522.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FUKUOKA FINANCIAL GROUP INC                    | FUKUOKA FINANCIAL GROUP INC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    412900 | NS      | $11258565.05  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUESCOPE STEEL LTD                            | BLUESCOPE STEEL LTD                           | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |    947449 | NS      | $14363613.43  | 0.17%             |  |  |  | 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        |    900327 | NS      | $43132484.29  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LTD                         | SINGAPORE AIRLINES LTD (LOC)                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |   2958800 | NS      | $15454308.82  | 0.18%             |  |  |  | No            |                  2 | On Loan: —       |
| CK ASSET HOLDINGS LTD                          | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |   3931000 | NS      | $18012636.33  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer