# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-002981
**Filing Date:** 2025-12
**Character Count:** 73893
**Document Hash:** e5f1a508ab18c9db9afc9d611f2802e8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-002981.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000035402-25-002981

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251599946

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $10673502969.93

**Total Liabilities:** $56249191.31

**Net Assets:** $10617253778.62

**Cash Not Reported:** $2766077.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195573 | 5.62%                | 2.21%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $195159590.94            | $265697438.66                              |
| Month 2  | $76426866.71             | $83965036.35                               |
| Month 3  | $68829644.11             | $-27953371.38                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TREASURY WINE ESTATES LTD                      | TREASURY WINE ESTATES LTD                     | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |   1999532 | NS      | $7836679.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IVECO GROUP NV                                 | IVECO GROUP NV                                | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    467833 | NS      | $9943727.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RWE AG                                         | RWE AG                                        | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |   1649688 | NS      | $81215021.88  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                               | TOTALENERGIES SE                              | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |   4511796 | NS      | $281694148.81 | 2.65%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | EQUINOR ASA                                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |   2079177 | NS      | $49799006.38  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB (SWD STL)                              | SSAB AB - CL B                                | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |   2038049 | NS      | $12678476.45  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH LAND CO PLC                            | BRITISH LAND CO PLC                           | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | EC               | CORP              | GB        |   2463601 | NS      | $12285498.28  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO BANK NV-GDR                          | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |   1416443 | NS      | $42302299.12  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTEC PLC                                   | INVESTEC PLC                                  | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | EC               | CORP              | GB        |   1560924 | NS      | $11749856.96  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AYVENS SA                                      | AYVENS SA                                     | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | EC               | CORP              | FR        |    624082 | NS      | $8322857.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE SABADELL SA                           | BANCO DE SABADELL SA                          | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |  13031358 | NS      | $48711789.12  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ACKERMANS and VAN HAAREN NV                    | ACKERMANS and VAN HAAREN SA                   | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |     53010 | NS      | $13198026.98  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| A2A SPA                                        | A2A SPA                                       | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |   3860083 | NS      | $11238994.16  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EIFFAGE SA                                     | EIFFAGE SA (FORM FOUGEROLLE)                  | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |    176290 | NS      | $21681511.42  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AISIN CORP                                     | AISIN CORP                                    | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |   1384100 | NS      | $24918470.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC HOLDINGS PLC                             | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |   6978158 | NS      | $97690385.61  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                        | PANASONIC HOLDINGS CORP                       | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |   6048500 | NS      | $70278938.56  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| VERBUND AG                                     | VERBUND AG                                    | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |    205552 | NS      | $15862430.95  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BRITISH FOODS PLC                   | ASSOCIATED BRITISH FOODS PLC                  | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |    706269 | NS      | $21293597.17  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE LUFTHANSA A G                         | LUFTHANSA AG (REGD)                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |   1476458 | NS      | $12923767.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                   | BRITISH AMERICAN TOBACCO PLC                  | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   3129923 | NS      | $160300724.76 | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| ASAHI GROUP HOLDINGS LTD                       | ASAHI GROUP HOLDINGS LTD                      | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |   3748100 | NS      | $40397080.66  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                             | BANCO SANTANDER SA                            | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |  27802648 | NS      | $282844371.42 | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| STMICROELECTRONICS NV                          | STMICROELECTRONICS NV                         | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |   1594375 | NS      | $39208531.76  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE                                         | ORANGE                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |   4522925 | NS      | $72350413.19  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYO TIRE CORP                                 | TOYO TIRE CORP                                | CUSIP: N/A<br>LEI: 529900Y41RD7VQM9RF75       | Long             | EC               | CORP              | JP        |    300000 | NS      | $8224644.73   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MS and AD INSURANCE GROUP HOLDINGS INC         | MS and AD INSURANCE GRP HLDGS INC             | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |   3210400 | NS      | $66180668.63  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                  | FRESNILLO PLC                                 | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |    453967 | NS      | $13251484.66  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC HEALTHCARE LTD                           | SONIC HEALTHCARE LTD                          | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |   1217911 | NS      | $16856626.36  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP PARIBAS                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |   2507910 | NS      | $194257723.09 | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                         | OMV AG (AUSH100)                              | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |    354848 | NS      | $19411877.95  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLTA AG                                      | AVOLTA AG                                     | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |    245502 | NS      | $12941396.46  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                              | TOYOTA MOTOR CORP                             | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |   4904400 | NS      | $99986672.78  | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN ENERGY HLDGS LTD                           | ENN ENERGY HOLDINGS LTD                       | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |   1812000 | NS      | $15775176.79  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKYO GAS CO LTD                               | TOKYO GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |    786400 | NS      | $27565588.22  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK KGAA                                     | MERCK KGAA                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |    318481 | NS      | $41718981.17  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANSKA AB                                     | SKANSKA AB SER B                              | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |    878047 | NS      | $23993158.20  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUBENI CORP                                  | MARUBENI CORP                                 | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |   3356600 | NS      | $82766076.18  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| RYANAIR HOLDINGS PLC                           | RYANAIR HOLDINGS PLC                          | CUSIP: N/A<br>LEI: 635400BR2ROC1FVEBQ56       | Long             | EC               | CORP              | IE        |   1306741 | NS      | $39562385.11  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| EVONIK INDUSTRIES AG                           | EVONIK INDUSTRIES AG                          | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |    620096 | NS      | $10385370.64  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER BANCA                                     | BPER BANCA                                    | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |   3411450 | NS      | $40718012.37  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRATT REDROW PLC                             | BARRATT REDROW PLC                            | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |   3540532 | NS      | $17502453.89  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CARREFOUR SA                                   | CARREFOUR SA (SUPERMARCHE)                    | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |   1378976 | NS      | $20768686.30  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                         | TUI AG (GB)                                   | CUSIP: N/A<br>LEI: 529900SL2WSPV293B552       | Long             | EC               | CORP              | DE        |   1112875 | NS      | $9469300.17   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE HOLDINGS INC                               | JFE HOLDINGS INC                              | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |   1575700 | NS      | $18082054.70  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DENSO CORP                                     | DENSO CORP                                    | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |   4806100 | NS      | $67408897.22  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS AG                                    | NOVARTIS AG (REG)                             | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |    473901 | NS      | $58650779.12  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO LTD                                  | RIO TINTO LTD                                 | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |    914758 | NS      | $79526170.77  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ITV PLC                                        | ITV PLC                                       | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | EC               | CORP              | GB        |   8334903 | NS      | $7626369.98   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOCERA CORP                                   | KYOCERA CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |   3461600 | NS      | $46046849.65  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INS GROUP LTD                              | QBE INSURANCE GROUP LTD                       | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |   3551943 | NS      | $46108880.27  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITE GROUP PLC                                | UNITE GROUP PLC                               | CUSIP: N/A<br>LEI: 213800BBUUWVDH9YI827       | Long             | EC               | CORP              | GB        |   1025055 | NS      | $7635305.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI and CO LTD                              | MITSUI and CO LTD                             | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |   6216900 | NS      | $153375211.21 | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGFISHER PLC                                 | KINGFISHER PLC                                | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |   4313617 | NS      | $17494235.75  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO CORP                                  | SUMITOMO CORP                                 | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |   2984400 | NS      | $86873132.18  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| RICOH CO LTD                                   | RICOH CO LTD                                  | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |   1403900 | NS      | $12061278.31  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE SA                             | CREDIT AGRICOLE SA                            | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |   2758901 | NS      | $49801963.46  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| NICE LTD                                       | NICE LTD                                      | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |    155862 | NS      | $21123128.85  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ERICSSON                                       | ERICSSON (LM) TELE CO CL B                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |   7202962 | NS      | $73080299.08  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| KUBOTA CORP                                    | KUBOTA CORP                                   | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |   2495750 | NS      | $32397299.82  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA HLDGS INC                                  | ANA HOLDINGS INC                              | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |    393800 | NS      | $7382312.63   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                | SUMITOMO MITSUI TRUST GROUP INC               | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |   1757700 | NS      | $48277984.82  | 0.45%             |  |  |  | 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        |   9457086 | NS      | $123735536.71 | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KION GROUP AG                                  | KION GROUP AG                                 | CUSIP: N/A<br>LEI: 5299005KY91C4C6U9H17       | Long             | EC               | CORP              | DE        |    171351 | NS      | $12146725.45  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JD SPORTS FASHION PLC                          | JD SPORTS FASHION PLC                         | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |   5862035 | NS      | $7175750.21   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND SECURITIES GROUP PLC                      | LAND SECURITIES GROUP PLC                     | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |   1835713 | NS      | $14987945.88  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER BUSCH INBEV SA NV                     | ANHEUSER-BUSCH INBEV SA/NV                    | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |   2435783 | NS      | $148527309.99 | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPGEMINI SA                                   | CAPGEMINI SA (FF40)                           | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |    380013 | NS      | $58463269.27  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA            | BANCA MONTE DEI PASCH SIEN SPA                | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | EC               | CORP              | IT        |   5818817 | NS      | $50866338.81  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SEIKO EPSON CORP                               | SEIKO EPSON CORP                              | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |    773300 | NS      | $9817412.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGIE SA                                       | ENGIE SA                                      | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |   4320777 | NS      | $101162182.20 | 0.95%             |  |  |  | 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        |   1072700 | NS      | $17954900.07  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                       | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |  10038122 | NS      | $235027107.91 | 2.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA TSUSHO CORP                             | TOYOTA TSUSHO CORP                            | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |   1746200 | NS      | $53447702.29  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SAISON CO LTD                           | CREDIT SAISON CO LTD                          | CUSIP: N/A<br>LEI: 529900SV58ZWTGRH3A66       | Long             | EC               | CORP              | JP        |    365600 | NS      | $8936572.58   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIRE PACIFIC LTD                              | SWIRE PACIFIC LTD CL A                        | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |   1139400 | NS      | $9413681.14   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VOESTALPINE AG                                 | VOESTALPINE AG                                | CUSIP: N/A<br>LEI: 529900ZAXBMQDIWPNB72       | Long             | EC               | CORP              | AT        |    259591 | NS      | $9239838.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ISUZU MOTORS LTD                               | ISUZU MOTORS LTD                              | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |   1371500 | NS      | $16864528.58  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ASAHI KASEI CORP                               | ASAHI KASEI CORP                              | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |   3365500 | NS      | $25823786.58  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KLEPIERRE SA                                   | KLEPIERRE SA                                  | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |    544304 | NS      | $20791771.15  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOUYGUES SA                                    | BOUYGUES ORD                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |    462738 | NS      | $20870962.10  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EASYJET PLC                                    | EASYJET PLC                                   | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | EC               | CORP              | GB        |   1587718 | NS      | $10105628.98  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO PLC                                  | RIO TINTO PLC                                 | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |   2626938 | NS      | $189376034.24 | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAZLEY PLC/UK                                 | BEAZLEY PLC/UK                                | CUSIP: N/A<br>LEI: 213800VTOMUWD41GIT12       | Long             | EC               | CORP              | GB        |   1522393 | NS      | $18609699.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KAWASAKI KISEN KAISHA LTD                      | KAWASAKI KISEN KAISHA LTD                     | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |   1575100 | NS      | $22618235.68  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON YUSEN KK                                | NIPPON YUSEN KABUSHIKI KAISHA                 | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |   1069700 | NS      | $37003248.98  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| KYUSHU ELECTRIC POWER CO INC                   | KYUSHU ELEC POWER CO INC                      | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | EC               | CORP              | JP        |   1168500 | NS      | $11487103.37  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADECCO GROUP AG                                | ADECCO GROUP AG                               | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |    415041 | NS      | $11562869.49  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CORP                                | MITSUBISHI CORP                               | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |   6087700 | NS      | $146181846.30 | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON STEEL CORP                              | NIPPON STEEL CORP                             | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |  13241800 | NS      | $54583106.88  | 0.51%             |  |  |  | No            |                  2 | On Loan: —       |
| DAIMLER TRUCK HOLDING AG                       | DAIMLER TRUCK HOLDING AG                      | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |   1229342 | NS      | $49184106.86  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUBISHI CHEMICAL GROUP CORP                 | MITSUBISHI CHEMICAL GROUP CORP                | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |   3526200 | NS      | $18444421.65  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAX GROUP PLC                                 | DRAX GROUP PLC                                | CUSIP: N/A<br>LEI: 549300YPSNTXR4ZHSR98       | Long             | EC               | CORP              | GB        |    857516 | NS      | $8127832.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                   | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |   2715000 | NS      | $73271088.61  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| KANSAI ELECTRIC POWER CO INC                   | KANSAI ELECTRIC POWER CO INC                  | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |   2527600 | NS      | $39486061.90  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                    | ARCELORMITTAL SA                              | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |   1050756 | NS      | $40161863.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIPAL HLDGS CORP                             | MEDIPAL HOLDINGS CORP                         | CUSIP: N/A<br>LEI: 353800PJDODZEA4NP730       | Long             | EC               | CORP              | JP        |    507800 | NS      | $8270572.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KURARAY CO LTD                                 | KURARAY CO LTD                                | CUSIP: N/A<br>LEI: 549300W9JPTOE739QZ31       | Long             | EC               | CORP              | JP        |    800500 | NS      | $8687536.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TOHOKU ELECTRIC POWER INC                      | TOHOKU ELECTRIC POWER INC                     | CUSIP: N/A<br>LEI: 353800KTF7EYIIYHY088       | Long             | EC               | CORP              | JP        |   1239200 | NS      | $8491306.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXAGON AB                                     | HEXAGON AB SER B                              | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |   4538953 | NS      | $55328114.13  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                  | AIB GROUP PLC                                 | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |   5265463 | NS      | $48462849.08  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                      | SHELL PLC                                     | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |   4383463 | NS      | $164333509.12 | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE AG                      | FRESENIUS MEDICAL CARE AG                     | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |    513354 | NS      | $27560568.25  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                | TELEPERFORMANCE                               | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |    131313 | NS      | $9378137.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HOLCIM AG                                      | HOLCIM LTD                                    | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |   1216010 | NS      | $108104791.07 | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                 | CONTINENTAL AG                                | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |    266144 | NS      | $20087357.41  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBU ELECTRIC POWER CO INC                    | CHUBU ELECTRIC POWER CO INC                   | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |   1867900 | NS      | $25998608.14  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SAINSBURY (J) PLC                              | SAINSBURY (J) PLC                             | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |   4180527 | NS      | $18760529.61  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THYSSENKRUPP AG                                | THYSSENKRUPP AG COMM                          | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | EC               | CORP              | DE        |   1211904 | NS      | $12678274.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE HOLDINGS INC                     | DAI-ICHI LIFE HOLDINGS INC                    | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |   9119500 | NS      | $64205161.90  | 0.60%             |  |  |  | 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        |    415000 | NS      | $7891489.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA SA                                  | TELEFONICA SA                                 | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |   9780767 | NS      | $49599977.00  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP                                    | SUBARU CORP                                   | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |   1427100 | NS      | $30358878.62  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BRENNTAG SE                                    | BRENNTAG SE                                   | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |    302427 | NS      | $16784728.05  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INPEX CORPORATION                              | INPEX CORP                                    | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |   2265000 | NS      | $41755012.65  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIFFEISEN BANK INTERNATIONAL AG               | RAIFFEISEN BANK INTERNTNL AG                  | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |    316126 | NS      | $11784134.43  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPPAN HOLDINGS INC                            | TOPPAN HOLDINGS INC                           | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |    660900 | NS      | $16210511.97  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN POST HOLDINGS CO LTD                     | JAPAN POST HOLDINGS CO LTD                    | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |   4249100 | NS      | $39882701.64  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYERISCHE MOTOREN WERKE (BMW) AG              | BMW AG                                        | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |    773746 | NS      | $71990804.43  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SWEDBANK AB                                    | SWEDBANK AB A                                 | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |   2231610 | NS      | $67886138.79  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIWA HOUSE INDUSTRY CO LTD                    | DAIWA HOUSE INDUSTRY CO LTD                   | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |   1495100 | NS      | $50768011.81  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE SA CL A                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |   1722022 | NS      | $109211763.31 | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIGNIFY NV                                     | SIGNIFY NV                                    | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | EC               | CORP              | NL        |    316268 | NS      | $7575272.36   | 0.07%             |  |  |  | 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        |  13696547 | NS      | $275931828.09 | 2.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP GROUP LTD                                  | BHP GROUP LIMITED                             | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |   5322440 | NS      | $151733309.37 | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CANON INC                                      | CANON INC                                     | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |   2234900 | NS      | $64287273.38  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKEMA SA                                      | ARKEMA                                        | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |    153693 | NS      | $9123443.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE TELEKOM AG                            | DEUTSCHE TELEKOM AG (REGD)                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |   7808225 | NS      | $241861217.33 | 2.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BROTHER INDUSTRIES LTD                         | BROTHER INDUSTRIES                            | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    635200 | NS      | $10838092.27  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALSTOM SA                                      | ALSTOM                                        | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |    819751 | NS      | $20499996.73  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                  | STELLANTIS NV                                 | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |   4995594 | NS      | $50545228.96  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE DE ST GOBAIN                         | ST GOBAIN CIE DE                              | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |   1131419 | NS      | $109817865.68 | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                               | OSAKA GAS CO LTD                              | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |    980500 | NS      | $30844617.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MITSUI OSK LINES LTD                           | MITSUI OSK LINES LTD                          | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |    894100 | NS      | $26589191.49  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SODEXO SA                                      | SODEXO                                        | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |    203482 | NS      | $11267471.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                        | WPP PLC NEW (UK)                              | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |   2658405 | NS      | $10045244.77  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMATSU LTD                                    | KOMATSU LTD                                   | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |   2287000 | NS      | $76502379.02  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 151438893 | NS      | $151469180.81 | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                              | RAKUTEN GROUP INC                             | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |   3733500 | NS      | $24456350.98  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIONOGI and CO LTD                            | SHIONOGI and CO LTD                           | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |   1973000 | NS      | $33030562.59  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZUKI MTR CORP                                | SUZUKI MOTOR CORP                             | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |   4841200 | NS      | $72503339.17  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SCREEN HOLDINGS CO LTD                         | SCREEN HOLDINGS CO LTD                        | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |    232800 | NS      | $22183297.64  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DCC PLC                                        | DCC PLC                                       | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |    240370 | NS      | $15820280.85  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KOBE STEEL LTD                                 | KOBE STEEL LTD ORD                            | CUSIP: N/A<br>LEI: 549300ZDCYYUPHEE5K87       | Long             | EC               | CORP              | JP        |    976700 | NS      | $11512397.31  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOC HONG KONG HOLDINGS LTD                     | BANK OF CHINA HONG KONG LTD                   | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |   8858000 | NS      | $43523101.97  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHELIN COMPAGNIE GENERALE DES ETABLISSEMENTS | MICHELIN CL B (REG)                           | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |   1739120 | NS      | $55556927.68  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| B and M EUROPEAN VALUE RETAIL S.A.             | B and M EUROPEAN VALUE RETAIL S.A.            | CUSIP: N/A<br>LEI: 213800UK7ZRLY2K1X530       | Long             | EC               | CORP              | LU        |   2471154 | NS      | $5832076.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS PLC                            | IMPERIAL BRANDS PLC                           | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |   1874088 | NS      | $74465639.22  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM HLDGS CORP                            | FUJIFILM HOLDINGS CORP                        | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |   2850300 | NS      | $66060523.54  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| DHL GROUP                                      | DHL GROUP                                     | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |   2365651 | NS      | $108693099.55 | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                       | UNITED OVERSEAS BANK (LOC)                    | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |   3550600 | NS      | $94575370.31  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN HUNG KAI PROPERTIES LTD                    | SUN HUNG KAI PROPERTIES LTD                   | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |   3784500 | NS      | $46000093.30  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JARDINE MATHESON HOLDINGS LTD                  | JARDINE MATHESON HLD                          | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |    508933 | NS      | $29899813.75  | 0.28%             |  |  |  | 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        |     17233 | NS      | $35429813.21  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                               | VODAFONE GROUP PLC                            | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |  50000867 | NS      | $60529799.37  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                             | HONDA MOTOR CO LTD                            | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |  10018500 | NS      | $101259455.94 | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| HEINEKEN HOLDING NV                            | HEINEKEN HOLDING NV                           | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |    276810 | NS      | $18697211.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKELEY GROUP HOLDINGS PLC                    | BERKELEY GRP HLDGS PLC                        | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |    237519 | NS      | $12582503.95  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I GROUP PLC                                   | 3I GROUP PLC                                  | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |   2398703 | NS      | $138814429.79 | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| MAZDA MOTOR CORP                               | MAZDA MOTOR CORP                              | CUSIP: N/A<br>LEI: 52990044YZJLICDQKK92       | Long             | EC               | CORP              | JP        |   1479100 | NS      | $10288723.64  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                        | EXOR NV                                       | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |    230407 | NS      | $19971512.95  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIX CORP                                      | ORIX CORP                                     | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |   2843900 | NS      | $69567620.06  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO AB                                       | VOLVO AB SER B                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |   4160191 | NS      | $113968628.30 | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ONO PHARMACEUTICAL CO LTD                      | ONO PHARMACEUTICAL CO LTD                     | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |   1155200 | NS      | $14097380.67  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                   | MTR CORPORATION LTD                           | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |   3988000 | NS      | $14626763.87  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFINA SA                                      | SOFINA SA                                     | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |     37929 | NS      | $10422576.71  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILMAR INTERNATIONAL LTD                       | WILMAR INTERNATIONAL LTD                      | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |   6469500 | NS      | $15557417.79  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INCHCAPE PLC                                   | INCHCAPE PLC                                  | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | EC               | CORP              | GB        |    912915 | NS      | $9162624.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                   | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  54069199 | NS      | $54074606.33  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTOR AB                                    | INVESTOR AB SER B                             | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |   4489654 | NS      | $148178312.33 | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTESCUE LTD                                  | FORTESCUE LTD                                 | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |   4097113 | NS      | $57072976.63  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                  | KONINKLIJKE AHOLD DELHAIZE NV                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |   2249670 | NS      | $92080346.64  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRICA PLC                                   | CENTRICA PLC                                  | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |  11853783 | NS      | $27921160.29  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER AG                                       | BAYER AG                                      | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |   2420908 | NS      | $75301109.19  | 0.71%             |  |  |  | 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        |   6112933 | NS      | $12053870.67  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BT GROUP PLC                                   | BT GROUP PLC                                  | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |  13999514 | NS      | $34161582.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TDK CORP                                       | TDK CORP                                      | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |   4710300 | NS      | $82299391.31  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                 | MSCI EAFE FUT DEC25 MFSZ5                     | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |      1500 | NC      | $1123563.27   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                   | BARCLAYS PLC ORD                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |  34708964 | NS      | $186165805.03 | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZI SPA                                      | BUZZI SPA                                     | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |    213603 | NS      | $12839825.37  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| YAMAHA MOTOR CO LTD                            | YAMAHA MOTOR CO LTD                           | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |   2508900 | NS      | $18152121.86  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                      | UST BILLS 0% 11/13/2025                       | CUSIP: 912797QQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2657000 | PA      | $2654148.88   | 0.02%             | 2025-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ GROUP AG                         | MERCEDES-BENZ GROUP AG                        | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |   1779605 | NS      | $115468907.65 | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT INC                                        | NTT INC                                       | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |  72121600 | NS      | $74231432.62  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                       | RENESAS ELECTRONICS CORP                      | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |   4609600 | NS      | $56926594.86  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI SA                                       | VINCI SA                                      | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |   1235229 | NS      | $165170263.18 | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NATWEST GROUP PLC                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |  19911126 | NS      | $153286143.64 | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| ELIS SA                                        | ELIS SA                                       | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | EC               | CORP              | FR        |    513209 | NS      | $14291856.61  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CK HUTCHISON HOLDINGS LTD                      | CK HUTCHISON HOLDINGS LTD                     | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |   6701000 | NS      | $44437515.56  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| REXEL SA                                       | REXEL SA                                      | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |    552670 | NS      | $19111052.34  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON EXPRESS HOLDINGS INC                    | NIPPON EXPRESS HOLDINGS INC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    578800 | NS      | $12307621.83  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA   | INTERNATIONAL CONS AIRLNS CDI                 | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |   5712850 | NS      | $31363273.98  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NOMURA HOLDINGS INC                            | NOMURA HOLDINGS INC                           | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |   7250005 | NS      | $51736789.21  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                         | SANOFI                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |   2616668 | NS      | $264709583.18 | 2.49%             |  |  |  | No            |                  2 | On Loan: No      |
| NOKIA CORP                                     | NOKIA OYJ                                     | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |  12637744 | NS      | $86205860.94  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| NN GROUP NV                                    | NN GROUP NV                                   | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |    662875 | NS      | $45370053.33  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGESTONE CORP                               | BRIDGESTONE CORP                              | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |   1442100 | NS      | $62955076.72  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL JAPAN RAILWAY CO                       | CENTRAL JAPAN RAILWAY CO                      | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |   2385900 | NS      | $58304453.96  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH32 LTD                                    | SOUTH32                                       | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |  11097948 | NS      | $22951531.00  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TKMS AG and CO KGAA                            | TKMS AG and CO KGAA                           | CUSIP: N/A<br>LEI: 529900W81B194B0E0078       | Long             | EC               | CORP              | DE        |     60595 | NS      | $5709814.61   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOOMIS AB                                      | LOOMIS AB                                     | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |    168799 | NS      | $6822853.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESENIUS SE and CO KGAA                       | FRESENIUS SE and CO KGAA                      | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |   1013195 | NS      | $58416318.26  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AALBERTS NV                                    | AALBERTS NV                                   | CUSIP: N/A<br>LEI: 549300EMP9DT6Q35HZ31       | Long             | EC               | CORP              | NL        |    250694 | NS      | $7969584.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINGAPORE AIRLINES LTD                         | SINGAPORE AIRLINES LTD (LOC)                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |   3441400 | NS      | $17529565.15  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CK ASSET HOLDINGS LTD                          | CK ASSET HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |   4829500 | NS      | $23890970.39  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer