# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-000823
**Filing Date:** 2025-9
**Character Count:** 78392
**Document Hash:** 31646cf09227fde2b8bf2a7e40c85e76
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-000823.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000035402-25-000823

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251349380

**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 Emerging Markets Low Volatility Index Fund (Series ID: S000063743)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000206607 | Fidelity SAI Emerging Markets Low Volatility Index Fund | FGKPX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Emerging Markets Low Volatility Index Fund**

**July 31, 2025**

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

MLV-NPRT3-0925

1.9892173.106 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 98.6%** | &nbsp;&nbsp;**Common Stocks - 98.6%** | &nbsp;&nbsp;**Common Stocks - 98.6%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 1.3%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| Telefonica Brasil SA  | 3281660 | 18449100 |
| Industrials - 0.6% |  |  |
| Ground Transportation - 0.6% |  |  |
| Rumo SA  | 4923700 | 14543668 |
| TOTAL BRAZIL |  | 32992768 |
| CHILE - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| Banco de Chile  | 157932638 | 21755704 |
| CHINA - 25.1%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 1.1% |  |  |
| China Tower Corp Ltd H Shares (b)(c) | 20164200 | 28216083 |
| Consumer Discretionary - 1.8% |  |  |
| Automobiles - 0.2% |  |  |
| SAIC Motor Corp Ltd A Shares (China)  | 2213800 | 5267698 |
| Household Durables - 1.6% |  |  |
| Gree Electric Appliances Inc of Zhuhai A Shares (China)  | 1952900 | 12360083 |
| Haier Smart Home Co Ltd H Shares  | 8668400 | 27308748 |
|  |  | 39668831 |
| TOTAL CONSUMER DISCRETIONARY |  | 44936529 |
| Consumer Staples - 0.9% |  |  |
| Food Products - 0.6% |  |  |
| Want Want China Holdings Ltd  | 18343000 | 13257847 |
| Personal Care Products - 0.3% |  |  |
| Hengan International Group Co Ltd  | 2804500 | 8378176 |
| TOTAL CONSUMER STAPLES |  | 21636023 |
| Energy - 2.9% |  |  |
| Oil, Gas & Consumable Fuels - 2.9% |  |  |
| China Petroleum & Chemical Corp H Shares  | 62248000 | 36528544 |
| China Shenhua Energy Co Ltd H Shares  | 8313000 | 36029795 |
|  |  | 72558339 |
| Financials - 14.7% |  |  |
| Banks - 13.1% |  |  |
| Agricultural Bank of China Ltd A Shares (China)  | 1000000 | 874538 |
| Agricultural Bank of China Ltd H Shares  | 58414000 | 38267971 |
| Bank of China Ltd A Shares (China)  | 27455000 | 21164695 |
| Bank of China Ltd H Shares  | 63585000 | 36702122 |
| Bank of Communications Co Ltd A Shares (China)  | 13625500 | 14468531 |
| Bank of Communications Co Ltd H Shares  | 40617000 | 36590550 |
| China CITIC Bank Corp Ltd H Shares  | 39243000 | 36461544 |
| China Construction Bank Corp H Shares  | 43369000 | 44357968 |
| China Minsheng Banking Corp Ltd H Shares  | 28407500 | 17098164 |
| Industrial & Commercial Bank of China Ltd A Shares (China)  | 35052800 | 36789408 |
| Industrial & Commercial Bank of China Ltd H Shares  | 51359000 | 39352569 |
| Postal Savings Bank of China Co Ltd H Shares (b)(c) | 16021000 | 11317410 |
|  |  | 333445470 |
| Insurance - 1.6% |  |  |
| PICC Property & Casualty Co Ltd H Shares  | 19350000 | 40162539 |
| TOTAL FINANCIALS |  | 373608009 |
| Industrials - 1.1% |  |  |
| Construction & Engineering - 0.4% |  |  |
| China Railway Group Ltd H Shares  | 18127000 | 9120269 |
| Ground Transportation - 0.7% |  |  |
| Beijing-Shanghai High Speed Railway Co Ltd A Shares (China)  | 14872100 | 11136347 |
| Daqin Railway Co Ltd A Shares (China)  | 7139075 | 6477771 |
|  |  | 17614118 |
| Transportation Infrastructure - 0.0% |  |  |
| Jiangsu Expressway Co Ltd A Shares (China)  | 568800 | 1119096 |
| TOTAL INDUSTRIALS |  | 27853483 |
| Information Technology - 0.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| China Railway Signal & Communication Corp Ltd A Shares (China)  | 2330169 | 1708915 |
| China Railway Signal & Communication Corp Ltd H Shares (b)(c) | 7015000 | 3066737 |
|  |  | 4775652 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Lenovo Group Ltd  | 420000 | 538544 |
| TOTAL INFORMATION TECHNOLOGY |  | 5314196 |
| Utilities - 2.4% |  |  |
| Independent Power and Renewable Electricity Producers - 2.4% |  |  |
| CGN Power Co Ltd A Shares (China)  | 7291800 | 3723347 |
| CGN Power Co Ltd H Shares (b)(c) | 48377000 | 18173902 |
| China Three Gorges Renewables Group Co Ltd A Shares (China)  | 9700000 | 5831655 |
| China Yangtze Power Co Ltd A Shares (China)  | 8444572 | 32661716 |
|  |  | 60390620 |
| TOTAL CHINA |  | 634513282 |
| INDIA - 17.0%  |  |  |
| Communication Services - 1.4% |  |  |
| Wireless Telecommunication Services - 1.4% |  |  |
| Bharti Airtel Ltd  | 1617095 | 35233052 |
| Consumer Discretionary - 3.8% |  |  |
| Automobiles - 2.7% |  |  |
| Maruti Suzuki India Ltd  | 241340 | 34647325 |
| TVS Motor Co Ltd  | 1026894 | 32736140 |
|  |  | 67383465 |
| Textiles, Apparel & Luxury Goods - 1.1% |  |  |
| Titan Co Ltd  | 753355 | 28702184 |
| TOTAL CONSUMER DISCRETIONARY |  | 96085649 |
| Consumer Staples - 2.5% |  |  |
| Food Products - 1.2% |  |  |
| Nestle India Ltd  | 1201272 | 30778942 |
| Personal Care Products - 1.3% |  |  |
| Hindustan Unilever Ltd  | 1098442 | 31573935 |
| TOTAL CONSUMER STAPLES |  | 62352877 |
| Health Care - 3.0% |  |  |
| Pharmaceuticals - 3.0% |  |  |
| Cipla Ltd/India  | 1582309 | 27967940 |
| Dr Reddy's Laboratories Ltd  | 2164835 | 31260454 |
| Sun Pharmaceutical Industries Ltd  | 874801 | 17003278 |
|  |  | 76231672 |
| Information Technology - 5.3% |  |  |
| IT Services - 5.3% |  |  |
| HCL Technologies Ltd  | 1711514 | 28555661 |
| Infosys Ltd  | 1611120 | 27423792 |
| Tata Consultancy Services Ltd  | 757744 | 26154367 |
| Tech Mahindra Ltd  | 1761713 | 29252050 |
| Wipro Ltd  | 8118216 | 22855830 |
|  |  | 134241700 |
| Utilities - 1.0% |  |  |
| Electric Utilities - 1.0% |  |  |
| Power Grid Corp of India Ltd  | 8265033 | 27345769 |
| TOTAL INDIA |  | 431490719 |
| INDONESIA - 1.7%  |  |  |
| Communication Services - 0.6% |  |  |
| Diversified Telecommunication Services - 0.6% |  |  |
| Telkom Indonesia Persero Tbk PT  | 92371800 | 16220021 |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| Bank Central Asia Tbk PT  | 51277900 | 25700258 |
| TOTAL INDONESIA |  | 41920279 |
| KOREA (SOUTH) - 6.5%  |  |  |
| Consumer Discretionary - 2.2% |  |  |
| Automobile Components - 1.5% |  |  |
| Hyundai Mobis Co Ltd  | 185232 | 38849782 |
| Household Durables - 0.7% |  |  |
| Coway Co Ltd  | 228920 | 17746138 |
| TOTAL CONSUMER DISCRETIONARY |  | 56595920 |
| Consumer Staples - 1.6% |  |  |
| Tobacco - 1.6% |  |  |
| KT&G Corp  | 428067 | 39875979 |
| Financials - 1.0% |  |  |
| Banks - 0.6% |  |  |
| Industrial Bank of Korea  | 1137545 | 15773842 |
| Insurance - 0.4% |  |  |
| DB Insurance Co Ltd  | 105157 | 9606645 |
| TOTAL FINANCIALS |  | 25380487 |
| Information Technology - 1.7% |  |  |
| IT Services - 0.7% |  |  |
| Samsung SDS Co Ltd  | 163882 | 18661394 |
| Technology Hardware, Storage & Peripherals - 1.0% |  |  |
| Samsung Electronics Co Ltd  | 503328 | 25495512 |
| TOTAL INFORMATION TECHNOLOGY |  | 44156906 |
| TOTAL KOREA (SOUTH) |  | 166009292 |
| KUWAIT - 2.6%  |  |  |
| Communication Services - 0.7% |  |  |
| Wireless Telecommunication Services - 0.7% |  |  |
| Mobile Telecommunications Co KSCP  | 10652922 | 18511692 |
| Financials - 1.9% |  |  |
| Banks - 1.9% |  |  |
| Boubyan Bank KSCP  | 3373677 | 7768879 |
| National Bank of Kuwait SAKP  | 11465984 | 39287334 |
|  |  | 47056213 |
| TOTAL KUWAIT |  | 65567905 |
| MALAYSIA - 4.1%  |  |  |
| Communication Services - 0.5% |  |  |
| Wireless Telecommunication Services - 0.5% |  |  |
| CELCOMDIGI BHD  | 12738700 | 11456070 |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| PPB Group Bhd  | 2214300 | 4888344 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Malayan Banking Bhd  | 5406716 | 11891641 |
| Public Bank Bhd  | 1684200 | 1658715 |
|  |  | 13550356 |
| Health Care - 0.8% |  |  |
| Health Care Providers & Services - 0.8% |  |  |
| IHH Healthcare Bhd  | 13327200 | 20771801 |
| Industrials - 0.4% |  |  |
| Marine Transportation - 0.4% |  |  |
| MISC Bhd  | 5787800 | 10107983 |
| Utilities - 1.7% |  |  |
| Electric Utilities - 1.4% |  |  |
| Tenaga Nasional Bhd  | 11107600 | 33833172 |
| Gas Utilities - 0.3% |  |  |
| Petronas Gas Bhd  | 1947500 | 8202788 |
| TOTAL UTILITIES |  | 42035960 |
| TOTAL MALAYSIA |  | 102810514 |
| MEXICO - 0.3%  |  |  |
| Consumer Staples - 0.3% |  |  |
| Household Products - 0.3% |  |  |
| Kimberly Clark DE Mexico Sab D Series A  | 4696700 | 8753563 |
| PHILIPPINES - 0.5%  |  |  |
| Communication Services - 0.3% |  |  |
| Wireless Telecommunication Services - 0.3% |  |  |
| PLDT Inc  | 372310 | 8422869 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Manila Electric Co  | 598530 | 5517968 |
| TOTAL PHILIPPINES |  | 13940837 |
| QATAR - 2.4%  |  |  |
| Financials - 2.2% |  |  |
| Banks - 2.2% |  |  |
| Al Rayan Bank  | 4381886 | 2864292 |
| Qatar Islamic Bank QPSC  | 3499524 | 23576854 |
| Qatar National Bank QPSC  | 5374664 | 27677822 |
|  |  | 54118968 |
| Utilities - 0.2% |  |  |
| Multi-Utilities - 0.2% |  |  |
| Qatar Electricity & Water Co QSC  | 1327059 | 5868072 |
| TOTAL QATAR |  | 59987040 |
| RUSSIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Phosagro Pjsc (d)(e) | 1400 | 0 |
| Phosagro Pjsc GDR (b)(d)(e) | 3774 | 0 |
| TOTAL RUSSIA |  | 0 |
| SAUDI ARABIA - 7.7%  |  |  |
| Communication Services - 1.6% |  |  |
| Diversified Telecommunication Services - 1.3% |  |  |
| Saudi Telecom Co  | 2845911 | 31895204 |
| Wireless Telecommunication Services - 0.3% |  |  |
| Etihad Etisalat Co  | 428698 | 6994300 |
| TOTAL COMMUNICATION SERVICES |  | 38889504 |
| Consumer Discretionary - 0.4% |  |  |
| Specialty Retail - 0.4% |  |  |
| Aldrees Petroleum and Transport Services Co  | 28310 | 901126 |
| Jarir Marketing Co  | 2533498 | 8678907 |
|  |  | 9580033 |
| Consumer Staples - 0.5% |  |  |
| Food Products - 0.5% |  |  |
| Almarai Co JSC  | 1086804 | 13878039 |
| Energy - 1.3% |  |  |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| Saudi Arabian Oil Co (b)(c) | 5245759 | 33982550 |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Alinma Bank  | 3649648 | 25121674 |
| Health Care - 0.3% |  |  |
| Health Care Providers & Services - 0.3% |  |  |
| Mouwasat Medical Services Co  | 405959 | 8225023 |
| Information Technology - 0.6% |  |  |
| IT Services - 0.6% |  |  |
| Elm Co  | 67664 | 16414982 |
| Materials - 1.5% |  |  |
| Chemicals - 1.5% |  |  |
| SABIC Agri-Nutrients Co  | 526488 | 16730391 |
| Saudi Basic Industries Corp  | 1319644 | 19225972 |
| Yanbu National Petrochemical Co  | 133943 | 1089084 |
|  |  | 37045447 |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| Saudi Electricity Co  | 3422801 | 13477319 |
| TOTAL SAUDI ARABIA |  | 196614571 |
| TAIWAN - 22.3%  |  |  |
| Communication Services - 3.3% |  |  |
| Diversified Telecommunication Services - 1.5% |  |  |
| Chunghwa Telecom Co Ltd  | 8808000 | 37975965 |
| Wireless Telecommunication Services - 1.8% |  |  |
| Far EasTone Telecommunications Co Ltd  | 6820000 | 18558904 |
| Taiwan Mobile Co Ltd  | 7563000 | 26601683 |
|  |  | 45160587 |
| TOTAL COMMUNICATION SERVICES |  | 83136552 |
| Consumer Staples - 2.2% |  |  |
| Consumer Staples Distribution & Retail - 0.8% |  |  |
| President Chain Store Corp  | 2426000 | 20742666 |
| Food Products - 1.4% |  |  |
| Uni-President Enterprises Corp  | 12852000 | 33843275 |
| TOTAL CONSUMER STAPLES |  | 54585941 |
| Energy - 0.4% |  |  |
| Oil, Gas & Consumable Fuels - 0.4% |  |  |
| Formosa Petrochemical Corp  | 7200000 | 10497026 |
| Financials - 6.2% |  |  |
| Banks - 6.2% |  |  |
| Chang Hwa Commercial Bank Ltd  | 35075888 | 21616386 |
| Mega Financial Holding Co Ltd  | 27119797 | 38490753 |
| Shanghai Commercial & Savings Bank Ltd/The  | 12553080 | 17981112 |
| SinoPac Financial Holdings Co Ltd  | 36487427 | 30038197 |
| Taichung Commercial Bank Co Ltd (e) | 16453904 | 12198642 |
| Taiwan Cooperative Financial Holding Co Ltd  | 44457468 | 37648071 |
|  |  | 157973161 |
| Industrials - 0.6% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Far Eastern New Century Corp  | 5648000 | 5401077 |
| Transportation Infrastructure - 0.4% |  |  |
| Taiwan High Speed Rail Corp  | 9479000 | 8619182 |
| TOTAL INDUSTRIALS |  | 14020259 |
| Information Technology - 8.3% |  |  |
| Electronic Equipment, Instruments & Components - 1.9% |  |  |
| Lotes Co Ltd  | 394000 | 18381838 |
| Synnex Technology International Corp  | 5698000 | 12599279 |
| Wpg Holding Co Ltd  | 7260000 | 16050146 |
|  |  | 47031263 |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| Chipbond Technology Corp  | 1212000 | 2260698 |
| Technology Hardware, Storage & Peripherals - 6.4% |  |  |
| Asustek Computer Inc  | 1774000 | 38853962 |
| Catcher Technology Co Ltd  | 2941000 | 20722844 |
| Chicony Electronics Co Ltd  | 2892000 | 12581953 |
| Compal Electronics Inc  | 17914000 | 17491143 |
| Inventec Corp  | 13495000 | 19886138 |
| Lite-On Technology Corp  | 7462000 | 29434421 |
| Pegatron Corp  | 8864000 | 23544232 |
|  |  | 162514693 |
| TOTAL INFORMATION TECHNOLOGY |  | 211806654 |
| Materials - 1.0% |  |  |
| Chemicals - 0.4% |  |  |
| Formosa Plastics Corp  | 7250000 | 10289814 |
| Construction Materials - 0.6% |  |  |
| Asia Cement Corp  | 10287000 | 13874271 |
| TOTAL MATERIALS |  | 24164085 |
| Real Estate - 0.3% |  |  |
| Real Estate Management & Development - 0.3% |  |  |
| Highwealth Construction Corp  | 7425590 | 10123429 |
| TOTAL TAIWAN |  | 566307107 |
| THAILAND - 1.8%  |  |  |
| Communication Services - 1.4% |  |  |
| Wireless Telecommunication Services - 1.4% |  |  |
| Advanced Info Service PCL  | 4006900 | 35486300 |
| Advanced Info Service PCL depository receipt  | 32600 | 288715 |
|  |  | 35775015 |
| Health Care - 0.4% |  |  |
| Health Care Providers & Services - 0.4% |  |  |
| Bangkok Dusit Medical Services PCL  | 16804100 | 11021346 |
| Bangkok Dusit Medical Services PCL depository receipt  | 148200 | 97199 |
|  |  | 11118545 |
| TOTAL THAILAND |  | 46893560 |
| UNITED ARAB EMIRATES - 4.4%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 1.1% |  |  |
| Emirates Telecommunications Group Co PJSC  | 5489532 | 28306649 |
| Consumer Discretionary - 0.8% |  |  |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Americana Restaurants International PLC - Foreign Co  | 12373397 | 7242701 |
| Specialty Retail - 0.5% |  |  |
| Abu Dhabi National Oil Co for Distribution PJSC  | 12389345 | 12513979 |
| TOTAL CONSUMER DISCRETIONARY |  | 19756680 |
| Financials - 1.3% |  |  |
| Banks - 1.3% |  |  |
| Dubai Islamic Bank PJSC  | 12512291 | 33996995 |
| Utilities - 1.2% |  |  |
| Multi-Utilities - 1.2% |  |  |
| Dubai Electricity & Water Authority PJSC  | 38922461 | 29353049 |
| TOTAL UNITED ARAB EMIRATES |  | 111413373 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $2,015,675,983) |  | <br> **2500970514** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 0.0%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 8/21/2025 (g)<br>(Cost $1,362,804)<br>| 4.25 | 1366000 | **1362739** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** | &nbsp;&nbsp;**Money Market Funds - 1.1%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $26,781,161)<br>| 4.33 | 26775805 | **26781161** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $2,043,819,948)<br>| <br>**2529114414** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **8463024** |
| **NET ASSETS - 100.0%** | **2537577438** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Contracts |  |  |  |  |  |
| ICE MSCI Emerging Markets Index Contracts (United States) | 602 | Sep 2025 | 37272830 | 915353 | 915353 |
| The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% | The notional amount of futures purchased as a percentage of Net Assets is 1.5% |

---

**Legend**

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

(b) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $94,756,682 or 3.7% of net assets.

(c) 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 $94,756,682 or 3.7% of net assets.

(d) Level 3 security

(e) Non-income producing.

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

(g) 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 $1,113,336.

(h) 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.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 335 | 447785028 | 421004202 | 1268423 | - | - | 26781161 | 26775805 | 0.0% |
| Total | 335 | 447785028 | 421004202 | 1268423 | - | - | 26781161 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI Emerging Markets Low Volatility Index Fund

- **b. EDGAR series identifier (if any):** S000063743

- **c. LEI of Series:** 5493007F8S2PTRH8KW15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2538893238.43

**Total Liabilities:** $1287584.50

**Net Assets:** $2537605653.93

**Cash Not Reported:** $3722624.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000206607 | 3.20%                | 4.31%                | -0.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $21687049.46             | $44723257.52                               |
| Month 2  | $-121561.67              | $92068986.81                               |
| Month 3  | $191.33                  | $-39929342.88                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHINA CONSTRUCTION BANK CORP                     | CHINA CONSTRUCTION BANK CORP H                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |  43369000 | NS      | $44357968.00  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYAN BANKING BERHAD                           | MALAYAN BANKING                                             | CUSIP: N/A<br>LEI: 5493004OT3TOY404V310       | Long             | EC               | CORP              | MY        |   5406716 | NS      | $11891640.66  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| MANILA ELECTRIC CO                               | MANILA ELECTRIC CO                                          | CUSIP: N/A<br>LEI: 254900RDFLCM12O8SK69       | Long             | EC               | CORP              | PH        |    598530 | NS      | $5517968.10   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                        | CATCHER TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |   2941000 | NS      | $20722844.06  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA BRASIL SA                             | TELEFONICA BRASIL SA                                        | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |   3281660 | NS      | $18449099.80  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TVS MOTOR CO LTD                                 | TVS MOTOR CO LTD                                            | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               | CORP              | IN        |   1026894 | NS      | $32736139.52  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TOWER CORP LTD                             | CHINA TOWER CORP LTD H                                      | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |  20164200 | NS      | $28216082.55  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC BANK BHD                                  | PUBLIC BANK BHD (LOC) (MLAY)                                | CUSIP: N/A<br>LEI: 549300L2RSQCVMOHGM20       | Long             | EC               | CORP              | MY        |   1684200 | NS      | $1658715.61   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FAR EASTERN NEW CENTURY CORP                     | FAR EASTERN NEW CENTURY CORP                                | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |   5648000 | NS      | $5401076.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DUBAI ELECTRICITY and WTR AUTH                   | DUBAI ELECTRICITY AND WATER AUTHORITY                       | CUSIP: N/A<br>LEI: 213800K4OJF8DKATLT41       | Long             | EC               | CORP              | AE        |  38922461 | NS      | $29353049.09  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                       | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    503328 | NS      | $25495511.48  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPAC FINANCIAL HOLDINGS CO LTD                | SINOPAC HOLDINGS                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |  36487427 | NS      | $30038196.86  | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| HINDUSTAN UNILEVER LTD                           | HINDUSTAN UNILEVER LTD                                      | CUSIP: N/A<br>LEI: 5493007IW5N37IKRPM32       | Long             | EC               | CORP              | IN        |   1098442 | NS      | $31573935.20  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| FAR EASTONE TELECOMMUNICATIONS CO LTD            | FAR EASTONE TELECOM CO LTD                                  | CUSIP: N/A<br>LEI: 529900L7W7BWDLVZL253       | Long             | EC               | CORP              | TW        |   6820000 | NS      | $18558903.76  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN CO LTD                                     | TITAN CO LTD                                                | CUSIP: N/A<br>LEI: 549300RO9VJWPK37FE54       | Long             | EC               | CORP              | IN        |    753355 | NS      | $28702184.57  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| PICC PPTY and CAS CO LTD                         | PICC PROPERTY and CASUALTY CO H                             | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |  19350000 | NS      | $40162539.21  | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNNEX TECHNOLOGY INTL CORP                      | SYNNEX TECHNOLOGY INTL CORP                                 | CUSIP: N/A<br>LEI: 529900GMBJ3R4A2WBC71       | Long             | EC               | CORP              | TW        |   5698000 | NS      | $12599279.21  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| PEGATRON CORP                                    | PEGATRON CORP                                               | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |   8864000 | NS      | $23544232.34  | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUBYAN BANK KSCP                                | BOUBYAN BANK KSC                                            | CUSIP: N/A<br>LEI: 254900D1UAYOAUPGL280       | Long             | EC               | CORP              | KW        |   3373677 | NS      | $7768878.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA MINSHENG BANKING CORP LTD                  | CHINA MINSHENG BANK CORP H                                  | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |  28407500 | NS      | $17098163.61  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR ISLAMIC BANK                               | QATAR ISLAMIC BANK                                          | CUSIP: N/A<br>LEI: 254900CFGPXJI71OHT95       | Long             | EC               | CORP              | QA        |   3499524 | NS      | $23576853.53  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA THREE GORGES RENEWABLES GROUP CO LTD       | CHINA THREE GORGES RENEWABLES GROUP CO LTD A                | CUSIP: N/A<br>LEI: 300300C9638DU18HFK27       | Long             | EC               | CORP              | CN        |   9700000 | NS      | $5831655.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DAQIN RAILWAY CO LTD                             | DAQIN RAILWAY CO LTD A                                      | CUSIP: N/A<br>LEI: 30030098LARO7YWJL882       | Long             | EC               | CORP              | CN        |   7139075 | NS      | $6477770.92   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                     | POWER GRID CORP OF INDIA LTD                                | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |   8265033 | NS      | $27345769.49  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DR REDDY'S LABORATORIES LTD                      | DR REDDYS LABS LTD (DEMAT)                                  | CUSIP: N/A<br>LEI: 335800OVDPY3DVZR2798       | Long             | EC               | CORP              | IN        |   2164835 | NS      | $31260454.07  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ELM CO                                           | ELM CO                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     67664 | NS      | $16414982.27  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICANA RESTAURANTS INTERNATIONAL PLC          | AMERICANA RESTAURANTS INTERNATIONAL PLC                     | CUSIP: N/A<br>LEI: 549300EYHRPEZ6UVAM64       | Long             | EC               | CORP              | AE        |  12373397 | NS      | $7242701.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR ELECTRICITY and WATER CO                   | QATAR ELECTRICITY and WATER CO                              | CUSIP: N/A<br>LEI: 2763MA9U3F8LNMP1G116       | Long             | EC               | CORP              | QA        |   1327059 | NS      | $5868071.93   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CHILE                                   | BANCO DE CHILE                                              | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        | 157932638 | NS      | $21755703.56  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                             | HYUNDAI MOBIS                                               | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |    185232 | NS      | $38849781.73  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ALDREES PETROLEUM and TRANSPORT SERVICES CO      | ALDREES PETROLEUM and TRANSPORT                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     28310 | NS      | $901126.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALMARAI CO LTD                                   | ALMARAI CO LTD                                              | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | EC               | CORP              | SA        |   1086804 | NS      | $13878038.87  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CHANG HWA COMMERCIAL BANK                        | CHANG HWA COMMERCIAL BANK                                   | CUSIP: N/A<br>LEI: 549300FHFNGCSKDTHT42       | Long             | EC               | CORP              | TW        |  35075888 | NS      | $21616385.70  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                   | AGRICULTURAL BANK OF CHINA H                                | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |  58414000 | NS      | $38267970.06  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT (DEMAT)          | TELKOM INDONESIA PERSERO TBK PT (DEMAT) DEMATERIALIZED SHRS | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |  92371800 | NS      | $16220020.58  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP                   | UNI-PRESIDENT ENTERPRISES CORP                              | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |  12852000 | NS      | $33843274.41  | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| INVENTEC CORP                                    | INVENTEC CO LTD                                             | CUSIP: N/A<br>LEI: 391200XSJU5WEVAXB086       | Long             | EC               | CORP              | TW        |  13495000 | NS      | $19886138.44  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| HAIER SMART HOME CO LTD                          | HAIER SMART HOME CO LTD                                     | CUSIP: N/A<br>LEI: 3003002BYTNGNJTWSH07       | Long             | EC               | CORP              | CN        |   8668400 | NS      | $27308747.73  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| YANBU NATIONAL PETROCHEMICALS COMPANY            | YANBU NATIONAL PETROCHEMICA CO                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    133943 | NS      | $1089083.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RAILWAY SIGNAL and COMMUNICATION CORP      | CHINA RAILWAY SIGNAL and COMMUNICATION CORP H               | CUSIP: N/A<br>LEI: 529900GK68ZHDM38WD21       | Long             | EC               | CORP              | CN        |   7015000 | NS      | $3066737.49   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESIDENT CHAIN STORE CORP                       | PRESIDENT CHAIN STORE CORP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2426000 | NS      | $20742666.26  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                 | LENOVO GROUP LTD                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |    420000 | NS      | $538545.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LOTES CO LTD                                     | LOTES CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    394000 | NS      | $18381838.37  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| FORMOSA PLASTICS CORP                            | FORMOSA PLASTICS CORP                                       | CUSIP: N/A<br>LEI: 254900KM6G17UTG1QN82       | Long             | EC               | CORP              | TW        |   7250000 | NS      | $10289813.67  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CGN POWER CO LTD                                 | CGN POWER CO LTD H                                          | CUSIP: N/A<br>LEI: 529900D2UINCGWQYBK45       | Long             | EC               | CORP              | CN        |  48377000 | NS      | $18173901.48  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI BASIC INDUSTRIES CORP                      | SAUDI BASIC INDUSTRIES CORP                                 | CUSIP: N/A<br>LEI: 213800ZCTFZZZJSK8645       | Long             | EC               | CORP              | SA        |   1319644 | NS      | $19225972.27  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT INC                                         | PLDT INC                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | EC               | CORP              | PH        |    372310 | NS      | $8422868.83   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| FORMOSA PETROCHEMICAL CORP                       | FORMOSA PETROCHEMICAL CORP                                  | CUSIP: N/A<br>LEI: 529900UWWAOQ8470E792       | Long             | EC               | CORP              | TW        |   7200000 | NS      | $10497025.63  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| RUMO SA                                          | RUMO SA                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |   4923700 | NS      | $14543668.33  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK DE MEXICO SAB D                   | KIMBERLY-CLARK DE MEXICO CL A                               | CUSIP: N/A<br>LEI: 549300JGHL56QT00KT54       | Long             | EC               | CORP              | MX        |   4696700 | NS      | $8753563.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                    | BANK OF COMMUNICATIONS H                                    | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |  40617000 | NS      | $36590550.12  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY COMPANY                        | SAUDI ELECTRICITY COMPANY                                   | CUSIP: N/A<br>LEI: 549300FXO4ZXUIAXGP41       | Long             | EC               | CORP              | SA        |   3422801 | NS      | $13477318.86  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DUBAI ISLAMIC BANK LTD                           | DUBAI ISLAMIC BANK LTD                                      | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |  12512291 | NS      | $33996995.46  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MEGA FINANCIAL HOLDING CO                        | MEGA FINANCIAL HOLDING CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |  27119797 | NS      | $38490753.05  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| WIPRO LTD                                        | WIPRO LTD (DEMAT)                                           | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |   8118216 | NS      | $22855829.84  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                   | AGRICULTURAL BANK OF CHINA A                                | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |   1000000 | NS      | $874538.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK CENTRAL ASIA TBK PT                         | BANK CENTRAL ASIA                                           | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |  51277900 | NS      | $25700258.04  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIPBOND TECHNOLOGY CORP                         | CHIPBOND TECHNOLOGY CORP                                    | CUSIP: N/A<br>LEI: 254900AK7VTHB4UYLR40       | Long             | EC               | CORP              | TW        |   1212000 | NS      | $2260697.77   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KT and G CORP                                    | KT and G CORP                                               | CUSIP: N/A<br>LEI: 988400ZJV6ISYBLQX875       | Long             | EC               | CORP              | KR        |    428067 | NS      | $39875978.52  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA YANGTZE POWER CO LTD                       | CHINA YANGTZE POWER CO LTD A                                | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |   8444572 | NS      | $32661715.70  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES TELECOMMUNICATIONS GROUP CO PJSC        | EMIRATES TELECOMMUNICATIONS GRP CO                          | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | EC               | CORP              | AE        |   5489532 | NS      | $28306648.72  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LTD                             | HCL TECHNOLOGIES LTD (DEMAT)                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |   1711514 | NS      | $28555661.00  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CHUNGHWA TELECOM CO LTD                          | CHUNGHWA TELECOM CO LTD                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   8808000 | NS      | $37975965.18  | 1.50%             |  |  |  | No            |                  2 | On Loan: No      |
| AL MOUWASAT MEDICAL SERVICES CO                  | AL MOUWASAT MEDICAL SERVICES CO                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    405959 | NS      | $8225023.06   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TAICHUNG COMMERCIAL BANK CO LTD                  | TAICHUNG BUSINESS BANK                                      | CUSIP: N/A<br>LEI: 549300VNYOLU68FQNE06       | Long             | EC               | CORP              | TW        |  16453904 | NS      | $12198642.53  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RAILWAY SIGNAL and COMMUNICATION CORP      | CHINA RAILWAY SIGNAL and COMMUNICATION CORP A               | CUSIP: N/A<br>LEI: 529900GK68ZHDM38WD21       | Long             | EC               | CORP              | CN        |   2330169 | NS      | $1708914.85   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CELCOMDIGI BHD                                   | CELCOMDIGI BHD                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  12738700 | NS      | $11456070.02  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN COOPERATIVE FINANCIAL HOLDING CO LTD      | TAIWAN COOPERATIVE FIN HLD INC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |  44457468 | NS      | $37648071.13  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                    | PHOSAGRO PJSC                                               | CUSIP: N/A<br>LEI: 25340053KRUNNYUWF472       | Long             | EC               | CORP              | RU        |      1400 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANGKOK DUSIT MEDICAL SERVICES PCL               | BANGKOK DUSIT MED SERVICE NVDR                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    148200 | NS      | $97200.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK DUSIT MEDICAL SERVICES PCL               | BANGKOK DUSIT MEDIC SVC (FOR)                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |  16804100 | NS      | $11021345.99  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| TENAGA NASIONAL BERHAD                           | TENAGA NASIONAL BHD                                         | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |  11107600 | NS      | $33833171.43  | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF CHINA LTD                                | BANK OF CHINA LTD A                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  27455000 | NS      | $21164695.69  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| HENGAN INTERNATIONAL GROUP CO LTD                | HENGAN INTL GRP CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |   2804500 | NS      | $8378175.70   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF CHINA LTD                                | BANK OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  63585000 | NS      | $36702121.57  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                        | ADVANCED INFO SERVICE NVDR                                  | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |     32600 | NS      | $288715.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR NATIONAL BANK                              | QATAR NATIONAL BANK LTD                                     | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |   5374664 | NS      | $27677822.03  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWEALTH CONSTRUCTION CORP                     | HIGHWEALTH CONSTRUCTION CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   7425590 | NS      | $10123430.10  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA          | INDUSTRIAL and COM BK OF CHINA A                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |  35052800 | NS      | $36789408.53  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICONY ELECTRONICS CO LTD                       | CHICONY ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 254900JBP5GB5B1IHS51       | Long             | EC               | CORP              | TW        |   2892000 | NS      | $12581952.90  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIJING-SHANGHAI HIGH SPEED RAILWAY CO LTD       | BEIJING-SHANGHAI HIGH SPEED RAILWAY CO LTD A                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |  14872100 | NS      | $11136346.71  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA CONSULTANCY SERVICES LTD                    | TATA CONSULTANCY SERVICES LTD                               | CUSIP: N/A<br>LEI: 335800ZJKU9GPQRE2U66       | Long             | EC               | CORP              | IN        |    757744 | NS      | $26154366.73  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED | POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED H          | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |  16021000 | NS      | $11317410.63  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGSU EXPRESSWAY CO LTD                        | JIANGSU EXPRESSWAY CO LTD A                                 | CUSIP: N/A<br>LEI: 529900UWWTWZ6AKLYD43       | Long             | EC               | CORP              | CN        |    568800 | NS      | $1119096.38   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPAL ELECTRONICS INC                           | COMPAL ELECTRONICS INC                                      | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |  17914000 | NS      | $17491143.10  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                        | ADVANCED INFO SERVICES (FOR)                                | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |   4006900 | NS      | $35486299.01  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG SDS CO LTD                               | SAMSUNG SDS CO LTD                                          | CUSIP: N/A<br>LEI: 988400G19T2TB4CAWX91       | Long             | EC               | CORP              | KR        |    163882 | NS      | $18661394.45  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| DB INSURANCE CO LTD                              | DB INSURANCE CO LTD                                         | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |    105157 | NS      | $9606645.38   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SABIC AGRI-NUTRIENTS CO                          | SABIC AGRI-NUTRIENTS CO                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    526488 | NS      | $16730390.98  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN HIGH SPEED RAIL CORP                      | TAIWAN HGH SPD RL CORP                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   9479000 | NS      | $8619182.42   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LITE-ON TECHNOLOGY CORP                          | LITE ON TECHNOLOGY CORP                                     | CUSIP: N/A<br>LEI: 2549005GU1PQ73SZBT32       | Long             | EC               | CORP              | TW        |   7462000 | NS      | $29434421.06  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  26775805 | NS      | $26781160.55  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                          | MARUTI SUZUKI INDIA LTD (LOC)                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |    241340 | NS      | $34647325.04  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBILE TELECOMMUNICATION CO                      | MOBILE TELECOMMUNICATION CO                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |  10652922 | NS      | $18511691.98  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIC MOTOR CORPORATION LTD                       | SAIC MOTOR CORPORATION LTD A                                | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |   2213800 | NS      | $5267697.68   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO                                 | SAUDI TELECOM CO                                            | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |   2845911 | NS      | $31895203.66  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARTI AIRTEL LTD                                | BHARTI AIRTEL LIMITED                                       | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |   1617095 | NS      | $35233051.72  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN MOBILE CO LTD                             | TAIWAN MOBILE CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   7563000 | NS      | $26601682.61  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SHENHUA ENERGY CO LTD                      | CHINA SHENHUA ENERGY CO H                                   | CUSIP: N/A<br>LEI: 529900N9JOX4C108MA40       | Long             | EC               | CORP              | CN        |   8313000 | NS      | $36029795.28  | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                          | NATIONAL BANK OF KUWAIT                                     | CUSIP: N/A<br>LEI: 549300NB7FE83IH6BW96       | Long             | EC               | CORP              | KW        |  11465984 | NS      | $39287333.73  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| MISC BHD                                         | MISC BERHAD (LOC)                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   5787800 | NS      | $10107982.94  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| GREE ELECTRIC APPLIANCES INC OF ZHUHAI           | GREE ELECTRIC APPLIANCES INC OF ZHUHAI A                    | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |   1952900 | NS      | $12360083.32  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN PHARMACEUTICAL INDUSTRIES LTD                | SUN PHARMA IND LTD(DEMAT)                                   | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |    874801 | NS      | $17003277.62  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA          | INDUSTRIAL and COM BK OF CHINA H                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |  51359000 | NS      | $39352568.75  | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| IHH HEALTHCARE BHD                               | IHH HEALTHCARE BHD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  13327200 | NS      | $20771801.29  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANGHAI COMMERCIAL and SAVINGS BANK LTD         | SHANGHAI COMMERCIAL and SAVINGS BANK LTD                    | CUSIP: N/A<br>LEI: 549300TLB5ALPCGBHN23       | Long             | EC               | CORP              | TW        |  12553080 | NS      | $17981112.11  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| PHOSAGRO PJSC                                    | PHOSAGRO PJSC SPONSORED GDR REG S CANCELLATION RESTRICTED   | CUSIP: 71922G407<br>LEI: 25340053KRUNNYUWF472 | Long             | EC               | CORP              | RU        |      3774 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PPB GROUP BERHAD                                 | PPB GROUP BHD                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   2214300 | NS      | $4888344.33   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTEK COMPUTER INC                             | ASUSTEK COMPUTER INC                                        | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |   1774000 | NS      | $38853960.58  | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| WANT WANT CHINA HOLDINGS LTD                     | WANT WANT CHINA HOLDINGS LTD                                | CUSIP: N/A<br>LEI: 5299005HZCEKX4O1J230       | Long             | EC               | CORP              | KY        |  18343000 | NS      | $13257846.87  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| CGN POWER CO LTD                                 | CGN POWER CO LTD A                                          | CUSIP: N/A<br>LEI: 529900D2UINCGWQYBK45       | Long             | EC               | CORP              | CN        |   7291800 | NS      | $3723347.22   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TECH MAHINDRA LTD                                | TECH MAHINDRA LTD (DEMAT)                                   | CUSIP: N/A<br>LEI: 3358005FZUZ1I25XQH69       | Long             | EC               | CORP              | IN        |   1761713 | NS      | $29252049.52  | 1.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS GAS BHD                                 | PETRONAS GAS BHD                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   1947500 | NS      | $8202787.62   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JARIR MARKETING COMPANY                          | JARIR MARKETING COMPANY                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |   2533498 | NS      | $8678907.33   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                   | MSCI EMGMKT FUT SEP25 MESU5                                 | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       545 | NC      | $915348.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI NATIONAL OIL CO FOR DISTRIBUTION PJSC  | ABU DHABI NATIONAL OIL CO FOR DISTRIBUTION PJSC             | CUSIP: N/A<br>LEI: 213800YI1ZIOJB3HLB11       | Long             | EC               | CORP              | AE        |  12389345 | NS      | $12513978.83  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ETTIHAD ETISALAT                                 | ETIHAD ETISALAT CO                                          | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |    428698 | NS      | $6994299.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALINMA BANK                                      | ALINMA BANK                                                 | CUSIP: N/A<br>LEI: 558600HPAUTN6XSVBK93       | Long             | EC               | CORP              | SA        |   3649648 | NS      | $25121674.00  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RAILWAY GROUP LIMITED                      | CHINA RAILWAY GROUP LIMITED H                               | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |  18127000 | NS      | $9120268.85   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                        | SAUDI ARAMCO                                                | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |   5245759 | NS      | $33982550.11  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                        | UST BILLS 0% 08/21/2025                                     | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1366000 | PA      | $1362739.81   | 0.05%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA CITIC BANK CORP LTD                        | CHINA CITIC BANK CORP LTD H                                 | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |  39243000 | NS      | $36461543.74  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE INDIA LTD                                 | NESTLE INDIA LTD (DEMAT)                                    | CUSIP: N/A<br>LEI: 3358008SYYY9CPWH5D94       | Long             | EC               | CORP              | IN        |   1201272 | NS      | $30778942.18  | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CIPLA LTD/INDIA                                  | CIPLA LTD                                                   | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |   1582309 | NS      | $27967939.93  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                    | BANK OF COMMUNICATIONS CO LTD A                             | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |  13625500 | NS      | $14468531.08  | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PETROLEUM and CHEM CORP                    | CHINA PETROL and CHEM CORP H                                | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |  62248000 | NS      | $36528543.28  | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAYAN BANK                                    | AL RAYAN BANK                                               | CUSIP: N/A<br>LEI: 254900KFL51VLXABR231       | Long             | EC               | CORP              | QA        |   4381886 | NS      | $2864292.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COWAY CO LTD                                     | COWAY CO LTD                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    228920 | NS      | $17746138.74  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| WPG HOLDING CO LTD                               | WPG HOLDING CO LTD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   7260000 | NS      | $16050145.76  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LTD                                      | INFOSYS LTD                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |   1611120 | NS      | $27423792.41  | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA CEMENT CORP                                 | ASIA CEMENT CORP                                            | CUSIP: N/A<br>LEI: 213800EFQXH43HMGJL59       | Long             | EC               | CORP              | TW        |  10287000 | NS      | $13874271.43  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                         | INDUSTRIAL BANK OF KOREA                                    | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               | CORP              | KR        |   1137545 | NS      | $15773842.06  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer