# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-004154
**Filing Date:** 2026-6
**Character Count:** 74280
**Document Hash:** 5a44eef1f7278abcc25299f10b1777fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004154.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004154

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 261127179

**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           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $13034198182.88

**Total Liabilities:** $190327470.05

**Net Assets:** $12843870712.83

**Delayed Delivery Securities:** $2434802.69

**Cash Not Reported:** $7876910.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195573 | 6.97%                | -6.93%               | 4.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $209202717.30            | $640341125.60                              |
| Month 2  | $130604582.33            | $-1114803141.12                            |
| Month 3  | $80215403.71             | $413333541.27                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ZALANDO SE                                     | ZALANDO SE                                    | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |    605178 | NS      | $14936918.41  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IVECO GROUP NV                                 | IVECO GROUP NV                                | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    524003 | NS      | $8588420.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TOTALENERGIES SE                               | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   3781674 | NS      | $351917699.46 | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   2289611 | NS      | $93180870.33  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB (SWD STL)                              | SSAB AB - CL B                                | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |   2285482 | NS      | $20605293.30  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH LAND CO PLC                            | BRITISH LAND CO PLC                           | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |   2759740 | NS      | $14529318.36  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                        | AGC INC                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |    603400 | NS      | $21640290.98  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV-GDR                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |   1560136 | NS      | $54180876.67  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURGY ENERGY GROUP SA                        | NATURGY ENERGY GROUP SA                       | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |    967242 | NS      | $30400751.78  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC PLC                                   | INVESTEC PLC                                  | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |   1620437 | NS      | $13869510.65  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AYVENS SA                                      | AYVENS SA                                     | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    951950 | NS      | $12826100.27  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                           | BANCO DE SABADELL SA                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |  13635894 | NS      | $52780423.70  | 0.41%             |  |  |  | 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        |     58659 | NS      | $19290406.98  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SPA                                        | A2A SPA                                       | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |   4323536 | NS      | $12305221.25  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    198168 | NS      | $31863442.72  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORP                                     | AISIN CORP                                    | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |   1558500 | NS      | $24713789.76  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   4953478 | NS      | $91143133.24  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 05/14/2026                       | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2902000 | PA      | $2898245.74   | 0.02%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                        | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |   6661300 | NS      | $136262287.11 | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBUND AG                                     | VERBUND AG                                    | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |    230231 | NS      | $17334010.89  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| AXA SA                                         | AXA SA                                        | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |   3846545 | NS      | $185423836.63 | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                   | ASSOCIATED BRITISH FOODS PLC                  | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |    788317 | NS      | $19630285.80  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA A G                         | LUFTHANSA AG (REGD)                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |   1666313 | NS      | $14277718.17  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   1576874 | NS      | $92869726.53  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                       | ASAHI GROUP HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |   4212000 | NS      | $41469793.69  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                      | BUNZL PLC                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |    898599 | NS      | $29623255.87  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  19055132 | NS      | $232138898.57 | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| STMICROELECTRONICS NV                          | STMICROELECTRONICS NV                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |   1720142 | NS      | $92856760.34  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                         | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   1865529 | NS      | $38844700.99  | 0.30%             |  |  |  | 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        |   3348700 | NS      | $86108773.75  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    510810 | NS      | $22485990.23  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LTD                           | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |   1372242 | NS      | $19634908.01  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   2745983 | NS      | $288387300.39 | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    399243 | NS      | $28184578.63  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLTA AG                                      | AVOLTA AG                                     | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |    276751 | NS      | $15230425.55  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVO-NORDISK AS                                | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |   8479098 | NS      | $360666599.15 | 2.81%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   8274600 | NS      | $158834402.59 | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| COVIVIO                                        | COVIVIO                                       | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |    150963 | NS      | $9957388.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                     | MERCK KGAA                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |    358020 | NS      | $46241928.68  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIVARDEN AB                              | INDUSTRIVARDEN AB SER A                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    816526 | NS      | $43051621.33  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GECINA SA                                      | GECINA                                        | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |    144127 | NS      | $12153761.89  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAULT SA                                     | RENAULT SA ORD                                | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |    509177 | NS      | $17886990.61  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANSKA AB                                     | SKANSKA AB SER B                              | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |    967796 | NS      | $25943463.22  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                  | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |   3282100 | NS      | $127742939.62 | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| RANDSTAD NV                                    | RANDSTAD NV                                   | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |    320569 | NS      | $9458568.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RYANAIR HOLDINGS PLC                           | RYANAIR HOLDINGS PLC                          | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |   1453743 | NS      | $38142124.33  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                           | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    694547 | NS      | $14411941.97  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRATT REDROW PLC                             | BARRATT REDROW PLC                            | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |   3926484 | NS      | $13372636.03  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CARREFOUR SA                                   | CARREFOUR SA (SUPERMARCHE)                    | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |   1550677 | NS      | $30848187.53  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TUI AG                                         | TUI AG (GB)                                   | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |   1246490 | NS      | $9292613.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE HOLDINGS INC                               | JFE HOLDINGS INC                              | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |   1775400 | NS      | $19498057.11  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO CORP                                     | DENSO CORP                                    | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |   5401800 | NS      | $64541007.44  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |   1029892 | NS      | $126151066.73 | 0.98%             |  |  |  | No            |                  2 | On Loan: —       |
| ITV PLC                                        | ITV PLC                                       | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |   9946037 | NS      | $10827255.85  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                              | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |   4170014 | NS      | $67545367.60  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                 | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   4711422 | NS      | $18526750.85  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                             | QANTAS AIRWAYS LTD                            | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |   2046511 | NS      | $12513175.07  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |   3355200 | NS      | $124753738.34 | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| EVOLUTION AB                                   | EVOLUTION AB                                  | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |    402351 | NS      | $28355976.76  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH CO LTD                                   | RICOH CO LTD                                  | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |   1572500 | NS      | $13261096.27  | 0.10%             |  |  |  | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                             | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   3100938 | NS      | $60567885.38  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM FIRMENICH AG                               | DSM FIRMENICH AG                              | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |    691876 | NS      | $51675429.19  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD                                       | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |    171538 | NS      | $17318194.83  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON                                       | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   8095469 | NS      | $96570837.46  | 0.75%             |  |  |  | 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        |  10201186 | NS      | $175997095.00 | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK LTD                       | ISRAEL DISCOUNT BANK LTD CL A                 | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |   3318389 | NS      | $36946663.38  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KION GROUP AG                                  | KION GROUP AG                                 | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |    191923 | NS      | $9978594.03   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES GROUP PLC                      | LAND SECURITIES GROUP PLC                     | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |   2070518 | NS      | $16659986.46  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV RT 12/31/2049                | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |   1560136 | NS      | $1281737.54   | 0.01%             |  |  |  | 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        |   2627486 | NS      | $198537151.20 | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                   | CAPGEMINI SA (FF40)                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    423610 | NS      | $51517945.27  | 0.40%             |  |  |  | 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        |   5975687 | NS      | $63484980.60  | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| SEIKO EPSON CORP                               | SEIKO EPSON CORP                              | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |    866100 | NS      | $11649682.30  | 0.09%             |  |  |  | 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        |   1207800 | NS      | $22877100.59  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   9928483 | NS      | $260299753.59 | 2.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SAISON CO LTD                           | CREDIT SAISON CO LTD                          | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |    409500 | NS      | $11342671.95  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC LTD                              | SWIRE PACIFIC LTD CL A                        | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |   1219900 | NS      | $13268834.67  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |    290758 | NS      | $14980792.81  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI CHEMICALS INC                           | MITSUI CHEMICALS INC                          | CUSIP: N/A<br>LEI: 353800H2UB5ZEZRZQC02       | Long             | EC               | CORP              | JP        |   1031100 | NS      | $12578469.41  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LTD                               | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |   1491000 | NS      | $20543766.32  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI KASEI CORP                               | ASAHI KASEI CORP                              | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |   3784100 | NS      | $37234985.84  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS and SPENCER GROUP PLC                    | MARKS and SPENCER GROUP PLC                   | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |   5702054 | NS      | $25612689.93  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                   | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    612533 | NS      | $24773271.86  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    519721 | NS      | $30669319.43  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EASYJET PLC                                    | EASYJET PLC                                   | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |   1778343 | NS      | $8508298.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NIDEC CORP                                     | NIDEC CORP                                    | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |   2906900 | NS      | $44777212.21  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLICIS GROUPE SA                             | PUBLICIS GROUPE SA                            | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |    627056 | NS      | $58590465.99  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   2893232 | NS      | $291454294.55 | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT JUN26 MFSM6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       679 | NC      | $6285054.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI KISEN KAISHA LTD                      | KAWASAKI KISEN KAISHA LTD                     | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |   1771300 | NS      | $28878222.33  | 0.22%             |  |  |  | No            |                  2 | On Loan: —       |
| NIPPON YUSEN KK                                | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |   1202300 | NS      | $43209099.89  | 0.34%             |  |  |  | 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        |   1308800 | NS      | $14150653.00  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECCO GROUP AG                                | ADECCO GROUP AG                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    464872 | NS      | $10661683.29  | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| MITSUBISHI CORP                                | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |   9374900 | NS      | $300246602.18 | 2.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                              | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |  14885000 | NS      | $54799141.34  | 0.43%             |  |  |  | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK HOLDING AG                       | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |   1336009 | NS      | $67385530.96  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                 | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |   3798800 | NS      | $22270249.48  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DRAX GROUP PLC                                 | DRAX GROUP PLC                                | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    934497 | NS      | $11236005.95  | 0.09%             |  |  |  | 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        |   2842200 | NS      | $45532506.37  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                    | ARCELORMITTAL SA                              | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |   1180630 | NS      | $68229228.92  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    560300 | NS      | $10011070.20  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                                | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    850000 | NS      | $8927189.77   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIBU HOLDINGS INC                             | SEIBU HOLDINGS INC                            | CUSIP: N/A<br>LEI: 353800JY9TYV9WTCN620       | Long             | EC               | CORP              | JP        |    688200 | NS      | $16195062.68  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| TOHOKU ELECTRIC POWER INC                      | TOHOKU ELECTRIC POWER INC                     | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |   1388000 | NS      | $9694851.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HEXAGON AB                                     | HEXAGON AB SER B                              | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |   4935098 | NS      | $53045855.84  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                  | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   5797820 | NS      | $66671583.12  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   5159930 | NS      | $234605539.41 | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                    | KIOXIA HOLDINGS CORPORATION                   | CUSIP: N/A<br>LEI: 35380080RTKRARNH4R73       | Long             | EC               | CORP              | JP        |    491700 | NS      | $118971074.40 | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |    577556 | NS      | $26133529.00  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                | TELEPERFORMANCE                               | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |    147079 | NS      | $9932512.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CHUBU ELECTRIC POWER CO INC                    | CHUBU ELECTRIC POWER CO INC                   | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |   2100100 | NS      | $36119363.61  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | BANK LEUMI LE-ISRAEL BM                       | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |   3956129 | NS      | $100092647.21 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| LY CORPORATION                                 | LY CORPORATION                                | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |   6883400 | NS      | $18104904.33  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SAINSBURY (J) PLC                              | SAINSBURY (J) PLC                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   4648497 | NS      | $20798054.21  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THYSSENKRUPP AG                                | THYSSENKRUPP AG COMM                          | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |   1357409 | NS      | $16066646.24  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIICHI LIFE GROUP INC                         | DAIICHI LIFE GROUP INC                        | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |   8791100 | NS      | $80488564.35  | 0.63%             |  |  |  | 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        |    464800 | NS      | $11375013.41  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |  10994698 | NS      | $49613794.61  | 0.39%             |  |  |  | No            |                  2 | On Loan: —       |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |   1571600 | NS      | $23409314.69  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |    333605 | NS      | $24306524.42  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |   2494400 | NS      | $65029458.11  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |    356256 | NS      | $19400761.30  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |   4776600 | NS      | $55394520.14  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE (BMW) AG              | BMW AG                                        | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |    881297 | NS      | $80595322.98  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |   5119160 | NS      | $130358536.12 | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                    | DAIWA HOUSE INDUSTRY CO LTD                   | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |   1681100 | NS      | $51291980.00  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |   1857846 | NS      | $149556713.12 | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   3901831 | NS      | $154431899.70 | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| YOKOHAMA RUBBER CO LTD                         | YOKOHAMA RUBBER CO                            | CUSIP: N/A<br>LEI: 52990036XNWY2FMYWB76       | Long             | EC               | CORP              | JP        |    404200 | NS      | $16451654.60  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |   2512600 | NS      | $64640555.04  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                         | YARA INTERNATIONAL ASA                        | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |    452138 | NS      | $26304400.79  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                           | ENDEAVOUR MINING PLC                          | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |    521192 | NS      | $31304618.22  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKEMA SA                                      | ARKEMA                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |    171965 | NS      | $12513256.82  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   8406541 | NS      | $271536705.42 | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    711400 | NS      | $13509638.05  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| ALSTOM SA                                      | ALSTOM                                        | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |    924277 | NS      | $18572694.58  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |   5501814 | NS      | $40092779.77  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |   1271789 | NS      | $116521152.29 | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUI OSK LINES LTD                           | MITSUI OSK LINES LTD                          | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |   1005200 | NS      | $37970590.02  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                        | SEKISUI CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |   1100600 | NS      | $16865458.52  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO FORESTRY CO LTD                       | SUMITOMO FORESTRY CO LTD                      | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |   1707300 | NS      | $15429107.24  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                        | WPP PLC NEW (UK)                              | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   2977581 | NS      | $10780545.41  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                    | KOMATSU LTD                                   | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |   2528200 | NS      | $108252466.32 | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  13442598 | NS      | $13445286.81  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                              | RAKUTEN GROUP INC                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |   4215200 | NS      | $20523037.14  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MTR CORP                                | SUZUKI MOTOR CORP                             | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |   5441000 | NS      | $60849083.41  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| KOBE STEEL LTD                                 | KOBE STEEL LTD ORD                            | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |   1093900 | NS      | $13481251.57  | 0.10%             |  |  |  | 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        |   9955000 | NS      | $57263038.71  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS | MICHELIN CL B (REG)                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   1904379 | NS      | $68988126.82  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   2060101 | NS      | $78268739.82  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECCO GROUP AG                                | ADECCO GROUP AG SCRIP RT                      | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    464872 | NS      | $594960.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FUJIFILM HLDGS CORP                            | FUJIFILM HOLDINGS CORP                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |   3376500 | NS      | $62139894.17  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                      | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   2548200 | NS      | $150889759.62 | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | UNITED OVERSEAS BANK (LOC)                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |   3894900 | NS      | $110923089.82 | 0.86%             |  |  |  | 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        |   4167500 | NS      | $72960775.07  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    570533 | NS      | $38894543.08  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                            | LEG IMMOBILIEN SE                             | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |    208582 | NS      | $14602455.11  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AP MOLLER MAERSK AS                            | A P MOLLER - MAERSK A/S B                     | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |     19263 | NS      | $45637742.95  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  54171809 | NS      | $86195303.34  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |  11260600 | NS      | $91373478.29  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                            | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |    311642 | NS      | $22091821.52  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                     | VONOVIA SE                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |   2329345 | NS      | $62760028.49  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKELEY GROUP HOLDINGS PLC                    | BERKELEY GRP HLDGS PLC                        | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |    261040 | NS      | $11365543.55  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   2838230 | NS      | $98707277.52  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| MAZDA MOTOR CORP                               | MAZDA MOTOR CORP                              | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |   1656600 | NS      | $10663407.56  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                               | PERNOD-RICARD                                 | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |    551988 | NS      | $41035834.45  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                       | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   4463593 | NS      | $155586401.01 | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEALAND PHARMA A/S                             | ZEALAND PHARMA A/S                            | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |    177649 | NS      | $8353519.33   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   4112580 | NS      | $59779045.25  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LTD                       | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |   7285900 | NS      | $20782115.41  | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| INCHCAPE PLC                                   | INCHCAPE PLC                                  | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    989122 | NS      | $11120220.37  | 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        | 185960609 | NS      | $185979205.37 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB                                    | INVESTOR AB SER B                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |   4729173 | NS      | $190544784.17 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   4605238 | NS      | $66375620.05  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   2467957 | NS      | $115918640.02 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO CHEM CO LTD                           | SUMITOMO CHEMICAL CO LTD                      | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |   4576000 | NS      | $14931880.49  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                        | VEOLIA ENVIRONNEMENT                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |   1610075 | NS      | $68088791.53  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |   2666057 | NS      | $119059127.57 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| PANDORA A/S                                    | PANDORA A/S                                   | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |    219486 | NS      | $16677371.63  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                        | TRITAX BIG BOX REIT PLC                       | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |   6861431 | NS      | $14098405.24  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                   | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |  15738583 | NS      | $46376947.33  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                       | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |   5275400 | NS      | $96457541.12  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     35736 | NS      | $51658041.95  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |  38264556 | NS      | $224915931.35 | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZI SPA                                      | BUZZI SPA                                     | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |    239249 | NS      | $13062564.31  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAHA MOTOR CO LTD                            | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |   2826700 | NS      | $19854673.99  | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |   2000043 | NS      | $116582780.18 | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT INC                                        | NTT INC                                       | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |  82754800 | NS      | $80608260.19  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                       | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   5076600 | NS      | $102662293.69 | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                       | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |   1385711 | NS      | $209550521.77 | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  22110405 | NS      | $176349871.41 | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                        | ELIS SA                                       | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    569300 | NS      | $17545853.95  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   7532000 | NS      | $62893625.35  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                       | REXEL SA                                      | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |    609155 | NS      | $25566067.30  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                    | NIPPON EXPRESS HOLDINGS INC                   | CUSIP: N/A<br>LEI: 353800J92032K44KQX35       | Long             | EC               | CORP              | JP        |    603600 | NS      | $15853094.65  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONS AIRLNS CDI                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |   6322579 | NS      | $31987056.70  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                            | NOMURA HOLDINGS INC                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |   8149805 | NS      | $65278573.39  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   2972298 | NS      | $278137174.29 | 2.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA CORP                                     | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |  11283295 | NS      | $140438188.90 | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                    | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    728462 | NS      | $63523485.56  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                               | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |   3251400 | NS      | $67567525.69  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                       | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |   2681500 | NS      | $64330451.96  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | DEUTSCHE BANK AG                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   5292163 | NS      | $164595398.77 | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |   1138672 | NS      | $55145441.14  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE AIRLINES LTD                         | SINGAPORE AIRLINES LTD (LOC)                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |   4031000 | NS      | $19964447.01  | 0.16%             |  |  |  | No            |                  2 | On Loan: —       |
| CK ASSET HOLDINGS LTD                          | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |   5429500 | NS      | $34201809.21  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer