# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002054
**Filing Date:** 2026-3
**Character Count:** 80102
**Document Hash:** a94b3239a34b9798c4908b94711619db
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002054.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002054

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26790651

**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 Low Volatility Index Fund (Series ID: S000049310)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000155835 | Fidelity SAI International Low Volatility Index Fund | FSKLX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI International Low Volatility Index Fund**

**January 31, 2026**

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

SV2-NPRT1-0426

1.9866140.110 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.9%** | &nbsp;&nbsp;**Common Stocks - 98.9%** | &nbsp;&nbsp;**Common Stocks - 98.9%** |
|  | Shares | Value ($)<br>|
| AUSTRALIA - 3.9%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Telstra Group Ltd  | 2465944 | 8379741 |
| Consumer Discretionary - 0.5% |  |  |
| Hotels, Restaurants & Leisure - 0.5% |  |  |
| Lottery Corp/The  | 10163388 | 36447968 |
| Financials - 2.0% |  |  |
| Capital Markets - 0.5% |  |  |
| ASX Ltd  | 887202 | 35387762 |
| Insurance - 1.5% |  |  |
| Insurance Australia Group Ltd  | 10800523 | 57159176 |
| Medibank Pvt Ltd  | 12575424 | 40456862 |
|  |  | 97616038 |
| TOTAL FINANCIALS |  | 133003800 |
| Health Care - 0.5% |  |  |
| Biotechnology - 0.5% |  |  |
| CSL Ltd  | 302539 | 38122890 |
| Industrials - 0.8% |  |  |
| Professional Services - 0.8% |  |  |
| Computershare Ltd  | 2482569 | 56546985 |
| TOTAL AUSTRALIA |  | 272501384 |
| CHINA - 1.2%  |  |  |
| Financials - 1.2% |  |  |
| Banks - 1.2% |  |  |
| BOC Hong Kong Holdings Ltd  | 16415000 | 86654626 |
| DENMARK - 1.7%  |  |  |
| Financials - 0.9% |  |  |
| Banks - 0.4% |  |  |
| Ringkjoebing Landbobank A/S  | 116499 | 29400495 |
| Insurance - 0.5% |  |  |
| Tryg A/S  | 1463486 | 35563057 |
| TOTAL FINANCIALS |  | 64963552 |
| Health Care - 0.8% |  |  |
| Pharmaceuticals - 0.8% |  |  |
| Novo Nordisk A/S Series B  | 881308 | 52331404 |
| TOTAL DENMARK |  | 117294956 |
| FINLAND - 2.6%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Elisa Oyj A Shares  | 370969 | 16340296 |
| Financials - 1.8% |  |  |
| Insurance - 1.8% |  |  |
| Mandatum Holding Oy  | 1904684 | 15533094 |
| Sampo Oyj A Shares  | 9233019 | 102969545 |
| TOTAL FINANCIALS |  | 118502639 |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| Kone Oyj B Shares  | 16396 | 1178149 |
| Materials - 0.6% |  |  |
| Containers & Packaging - 0.2% |  |  |
| Huhtamaki Oyj  | 427723 | 15017383 |
| Paper & Forest Products - 0.4% |  |  |
| UPM-Kymmene Oyj  | 1022397 | 28206031 |
| TOTAL MATERIALS |  | 43223414 |
| TOTAL FINLAND |  | 179244498 |
| FRANCE - 3.9%  |  |  |
| Communication Services - 1.8% |  |  |
| Diversified Telecommunication Services - 1.8% |  |  |
| Orange SA  | 6538495 | 121550887 |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| Danone SA  | 83844 | 6570012 |
| Health Care - 0.4% |  |  |
| Pharmaceuticals - 0.4% |  |  |
| Ipsen SA  | 176050 | 28714487 |
| Materials - 1.7% |  |  |
| Chemicals - 1.7% |  |  |
| Air Liquide SA  | 617995 | 115727254 |
| TOTAL FRANCE |  | 272562640 |
| GERMANY - 4.1%  |  |  |
| Consumer Staples - 0.7% |  |  |
| Personal Care Products - 0.7% |  |  |
| Beiersdorf AG  | 419017 | 49980095 |
| Financials - 2.7% |  |  |
| Capital Markets - 1.6% |  |  |
| Deutsche Boerse AG  | 411615 | 104231366 |
| Insurance - 1.1% |  |  |
| Hannover Rueck SE  | 275329 | 77935062 |
| TOTAL FINANCIALS |  | 182166428 |
| Materials - 0.7% |  |  |
| Chemicals - 0.7% |  |  |
| Symrise AG  | 606301 | 51042725 |
| TOTAL GERMANY |  | 283189248 |
| HONG KONG - 4.0%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| PCCW Ltd  | 20150000 | 15037506 |
| Industrials - 0.5% |  |  |
| Ground Transportation - 0.5% |  |  |
| MTR Corp Ltd  | 7391083 | 32716382 |
| Real Estate - 0.9% |  |  |
| Real Estate Management & Development - 0.9% |  |  |
| Hongkong Land Holdings Ltd (Singapore)  | 4577500 | 38862975 |
| Sino Land Co Ltd  | 16712457 | 25201001 |
| TOTAL REAL ESTATE |  | 64063976 |
| Utilities - 2.4% |  |  |
| Electric Utilities - 1.7% |  |  |
| CLP Holdings Ltd  | 7267500 | 68794771 |
| Power Assets Holdings Ltd  | 6227500 | 48347804 |
|  |  | 117142575 |
| Gas Utilities - 0.7% |  |  |
| Hong Kong & China Gas Co Ltd  | 49417015 | 46620422 |
| TOTAL UTILITIES |  | 163762997 |
| TOTAL HONG KONG |  | 275580861 |
| INDONESIA - 1.0%  |  |  |
| Industrials - 1.0% |  |  |
| Industrial Conglomerates - 1.0% |  |  |
| Jardine Matheson Holdings Ltd (Singapore)  | 943076 | 68627641 |
| ISRAEL - 1.6%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Bezeq The Israeli Telecommunication Corp Ltd  | 10632945 | 27384640 |
| Industrials - 1.3% |  |  |
| Aerospace & Defense - 1.3% |  |  |
| Elbit Systems Ltd  | 122741 | 87037155 |
| TOTAL ISRAEL |  | 114421795 |
| ITALY - 0.4%  |  |  |
| Health Care - 0.4% |  |  |
| Pharmaceuticals - 0.4% |  |  |
| Recordati Industria Chimica e Farmaceutica SpA  | 488186 | 26815627 |
| JAPAN - 31.0%  |  |  |
| Communication Services - 3.9% |  |  |
| Diversified Telecommunication Services - 1.0% |  |  |
| NTT Inc  | 73908700 | 74269376 |
| Wireless Telecommunication Services - 2.9% |  |  |
| KDDI Corp  | 5977300 | 100920590 |
| SoftBank Corp  | 72783200 | 98931227 |
|  |  | 199851817 |
| TOTAL COMMUNICATION SERVICES |  | 274121193 |
| Consumer Discretionary - 4.3% |  |  |
| Automobile Components - 1.3% |  |  |
| Bridgestone Corp (b) | 3870800 | 87148188 |
| Automobiles - 1.6% |  |  |
| Toyota Motor Corp  | 4868800 | 110353821 |
| Broadline Retail - 0.4% |  |  |
| Pan Pacific International Holdings Corp  | 4592000 | 27187128 |
| Hotels, Restaurants & Leisure - 0.6% |  |  |
| McDonald's Holdings Co Japan Ltd (b) | 394600 | 17108852 |
| Skylark Holdings Co Ltd  | 1038800 | 21137124 |
|  |  | 38245976 |
| Household Durables - 0.3% |  |  |
| Haseko Corp  | 933800 | 19097163 |
| Specialty Retail - 0.1% |  |  |
| Shimamura Co Ltd  | 219100 | 14688308 |
| TOTAL CONSUMER DISCRETIONARY |  | 296720584 |
| Consumer Staples - 0.4% |  |  |
| Beverages - 0.2% |  |  |
| Suntory Beverage & Food Ltd  | 417900 | 13158610 |
| Food Products - 0.2% |  |  |
| Nisshin Seifun Group Inc  | 1141400 | 14485071 |
| TOTAL CONSUMER STAPLES |  | 27643681 |
| Financials - 7.2% |  |  |
| Banks - 4.0% |  |  |
| Gunma Bank Ltd/The  | 1702000 | 21329988 |
| Hachijuni Nagano Bank Ltd  | 2074300 | 25801418 |
| Hirogin Holdings Inc  | 1394300 | 15739481 |
| Japan Post Bank Co Ltd  | 8164000 | 144542259 |
| Kyoto Financial Group Inc  | 1376100 | 33139860 |
| Mebuki Financial Group Inc  | 4507200 | 33885547 |
|  |  | 274438553 |
| Consumer Finance - 0.2% |  |  |
| Marui Group Co Ltd  | 838600 | 16397025 |
| Insurance - 3.0% |  |  |
| Japan Post Holdings Co Ltd  | 7873600 | 94349904 |
| Tokio Marine Holdings Inc  | 3101800 | 115611993 |
|  |  | 209961897 |
| TOTAL FINANCIALS |  | 500797475 |
| Health Care - 1.3% |  |  |
| Health Care Providers & Services - 0.2% |  |  |
| Medipal Holdings Corp  | 940900 | 17017182 |
| Pharmaceuticals - 1.1% |  |  |
| Astellas Pharma Inc  | 5368500 | 74675281 |
| TOTAL HEALTH CARE |  | 91692463 |
| Industrials - 5.0% |  |  |
| Air Freight & Logistics - 0.2% |  |  |
| Yamato Holdings Co Ltd  | 1316900 | 17193050 |
| Building Products - 0.5% |  |  |
| Agc Inc  | 992700 | 36555940 |
| Commercial Services & Supplies - 1.0% |  |  |
| Secom Co Ltd  | 1874940 | 68685802 |
| Construction & Engineering - 0.3% |  |  |
| Kinden Corp  | 529500 | 23395716 |
| Ground Transportation - 2.3% |  |  |
| Hankyu Hanshin Holdings Inc  | 1097540 | 30608572 |
| Kintetsu Group Holdings Co Ltd  | 870600 | 18040929 |
| Kyushu Railway Co  | 718300 | 18314886 |
| Tobu Railway Co Ltd  | 918800 | 16190021 |
| Tokyu Corp  | 2596500 | 29285285 |
| West Japan Railway Co  | 1966900 | 40148858 |
|  |  | 152588551 |
| Industrial Conglomerates - 0.3% |  |  |
| Sekisui Chemical Co Ltd  | 1218800 | 21523523 |
| Machinery - 0.4% |  |  |
| NGK Insulators Ltd  | 1142700 | 27238436 |
| TOTAL INDUSTRIALS |  | 347181018 |
| Information Technology - 3.0% |  |  |
| Electronic Equipment, Instruments & Components - 1.6% |  |  |
| Hirose Electric Co Ltd  | 140200 | 15024664 |
| Kyocera Corp  | 6414100 | 95656131 |
|  |  | 110680795 |
| IT Services - 0.3% |  |  |
| Otsuka Corp  | 1041100 | 20598657 |
| Technology Hardware, Storage & Peripherals - 1.1% |  |  |
| Canon Inc  | 2104600 | 63711883 |
| FUJIFILM Holdings Corp  | 604730 | 12079639 |
|  |  | 75791522 |
| TOTAL INFORMATION TECHNOLOGY |  | 207070974 |
| Materials - 0.6% |  |  |
| Chemicals - 0.2% |  |  |
| Kuraray Co Ltd  | 1439700 | 15493799 |
| Paper & Forest Products - 0.4% |  |  |
| Oji Holdings Corp  | 4076600 | 24107679 |
| TOTAL MATERIALS |  | 39601478 |
| Real Estate - 1.7% |  |  |
| Diversified REITs - 0.5% |  |  |
| Daiwa House REIT Investment Corp  | 20954 | 18251481 |
| United Urban Investment Corp  | 13983 | 16146046 |
|  |  | 34397527 |
| Office REITs - 1.0% |  |  |
| Japan Real Estate Investment Corp  | 32479 | 26191388 |
| Nippon Building Fund Inc  | 30248 | 28047223 |
| Orix JREIT Inc  | 25198 | 16868136 |
|  |  | 71106747 |
| Residential REITs - 0.2% |  |  |
| Advance Residence Investment Corp  | 13083 | 14202274 |
| TOTAL REAL ESTATE |  | 119706548 |
| Utilities - 3.6% |  |  |
| Electric Utilities - 1.6% |  |  |
| Chubu Electric Power Co Inc  | 3461000 | 50295871 |
| Kansai Electric Power Co Inc/The  | 3760400 | 59968126 |
|  |  | 110263997 |
| Gas Utilities - 1.9% |  |  |
| Osaka Gas Co Ltd  | 1816660 | 68013234 |
| Tokyo Gas Co Ltd  | 1457200 | 64461044 |
|  |  | 132474278 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Electric Power Development Co Ltd  | 344500 | 7310274 |
| TOTAL UTILITIES |  | 250048549 |
| TOTAL JAPAN |  | 2154583963 |
| NETHERLANDS - 5.1%  |  |  |
| Communication Services - 1.3% |  |  |
| Diversified Telecommunication Services - 1.3% |  |  |
| Koninklijke KPN NV  | 17755669 | 86958652 |
| Consumer Staples - 1.6% |  |  |
| Consumer Staples Distribution & Retail - 1.5% |  |  |
| Koninklijke Ahold Delhaize NV  | 2582470 | 100894872 |
| Food Products - 0.1% |  |  |
| Magnum Ice Cream Co NV/The  | 426202 | 7574947 |
| TOTAL CONSUMER STAPLES |  | 108469819 |
| Financials - 0.4% |  |  |
| Financial Services - 0.4% |  |  |
| EXOR NV  | 421200 | 34499517 |
| Industrials - 1.2% |  |  |
| Professional Services - 1.2% |  |  |
| Wolters Kluwer NV  | 902890 | 84784175 |
| Information Technology - 0.6% |  |  |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| ASML Holding NV  | 26773 | 38389966 |
| TOTAL NETHERLANDS |  | 353102129 |
| NORWAY - 0.6%  |  |  |
| Consumer Staples - 0.6% |  |  |
| Food Products - 0.6% |  |  |
| Orkla ASA  | 3434811 | 40730535 |
| SINGAPORE - 3.4%  |  |  |
| Financials - 2.3% |  |  |
| Banks - 1.6% |  |  |
| Oversea-Chinese Banking Corp Ltd  | 6573200 | 109699738 |
| Capital Markets - 0.7% |  |  |
| Singapore Exchange Ltd  | 3719000 | 51541522 |
| TOTAL FINANCIALS |  | 161241260 |
| Industrials - 0.8% |  |  |
| Aerospace & Defense - 0.8% |  |  |
| Singapore Technologies Engineering Ltd  | 6986400 | 53821806 |
| Information Technology - 0.1% |  |  |
| Electronic Equipment, Instruments & Components - 0.1% |  |  |
| Venture Corp Ltd  | 507800 | 6526633 |
| Real Estate - 0.2% |  |  |
| Industrial REITs - 0.2% |  |  |
| CapitaLand Ascendas REIT  | 44999 | 100815 |
| Mapletree Industrial Trust  | 9766743 | 16199849 |
| TOTAL REAL ESTATE |  | 16300664 |
| TOTAL SINGAPORE |  | 237890363 |
| SPAIN - 0.5%  |  |  |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| Redeia Corp SA  | 1852139 | 32008580 |
| SWEDEN - 0.2%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Household Products - 0.2% |  |  |
| Essity AB B Shares  | 547039 | 16163981 |
| SWITZERLAND - 8.3%  |  |  |
| Communication Services - 1.4% |  |  |
| Diversified Telecommunication Services - 1.4% |  |  |
| Swisscom AG  | 115896 | 94974602 |
| Consumer Staples - 1.0% |  |  |
| Food Products - 1.0% |  |  |
| Chocoladefabriken Lindt & Spruengli AG  | 489 | 72111765 |
| Financials - 1.5% |  |  |
| Banks - 0.2% |  |  |
| Banque Cantonale Vaudoise  | 129670 | 17545413 |
| Insurance - 1.3% |  |  |
| Zurich Insurance Group AG  | 122625 | 87238120 |
| TOTAL FINANCIALS |  | 104783533 |
| Health Care - 0.4% |  |  |
| Health Care Providers & Services - 0.4% |  |  |
| Galenica AG (c)(d) | 228268 | 28524272 |
| Industrials - 1.3% |  |  |
| Professional Services - 1.3% |  |  |
| SGS SA  | 728013 | 87393579 |
| Materials - 0.4% |  |  |
| Chemicals - 0.4% |  |  |
| Givaudan SA  | 7645 | 29549525 |
| Real Estate - 2.1% |  |  |
| Real Estate Management & Development - 2.1% |  |  |
| Allreal Holding AG  | 66646 | 19483857 |
| Mobimo Holding AG  | 33143 | 16677611 |
| PSP Swiss Property AG  | 209403 | 41986243 |
| Swiss Prime Site AG  | 366303 | 62215360 |
| TOTAL REAL ESTATE |  | 140363071 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| BKW AG  | 89190 | 16833091 |
| TOTAL SWITZERLAND |  | 574533438 |
| UNITED KINGDOM - 13.6%  |  |  |
| Consumer Discretionary - 0.5% |  |  |
| Diversified Consumer Services - 0.5% |  |  |
| Pearson PLC  | 2954827 | 38864706 |
| Consumer Staples - 5.8% |  |  |
| Beverages - 0.7% |  |  |
| Diageo PLC  | 2220057 | 51084171 |
| Household Products - 1.8% |  |  |
| Reckitt Benckiser Group PLC  | 1462939 | 121950422 |
| Personal Care Products - 1.9% |  |  |
| Unilever PLC  | 1894331 | 128870255 |
| Tobacco - 1.4% |  |  |
| British American Tobacco PLC  | 1620374 | 97892629 |
| TOTAL CONSUMER STAPLES |  | 399797477 |
| Financials - 0.7% |  |  |
| Insurance - 0.7% |  |  |
| Admiral Group PLC  | 1230672 | 46309726 |
| Health Care - 2.0% |  |  |
| Pharmaceuticals - 2.0% |  |  |
| Astrazeneca PLC  | 762710 | 142103623 |
| Industrials - 2.6% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| BAE Systems PLC  | 470249 | 12765823 |
| Commercial Services & Supplies - 0.3% |  |  |
| Serco Group PLC  | 4667910 | 19162004 |
| Industrial Conglomerates - 0.1% |  |  |
| CK Hutchison Holdings Ltd  | 761500 | 6140208 |
| Professional Services - 1.4% |  |  |
| RELX PLC  | 2771942 | 98270942 |
| Trading Companies & Distributors - 0.6% |  |  |
| Bunzl PLC  | 1495824 | 41947503 |
| TOTAL INDUSTRIALS |  | 178286480 |
| Utilities - 2.0% |  |  |
| Multi-Utilities - 2.0% |  |  |
| National Grid PLC  | 7833313 | 133084501 |
| Water Utilities - 0.0% |  |  |
| Severn Trent PLC  | 81347 | 3259191 |
| TOTAL UTILITIES |  | 136343692 |
| TOTAL UNITED KINGDOM |  | 941705704 |
| UNITED STATES - 11.8%  |  |  |
| Consumer Staples - 1.3% |  |  |
| Food Products - 1.3% |  |  |
| Nestle SA  | 936228 | 89341010 |
| Health Care - 10.5% |  |  |
| Life Sciences Tools & Services - 0.7% |  |  |
| QIAGEN NV (Germany)  | 943079 | 49879747 |
| Pharmaceuticals - 9.8% |  |  |
| GSK PLC  | 5243677 | 135610190 |
| Haleon PLC  | 21281496 | 111300172 |
| Novartis AG  | 1015706 | 150700115 |
| Roche Holding AG non-voting shares  | 390345 | 177505457 |
| Sanofi SA  | 1083340 | 102184673 |
|  |  | 677300607 |
| TOTAL HEALTH CARE |  | 727180354 |
| TOTAL UNITED STATES |  | 816521364 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $5,600,217,847) |  | <br> **6864133333** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (f)<br>(Cost $2,961,574)<br>| 3.82 | 2965000 | **2962041** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g) | 3.70 | 37984494 | 37992091 |
| Fidelity Securities Lending Cash Central Fund (g)(h) | 3.70 | 26318085 | 26320716 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $64,312,807) |  |  | **64312807** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.8%**<br> (Cost $5,667,492,228)<br>| <br>**6931408181** |
| **NET OTHER ASSETS (LIABILITIES) - 0.2%**  | **12609052** |
| **NET ASSETS - 100.0%** | **6944017233** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI EAFE Index Contracts (United States) | 528 | 3/2026 | 80171520 | 3971878 |
| The notional amount of long futures as a percentage of Net Assets is 1.2%. | The notional amount of long futures as a percentage of Net Assets is 1.2%. | The notional amount of long futures as a percentage of Net Assets is 1.2%. | The notional amount of long futures as a percentage of Net Assets is 1.2%. | The notional amount of long futures as a percentage of Net Assets is 1.2%. |

---

**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) 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 $28,524,272 or 0.4% of net assets.

(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 $28,524,272 or 0.4% of net assets.

(e) 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.

(f) 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 $2,472,530.

(g) 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.

(h) 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 | 57476428 | 263313843 | 282798508 | 661139 | 328 | - | 37992091 | 37984494 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 30918962 | 94586980 | 99178894 | 78420 | (6332) | - | 26320716 | 26318085 | 0.1% |
| Total | 88395390 | 357900823 | 381977402 | 739559 | (6004) | - | 64312807 |  |  |

---

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 Low Volatility Index Fund

- **b. EDGAR series identifier (if any):** S000049310

- **c. LEI of Series:** 549300DBSHCL3C71CO63

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6972493203.76

**Total Liabilities:** $27906122.25

**Net Assets:** $6944587081.51

**Cash Not Reported:** $2401730.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155835 | 2.77%                | 1.76%                | 3.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16303042.74            | $179931875.76                              |
| Month 2  | $4767.98                 | $104773856.30                              |
| Month 3  | $12933670.99             | $234925412.75                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIR LIQUIDE SA                                 | AIR LIQUIDE SA                                | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |    617995 | NS      | $115727253.67 | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTELLAS PHARMA INC                            | ASTELLAS PHARMA INC                           | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |   5368500 | NS      | $74675281.19  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE OYJ                                       | KONE OYJ B                                    | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |     16396 | NS      | $1178149.62   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED URBAN INVESTMENT CORP                   | UNITED URBAN INVESTMENT CORP                  | CUSIP: N/A<br>LEI: 353800GYZWBD7BDCN841       | Long             | EC               | CORP              | JP        |     13983 | NS      | $16146046.14  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYG AS                                        | TRYG AS                                       | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |   1463486 | NS      | $35563057.07  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIMO HOLDING AG                              | MOBIMO HOLDING AG                             | CUSIP: N/A<br>LEI: 50670018HN8O1GD3O385       | Long             | EC               | CORP              | CH        |     33143 | NS      | $16677610.76  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                        | AGC INC                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |    992700 | NS      | $36555940.17  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                | ASML HOLDING NV                               | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     26773 | NS      | $38389966.42  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                | ASTRAZENECA PLC                               | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |    762710 | NS      | $142103622.60 | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IPSEN                                          | IPSEN PROMESSES                               | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |    176050 | NS      | $28714487.45  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE SYSTEMS PLC                                | BAE SYSTEMS PLC                               | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |    470249 | NS      | $12765823.32  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIWA HOUSE REIT INVESTMENT CO                 | DAIWA HOUSE REIT INVESTMENT CO                | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |     20954 | NS      | $18251481.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE CANTONALE VAUDOISE                      | BANQUE CANTONALE VAUDOISE                     | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |    129670 | NS      | $17545413.62  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIERSDORF AG                                  | BEIERSDORF AG                                 | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |    419017 | NS      | $49980095.12  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLREAL HOLDING AG                             | ALLREAL HOLDING AG                            | CUSIP: N/A<br>LEI: 5067006XH174LA44H658       | Long             | EC               | CORP              | CH        |     66646 | NS      | $19483857.45  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMIRAL GROUP PLC                              | ADMIRAL GROUP PLC                             | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |   1230672 | NS      | $46309725.64  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRIC POWER DEVELOP CO LTD                  | ELECTRIC POWER DEVELOP CO LTD                 | CUSIP: N/A<br>LEI: 549300KMHPUAQI8VEH90       | Long             | EC               | CORP              | JP        |    344500 | NS      | $7310273.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                               | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |   3870800 | NS      | $87148187.79  | 1.25%             |  |  |  | No            |                  2 | On Loan: —       |
| FUJIFILM HLDGS CORP                            | FUJIFILM HOLDINGS CORP                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |    604730 | NS      | $12079638.80  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   1620374 | NS      | $97892628.93  | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPLAND ASCENDAS REIT                          | CAPLAND ASCENDAS REIT                         | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |     44999 | NS      | $100815.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYMRISE AG                                     | SYMRISE AG                                    | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |    606301 | NS      | $51042725.18  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| BUNZL PLC                                      | BUNZL PLC                                     | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |   1495824 | NS      | $41947503.47  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |   2104600 | NS      | $63711882.92  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUI GROUP CO LTD                             | MARUI GROUP CO LTD                            | CUSIP: N/A<br>LEI: 52990081ZYFHQZEEMU57       | Long             | EC               | CORP              | JP        |    838600 | NS      | $16397025.07  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RECKITT BENCKISER GROUP PLC                    | RECKITT BENCKISER GROUP PLC                   | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |   1462939 | NS      | $121950421.83 | 1.76%             |  |  |  | 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        |   3461000 | NS      | $50295871.03  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX LTD                                        | ASX LTD                                       | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |    887202 | NS      | $35387762.37  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BEZEQ THE ISRAELI TEL CORP LTD                 | BEZEQ THE ISRAELI TELECOM CORP                | CUSIP: N/A<br>LEI: 213800XCGZCFSWY9U863       | Long             | EC               | CORP              | IL        |  10632945 | NS      | $27384640.18  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |  16415000 | NS      | $86654625.52  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL LTD                                        | CSL LIMITED                                   | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |    302539 | NS      | $38122889.58  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| REDEIA CORP SA                                 | REDEIA CORP SA                                | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |   1852139 | NS      | $32008579.91  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPUTERSHARE LTD                              | COMPUTERSHARE LTD                             | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |   2482569 | NS      | $56546984.87  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| KDDI CORP                                      | KDDI CORP                                     | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |   5977300 | NS      | $100920589.52 | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| DANONE SA                                      | DANONE SA                                     | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |     83844 | NS      | $6570011.60   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAGEO PLC                                     | DIAGEO PLC                                    | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |   2220057 | NS      | $51084171.38  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| PAN PACIFIC INTERNATIONAL HOLDINGS LTD         | PAN PACIFIC INTERNATIONAL HOLDINGS LTD        | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |   4592000 | NS      | $27187128.35  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BOERSE AG                             | DEUTSCHE BOERSE AG                            | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |    411615 | NS      | $104231365.40 | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ELBIT SYSTEMS LTD                              | ELBIT SYSTEMS LTD                             | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |    122741 | NS      | $87037155.16  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ELISA CORP                                     | ELISA CORP CL A                               | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |    370969 | NS      | $16340296.40  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE EXCHANGE LTD                         | SINGAPORE EXCHANGE LTD                        | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |   3719000 | NS      | $51541521.89  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  37984494 | NS      | $37992090.57  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  26129818 | NS      | $26132431.29  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL GRID PLC                              | NATIONAL GRID PLC                             | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |   7833313 | NS      | $133084500.99 | 1.92%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE RESIDENCE INVESTMENT CORP              | ADVANCE RESID INV CRP NEW REIT                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     13083 | NS      | $14202274.49  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GIVAUDAN SA                                    | GIVAUDAN AG                                   | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |      7645 | NS      | $29549524.61  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLETREE INDUSTRIAL REIT                      | MAPLETREE INDUSTRIAL REIT                     | CUSIP: N/A<br>LEI: 549300R7WZFHXNKDJF41       | Long             | EC               | CORP              | SG        |   9766743 | NS      | $16199848.86  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CLP HOLDINGS LTD                               | CLP HLDGS LTD                                 | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |   7267500 | NS      | $68794770.29  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ORKLA ASA                                      | ORKLA ASA                                     | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |   3434811 | NS      | $40730534.88  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   5243677 | NS      | $135610189.97 | 1.95%             |  |  |  | No            |                  2 | On Loan: No      |
| GUNMA BANK LTD                                 | GUNMA BANK                                    | CUSIP: N/A<br>LEI: 54930054A69VC4I5BP89       | Long             | EC               | CORP              | JP        |   1702000 | NS      | $21329988.37  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNOVER RUECK SA                              | HANNOVER RUECKVERSICHERUNGS SE(REGD)          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |    275329 | NS      | $77935061.98  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKYU HANSHIN HOLDINGS INC                    | HANKYU HANSHIN HOLDINGS INC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1097540 | NS      | $30608572.24  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HASEKO CORP                                    | HASEKO CORP                                   | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |    933800 | NS      | $19097163.35  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HIROSE ELECTRIC CO LTD                         | HIROSE ELECTRIC CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    140200 | NS      | $15024664.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HONG KONG and CHINA GAS CO LTD                 | HONG KONG and CHINA GAS CO LTD                | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |  49417015 | NS      | $46620422.24  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BKW AG                                         | BKW AG                                        | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |     89190 | NS      | $16833091.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUHTAMAKI OY                                   | HUHTAMAKI OYJ                                 | CUSIP: N/A<br>LEI: 5493007050SJVMXN6L29       | Long             | EC               | CORP              | FI        |    427723 | NS      | $15017383.23  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    943076 | NS      | $68627640.52  | 0.99%             |  |  |  | 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        |   3760400 | NS      | $59968126.13  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDEN CORP                                    | KINDEN CORPORATION                            | CUSIP: N/A<br>LEI: 35380008T6JUN5TU9T34       | Long             | EC               | CORP              | JP        |    529500 | NS      | $23395715.95  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   2582470 | NS      | $100894871.92 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORP                                   | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   6414100 | NS      | $95656130.78  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                                | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |   1439700 | NS      | $15493799.11  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL KPN NV (KONINKLIJKE KPN)                 | KPN (KON) NV                                  | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |  17755669 | NS      | $86958652.43  | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| KINTETSU GROUP HOLDINGS CO LTD                 | KINTETSU GROUP HOLDINGS CO LTD                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    870600 | NS      | $18040929.18  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    940900 | NS      | $17017182.09  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDT and SPRUENGLI AG CHOCOLAD                | LINDT and SPRUENGLI AG (REG)                  | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |       489 | NS      | $72111765.09  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON BUILDING FUND INC                       | NIPPON BUILDING FUND INC                      | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |     30248 | NS      | $28047221.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN REAL ESTATE INVEST CORP                  | JAPAN REAL ESTATE INVESTMENT                  | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |     32479 | NS      | $26191387.96  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MTR CORP LTD                                   | MTR CORPORATION LTD                           | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |   7391083 | NS      | $32716382.30  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALDS HLDGS CO (JAPAN) LTD                 | MCDONALDS HOLDINGS CO(JAPAN)                  | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |    394600 | NS      | $17108852.42  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| HACHIJUNI NAGANO BANK LTD                      | HACHIJUNI NAGANO BANK LTD                     | CUSIP: N/A<br>LEI: FE70I3MHDCWOZWK19W48       | Long             | EC               | CORP              | JP        |   2074300 | NS      | $25801418.33  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNTORY BEVERAGE and FOOD LTD                  | SUNTORY BEVERAGE and FOOD LTD                 | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |    417900 | NS      | $13158611.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                     | MEBUKI FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |   4507200 | NS      | $33885546.65  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| INSURANCE AUSTRALIA GROUP LTD                  | INSURANCE AUSTRALIA GROUP LTD                 | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |  10800523 | NS      | $57159175.97  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK INSULATORS LTD                             | NGK INSULATORS LTD                            | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |   1142700 | NS      | $27238435.64  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                      | NESTLE SA (REG)                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |    936228 | NS      | $89341010.21  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT INC                                        | NTT INC                                       | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |  73908700 | NS      | $74269375.90  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSHIN SEIFUN GROUP INC LTD                   | NISSHIN SEIFUN GROUP INC                      | CUSIP: N/A<br>LEI: 529900N4QFZS1P6PYX29       | Long             | EC               | CORP              | JP        |   1141400 | NS      | $14485071.08  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX JREIT INC                                 | ORIX JREIT INC REIT                           | CUSIP: N/A<br>LEI: 353800WVNTBIU65TA247       | Long             | EC               | CORP              | JP        |     25198 | NS      | $16868136.47  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |   1015706 | NS      | $150700114.97 | 2.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVO-NORDISK AS                                | NOVO-NORDISK AS CL B                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |    881308 | NS      | $52331403.52  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE                                         | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   6538495 | NS      | $121550887.10 | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| OJI HOLDINGS CORP                              | OJI HOLDINGS CORP                             | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |   4076600 | NS      | $24107678.47  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA GAS CO LTD                               | OSAKA GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |   1816660 | NS      | $68013233.65  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSEA-CHINESE BKG CORP LTD                   | OVERSEA-CHINESE BKG CORP LTD                  | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |   6573200 | NS      | $109699737.44 | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OTSUKA CORPORATION                             | OTSUKA CORPORATION                            | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |   1041100 | NS      | $20598657.28  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIBANK PRIVATE LIMITED                       | MEDIBANK PRIVATE LIMITED                      | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |  12575424 | NS      | $40456861.92  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| PCCW LTD                                       | PCCW LTD                                      | CUSIP: N/A<br>LEI: 254900SI7GPUPA1TJX39       | Long             | EC               | CORP              | HK        |  20150000 | NS      | $15037505.92  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PEARSON PLC                                    | PEARSON PLC                                   | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |   2954827 | NS      | $38864706.68  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER ASSETS HLDGS LTD                         | POWER ASSETS HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |   6227500 | NS      | $48347803.41  | 0.70%             |  |  |  | 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        |   7873600 | NS      | $94349904.37  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |    943079 | NS      | $49879747.40  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |    761500 | NS      | $6140208.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| RECORDATI INDUSTRIA CHIMICA E FARMACEUTICA SPA | RECORDATI SPA                                 | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |    488186 | NS      | $26815626.96  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX PLC                                       | RELX PLC                                      | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |   2771942 | NS      | $98270940.95  | 1.42%             |  |  |  | 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        |   8164000 | NS      | $144542258.98 | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGKJOBING LANDBOBANK                         | RINGKJOBING LANDBOBANK (REG)                  | CUSIP: N/A<br>LEI: 2138002M5U5K4OUMVV62       | Long             | EC               | CORP              | DK        |    116499 | NS      | $29400495.21  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCHE HOLDING AG                               | ROCHE HOLDINGS AG (GENUSSCHEINE)              | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |    390345 | NS      | $177505456.54 | 2.56%             |  |  |  | No            |                  2 | On Loan: No      |
| PSP SWISS PROPERTY AG                          | PSP SWISS PROPERTY AG                         | CUSIP: N/A<br>LEI: 50670042Y437P8X44F56       | Long             | EC               | CORP              | CH        |    209403 | NS      | $41986242.80  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                      | SAMPO OYJ SER A                               | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |   9233019 | NS      | $102969544.26 | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SECOM CO LTD                                   | SECOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |   1874940 | NS      | $68685802.22  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| SEKISUI CHEMICAL CO LTD                        | SEKISUI CHEMICAL CO LTD                       | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |   1218800 | NS      | $21523522.87  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SERCO GROUP PLC                                | SERCO GROUP PLC                               | CUSIP: N/A<br>LEI: 549300PT2CIHYN5GWJ21       | Long             | EC               | CORP              | GB        |   4667910 | NS      | $19162003.85  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIMAMURA CO LTD                               | SHIMAMURA CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    219100 | NS      | $14688307.70  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SEVERN TRENT PLC                               | SEVERN TRENT PLC                              | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |     81347 | NS      | $3259190.97   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLARK HOLDINGS CO LTD                        | SKYLARK CO LTD                                | CUSIP: N/A<br>LEI: 353800P64XSC0Q9CEB70       | Long             | EC               | CORP              | JP        |   1038800 | NS      | $21137123.29  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO LAND LTD                                  | SINO LAND CO                                  | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |  16712457 | NS      | $25201001.45  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SGS SA                                         | SGS SA                                        | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |    728013 | NS      | $87393579.20  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISSCOM AG                                    | SWISSCOM AG (REG)                             | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |    115896 | NS      | $94974601.90  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS PRIME SITE AG                            | SWISS PRIME SITE AG                           | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |    366303 | NS      | $62215359.81  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                      | TOKIO MARINE HOLDINGS INC                     | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |   3101800 | NS      | $115611992.58 | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBU RAILWAY CO LTD                            | TOBU RAILWAY CO LTD                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    918800 | NS      | $16190020.68  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   4868800 | NS      | $110353821.31 | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYU CORP                                     | TOKYU CORP                                    | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |   2596500 | NS      | $29285285.28  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |   1457200 | NS      | $64461044.20  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UNILEVER PLC                                   | UNILEVER PLC ORD                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |   1894331 | NS      | $128870255.24 | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM KYMMENE CORP                               | UPM KYMMENE CORP                              | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |   1022397 | NS      | $28206030.32  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE CORP LTD                               | VENTURE CORP LTD                              | CUSIP: N/A<br>LEI: 254900B1NLZC3J1MAE72       | Long             | EC               | CORP              | SG        |    507800 | NS      | $6526633.13   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   1083340 | NS      | $102184673.76 | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST JAPAN RAILWAY CO                          | WEST JAPAN RAILWAY CO                         | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |   1966900 | NS      | $40148856.94  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLTERS KLUWER NV                              | WOLTERS KLUWER NV                             | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |    902890 | NS      | $84784174.62  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP AG                      | ZURICH INSURANCE GROUP AG                     | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |    122625 | NS      | $87238119.67  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMATO HLDGS CO LTD                            | YAMATO HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1316900 | NS      | $17193050.21  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE TECH ENGINEERING LTD                 | SINGAPORE TECH ENGINEERING LTD                | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |   6986400 | NS      | $53821806.46  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU RAILWAY COMPANY                         | KYUSHU RAILWAY COMPANY                        | CUSIP: N/A<br>LEI: 5299002CCI6HLWAN3K50       | Long             | EC               | CORP              | JP        |    718300 | NS      | $18314886.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GALENICA AG                                    | GALENICA SANTE LTD                            | CUSIP: N/A<br>LEI: 506700W4772BD8016Z20       | Long             | EC               | CORP              | CH        |    228268 | NS      | $28524272.43  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSITY AB                                      | ESSITY AB B                                   | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |    547039 | NS      | $16163981.45  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HONGKONG LAND HOLDINGS LTD                     | HONGKONG LAND HLDGS LTD                       | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |   4577500 | NS      | $38862975.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFTBANK CORPO                                 | SOFTBANK CORP                                 | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |  72783200 | NS      | $98931227.20  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HIROGIN HOLDINGS INC                           | HIROGIN HOLDINGS INC                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1394300 | NS      | $15739481.13  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTERY CORP/THE                               | LOTTERY CORP/THE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |  10163388 | NS      | $36447967.53  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HALEON PLC                                     | HALEON PLC                                    | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |  21281496 | NS      | $111300171.63 | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                       | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    421200 | NS      | $34499517.02  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TELSTRA GROUP LTD                              | TELSTRA GROUP LTD                             | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |   2465944 | NS      | $8379741.33   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOTO FINANCIAL GROUP INC                      | KYOTO FINANCIAL GROUP INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   1376100 | NS      | $33139859.78  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MANDATUM HOLDING OY                            | MANDATUM HOLDING OY                           | CUSIP: N/A<br>LEI: 743700IX5UDCU4CGQE35       | Long             | EC               | CORP              | FI        |   1904684 | NS      | $15533094.24  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT MAR26 MFSH6                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       531 | NC      | $3966234.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNUM ICE CREAM CO BV/THE                     | MAGNUM ICE CREAM CO BV/THE                    | CUSIP: N/A<br>LEI: 25490052LLF3XH6G9847       | Long             | EC               | CORP              | NL        |    426202 | NS      | $7574946.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 02/12/2026                       | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2965000 | PA      | $2962040.75   | 0.04%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer