# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067567
**Filing Date:** 2023-3
**Character Count:** 96853
**Document Hash:** af9adf07277976741209594c2b5fe8f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067567.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067567

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23763676

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI International Value Index Fund (Series ID: S000059762)

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

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

**January 31, 2023**

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

IIV-NPRT1-0423

1.9885499.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 99.3%** | &nbsp;&nbsp;**Common Stocks - 99.3%** | &nbsp;&nbsp;**Common Stocks - 99.3%** |
|  | Shares | Value ($)<br>|
| Australia - 6.0%  |  |  |
| AGL Energy Ltd.  | 850988 | 4615144 |
| ANZ Group Holdings Ltd.  | 2942670 | 52368959 |
| Aurizon Holdings Ltd.  | 2616174 | 6838056 |
| BHP Group Ltd.  | 3138593 | 109920292 |
| BlueScope Steel Ltd.  | 659964 | 8999595 |
| JB Hi-Fi Ltd.  | 155395 | 5342872 |
| Qantas Airways Ltd. (a) | 1313499 | 5928913 |
| Rio Tinto Ltd.  | 527602 | 47345598 |
| Sonic Healthcare Ltd.  | 683241 | 15302938 |
| South32 Ltd.  | 6519518 | 20920687 |
| Whitehaven Coal Ltd.  | 1320910 | 7854320 |
| TOTAL AUSTRALIA |  | 285437374 |
| Austria - 0.4%  |  |  |
| OMV AG  | 204665 | 10201696 |
| Raiffeisen International Bank-Holding AG (a) | 191682 | 3430051 |
| Voestalpine AG  | 157337 | 5199887 |
| TOTAL AUSTRIA |  | 18831634 |
| Bailiwick of Jersey - 0.4%  |  |  |
| WPP PLC  | 1527983 | 17852556 |
| Belgium - 1.3%  |  |  |
| Anheuser-Busch InBev SA NV  | 976478 | 58941930 |
| Sofina SA  | 22392 | 5297138 |
| TOTAL BELGIUM |  | 64239068 |
| Bermuda - 0.4%  |  |  |
| Jardine Matheson Holdings Ltd.  | 345533 | 18367010 |
| Cayman Islands - 0.9%  |  |  |
| CK Asset Holdings Ltd.  | 2767000 | 17690844 |
| CK Hutchison Holdings Ltd.  | 3815000 | 24278476 |
| TOTAL CAYMAN ISLANDS |  | 41969320 |
| Denmark - 0.5%  |  |  |
| A.P. Moller - Maersk A/S Series B  | 12036 | 26181825 |
| Finland - 1.1%  |  |  |
| Fortum Corp.  | 618633 | 9291235 |
| Kojamo OYJ  | 252909 | 3876795 |
| Nokia Corp.  | 7691195 | 36384992 |
| TietoEVRY Oyj  | 149799 | 4550140 |
| TOTAL FINLAND |  | 54103162 |
| France - 11.6%  |  |  |
| BNP Paribas SA  | 1579812 | 108504441 |
| Bouygues SA  | 299024 | 9851030 |
| Carrefour SA  | 833303 | 15850230 |
| Compagnie de St. Gobain  | 733035 | 42099046 |
| Compagnie Generale des Etablissements Michelin SCA Series B  | 1008818 | 31898643 |
| Credit Agricole SA  | 1945952 | 23431679 |
| Eiffage SA  | 111429 | 11866878 |
| Elis SA  | 281290 | 4923451 |
| Engie SA  | 2630532 | 37353218 |
| Eurazeo SA  | 74317 | 5190997 |
| Faurecia SA (a) | 240903 | 4750824 |
| Orange SA  | 2684286 | 28407145 |
| Renault SA (a) | 294213 | 11911350 |
| Rexel SA  | 348945 | 7685744 |
| Sanofi SA  | 1229434 | 120391686 |
| Societe Generale Series A  | 1123371 | 33438919 |
| Sopra Steria Group  | 21319 | 3532167 |
| TotalEnergies SE  | 424759 | 26258939 |
| Valeo SA  | 327529 | 7116122 |
| Vivendi SA  | 1150170 | 12326515 |
| Wendel SA  | 38501 | 4060067 |
| TOTAL FRANCE |  | 550849091 |
| Germany - 12.9%  |  |  |
| Bayer AG  | 1396301 | 86912665 |
| Bayerische Motoren Werke AG (BMW)  | 533164 | 54310590 |
| Continental AG  | 153503 | 10778243 |
| Covestro AG (b) | 208604 | 9605071 |
| Daimler Truck Holding AG (a) | 736877 | 24649719 |
| Deutsche Bank AG  | 2937467 | 38985848 |
| Deutsche Post AG  | 1408842 | 60660065 |
| Deutsche Telekom AG  | 4467101 | 99521623 |
| Fresenius Medical Care AG & Co. KGaA  | 283575 | 10649568 |
| Fresenius SE & Co. KGaA  | 584379 | 16854711 |
| HeidelbergCement AG  | 205829 | 14123457 |
| K+S AG  | 272033 | 6494465 |
| KION Group AG  | 102559 | 4129688 |
| LEG Immobilien AG  | 105330 | 8196591 |
| Mercedes-Benz Group AG (Germany)  | 1109994 | 82596904 |
| RWE AG  | 961099 | 42630238 |
| Siemens Energy AG (c) | 568022 | 11807080 |
| Vonovia SE  | 1131128 | 31951990 |
| TOTAL GERMANY |  | 614858516 |
| Hong Kong - 1.2%  |  |  |
| BOC Hong Kong (Holdings) Ltd.  | 5109000 | 17855382 |
| Henderson Land Development Co. Ltd.  | 1857930 | 6863190 |
| Sun Hung Kai Properties Ltd.  | 2141500 | 30369967 |
| Wharf Holdings Ltd.  | 1737000 | 4525116 |
| TOTAL HONG KONG |  | 59613655 |
| Israel - 0.1%  |  |  |
| Tower Semiconductor Ltd. (a) | 65317 | 2743895 |
| Italy - 1.7%  |  |  |
| Banco BPM SpA  | 2153503 | 9662053 |
| Eni SpA  | 3553265 | 54678477 |
| Leonardo SpA  | 575202 | 5911878 |
| Nexi SpA (a)(b) | 1000806 | 8769492 |
| TOTAL ITALY |  | 79021900 |
| Japan - 24.8%  |  |  |
| AGC, Inc.  | 323300 | 11912252 |
| Aisin Seiki Co. Ltd.  | 259700 | 7576882 |
| Alfresa Holdings Corp.  | 288300 | 3608650 |
| Amada Co. Ltd.  | 510400 | 4584805 |
| Brother Industries Ltd.  | 366300 | 5689473 |
| Canon, Inc.  | 1478600 | 32813611 |
| Dai Nippon Printing Co. Ltd.  | 381200 | 8999997 |
| Dentsu Group, Inc.  | 340200 | 10957461 |
| Electric Power Development Co. Ltd.  | 247200 | 3989444 |
| ENEOS Holdings, Inc.  | 4591100 | 16437041 |
| FUJIFILM Holdings Corp.  | 504800 | 26714614 |
| Haseko Corp.  | 320600 | 3709076 |
| Honda Motor Co. Ltd.  | 2420100 | 59864831 |
| Idemitsu Kosan Co. Ltd.  | 321700 | 8042747 |
| Iida Group Holdings Co. Ltd.  | 250000 | 4167615 |
| INPEX Corp.  | 1497800 | 16458796 |
| Isuzu Motors Ltd.  | 884000 | 11178488 |
| Itochu Corp.  | 1990900 | 64349545 |
| Japan Post Holdings Co. Ltd.  | 3431200 | 30124092 |
| Japan Tobacco, Inc.  | 1563400 | 31880730 |
| JFE Holdings, Inc.  | 820900 | 10824099 |
| Kawasaki Kisen Kaisha Ltd. (c) | 335300 | 7001356 |
| Kyocera Corp.  | 480200 | 24918253 |
| Marubeni Corp.  | 2442100 | 29961113 |
| Mazda Motor Corp.  | 853100 | 6790665 |
| Mebuki Financial Group, Inc.  | 1547900 | 4031996 |
| Medipal Holdings Corp.  | 298900 | 3990609 |
| Mitsubishi Chemical Holdings Corp.  | 2033800 | 11412566 |
| Mitsubishi Corp.  | 2095200 | 70159774 |
| Mitsubishi Motors Corp. of Japan (a) | 974300 | 3753886 |
| Mitsui & Co. Ltd.  | 2263300 | 66773559 |
| Mitsui OSK Lines Ltd. (c) | 514500 | 12769237 |
| Mizuho Financial Group, Inc.  | 3543400 | 55349550 |
| NEC Corp.  | 387800 | 14010298 |
| NGK Insulators Ltd.  | 383400 | 5306750 |
| NGK Spark Plug Co. Ltd.  | 243800 | 4764128 |
| Nikon Corp.  | 494200 | 4879439 |
| Nippon Steel & Sumitomo Metal Corp.  | 1350700 | 28114469 |
| Nippon Yusen KK (c) | 725100 | 17249306 |
| Nissan Motor Co. Ltd.  | 3359320 | 12069840 |
| Oji Holdings Corp.  | 1441700 | 5958188 |
| Otsuka Holdings Co. Ltd.  | 792800 | 25433365 |
| Panasonic Holdings Corp.  | 3313500 | 30727315 |
| Renesas Electronics Corp. (a) | 2003300 | 20606147 |
| Ricoh Co. Ltd.  | 866300 | 6724755 |
| SBI Holdings, Inc. Japan  | 387000 | 8204133 |
| Screen Holdings Co. Ltd.  | 66400 | 4947924 |
| Seiko Epson Corp.  | 454400 | 7046836 |
| Sojitz Corp.  | 289900 | 5747652 |
| Subaru Corp.  | 874600 | 14371116 |
| Sumco Corp.  | 497700 | 7374307 |
| Sumitomo Chemical Co. Ltd.  | 2353400 | 9033836 |
| Sumitomo Corp.  | 1746300 | 31345961 |
| Sumitomo Forestry Co. Ltd.  | 271700 | 5080111 |
| Sumitomo Heavy Industries Ltd.  | 174700 | 3884850 |
| Sumitomo Mitsui Financial Group, Inc.  | 1461700 | 63527082 |
| Suzuki Motor Corp.  | 698100 | 26173304 |
| Takeda Pharmaceutical Co. Ltd.  | 2248900 | 70699560 |
| Tokyo Electric Power Co., Inc. (a) | 1142000 | 4276550 |
| Tokyo Gas Co. Ltd.  | 574800 | 12036142 |
| Toppan, Inc.  | 497000 | 8007751 |
| Tosoh Corp.  | 462000 | 6044541 |
| Toyota Motor Corp.  | 2100800 | 30851764 |
| Yamaha Motor Co. Ltd.  | 497800 | 12261156 |
| TOTAL JAPAN |  | 1177555389 |
| Luxembourg - 0.7%  |  |  |
| ArcelorMittal SA (Netherlands)  | 810950 | 25002865 |
| Aroundtown SA  | 1310727 | 3632215 |
| SES SA (France) (depositary receipt)  | 545006 | 4219808 |
| TOTAL LUXEMBOURG |  | 32854888 |
| Netherlands - 4.3%  |  |  |
| AEGON NV  | 2008725 | 11079709 |
| Heineken Holding NV  | 155562 | 12793870 |
| Koninklijke Ahold Delhaize NV  | 1486270 | 44360655 |
| Koninklijke Philips Electronics NV  | 1263968 | 21822975 |
| NN Group NV  | 440597 | 19073582 |
| Signify NV (b) | 182413 | 6562088 |
| Stellantis NV (Italy)  | 3074268 | 48047330 |
| STMicroelectronics NV (Italy)  | 915576 | 43099538 |
| TOTAL NETHERLANDS |  | 206839747 |
| New Zealand - 0.1%  |  |  |
| Fletcher Building Ltd.  | 1112935 | 3664839 |
| Norway - 1.0%  |  |  |
| Equinor ASA  | 1489369 | 45390998 |
| Singapore - 1.2%  |  |  |
| Oversea-Chinese Banking Corp. Ltd.  | 5755086 | 56862301 |
| Spain - 4.8%  |  |  |
| Banco Bilbao Vizcaya Argentaria SA  | 7204125 | 50888307 |
| Banco Santander SA (Spain)  | 23869587 | 83422759 |
| CaixaBank SA  | 6074006 | 26950122 |
| Repsol SA  | 2064265 | 33909351 |
| Telefonica SA  | 8208245 | 31183285 |
| TOTAL SPAIN |  | 226353824 |
| Sweden - 4.1%  |  |  |
| Castellum AB  | 407847 | 5569208 |
| Ericsson (B Shares)  | 4366742 | 25329132 |
| Fastighets AB Balder (a) | 896794 | 4592193 |
| Industrivarden AB (A Shares)  | 501722 | 13241592 |
| Investor AB (B Shares)  | 3406897 | 65921971 |
| Kinnevik AB (B Shares) (a) | 344923 | 5295420 |
| Securitas AB (B Shares)  | 714532 | 6514256 |
| Skanska AB (B Shares)  | 568855 | 9998044 |
| SSAB AB (B Shares)  | 1229566 | 8338512 |
| Volvo AB (B Shares)  | 2229919 | 44249444 |
| Volvo Car AB (a) | 762259 | 3780098 |
| TOTAL SWEDEN |  | 192829870 |
| Switzerland - 2.6%  |  |  |
| Adecco SA (Reg.)  | 239383 | 8853641 |
| Nestle SA (Reg. S)  | 41765 | 5095708 |
| Novartis AG  | 1213787 | 109737367 |
| TOTAL SWITZERLAND |  | 123686716 |
| United Kingdom - 17.2%  |  |  |
| 3i Group PLC  | 1383295 | 26987740 |
| Abrdn PLC  | 3099421 | 8123704 |
| Anglo American PLC (United Kingdom)  | 1860822 | 80258016 |
| Barclays PLC  | 21407865 | 49212234 |
| Barratt Developments PLC  | 1427394 | 8091389 |
| Big Yellow Group PLC  | 248733 | 3707404 |
| British American Tobacco PLC (United Kingdom)  | 2822185 | 108185140 |
| British Land Co. PLC  | 1333116 | 7270986 |
| BT Group PLC  | 9917258 | 15240322 |
| Centrica PLC  | 8396145 | 10428821 |
| GSK PLC  | 1158791 | 20354208 |
| Imperial Brands PLC  | 1363868 | 34214333 |
| J Sainsbury PLC  | 2499604 | 8092378 |
| Kingfisher PLC  | 2777585 | 9582445 |
| Land Securities Group PLC  | 1067828 | 9325886 |
| Lloyds Banking Group PLC  | 95609215 | 62222079 |
| Marks & Spencer Group PLC (a) | 2791961 | 5018537 |
| Micro Focus International PLC  | 518175 | 3398586 |
| NatWest Group PLC  | 7037862 | 26849858 |
| Persimmon PLC  | 453840 | 7900375 |
| Rio Tinto PLC  | 1156122 | 90525814 |
| Segro PLC  | 1718839 | 17592525 |
| Shell PLC (London)  | 2743982 | 80557248 |
| Standard Chartered PLC (United Kingdom)  | 3451986 | 28905264 |
| Taylor Wimpey PLC  | 5185668 | 7492773 |
| Tesco PLC  | 10524720 | 31988651 |
| Tritax Big Box REIT PLC  | 2656138 | 5101858 |
| Virgin Money UK PLC CDI  | 1726859 | 4117199 |
| Vistry Group PLC  | 506099 | 4645264 |
| Vodafone Group PLC  | 38089864 | 43948628 |
| TOTAL UNITED KINGDOM |  | 819339665 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $4,346,288,755) |  | <br> **4719447243** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Government Obligations - 0.0%** | &nbsp;&nbsp;**Government Obligations - 0.0%** | &nbsp;&nbsp;**Government Obligations - 0.0%** |
|  | Principal<br> Amount (d)<br>| Value ($)<br>|
| United States of America - 0.0%  |  |  |
| U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (e)<br> (Cost $2,845,605) | 2900000 | **2845555** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** | &nbsp;&nbsp;**Money Market Funds - 1.0%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (f) | 7263676 | 7265129 |
| Fidelity Securities Lending Cash Central Fund 4.38% (f)(g) | 39908509 | 39912500 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $47,177,629) |  | **47177629** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.3%**<br> (Cost $4,396,311,989)<br>| <br>**4769470427** |
| **NET OTHER ASSETS (LIABILITIES) - (0.3)%**  | **(16233028)** |
| **NET ASSETS - 100.0%** | **4753237399** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| ICE E-mini MSCI EAFE Index Contracts (United States) | 351 | Mar 2023 | 37188450 | 2063082 | 2063082 |
| The notional amount of futures purchased as a percentage of Net Assets is 0.8% | The notional amount of futures purchased as a percentage of Net Assets is 0.8% | The notional amount of futures purchased as a percentage of Net Assets is 0.8% | The notional amount of futures purchased as a percentage of Net Assets is 0.8% | The notional amount of futures purchased as a percentage of Net Assets is 0.8% | The notional amount of futures purchased as a percentage of Net Assets is 0.8% |

---

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

**Legend**

(a) Non-income producing

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $24,936,651 or 0.5% of net assets.

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

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

(e) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,506,182.

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 1842526 | 66403146 | 60980543 | 62800 | - | - | 7265129 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 16040672 | 122315885 | 98444057 | 137910 | - | - | 39912500 | 0.1% |
| Total | 17883198 | 188719031 | 159424600 | 200710 | - | - | 47177629 |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI International 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:** 2023-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4793611725.09

**Total Liabilities:** $40267920.69

**Net Assets:** $4753343804.40

**Cash Not Reported:** $699346.11

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195573 | 14.51%               | -0.60%               | 8.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28504307.94            | $608025269.43                              |
| Month 2  | $15348195.44             | $-54448631.86                              |
| Month 3  | $23408547.58             | $355046219.90                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JB HI-FI LTD                                   | JB HI-FI LTD                                  | CUSIP: N/A<br>LEI: 529900TPC8H040Y3ZQ65       | Long             | EC               | CORP              | AU        |    155395 | NS      | $5342872.28   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HASEKO CORP                                    | HASEKO CORP                                   | CUSIP: N/A<br>LEI: 529900EH7TSG348O4045       | Long             | EC               | CORP              | JP        |    320600 | NS      | $3709075.86   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUM OYJ                                     | FORTUM OYJ                                    | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |    618633 | NS      | $9291234.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                         | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |    961099 | NS      | $42630238.10  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    424759 | NS      | $26258938.68  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   1489369 | NS      | $45390998.10  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB (SWD STL)                              | SSAB AB - CL B                                | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |   1229566 | NS      | $8338511.77   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH LAND CO PLC                            | BRITISH LAND CO PLC                           | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |   1333116 | NS      | $7270985.79   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGC INC                                        | AGC INC                                       | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |    323300 | NS      | $11912251.71  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TOSOH CORP                                     | TOSOH CORP                                    | CUSIP: N/A<br>LEI: 529900YSLFVJF2MDBX02       | Long             | EC               | CORP              | JP        |    462000 | NS      | $6044540.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOPRA STERIA GROUP                             | SOPRA STERIA GROUP                            | CUSIP: N/A<br>LEI: 96950020QIOHAAK9V551       | Long             | EC               | CORP              | FR        |     21319 | NS      | $3532167.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    111429 | NS      | $11866878.05  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MONEY UK PLC                            | VIRGIN MONEY UK PLC CDI                       | CUSIP: N/A<br>LEI: 213800ZK9VGCYYR6O495       | Long             | EC               | CORP              | GB        |   1726859 | NS      | $4117199.11   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AISIN CORP                                     | AISIN CORP                                    | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |    259700 | NS      | $7576881.53   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                              | JAPAN TOBACCO INC                             | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |   1563400 | NS      | $31880730.28  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                  | AROUNDTOWN SA                                 | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |   1310727 | NS      | $3632215.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PANASONIC HOLDINGS CORP                        | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |   3313500 | NS      | $30727315.41  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                            | NISSAN MOTOR CO LTD ORD                       | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |   3359320 | NS      | $12069839.97  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ GROUP HOLDINGS LTD                         | ANZ GROUP HOLDINGS LTD                        | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |   2942670 | NS      | $52368959.42  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   2822185 | NS      | $108185140.19 | 2.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NGK INSULATORS LTD                             | NGK INSULATORS LTD                            | CUSIP: N/A<br>LEI: 353800701BNCL25VYY16       | Long             | EC               | CORP              | JP        |    383400 | NS      | $5306750.36   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  23869587 | NS      | $83422759.25  | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS HOLDINGS INC                             | ENEOS HOLDINGS INC                            | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |   4591100 | NS      | $16437041.03  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKON CORP                                     | NIKON CORP                                    | CUSIP: 654111103<br>LEI: 549300X7LIS9RFELXJ98 | Long             | EC               | CORP              | JP        |    494200 | NS      | $4879438.68   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| STMICROELECTRONICS NV                          | STMICROELECTRONICS NV                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |    915576 | NS      | $43099538.30  | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRY GROUP PLC                               | VISTRY GROUP PLC                              | CUSIP: N/A<br>LEI: 2138001KOWN7CG9SLK53       | Long             | EC               | CORP              | GB        |    506099 | NS      | $4645264.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                         | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   2684286 | NS      | $28407145.31  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC CORP                                       | NEC CORP                                      | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |    387800 | NS      | $14010297.96  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SONIC HEALTHCARE LTD                           | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |    683241 | NS      | $15302937.55  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   1579812 | NS      | $108504441.15 | 2.28%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    204665 | NS      | $10201696.28  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   2100800 | NS      | $30851763.64  | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |    574800 | NS      | $12036142.37  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSIMMON PLC                                  | PERSIMMON PLC ORD                             | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |    453840 | NS      | $7900374.97   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIVARDEN AB                              | INDUSTRIVARDEN AB SER A                       | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |    501722 | NS      | $13241591.95  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAULT SA                                     | RENAULT SA ORD                                | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |    294213 | NS      | $11911350.40  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANSKA AB                                     | SKANSKA AB SER B                              | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |    568855 | NS      | $9998044.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMCO CORP                                     | SUMCO CORPORATION                             | CUSIP: N/A<br>LEI: 353800SUSRUOM0V6KU92       | Long             | EC               | CORP              | JP        |    497700 | NS      | $7374306.87   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUBENI CORP                                  | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |   2442100 | NS      | $29961112.79  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                        | ENI SPA                                       | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |   3553265 | NS      | $54678476.86  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRATT DEVELOPMENTS PLC                       | BARRATT DEVELOPMENTS PLC                      | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |   1427394 | NS      | $8091388.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                   | CARREFOUR SA (SUPERMARCHE)                    | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |    833303 | NS      | $15850230.41  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                             | ANGLO AMERICAN PLC                            | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |   1860822 | NS      | $80258016.30  | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE HOLDINGS INC                               | JFE HOLDINGS INC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    820900 | NS      | $10824099.11  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |   1213787 | NS      | $109737367.14 | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |    527602 | NS      | $47345597.61  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYOCERA CORP                                   | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    480200 | NS      | $24918252.99  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| VIVENDI SE                                     | VIVENDI                                       | CUSIP: N/A<br>LEI: 969500FU4DRAEVJW7U54       | Long             | EC               | CORP              | FR        |   1150170 | NS      | $12326515.30  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI and CO LTD                              | MITSUI and CO LTD                             | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |   2263300 | NS      | $66773559.37  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| KINNEVIK AB                                    | KINNEVIK AB                                   | CUSIP: N/A<br>LEI: 2138006PZH76JOS6MN27       | Long             | EC               | CORP              | SE        |    344923 | NS      | $5295420.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                   | CAIXABANK SA                                  | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |   6074006 | NS      | $26950122.08  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                 | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   2777585 | NS      | $9582444.74   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| QANTAS AIRWAYS LTD                             | QANTAS AIRWAYS LTD                            | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |   1313499 | NS      | $5928913.35   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |   1746300 | NS      | $31345960.81  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| RICOH CO LTD                                   | RICOH CO LTD                                  | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |    866300 | NS      | $6724755.30   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   1945952 | NS      | $23431679.29  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR WIMPEY PLC                              | TAYLOR WIMPEY PLC                             | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |   5185668 | NS      | $7492772.69   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSU GROUP INC                               | DENTSU GROUP INC                              | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |    340200 | NS      | $10957461.35  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ERICSSON                                       | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   4366742 | NS      | $25329131.92  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| AEGON NV                                       | AEGON NV                                      | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | NL        |   2008725 | NS      | $11079709.13  | 0.23%             |  |  |  | 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        |   5755086 | NS      | $56862301.10  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KION GROUP AG                                  | KION GROUP AG                                 | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |    102559 | NS      | $4129687.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KOJAMO OYJ                                     | KOJAMO OYJ                                    | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | EC               | CORP              | FI        |    252909 | NS      | $3876795.27   | 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        |   1067828 | NS      | $9325885.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDELBERGCEMENT AG                            | HEIDELBERGCEMENT AG                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |    205829 | NS      | $14123457.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                     | ANHEUSER-BUSCH INBEV SA/NV                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |    976478 | NS      | $58941930.26  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO HEAVY INDUSTRIES LTD                  | SUMITOMO HEAVY INDUSTRIES LTD                 | CUSIP: N/A<br>LEI: 353800VSTEIRMBC3S374       | Long             | EC               | CORP              | JP        |    174700 | NS      | $3884850.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                     | MIZUHO FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |   3543400 | NS      | $55349550.11  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKO EPSON CORP                               | SEIKO EPSON CORP                              | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |    454400 | NS      | $7046836.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   2630532 | NS      | $37353217.54  | 0.79%             |  |  |  | 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        |    381200 | NS      | $8999996.65   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |   1158791 | NS      | $20354208.49  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU CORPORATION                             | ITOCHU CORP                                   | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |   1990900 | NS      | $64349544.84  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |    157337 | NS      | $5199887.15   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LTD                               | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |    884000 | NS      | $11178488.19  | 0.24%             |  |  |  | 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        |   2791961 | NS      | $5018536.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    299024 | NS      | $9851030.14   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   1156122 | NS      | $90525813.95  | 1.90%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWASAKI KISEN KAISHA LTD                      | KAWASAKI KISEN KAISHA LTD                     | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |    335300 | NS      | $7001355.99   | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| NIPPON YUSEN KK                                | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |    725100 | NS      | $17249306.19  | 0.36%             |  |  |  | No            |                  2 | On Loan: —       |
| EURAZEO SE                                     | EURAZEO SE                                    | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |     74317 | NS      | $5190996.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG YELLOW GROUP PLC (THE)                     | BIG YELLOW GROUP PLC                          | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |    248733 | NS      | $3707404.27   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS ENERGY AG                              | SIEMENS ENERGY AG                             | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |    568022 | NS      | $11807080.23  | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ADECCO GROUP AG                                | ADECCO GROUP AG                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    239383 | NS      | $8853641.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXI SPA                                       | NEXI SPA                                      | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |   1000806 | NS      | $8769491.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |   2095200 | NS      | $70159773.90  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC            | SUMITOMO MITSUI FINL GROUP INC                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |   1461700 | NS      | $63527081.82  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                              | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |   1350700 | NS      | $28114469.04  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK HOLDING AG                       | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |    736877 | NS      | $24649718.68  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                 | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |   2033800 | NS      | $11412566.26  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                   | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   2248900 | NS      | $70699560.39  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                    | ARCELORMITTAL SA                              | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |    810950 | NS      | $25002864.91  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    298900 | NS      | $3990609.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO PLC                                      | SEGRO PLC                                     | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |   1718839 | NS      | $17592524.54  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                         | KONINKLIJKE PHILIPS NV                        | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |   1263968 | NS      | $21822975.45  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| WHARF HOLDINGS LTD                             | WHARF HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |   1737000 | NS      | $4525116.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   2743982 | NS      | $80557247.85  | 1.69%             |  |  |  | No            |                  2 | On Loan: No      |
| FAURECIA SA                                    | FAURECIA SA                                   | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | EC               | CORP              | FR        |    240903 | NS      | $4750824.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS MED CARE AG and CO KGA A             | FRESENIUS MED CARE AG and CO AKT              | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |    283575 | NS      | $10649568.33  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWER SEMICONDUCTOR LTD                        | TOWER SEMICONDCTR LTD                         | CUSIP: N/A<br>LEI: 54930086ZSNXZOUX0C54       | Long             | EC               | CORP              | IL        |     65317 | NS      | $2743894.95   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEMITSU KOSAN CO LTD                          | IDEMITSU KOSAN CO LTD                         | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |    321700 | NS      | $8042747.02   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| AMADA CO LTD                                   | AMADA CO LTD                                  | CUSIP: N/A<br>LEI: 529900QF5O6TQGCPDX85       | Long             | EC               | CORP              | JP        |    510400 | NS      | $4584804.99   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABRDN PLC                                      | ABRDN PLC                                     | CUSIP: N/A<br>LEI: 0TMBS544NMO7GLCE7H90       | Long             | EC               | CORP              | GB        |   3099421 | NS      | $8123703.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTINENTAL AG                                 | CONTINENTAL AG                                | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |    153503 | NS      | $10778243.26  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| TIETOEVRY OYJ                                  | TIETOEVRY OYJ                                 | CUSIP: N/A<br>LEI: 549300EW2KM4KROKQV31       | Long             | EC               | CORP              | FI        |    149799 | NS      | $4550140.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAINSBURY (J) PLC                              | SAINSBURY (J) PLC                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   2499604 | NS      | $8092378.17   | 0.17%             |  |  |  | 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        |    247200 | NS      | $3989444.10   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   8208245 | NS      | $31183284.63  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| OTSUKA HOLDINGS CO LTD                         | OTSUKA HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    792800 | NS      | $25433365.41  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |    874600 | NS      | $14371115.56  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |   1497800 | NS      | $16458796.39  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |    191682 | NS      | $3430051.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN INC                                     | TOPPAN INC                                    | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |    497000 | NS      | $8007751.23   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |   3431200 | NS      | $30124092.09  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE (BMW) AG              | BMW AG                                        | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |    533164 | NS      | $54310590.13  | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | STANDARD CHARTERED PLC                        | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |   3451986 | NS      | $28905263.98  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |   1123371 | NS      | $33438918.87  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| LEONARDO SPA                                   | LEONARDO SPA                                  | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |    575202 | NS      | $5911877.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNIFY NV                                     | SIGNIFY NV                                    | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |    182413 | NS      | $6562087.59   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A            | BANCO BILBAO VIZ ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |   7204125 | NS      | $50888306.81  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   3138593 | NS      | $109920292.04 | 2.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |   1478600 | NS      | $32813611.04  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| IIDA GROUP HOLDINGS CO LTD                     | IIDA GROUP HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 35380051BV8PV1I4S949       | Long             | EC               | CORP              | JP        |    250000 | NS      | $4167615.17   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   4467101 | NS      | $99521622.84  | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2845555.20   | 0.06%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    366300 | NS      | $5689473.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |   3074268 | NS      | $48047329.96  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |    733035 | NS      | $42099046.44  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON HOLDINGS LTD                           | AURIZON HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 5299005PC1O6NOWL3H48       | Long             | EC               | CORP              | AU        |   2616174 | NS      | $6838056.02   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO CAR AB                                   | VOLVO CAR AB                                  | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | EC               | CORP              | SE        |    762259 | NS      | $3780097.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI OSK LINES LTD                           | MITSUI OSK LINES LTD                          | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |    514500 | NS      | $12769236.89  | 0.27%             |  |  |  | No            |                  2 | On Loan: —       |
| HENDERSON LAND DEVELOPMENT CO LTD              | HENDERSON LAND DEVMT CO LTD                   | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |   1857930 | NS      | $6863189.83   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FLETCHER BUILDING LTD                          | FLETCHER BUILDING LTD                         | CUSIP: N/A<br>LEI: 549300UPHQTT2LG75045       | Long             | EC               | CORP              | NZ        |   1112935 | NS      | $3664838.90   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO FORESTRY CO LTD                       | SUMITOMO FORESTRY CO LTD                      | CUSIP: N/A<br>LEI: 549300FIIRGO6D5FWR19       | Long             | EC               | CORP              | JP        |    271700 | NS      | $5080111.11   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TOKYO ELECTRIC POWER CO HOLDINGS INC           | TOKYO ELECTRIC POWER CO HOLDINGS INC          | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |   1142000 | NS      | $4276549.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                        | WPP PLC NEW (UK)                              | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   1527983 | NS      | $17852556.04  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7263676 | NS      | $7265128.54   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NGK SPARK PLUG CO LTD                          | NGK SPARK PLUG CO LTD                         | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |    243800 | NS      | $4764127.56   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZUKI MTR CORP                                | SUZUKI MOTOR CORP                             | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |    698100 | NS      | $26173304.47  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| MEBUKI FINANCIAL GROUP INC                     | MEBUKI FINANCIAL GROUP INC                    | CUSIP: N/A<br>LEI: 353800K1RXV3E3JAE812       | Long             | EC               | CORP              | JP        |   1547900 | NS      | $4031996.34   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI MOTORS CORP                         | MITSUBISHI MOTORS CORP                        | CUSIP: N/A<br>LEI: 5299006ZTN6MO1N5BR16       | Long             | EC               | CORP              | JP        |    974300 | NS      | $3753885.59   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN HOLDINGS CO LTD                         | SCREEN HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |     66400 | NS      | $4947923.80   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |   5109000 | NS      | $17855381.90  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS | MICHELIN CL B (REG)                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   1008818 | NS      | $31898643.44  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1363868 | NS      | $34214332.96  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                   | CASTELLUM AB                                  | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |    407847 | NS      | $5569208.19   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FUJIFILM HLDGS CORP                            | FUJIFILM HOLDINGS CORP                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |    504800 | NS      | $26714614.49  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                               | DEUTSCHE POST AG                              | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   1408842 | NS      | $60660065.43  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL YPF SA                                  | REPSOL SA                                     | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |   2064265 | NS      | $33909351.02  | 0.71%             |  |  |  | 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        |   2141500 | NS      | $30369967.23  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    345533 | NS      | $18367009.81  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN GMBH                            | LEG IMMOBILIEN SE                             | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |    105330 | NS      | $8196590.68   | 0.17%             |  |  |  | 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        |     12036 | NS      | $26181824.82  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  38089864 | NS      | $43948628.29  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| WENDEL SE                                      | WENDEL                                        | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | EC               | CORP              | FR        |     38501 | NS      | $4060067.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDA MOTOR CO LTD                             | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |   2420100 | NS      | $59864831.12  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                            | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |    155562 | NS      | $12793869.61  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VONOVIA SE                                     | VONOVIA SE                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |   1131128 | NS      | $31951990.10  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| OJI HOLDINGS CORP                              | OJI HOLDINGS CORP                             | CUSIP: N/A<br>LEI: 529900LVC9GIIYUGE243       | Long             | EC               | CORP              | JP        |   1441700 | NS      | $5958188.11   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   1383295 | NS      | $26987739.75  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                         | SES SA A                                      | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |    545006 | NS      | $4219808.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MAZDA MOTOR CORP                               | MAZDA MOTOR CORP                              | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |    853100 | NS      | $6790664.58   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ALFRESA HOLDINGS CORP                          | ALFRESA HOLDINGS CORP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    288300 | NS      | $3608650.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                       | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   2229919 | NS      | $44249443.81  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFINA SA                                      | SOFINA SA                                     | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |     22392 | NS      | $5297137.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                  | BANCO BPM SPA                                 | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |   2153503 | NS      | $9662053.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  39633537 | NS      | $39637500.02  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PLC                                      | TESCO PLC                                     | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |  10524720 | NS      | $31988651.14  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTOR AB                                    | INVESTOR AB SER B                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |   3406897 | NS      | $65921971.38  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| VALEO                                          | VALEO SA                                      | CUSIP: N/A<br>LEI: 5493006IH2N2WMIBB742       | Long             | EC               | CORP              | FR        |    327529 | NS      | $7116121.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOJITZ CORPORATION                             | SOJITZ CORPORATION                            | CUSIP: N/A<br>LEI: 5493004SE33MRLPB1W98       | Long             | EC               | CORP              | JP        |    289900 | NS      | $5747651.57   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| K and S AG                                     | K+S AG                                        | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | EC               | CORP              | DE        |    272033 | NS      | $6494465.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   1486270 | NS      | $44360655.41  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CHEM CO LTD                           | SUMITOMO CHEMICAL CO LTD                      | CUSIP: N/A<br>LEI: 353800RSAU9BD8U4DM91       | Long             | EC               | CORP              | JP        |   2353400 | NS      | $9033836.30   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |   8396145 | NS      | $10428821.21  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |   1396301 | NS      | $86912665.38  | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| TRITAX BIG BOX REIT PLC                        | TRITAX BIG BOX REIT PLC                       | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |   2656138 | NS      | $5101857.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                   | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |   9917258 | NS      | $15240321.61  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SBI HLDGS INC JAPAN                            | SBI HOLDINGS INC                              | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |    387000 | NS      | $8204132.65   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | LLOYDS BANKING GROUP PLC                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |  95609215 | NS      | $62222078.55  | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                           | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |  21407865 | NS      | $49212234.25  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT MAR23 MFSH3                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |       352 | NC      | $2062784.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAHA MOTOR CO LTD                            | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |    497800 | NS      | $12261156.42  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                 | AGL ENERGY LTD                                | CUSIP: N/A<br>LEI: 549300QAZ8A74DEDXO80       | Long             | EC               | CORP              | AU        |    850988 | NS      | $4615143.70   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRO FOCUS INTERNATIONAL PLC                  | MICRO FOCUS INTERNATIONAL PLC                 | CUSIP: N/A<br>LEI: 213800F8E4X648142844       | Long             | EC               | CORP              | GB        |    518175 | NS      | $3398586.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |   1109994 | NS      | $82596904.09  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                      | NESTLE SA (REG)                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     41765 | NS      | $5095708.29   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                       | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   2003300 | NS      | $20606146.98  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                      | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |   7037862 | NS      | $26849857.99  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                        | ELIS SA                                       | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    281290 | NS      | $4923451.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   3815000 | NS      | $24278476.08  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                       | REXEL SA                                      | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |    348945 | NS      | $7685743.57   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COVESTRO AG                                    | COVESTRO AG                                   | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |    208604 | NS      | $9605071.30   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                           | FASTIGHETS AB BALDER CL B                     | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |    896794 | NS      | $4592193.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   1229434 | NS      | $120391678.48 | 2.53%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA CORP                                     | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |   7691195 | NS      | $36384991.69  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                    | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    440597 | NS      | $19073582.02  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURITAS AB                                   | SECURITAS AB SER B                            | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |    714532 | NS      | $6514255.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITEHAVEN COAL LTD                            | WHITEHAVEN COAL LTD                           | CUSIP: N/A<br>LEI: 529900WCZ4I6ZO3RRP86       | Long             | EC               | CORP              | AU        |   1320910 | NS      | $7854319.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH32 LTD                                    | SOUTH32                                       | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |   6519518 | NS      | $20920687.47  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | DEUTSCHE BANK AG                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |   2937467 | NS      | $38985848.14  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUESCOPE STEEL LTD                            | BLUESCOPE STEEL LTD                           | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |    659964 | NS      | $8999595.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |    584379 | NS      | $16854711.40  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                          | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |   2767000 | NS      | $17690843.54  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer