# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002045
**Filing Date:** 2026-3
**Character Count:** 126709
**Document Hash:** d10f63b059acfa1365c75767bdd8baea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002045.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002045

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26790642

**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 Value Index Fund (Series ID: S000068373)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000218746 | Fidelity SAI Emerging Markets Value Index Fund | FEMVX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Emerging Markets Value Index Fund**

**January 31, 2026**

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

EMV-NPRT1-0426

1.9898214.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.6%** | &nbsp;&nbsp;**Common Stocks - 97.6%** | &nbsp;&nbsp;**Common Stocks - 97.6%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 4.8%  |  |  |
| Energy - 2.2% |  |  |
| Oil, Gas & Consumable Fuels - 2.2% |  |  |
| Petroleo Brasileiro SA - Petrobras  | 12447400 | 95529996 |
| Petroleo Brasileiro SA - Petrobras (PN)  | 18781700 | 134757872 |
| TOTAL ENERGY |  | 230287868 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Banco do Brasil SA  | 12634600 | 60547169 |
| Materials - 1.8% |  |  |
| Metals & Mining - 1.8% |  |  |
| Gerdau SA  | 5776068 | 24606801 |
| Vale SA  | 9922800 | 158983516 |
| TOTAL MATERIALS |  | 183590317 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Cia Energetica de Minas Gerais  | 8399230 | 18321820 |
| TOTAL BRAZIL |  | 492747174 |
| CHILE - 0.6%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Empresas Copec SA  | 1604523 | 13679659 |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Cencosud SA  | 5443654 | 18221723 |
| Industrials - 0.2% |  |  |
| Passenger Airlines - 0.2% |  |  |
| Latam Airlines Group SA  | 564554470 | 18316056 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Enel Americas SA  | 81760621 | 7720115 |
| TOTAL CHILE |  | 57937553 |
| CHINA - 25.7%  |  |  |
| Communication Services - 5.0% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| China Tower Corp Ltd H Shares (c)(d) | 20578810 | 29661346 |
| Interactive Media & Services - 4.7% |  |  |
| Baidu Inc A Shares (b) | 8135950 | 155946295 |
| Tencent Holdings Ltd  | 4241000 | 325970928 |
|  |  | 481917223 |
| TOTAL COMMUNICATION SERVICES |  | 511578569 |
| Consumer Discretionary - 6.5% |  |  |
| Automobiles - 1.0% |  |  |
| Brilliance China Automotive Holdings Ltd  | 12906000 | 6674292 |
| Geely Automobile Holdings Ltd  | 22680400 | 46713130 |
| Li Auto Inc A Shares (b)(e) | 5274000 | 44074639 |
| SAIC Motor Corp Ltd A Shares (China)  | 4083700 | 8306328 |
|  |  | 105768389 |
| Broadline Retail - 5.4% |  |  |
| Alibaba Group Holding Ltd  | 12196900 | 259471811 |
| JD.com Inc A Shares  | 8713650 | 124262233 |
| PDD Holdings Inc Class A ADR (b) | 1474897 | 149038342 |
| Vipshop Holdings Ltd Class A ADR  | 1002194 | 17147539 |
|  |  | 549919925 |
| Household Durables - 0.1% |  |  |
| Gree Electric Appliances Inc of Zhuhai A Shares (China)  | 1975930 | 10999890 |
| TOTAL CONSUMER DISCRETIONARY |  | 666688204 |
| Financials - 10.6% |  |  |
| Banks - 7.9% |  |  |
| Agricultural Bank of China Ltd H Shares  | 135550000 | 94911547 |
| Bank of China Ltd H Shares  | 232247000 | 138835075 |
| Bank of Communications Co Ltd A Shares (China)  | 18824400 | 17926066 |
| Bank of Communications Co Ltd H Shares  | 94177000 | 81011436 |
| China CITIC Bank Corp Ltd H Shares  | 40033000 | 37306261 |
| China Construction Bank Corp H Shares  | 177190000 | 178914124 |
| China Minsheng Banking Corp Ltd H Shares  | 31921500 | 15895167 |
| Huaxia Bank Co Ltd A Shares (China)  | 5614700 | 5120610 |
| Industrial & Commercial Bank of China Ltd A Shares (China)  | 35675967 | 37206568 |
| Industrial & Commercial Bank of China Ltd H Shares  | 185338000 | 153971868 |
| Industrial Bank Co Ltd A Shares (China)  | 7465608 | 20082263 |
| Ping An Bank Co Ltd A Shares (China)  | 6847730 | 10667949 |
| Postal Savings Bank of China Co Ltd H Shares (c)(d) | 42030000 | 27438589 |
|  |  | 819287523 |
| Consumer Finance - 0.1% |  |  |
| Qfin Holdings Inc Class A ADR  | 462418 | 7190600 |
| Insurance - 2.6% |  |  |
| China Life Insurance Co Ltd H Shares  | 32814300 | 146511538 |
| China Pacific Insurance Group Co Ltd H Shares  | 11381900 | 57404137 |
| New China Life Insurance Co Ltd H Shares  | 4286800 | 34872331 |
| People's Insurance Co Group of China Ltd/The H Shares  | 38482000 | 33496448 |
|  |  | 272284454 |
| TOTAL FINANCIALS |  | 1098762577 |
| Health Care - 0.6% |  |  |
| Health Care Providers & Services - 0.2% |  |  |
| Sinopharm Group Co Ltd H Shares  | 5916800 | 15814286 |
| Pharmaceuticals - 0.4% |  |  |
| China Resources Pharmaceutical Group Ltd (c)(d)(e) | 8041500 | 4683609 |
| CSPC Pharmaceutical Group Ltd  | 32414000 | 39832363 |
|  |  | 44515972 |
| TOTAL HEALTH CARE |  | 60330258 |
| Industrials - 1.9% |  |  |
| Air Freight & Logistics - 0.1% |  |  |
| JD Logistics Inc (b)(c)(d) | 9098600 | 13032774 |
| Construction & Engineering - 0.3% |  |  |
| China Railway Group Ltd H Shares  | 18551100 | 10709728 |
| China State Construction Engineering Corp Ltd A Shares (China)  | 14580300 | 10570678 |
| China State Construction International Holdings Ltd  | 8153400 | 9789799 |
|  |  | 31070205 |
| Industrial Conglomerates - 0.5% |  |  |
| CITIC Ltd  | 34636600 | 55465735 |
| Machinery - 0.6% |  |  |
| Weichai Power Co Ltd H Shares  | 8567800 | 29195074 |
| Yangzijiang Shipbuildling (Holdings) Ltd  | 11916700 | 31288246 |
|  |  | 60483320 |
| Marine Transportation - 0.3% |  |  |
| COSCO SHIPPING Holdings Co Ltd A Shares (China)  | 4443800 | 9198588 |
| COSCO SHIPPING Holdings Co Ltd H Shares (e) | 11056800 | 19390197 |
|  |  | 28588785 |
| Transportation Infrastructure - 0.1% |  |  |
| Zhejiang Expressway Co Ltd H Shares  | 7182900 | 6776407 |
| TOTAL INDUSTRIALS |  | 195417226 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Kingboard Holdings Ltd  | 2639300 | 10689501 |
| Materials - 0.3% |  |  |
| Construction Materials - 0.3% |  |  |
| Anhui Conch Cement Co Ltd H Shares  | 5215000 | 16568695 |
| China National Building Material Co Ltd H Shares  | 16387200 | 11788900 |
| TOTAL MATERIALS |  | 28357595 |
| Real Estate - 0.6% |  |  |
| Real Estate Management & Development - 0.6% |  |  |
| China Overseas Land & Investment Ltd  | 16409500 | 29491350 |
| China Resources Land Ltd  | 8885500 | 34895501 |
| TOTAL REAL ESTATE |  | 64386851 |
| Utilities - 0.2% |  |  |
| Gas Utilities - 0.2% |  |  |
| Kunlun Energy Co Ltd  | 16806000 | 17210225 |
| TOTAL CHINA |  | 2653421006 |
| CZECH REPUBLIC - 0.1%  |  |  |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| CEZ AS  | 201171 | 11570702 |
| EGYPT - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Commercial International Bank - Egypt (CIB)  | 4261658 | 12168382 |
| GREECE - 0.7%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Piraeus Bank SA  | 4741712 | 47831207 |
| Industrials - 0.2% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Metlen Energy & Metals PLC (Greece)  | 381104 | 20789149 |
| TOTAL GREECE |  | 68620356 |
| HONG KONG - 0.5%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| WH Group Ltd (c)(d) | 34517000 | 40560933 |
| Industrials - 0.1% |  |  |
| Marine Transportation - 0.1% |  |  |
| Orient Overseas International Ltd  | 583000 | 9544898 |
| TOTAL HONG KONG |  | 50105831 |
| HUNGARY - 0.4%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| MOL Hungarian Oil & Gas PLC Class A  | 1311081 | 16012511 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Richter Gedeon Nyrt  | 616073 | 20619839 |
| TOTAL HUNGARY |  | 36632350 |
| INDIA - 11.6%  |  |  |
| Communication Services - 0.3% |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| Indus Towers Ltd (b) | 5932743 | 28746894 |
| Consumer Discretionary - 1.0% |  |  |
| Automobiles - 0.8% |  |  |
| Maruti Suzuki India Ltd  | 328308 | 52271343 |
| Tata Motors Passenger Vehicles Limited  | 9253213 | 35324964 |
|  |  | 87596307 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| MakeMyTrip Ltd (b)(e) | 312964 | 19522694 |
| TOTAL CONSUMER DISCRETIONARY |  | 107119001 |
| Consumer Staples - 0.4% |  |  |
| Tobacco - 0.4% |  |  |
| ITC Ltd  | 13209861 | 46410416 |
| Energy - 0.6% |  |  |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| Oil & Natural Gas Corp Ltd  | 17839316 | 52326896 |
| Reliance Industries Ltd  | 597015 | 9085379 |
| TOTAL ENERGY |  | 61412275 |
| Financials - 1.6% |  |  |
| Banks - 1.1% |  |  |
| HDFC Bank Ltd  | 1707993 | 17309230 |
| State Bank of India  | 8140847 | 95632357 |
|  |  | 112941587 |
| Financial Services - 0.5% |  |  |
| Power Finance Corp Ltd  | 6402173 | 26486622 |
| REC Ltd  | 5456312 | 21666011 |
|  |  | 48152633 |
| TOTAL FINANCIALS |  | 161094220 |
| Health Care - 1.8% |  |  |
| Life Sciences Tools & Services - 0.3% |  |  |
| Divi's Laboratories Ltd  | 523630 | 34554988 |
| Pharmaceuticals - 1.5% |  |  |
| Cipla Ltd/India  | 2528970 | 36516634 |
| Dr Reddy's Laboratories Ltd  | 2686468 | 35660239 |
| Sun Pharmaceutical Industries Ltd  | 4642600 | 80772350 |
|  |  | 152949223 |
| TOTAL HEALTH CARE |  | 187504211 |
| Industrials - 0.4% |  |  |
| Passenger Airlines - 0.4% |  |  |
| InterGlobe Aviation Ltd (c)(d) | 835129 | 41863922 |
| Information Technology - 2.6% |  |  |
| IT Services - 2.6% |  |  |
| HCL Technologies Ltd  | 4666921 | 86300426 |
| Infosys Ltd  | 8286768 | 148303993 |
| Wipro Ltd  | 13404341 | 34631365 |
| TOTAL INFORMATION TECHNOLOGY |  | 269235784 |
| Materials - 1.9% |  |  |
| Metals & Mining - 1.9% |  |  |
| Hindalco Industries Ltd  | 6441524 | 67622865 |
| Tata Steel Ltd  | 32479831 | 68410471 |
| Vedanta Ltd  | 7932431 | 58960765 |
| TOTAL MATERIALS |  | 194994101 |
| Utilities - 1.0% |  |  |
| Gas Utilities - 0.2% |  |  |
| GAIL India Ltd  | 11887367 | 21687761 |
| Independent Power and Renewable Electricity Producers - 0.8% |  |  |
| NTPC Ltd  | 19776738 | 76782764 |
| TOTAL UTILITIES |  | 98470525 |
| TOTAL INDIA |  | 1196851349 |
| INDONESIA - 1.1%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| Telkom Indonesia Persero Tbk PT  | 178033500 | 38056514 |
| Consumer Staples - 0.1% |  |  |
| Food Products - 0.1% |  |  |
| Indofood Sukses Makmur Tbk PT  | 19367600 | 7865014 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Bank Mandiri Persero Tbk PT  | 122211400 | 35165879 |
| Industrials - 0.3% |  |  |
| Industrial Conglomerates - 0.3% |  |  |
| Astra International Tbk PT  | 89266700 | 33847374 |
| TOTAL INDONESIA |  | 114934781 |
| KOREA (SOUTH) - 14.9%  |  |  |
| Consumer Discretionary - 4.6% |  |  |
| Automobile Components - 0.9% |  |  |
| Hankook Tire & Technology Co Ltd  | 322307 | 14107721 |
| Hyundai Mobis Co Ltd  | 263120 | 81435471 |
|  |  | 95543192 |
| Automobiles - 3.2% |  |  |
| Hyundai Motor Co  | 595943 | 205394181 |
| Kia Corp  | 1087273 | 114368531 |
|  |  | 319762712 |
| Broadline Retail - 0.2% |  |  |
| Coupang Inc Class A (b) | 1189566 | 23981650 |
| Household Durables - 0.3% |  |  |
| LG Electronics Inc  | 459680 | 31400942 |
| TOTAL CONSUMER DISCRETIONARY |  | 470688496 |
| Financials - 1.6% |  |  |
| Banks - 1.4% |  |  |
| Hana Financial Group Inc  | 1255589 | 86635321 |
| Woori Financial Group Inc  | 2969216 | 61912819 |
|  |  | 148548140 |
| Insurance - 0.2% |  |  |
| DB Insurance Co Ltd  | 193584 | 19028405 |
| TOTAL FINANCIALS |  | 167576545 |
| Industrials - 2.1% |  |  |
| Construction & Engineering - 0.1% |  |  |
| Samsung E&A Co Ltd  | 700135 | 14864349 |
| Industrial Conglomerates - 1.8% |  |  |
| GS Holdings Corp  | 192577 | 9119574 |
| LG Corp  | 402185 | 25421936 |
| SK Square Co Ltd (b) | 364690 | 143288758 |
|  |  | 177830268 |
| Marine Transportation - 0.2% |  |  |
| HMM Co Ltd  | 1491698 | 20564792 |
| TOTAL INDUSTRIALS |  | 213259409 |
| Information Technology - 6.2% |  |  |
| Semiconductors & Semiconductor Equipment - 2.1% |  |  |
| SK Hynix Inc  | 349255 | 218836582 |
| Technology Hardware, Storage & Peripherals - 4.1% |  |  |
| Samsung Electronics Co Ltd  | 3842557 | 425117285 |
| TOTAL INFORMATION TECHNOLOGY |  | 643953867 |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.4% |  |  |
| Korea Electric Power Corp  | 1132378 | 45315627 |
| TOTAL KOREA (SOUTH) |  | 1540793944 |
| KUWAIT - 0.6%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Mobile Telecommunications Co KSCP  | 10928303 | 18148598 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| National Bank of Kuwait SAKP  | 15607410 | 48331641 |
| TOTAL KUWAIT |  | 66480239 |
| MALAYSIA - 1.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Genting Bhd  | 9401286 | 6820820 |
| Consumer Staples - 0.3% |  |  |
| Food Products - 0.3% |  |  |
| PPB Group Bhd  | 3073802 | 8811254 |
| SD Guthrie Bhd  | 16426690 | 24335837 |
| TOTAL CONSUMER STAPLES |  | 33147091 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| AMMB Holdings Bhd  | 12180694 | 19930360 |
| RHB Bank Bhd  | 8849005 | 18968567 |
| TOTAL FINANCIALS |  | 38898927 |
| Industrials - 0.2% |  |  |
| Industrial Conglomerates - 0.1% |  |  |
| Sime Darby Bhd  | 15626400 | 8562411 |
| Marine Transportation - 0.1% |  |  |
| MISC Bhd  | 5906500 | 11986809 |
| TOTAL INDUSTRIALS |  | 20549220 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Petronas Chemicals Group Bhd  | 12699100 | 10405402 |
| Utilities - 0.6% |  |  |
| Electric Utilities - 0.5% |  |  |
| Tenaga Nasional Bhd  | 12597041 | 44546614 |
| Multi-Utilities - 0.1% |  |  |
| YTL Corp Bhd  | 22481300 | 11862279 |
| YTL Corp Bhd warrants 6/2/2028 (b) | 4458780 | 790060 |
|  |  | 12652339 |
| TOTAL UTILITIES |  | 57198953 |
| TOTAL MALAYSIA |  | 167020413 |
| MEXICO - 1.8%  |  |  |
| Consumer Staples - 1.0% |  |  |
| Beverages - 1.0% |  |  |
| Coca-Cola Femsa SAB de CV unit  | 2315900 | 24221801 |
| Fomento Economico Mexicano SAB de CV unit  | 7324100 | 76442884 |
| TOTAL CONSUMER STAPLES |  | 100664685 |
| Materials - 0.6% |  |  |
| Construction Materials - 0.6% |  |  |
| Cemex SAB de CV unit  | 53069892 | 65836305 |
| Real Estate - 0.2% |  |  |
| Industrial REITs - 0.2% |  |  |
| Prologis Property Mexico SA de CV (e) | 4576760 | 21029631 |
| TOTAL MEXICO |  | 187530621 |
| PERU - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Credicorp Ltd  | 115570 | 41238843 |
| PHILIPPINES - 0.4%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Metropolitan Bank & Trust Co  | 7932090 | 9827189 |
| Industrials - 0.3% |  |  |
| Industrial Conglomerates - 0.3% |  |  |
| Ayala Corp  | 1100749 | 9452739 |
| SM Investments Corp  | 1923760 | 22854292 |
| TOTAL INDUSTRIALS |  | 32307031 |
| TOTAL PHILIPPINES |  | 42134220 |
| POLAND - 1.1%  |  |  |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| ORLEN SA  | 2230720 | 67781743 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Bank Polska Kasa Opieki SA  | 775303 | 47308103 |
| TOTAL POLAND |  | 115089846 |
| QATAR - 0.6%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Ooredoo QPSC  | 3406293 | 13284636 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Commercial Bank of Qatar  | 14166890 | 18481936 |
| Industrials - 0.3% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Industries Qatar QSC  | 5144882 | 17973881 |
| Marine Transportation - 0.1% |  |  |
| Qatar Navigation QSC  | 4228715 | 13123998 |
| TOTAL INDUSTRIALS |  | 31097879 |
| TOTAL QATAR |  | 62864451 |
| RUSSIA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| VK IPJSC GDR (b)(c)(f) | 217763 | 2 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Magnit PJSC (b)(f) | 135409 | 0 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Gazprom PJSC (b)(f) | 9889350 | 1 |
| Surgutneftegas PAO (b)(f) | 29672400 | 4 |
| TOTAL ENERGY |  | 5 |
| Financials - 0.0% |  |  |
| Banks - 0.0% |  |  |
| Sberbank of Russia PJSC (b)(f) | 440500 | 0 |
| VTB Bank PJSC (b)(f) | 1815144 | 0 |
| TOTAL FINANCIALS |  | 0 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Inter RAO UES PJSC (b)(f) | 63735100 | 9 |
| TOTAL RUSSIA |  | 16 |
| SAUDI ARABIA - 2.7%  |  |  |
| Communication Services - 1.3% |  |  |
| Diversified Telecommunication Services - 1.0% |  |  |
| Saudi Telecom Co  | 8140052 | 96360229 |
| Wireless Telecommunication Services - 0.3% |  |  |
| Etihad Etisalat Co  | 1667421 | 31297208 |
| TOTAL COMMUNICATION SERVICES |  | 127657437 |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| Almarai Co JSC  | 2171111 | 25527500 |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| Banque Saudi Fransi  | 5427778 | 26120829 |
| Riyad Bank  | 6513333 | 48797466 |
| Saudi Awwal Bank  | 1638802 | 15589745 |
| TOTAL FINANCIALS |  | 90508040 |
| Materials - 0.3% |  |  |
| Chemicals - 0.3% |  |  |
| SABIC Agri-Nutrients Co  | 961937 | 32058582 |
| TOTAL SAUDI ARABIA |  | 275751559 |
| SINGAPORE - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Marine Transportation - 0.0% |  |  |
| Yangzijiang Maritime Development Ltd  | 1813700 | 855452 |
| SOUTH AFRICA - 3.4%  |  |  |
| Communication Services - 0.9% |  |  |
| Wireless Telecommunication Services - 0.9% |  |  |
| MTN Group Ltd  | 8085988 | 89791463 |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Foschini Group Ltd  | 1459391 | 7650964 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Absa Group Ltd  | 3391851 | 53447315 |
| Nedbank Group Ltd  | 2018290 | 32754417 |
| TOTAL FINANCIALS |  | 86201732 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Aspen Pharmacare Holdings Ltd  | 1633175 | 10865902 |
| Industrials - 0.2% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| Bidvest Group Ltd  | 1500470 | 21711313 |
| Materials - 1.3% |  |  |
| Chemicals - 0.2% |  |  |
| Sasol Ltd (b) | 2605117 | 18400687 |
| Metals & Mining - 1.1% |  |  |
| Gold Fields Ltd  | 1225898 | 60626383 |
| Harmony Gold Mining Co Ltd  | 2407312 | 51151938 |
|  |  | 111778321 |
| TOTAL MATERIALS |  | 130179008 |
| TOTAL SOUTH AFRICA |  | 346400382 |
| TAIWAN - 20.9%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Pou Chen Corp  | 11043000 | 10652918 |
| Consumer Staples - 0.6% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| President Chain Store Corp  | 2468800 | 16698520 |
| Food Products - 0.5% |  |  |
| Uni-President Enterprises Corp  | 21550000 | 48950895 |
| TOTAL CONSUMER STAPLES |  | 65649415 |
| Financials - 0.7% |  |  |
| Financial Services - 0.2% |  |  |
| Chailease Holding Co Ltd  | 7547400 | 24867087 |
| Insurance - 0.5% |  |  |
| KGI Financial Holding Co Ltd  | 74868600 | 42812553 |
| TOTAL FINANCIALS |  | 67679640 |
| Industrials - 0.9% |  |  |
| Industrial Conglomerates - 0.1% |  |  |
| Far Eastern New Century Corp  | 16998900 | 14971311 |
| Marine Transportation - 0.6% |  |  |
| Evergreen Marine Corp Taiwan Ltd  | 4774300 | 28133052 |
| Wan Hai Lines Ltd  | 6187000 | 14406605 |
| Yang Ming Marine Transport Corp  | 7699000 | 13024762 |
|  |  | 55564419 |
| Passenger Airlines - 0.2% |  |  |
| China Airlines Ltd  | 12876000 | 9055828 |
| Eva Airways Corp  | 11906000 | 14106903 |
|  |  | 23162731 |
| TOTAL INDUSTRIALS |  | 93698461 |
| Information Technology - 18.5% |  |  |
| Electronic Equipment, Instruments & Components - 3.4% |  |  |
| AUO Corp  | 30284100 | 13192028 |
| Foxconn Technology Co Ltd  | 4616000 | 8394057 |
| Hon Hai Precision Industry Co Ltd  | 23253000 | 162435816 |
| Innolux Corp  | 35230336 | 24331422 |
| Largan Precision Co Ltd  | 483000 | 36877237 |
| WT Microelectronics Co Ltd  | 2917100 | 14416841 |
| Yageo Corp  | 8409672 | 73932646 |
| Zhen Ding Technology Holding Ltd  | 2826400 | 17505503 |
|  |  | 351085550 |
| Semiconductors & Semiconductor Equipment - 14.1% |  |  |
| ASE Technology Holding Co Ltd  | 15399000 | 142735312 |
| Novatek Microelectronics Corp  | 2683000 | 31874703 |
| Powertech Technology Inc  | 3080000 | 24784413 |
| Radiant Opto-Electronics Corp  | 2050500 | 7925265 |
| Taiwan Semiconductor Manufacturing Co Ltd  | 20651000 | 1138479615 |
| United Microelectronics Corp  | 52049000 | 103253030 |
|  |  | 1449052338 |
| Technology Hardware, Storage & Peripherals - 1.0% |  |  |
| Asustek Computer Inc  | 3111000 | 48885031 |
| Catcher Technology Co Ltd  | 2863000 | 18185696 |
| Compal Electronics Inc  | 18269000 | 18954847 |
| Pegatron Corp  | 9043000 | 19968227 |
|  |  | 105993801 |
| TOTAL INFORMATION TECHNOLOGY |  | 1906131689 |
| Materials - 0.1% |  |  |
| Construction Materials - 0.1% |  |  |
| Asia Cement Corp  | 11259400 | 12538188 |
| TOTAL TAIWAN |  | 2156350311 |
| THAILAND - 1.2%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.1% |  |  |
| Thai Beverage PCL (e) | 34428200 | 12990752 |
| Food Products - 0.1% |  |  |
| Charoen Pokphand Foods PCL depository receipt  | 14883700 | 9765217 |
| TOTAL CONSUMER STAPLES |  | 22755969 |
| Energy - 0.6% |  |  |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| PTT Exploration & Production PCL depository receipt  | 6150700 | 23881481 |
| PTT PCL depository receipt  | 36074600 | 38875956 |
| TOTAL ENERGY |  | 62757437 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Bangkok Bank PCL  | 400 | 2003 |
| Bangkok Bank PCL depository receipt  | 2530600 | 12673052 |
| Kasikornbank PCL  | 5500 | 32773 |
| Kasikornbank PCL depository receipt  | 5120200 | 30510226 |
| TOTAL FINANCIALS |  | 43218054 |
| TOTAL THAILAND |  | 128731460 |
| TURKEY - 0.8%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Turkcell Iletisim Hizmetleri AS  | 5238707 | 14082481 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Akbank TAS  | 13528854 | 28916848 |
| Industrials - 0.4% |  |  |
| Industrial Conglomerates - 0.2% |  |  |
| KOC Holding AS  | 3995155 | 19081420 |
| Passenger Airlines - 0.2% |  |  |
| Turk Hava Yollari AO  | 2433910 | 17014479 |
| TOTAL INDUSTRIALS |  | 36095899 |
| TOTAL TURKEY |  | 79095228 |
| UNITED ARAB EMIRATES - 1.6%  |  |  |
| Communication Services - 0.5% |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| Emirates Telecommunications Group Co PJSC  | 8928173 | 47892446 |
| Financials - 0.9% |  |  |
| Banks - 0.9% |  |  |
| Emirates NBD Bank PJSC  | 10863234 | 91993622 |
| Real Estate - 0.2% |  |  |
| Real Estate Management & Development - 0.2% |  |  |
| Emaar Properties PJSC  | 6744951 | 27549153 |
| TOTAL UNITED ARAB EMIRATES |  | 167435221 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $7,154,840,506) |  | <br> **10072761690** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 2.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 2.1%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 2.1%** |
|  | Shares | Value ($)<br>|
| COLOMBIA - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Grupo Cibest SA non-voting shares  | 1161530 | 23721429 |
| KOREA (SOUTH) - 1.9%  |  |  |
| Information Technology - 1.9% |  |  |
| Technology Hardware, Storage & Peripherals - 1.9% |  |  |
| Samsung Electronics Co Ltd  | 2433314 | 196915390 |
| RUSSIA - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Transneft PJSC (b)(f) | 279200 | 0 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $151,927,331) |  | <br> **220636819** |

---

---

| | | | |
|:---|:---|:---|:---|
| &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 (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 2/12/2026 (h)<br>(Cost $2,424,195)<br>| 3.82 | 2427000 | **2424578** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** | &nbsp;&nbsp;**Money Market Funds - 1.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 3.70 | 56578959 | 56590274 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 3.70 | 84299418 | 84307848 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $140,898,122) |  |  | **140898122** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.1%**<br> (Cost $7,450,090,154)<br>| <br>**10436721209** |
| **NET OTHER ASSETS (LIABILITIES) - (1.1)%**  | **(113899685)** |
| **NET ASSETS - 100.0%** | **10322821524** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Equity Contracts |  |  |  |  |
| ICE MSCI Emerging Markets Index Contracts (United States) | 384 | 3/2026 | 29199360 | 2933222 |
| The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. | The notional amount of long futures as a percentage of Net Assets is 0.3%. |

---

**Legend**

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

(b) Non-income producing.

(c) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $157,241,175 or 1.5% of net assets.

(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $157,241,173 or 1.5% of net assets.

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

(f) Level 3 security.

(g) 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.

(h) 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 $1,535,466.

(i) 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.

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

At period end, the value of non-cash collateral for securities on loan amounted to $2,437,103.

**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 | 157789849 | 121658907 | 222867520 | 563970 | 9038 | - | 56590274 | 56578959 | 0.1% |
| Fidelity Securities Lending Cash Central Fund | 38035007 | 119828330 | 73556737 | 85625 | 1248 | - | 84307848 | 84299418 | 0.3% |
| Total | 195824856 | 241487237 | 296424257 | 649595 | 10286 | - | 140898122 |  |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000068373

- **c. LEI of Series:** 5493006ILUR4SEZXUD33

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10481145061.02

**Total Liabilities:** $88053104.44

**Net Assets:** $10393091956.58

**Cash Not Reported:** $9224353.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218746 | -1.91%               | 3.65%                | 9.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2178.56                 | $-182818244.34                             |
| Month 2  | $176672180.38            | $123032019.12                              |
| Month 3  | $3948752.87              | $885237668.23                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AKBANK TAS                                          | AKBANK TAS                                                                                          | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |  13593815 | NS      | $29055697.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVI'S LABORATORIES LTD                             | DIVIS LABORATORIES LTD                                                                              | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               | CORP              | IN        |    526175 | NS      | $34722936.34   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN PHARMACARE HOLDINGS PLC                       | ASPEN PHARMACARE HOLDINGS PLC                                                                       | CUSIP: N/A<br>LEI: 635400ZYSN1IRD5QWQ94       | Long             | EC               | CORP              | ZA        |   1641135 | NS      | $10918861.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB HOLDINGS BHD                                   | AMMB HOLDINGS BHD                                                                                   | CUSIP: N/A<br>LEI: 254900R0GQB7U67SCH62       | Long             | EC               | CORP              | MY        |  12237894 | NS      | $20023951.37   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REC LTD                                             | REC LTD                                                                                             | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | EC               | CORP              | IN        |   5483670 | NS      | $21774644.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                         | CHINA LIFE INS CO LTD H                                                                             | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |  32970300 | NS      | $147208057.24  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA STATE CONSTRUCTION INTERNATIONAL HOLDINGS LTD | CHINA STATE CONSTRUCTION INT                                                                        | CUSIP: N/A<br>LEI: 529900QVUUH13RIZIR85       | Long             | EC               | CORP              | KY        |   8191400 | NS      | $9835426.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING HOLDINGS CO LTD                      | COSCO SHIPPING HOLDINGS CO LTD H                                                                    | CUSIP: N/A<br>LEI: 529900Y39B9BA9NHFF69       | Long             | EC               | CORP              | CN        |  11100800 | NS      | $19467359.61   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| COSCO SHIPPING HOLDINGS CO LTD                      | COSCO SHIPPING HOLDINGS CO LTD A                                                                    | CUSIP: N/A<br>LEI: 529900Y39B9BA9NHFF69       | Long             | EC               | CORP              | CN        |   4443800 | NS      | $9198587.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA STATE CONSTRUCTION ENGINEERING CORP LTD       | CHINA STATE CONSTRUCTION ENGINEERING CORP LTD A                                                     | CUSIP: N/A<br>LEI: 300300CWW8WOEV3BR645       | Long             | EC               | CORP              | CN        |  14580300 | NS      | $10570678.17   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABSA GROUP LTD                                      | ABSA GROUP LTD                                                                                      | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |   3408043 | NS      | $53702461.34   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBILE TELECOMMUNICATION CO                         | MOBILE TELECOMMUNICATION CO                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |  10928303 | NS      | $18148598.27   | 0.17%             |  |  |  | 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        |  32073500 | NS      | $15970854.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHUI CONCH CEMENT CO LTD                           | ANHUI CONCH CEMENT CO LTD H                                                                         | CUSIP: N/A<br>LEI: 529900HS6X8TTV0FHV63       | Long             | EC               | CORP              | CN        |   5240000 | NS      | $16648122.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                        | CHINA CONSTRUCTION BANK CORP H                                                                      | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        | 178036000 | NS      | $179768355.85  | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| WEICHAI POWER CO LTD                                | WEICHAI POWER CO LTD H                                                                              | CUSIP: N/A<br>LEI: 529900OKTPKBG85F9502       | Long             | EC               | CORP              | CN        |   8608800 | NS      | $29334782.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                           | CATCHER TECHNOLOGY CO LTD                                                                           | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |   2876000 | NS      | $18268271.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASUSTEK COMPUTER INC                                | ASUSTEK COMPUTER INC                                                                                | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |   3126000 | NS      | $49120734.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA CEMENT CORP                                    | ASIA CEMENT CORP                                                                                    | CUSIP: N/A<br>LEI: 213800EFQXH43HMGJL59       | Long             | EC               | CORP              | TW        |  11314400 | NS      | $12599434.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                          | ASTRA INTL TBK PT (DEMAT)                                                                           | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |  89688200 | NS      | $34007195.31   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                              | POWER FINANCE CORP LTD                                                                              | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               | CORP              | IN        |   6433774 | NS      | $26617359.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HANA FINANCIAL GROUP INC                            | HANA FINANCIAL GROUP INC                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |   1261567 | NS      | $87047801.24   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                             | NATIONAL BANK OF KUWAIT                                                                             | CUSIP: N/A<br>LEI: 549300NB7FE83IH6BW96       | Long             | EC               | CORP              | KW        |  15607410 | NS      | $48331640.87   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AUO CORP                                            | AUO CORP                                                                                            | CUSIP: N/A<br>LEI: 391200L7PIS4QXYJUQ72       | Long             | EC               | CORP              | TW        |  30430100 | NS      | $13255627.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AYALA CORP                                          | AYALA CORP                                                                                          | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               | CORP              | PH        |   1106009 | NS      | $9497909.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                           | BAIDU INC CL A                                                                                      | CUSIP: N/A<br>LEI: 254900AL64IANZYI1E02       | Long             | EC               | CORP              | KY        |   8174800 | NS      | $156690954.55  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| FOXCONN TECHNOLOGY CO LTD                           | FOXCONN TECHNOLOGY CO LTD                                                                           | CUSIP: N/A<br>LEI: 3003003OO8QC88ZHCE44       | Long             | EC               | CORP              | TW        |   4638000 | NS      | $8434063.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WT MICROELECTRONICS CO LTD                          | WT MICROELECTRONICS CO LTD                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2931100 | NS      | $14486032.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCOSUD SA                                         | CENCOSUD SA                                                                                         | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |   5470234 | NS      | $18310694.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                       | BANK OF COMMUNICATIONS H                                                                            | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |  94631000 | NS      | $81401968.74   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                       | BANK OF COMMUNICATIONS CO LTD A                                                                     | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |  18824400 | NS      | $17926065.81   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DO BRASIL SA                                  | BANCO DO BRASIL SA                                                                                  | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |  12696200 | NS      | $60842366.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA NATIONAL BUILDING MATERI AL COMPANY LTD       | CHINA NATL BLDG MATERIAL CO H                                                                       | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               | CORP              | CN        |  16467200 | NS      | $11846451.53   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                   | TENCENT HOLDINGS LTD                                                                                | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |   4261300 | NS      | $327531222.61  | 3.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGNIT PJSC                                         | MAGNIT PJSC                                                                                         | CUSIP: N/A<br>LEI: 2534009KKPTVL99W2Y12       | Long             | EC               | CORP              | RU        |    135409 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK POLSKA KASA OPIEKI(PEKAO)                      | BANK POLSKA KASA OPIEKI                                                                             | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |    779184 | NS      | $47544917.31   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF CHINA LTD                                   | BANK OF CHINA LTD H                                                                                 | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        | 233357000 | NS      | $139498622.65  | 1.34%             |  |  |  | No            |                  1 | 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        | 186233000 | NS      | $154715399.19  | 1.49%             |  |  |  | No            |                  1 | 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        |  35675967 | NS      | $37206568.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GS HOLDINGS CORP                                    | GS HOLDINGS CORP                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    193495 | NS      | $9163046.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THAI BEVERAGE PUBLIC CO LTD                         | THAI BEVERAGE PUBLIC CO LTD                                                                         | CUSIP: N/A<br>LEI: 529900VZFHQZ684D8L07       | Long             | EC               | CORP              | TH        |  34519100 | NS      | $13025051.49   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| BIDVEST GROUP LTD/THE                               | BIDVEST GROUP LTD                                                                                   | CUSIP: N/A<br>LEI: 5299002ARE4TRMIRGM72       | Long             | EC               | CORP              | ZA        |   1507698 | NS      | $21815899.74   | 0.21%             |  |  |  | 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        |  40224000 | NS      | $37484251.35   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR PROPERTIES PJSC                               | EMAAR PROPERTIES                                                                                    | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |   6777845 | NS      | $27683505.79   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NTPC LTD                                            | NTPC LTD                                                                                            | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |  19870766 | NS      | $77147825.33   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSNEFT PJSC                                      | AK TRANSNEFT PJSC PFD(RUB) PAR=1                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | RU        |    279200 | NS      | $0.04          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INNOLUX CORP                                        | INNOLUX CORP                                                                                        | CUSIP: N/A<br>LEI: 3003007EXL0825P1MJ10       | Long             | EC               | CORP              | TW        |  35398336 | NS      | $24447448.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRILLIANCE CHINA AUTOMOTIVE HOLDINGS LTD            | BRILLIANCE CH AUTO HLDG LTD                                                                         | CUSIP: N/A<br>LEI: 5299005WPCSQN14NBM26       | Long             | EC               | CORP              | BM        |  12966000 | NS      | $6705321.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                         | BANK MANDIRI (PERSERO) PT                                                                           | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        | 122780800 | NS      | $35329721.41   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| GEELY AUTOMOBILE HLDGS LTD                          | GEELY AUTO HLDGS LTD                                                                                | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |  22788400 | NS      | $46935568.67   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VTB BANK PJSC                                       | VTB BANK PJSC                                                                                       | CUSIP: N/A<br>LEI: 253400V1H6ART1UQ0N98       | Long             | EC               | CORP              | RU        |   1815144 | NS      | $0.24          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                             | MARUTI SUZUKI INDIA LTD (LOC)                                                                       | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |    329887 | NS      | $52522742.09   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| KUNLUN ENERGY COMPANY LTD                           | KUNLUN ENERGY COMPANY LTD                                                                           | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |  16880000 | NS      | $17286005.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES TELECOMMUNICATIONS GROUP CO PJSC           | EMIRATES TELECOMMUNICATIONS GRP CO                                                                  | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | EC               | CORP              | AE        |   8970645 | NS      | $48120274.06   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAL ELECTRONICS INC                              | COMPAL ELECTRONICS INC                                                                              | CUSIP: N/A<br>LEI: 529900ZPKWFDL21LW166       | Long             | EC               | CORP              | TW        |  18356000 | NS      | $19045113.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORP                       | RADIANT OPTO-ELECTRONICS CORP                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2060500 | NS      | $7963915.73    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD            | YANGZIJIANG SHIPBLDG HLDGS LTD                                                                      | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |  11973800 | NS      | $31438166.81   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CEMEX SAB DE CV                                     | CEMEX SA DE CV CPO                                                                                  | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | EC               | CORP              | MX        |  53323692 | NS      | $66151158.31   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGETICA DE MINAS GERAIS CIA                      | CEMIG (CIA ENG MIN GER) PFD COMPANHIA ENERGETICA MINAS GER                                          | CUSIP: N/A<br>LEI: 254900W703PXLDSEM056       | Long             | EC               | CORP              | BR        |   8441530 | NS      | $18414092.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAROEN POKPHAND FOODS PCL                          | CHAROEN POKPHAND FOOD PCL NVDR                                                                      | CUSIP: N/A<br>LEI: 529900FJ3AI2GKGIWK15       | Long             | EC               | CORP              | TH        |  14899700 | NS      | $9775714.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIC MOTOR CORPORATION LTD                          | SAIC MOTOR CORPORATION LTD A                                                                        | CUSIP: N/A<br>LEI: 30030001QBC7EXJJGT71       | Long             | EC               | CORP              | CN        |   4083700 | NS      | $8306328.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL BANK CO LTD                              | INDUSTRIAL BANK CO LTD A                                                                            | CUSIP: N/A<br>LEI: 300300C1030935001303       | Long             | EC               | CORP              | CN        |   7465608 | NS      | $20082262.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES NBD BANK PJSC                              | EMIRATES NBD PJSC                                                                                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |  10915259 | NS      | $92434187.86   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPLA LTD/INDIA                                     | CIPLA LTD                                                                                           | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |   2541110 | NS      | $36691927.93   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESAS COPEC SA                                   | COPEC SA (CIA DE PETRO CHILE) (CIA DE PETROLEOS DE CHILE)                                           | CUSIP: N/A<br>LEI: 549300Q3IDJYG6Z7PA50       | Long             | EC               | CORP              | CL        |   1612642 | NS      | $13748878.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RESOURCE LAND LTD                             | CHINA RESOURCES LAND LTD                                                                            | CUSIP: N/A<br>LEI: 5299001HL0TU7X15HK51       | Long             | EC               | CORP              | KY        |   8928000 | NS      | $35062408.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIES OF QATAR                                 | INDUSTRIES OF QATAR                                                                                 | CUSIP: N/A<br>LEI: 2763E5KI3B6J7HLSFX16       | Long             | EC               | CORP              | QA        |   5144882 | NS      | $17973880.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RAILWAY GROUP LIMITED                         | CHINA RAILWAY GROUP LIMITED H                                                                       | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |  18642100 | NS      | $10762262.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SIME DARBY BERHAD                                   | SIME DARBY BERHAD                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  15703400 | NS      | $8604602.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ETTIHAD ETISALAT                                    | ETIHAD ETISALAT CO                                                                                  | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |   1667421 | NS      | $31297208.09   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA AIRLINES LTD                                  | CHINA AIRLINES                                                                                      | CUSIP: N/A<br>LEI: 25490032B2A0G6D0JP27       | Long             | EC               | CORP              | TW        |  12939000 | NS      | $9100136.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KGI FINANCIAL HOLDING CO LTD                        | KGI FINANCIAL HOLDING CO LTD                                                                        | CUSIP: N/A<br>LEI: 213800CVM61O866CGD19       | Long             | EC               | CORP              | TW        |  75217600 | NS      | $43012123.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA OVERSEAS LAND and INVESTMENT LTD              | CHINA OVERSEAS LAND and INV LTD                                                                     | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |  16488500 | NS      | $29633330.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CSPC PHARMACEUTICAL GROUP LTD                       | CSPC PHARMACEUTICAL GROUP LTD                                                                       | CUSIP: N/A<br>LEI: 529900M3XQCW234H8O91       | Long             | EC               | CORP              | HK        |  32568000 | NS      | $40021607.51   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL BANK OF QATAR                            | COMMERCIAL BANK OF QATAR                                                                            | CUSIP: N/A<br>LEI: 2138004FUUD4I7X8H721       | Long             | EC               | CORP              | QA        |  14166890 | NS      | $18481935.59   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERTECH TECHNOLOGY INC                            | POWERTECH TECHNOLOGY INC                                                                            | CUSIP: N/A<br>LEI: 254900O6KNZXH2RI9Q14       | Long             | EC               | CORP              | TW        |   3095000 | NS      | $24905116.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)           | COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)                                                           | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |   4261658 | NS      | $12168382.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PCL                                    | KASIKORNBANK PCL (FOR)                                                                              | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      5500 | NS      | $32773.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PCL                                    | KASIKORNBANK PCL NVDR                                                                               | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |   5181700 | NS      | $30876690.97   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI TELECOM CO                                    | SAUDI TELECOM CO                                                                                    | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |   8140052 | NS      | $96360228.44   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PACIFIC INSURANCELTD (GROUP) CO LTD           | CHINA PACIFIC INS(GRP) CO LTD H                                                                     | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |  11436100 | NS      | $57677492.61   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HUAXIA BANK CO LTD                                  | HUA XIA BANK CO LTD A                                                                               | CUSIP: N/A<br>LEI: 300300AKNDEHIGVDZW37       | Long             | EC               | CORP              | CN        |   5614700 | NS      | $5120609.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE SAUDI FRANSI                                 | BANQUE SAUDI FRANSI                                                                                 | CUSIP: N/A<br>LEI: 558600N07EDF4ATYR106       | Long             | EC               | CORP              | SA        |   5427778 | NS      | $26120828.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RIYAD BANK                                          | RIYAD BANK                                                                                          | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |   6513333 | NS      | $48797466.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALMARAI CO LTD                                      | ALMARAI CO LTD                                                                                      | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | EC               | CORP              | SA        |   2171111 | NS      | $25527500.23   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SABIC AGRI-NUTRIENTS CO                             | SABIC AGRI-NUTRIENTS CO                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |    961937 | NS      | $32058582.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP LTD                                       | CREDICORP LTD                                                                                       | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |    116124 | NS      | $41436526.92   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DR REDDY'S LABORATORIES LTD                         | DR REDDYS LABS LTD (DEMAT)                                                                          | CUSIP: N/A<br>LEI: 335800OVDPY3DVZR2798       | Long             | EC               | CORP              | IN        |   2699339 | NS      | $35831088.96   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| DB INSURANCE CO LTD                                 | DB INSURANCE CO LTD                                                                                 | CUSIP: N/A<br>LEI: 9884000ZF26VNJBWSJ91       | Long             | EC               | CORP              | KR        |    194496 | NS      | $19118050.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EVA AIRWAYS CORP                                    | EVA AIRWAYS CORP                                                                                    | CUSIP: N/A<br>LEI: 254900S1P4XOXV67GC07       | Long             | EC               | CORP              | TW        |  11964000 | NS      | $14175624.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LARGAN PRECISION CO LTD                             | LARGAN PRECISION CO LTD                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    485000 | NS      | $37029938.22   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL AMERICAS SA                                    | ENEL AMERICAS SA                                                                                    | CUSIP: N/A<br>LEI: 549300LKH11TFCJLZK20       | Long             | EC               | CORP              | CL        |  82138814 | NS      | $7755826.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QATAR NAVIGATION                                    | QATAR NAVIGATION                                                                                    | CUSIP: N/A<br>LEI: 25490074EFRBM1MC1K04       | Long             | EC               | CORP              | QA        |   4228715 | NS      | $13123998.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGREEN MARINE CORP(TAI) LTD                      | EVERGREEN MARINE CORP (TAIWAN)                                                                      | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               | CORP              | TW        |   4796300 | NS      | $28262689.69   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FAR EASTERN NEW CENTURY CORP                        | FAR EASTERN NEW CENTURY CORP                                                                        | CUSIP: N/A<br>LEI: 254900CDLU5OS06M6K24       | Long             | EC               | CORP              | TW        |  17076900 | NS      | $15040006.97   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI AWWAL BANK                                    | SAUDI AWWAL BANK                                                                                    | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | EC               | CORP              | SA        |   1638802 | NS      | $15589744.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Cash Central Fund                                                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  56578959 | NS      | $56590274.31   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                        | Fidelity Securities Lending Cash Central Fund                                                       | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  84929569 | NS      | $84938062.44   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER RAO JSC                                       | INTER RAO JSC                                                                                       | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |  63735100 | NS      | $8.39          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SM INVESTMENTS CORP                                 | SM INVESTMENTS CORP                                                                                 | CUSIP: N/A<br>LEI: 254900YB8UATFP21AF80       | Long             | EC               | CORP              | PH        |   1932880 | NS      | $22962637.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FOMENTO ECONOMICO MEXICANO SAB DE CV                | FOMENTO ECONO MEXI(FEMSA) UBD (REPRESENTS 1 FEMSA CL B SHR 2 FEMSA CL DB SHRS AND 2 FEMSACL DL SHS) | CUSIP: N/A<br>LEI: 549300A8MDWDJNMLV153       | Long             | EC               | CORP              | MX        |   7359200 | NS      | $76809228.66   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSCHINI GROUP LTD/THE                              | THE FOSCHINI GROUP LTD                                                                              | CUSIP: N/A<br>LEI: 3789PTO7LG718IG59F97       | Long             | EC               | CORP              | ZA        |   1466724 | NS      | $7689407.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPHARM GROUP CO LTD                              | SINOPHARM GROUP CO LTD H                                                                            | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |   5945200 | NS      | $15890192.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGUTNEFTEGAZ PJSC                                 | SURGUTNEFTEGAS PJSC                                                                                 | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |  29672400 | NS      | $3.90          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GAIL INDIA LTD                                      | GAIL INDIA LTD                                                                                      | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |  11944616 | NS      | $21792208.98   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GAZPROM PJSC                                        | GAZPROM OAO                                                                                         | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |   9889350 | NS      | $1.30          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GENTING BHD                                         | GENTING BHD                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   9447886 | NS      | $6854630.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GERDAU SA                                           | GERDAU SA PN                                                                                        | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |   5803768 | NS      | $24724807.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                      | AGRICULTURAL BANK OF CHINA H                                                                        | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        | 136199000 | NS      | $95365974.58   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGATRON CORP                                       | PEGATRON CORP                                                                                       | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |   9086000 | NS      | $20063177.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD FIELDS LTD NEW                                 | GOLD FIELDS LTD                                                                                     | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |   1231733 | NS      | $60914950.41   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                  | MAKEMYTRIP LIMITED                                                                                  | CUSIP: N/A<br>LEI: 529900DNT8HNJ7RYUO60       | Long             | EC               | CORP              | MU        |    314514 | NS      | $19619383.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| PETRONAS CHEMICALS GROUP BHD                        | PETRONAS CHEMICALS GROUP BHD                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  12760800 | NS      | $10455957.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                          | BANGKOK BANK PUBLIC CO LTD(FOR)                                                                     | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |       400 | NS      | $2003.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                          | BANGKOK BANK PUBLIC CO LTD NVDR                                                                     | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |   2532600 | NS      | $12683068.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY GOLD MINING CO LTD                          | HARMONY GOLD MINING CO LTD                                                                          | CUSIP: N/A<br>LEI: 378900986D05F0C29811       | Long             | EC               | CORP              | ZA        |   2418798 | NS      | $51395999.22   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LTD                                | HCL TECHNOLOGIES LTD (DEMAT)                                                                        | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |   4689287 | NS      | $86714016.59   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM CO LTD                                          | HMM CO LTD                                                                                          | CUSIP: N/A<br>LEI: 988400M8Q35QDZ4XXW80       | Long             | EC               | CORP              | KR        |   1498790 | NS      | $20662562.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                                | HYUNDAI MOBIS                                                                                       | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |    264374 | NS      | $81823582.61   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDALCO INDUSTRIES LTD                             | HINDALCO INDS LTD                                                                                   | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |   6472115 | NS      | $67944008.32   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW CHINA LIFE INSURANCE CO LTD                     | NEW CHINA LIFE INSURANCE CO H                                                                       | CUSIP: N/A<br>LEI: 529900QCDGPLPB62KH67       | Long             | EC               | CORP              | CN        |   4307000 | NS      | $35036654.68   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAILEASE HOLDING COMPANY LIMITED                   | CHAILEASE HOLDING CO LTD                                                                            | CUSIP: N/A<br>LEI: 529900L76E6T0JCM3J27       | Long             | EC               | CORP              | KY        |   7583400 | NS      | $24985699.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                       | HDFC BANK LTD (DEMAT)                                                                               | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |   1716673 | NS      | $17397194.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOTOR CO                                    | HYUNDAI MOTOR CO                                                                                    | CUSIP: N/A<br>LEI: 9884004RQX8PRBXQ8S60       | Long             | EC               | CORP              | KR        |    598785 | NS      | $206373687.73  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC LTD                                             | ITC LTD (DEMAT)                                                                                     | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |  13273050 | NS      | $46632419.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC LTD                                           | CITIC LTD                                                                                           | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               | CORP              | HK        |  34801600 | NS      | $55729959.42   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| INFOSYS LTD                                         | INFOSYS LTD                                                                                         | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |   8326435 | NS      | $149013892.24  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEN DING TECH HOLDING LTD                          | ZHEN DING TECHONGY HOLDING LTD                                                                      | CUSIP: N/A<br>LEI: 549300H7R4K33675UP38       | Long             | EC               | CORP              | KY        |   2840400 | NS      | $17592212.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HANKOOK TIRE and TECHNOLOGY CO LTD                  | HANKOOK TIRE AND TECHNOLOGY CO L                                                                    | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |    323834 | NS      | $14174559.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                           | ALIBABA GROUP HOLDING LTD                                                                           | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |  12255200 | NS      | $260712060.45  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUS TOWERS LTD                                    | INDUS TOWERS LTD                                                                                    | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |   5961530 | NS      | $28886380.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES INSURANCE CO GRP OF CHINA                   | PEOPLES INSURANCE CO GRP OF CHINA LTD H                                                             | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |  38665000 | NS      | $33655739.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RICHTER GEDEON NYRT                                 | RICHTER GEDEON NYRT                                                                                 | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |    619345 | NS      | $20729351.47   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KIA CORP                                            | KIA CORP                                                                                            | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |   1092456 | NS      | $114913723.16  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KOC HOLDINGS AS                                     | KOC HLDG AS                                                                                         | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |   4013571 | NS      | $19169376.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ELEC POWER CORP                               | KOREA ELECTRIC POWER CORP                                                                           | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |   1137776 | NS      | $45531644.80   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC NEW                              | LG ELECTRONICS INC                                                                                  | CUSIP: N/A<br>LEI: 988400RMQFTGZIOG0609       | Long             | EC               | CORP              | KR        |    461902 | NS      | $31552727.39   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                             | LATAM AIRLINES GROUP SA                                                                             | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | EC               | CORP              | CL        | 567293414 | NS      | $18404916.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO LTD                   | HON HAI PRECISION IND CO LTD                                                                        | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |  23363000 | NS      | $163204229.37  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LG CORP                                             | LG CORP                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    404117 | NS      | $25544056.37   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VK CO LTD                                           | VK CO LTD GDR REGS                                                                                  | CUSIP: 560317208<br>LEI: 2138009IXUP41SPL5B50 | Long             | EC               | CORP              | RU        |    217763 | NS      | $2.18          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MISC BHD                                            | MISC BERHAD (LOC)                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   5933500 | NS      | $12041603.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK and TRUST CO                      | METROPOLITAN BANK and TRUST CO                                                                      | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |   7971000 | NS      | $9875395.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                              | CEZ AS                                                                                              | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |    202163 | NS      | $11627758.19   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN GROUP LTD                                       | MTN GROUP LTD                                                                                       | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |   8124738 | NS      | $90221765.07   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL AND GAS PLC                       | MOL HUNGARIAN OIL and GAS PLC                                                                       | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |   1316187 | NS      | $16074872.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEDBANK GROUP LTD                                   | NEDBANK GROUP LTD                                                                                   | CUSIP: N/A<br>LEI: 3789009E42FA3CB31065       | Long             | EC               | CORP              | ZA        |   2028008 | NS      | $32912128.95   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                       | NOVATEK MICROELECTRONICS CORP                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2696000 | NS      | $32029146.21   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL and NATURAL GAS CORP LTD                        | OIL and NATURAL GAS CORP LTD                                                                        | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |  17913181 | NS      | $52543559.69   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                        | WH GROUP LTD                                                                                        | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |  34677500 | NS      | $40749535.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIENT OVERSEAS INTL LTD                            | ORIENT OVERSEAS INTL LTD                                                                            | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |    585000 | NS      | $9577642.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS PROPERTY MEXICO SA                         | PROLOGIS PROPERTY MEXICO SA                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |   4598160 | NS      | $21127961.09   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| INDOFOOD SUKSES MAKMUR TBK PT                       | INDOFOOD SUKSES MAKMR (DEMAT)                                                                       | CUSIP: N/A<br>LEI: 529900E61EV2GTYWZ485       | Long             | EC               | CORP              | ID        |  19452500 | NS      | $7899491.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PPB GROUP BERHAD                                    | PPB GROUP BHD                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   3088602 | NS      | $8853679.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                       | PETROBRAS PN (PFD REG)                                                                              | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |  18930700 | NS      | $135826940.67  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                       | PETROBRAS BRASILEIRO SA                                                                             | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |  12447400 | NS      | $95529995.91   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                            | ORLEN SA                                                                                            | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |   2240876 | NS      | $68090338.58   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT PUBLIC CO LTD                                   | PTT PCL NVDR                                                                                        | CUSIP: N/A<br>LEI: 549300QOGMPTKB6W7G56       | Long             | EC               | CORP              | TH        |  36074600 | NS      | $38875955.63   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| POU CHEN CORP                                       | POU CHEN CORP                                                                                       | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |  11098000 | NS      | $10705974.97   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP                      | UNI-PRESIDENT ENTERPRISES CORP                                                                      | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |  21651000 | NS      | $49180316.81   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PTT EXPL and PRODTN PUB LTD                         | PTT EXPLORATION and PROD NVDR                                                                       | CUSIP: N/A<br>LEI: 2549001O8YYGP5N7Q076       | Long             | EC               | CORP              | TH        |   6156500 | NS      | $23904001.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESIDENT CHAIN STORE CORP                          | PRESIDENT CHAIN STORE CORP                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   2480800 | NS      | $16779686.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                              | KINGBOARD HOLDINGS LTD                                                                              | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |   2651800 | NS      | $10740127.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OOREDOO QSC                                         | OOREDOO QSC                                                                                         | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |   3406293 | NS      | $13284636.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                             | RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS                                                    | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |    598102 | NS      | $9101920.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                        | SK HYNIX INC                                                                                        | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |    350920 | NS      | $219879839.80  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERGLOBE AVIATION LTD                             | INTERGLOBE AVIATION LTD                                                                             | CUSIP: N/A<br>LEI: 33580079R8SLLO23XD19       | Long             | EC               | CORP              | IN        |    839231 | NS      | $42069549.71   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                          | SAMSUNG ELECTRONICS CO LTD                                                                          | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |   3861143 | NS      | $427173527.47  | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                          | SAMSUNG ELECTRONICS CO LTD PFD                                                                      | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |   2444545 | NS      | $197824256.06  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| SASOL LTD                                           | SASOL LTD                                                                                           | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |   2617618 | NS      | $18488985.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                             | SBERBANK OF RUSSIA                                                                                  | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |    440500 | NS      | $0.06          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STATE BANK OF INDIA                                 | STATE BANK OF INDIA (DEMAT) DEMATERIALIZED SHS                                                      | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |   8179877 | NS      | $96090851.21   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN PHARMACEUTICAL INDUSTRIES LTD                   | SUN PHARMA IND LTD(DEMAT)                                                                           | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |   4664899 | NS      | $81160309.01   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA MOTORS PASSENGER VEHICLES LIMITED              | TATA MOTORS PASSENGER VEHICLES LIMITED                                                              | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |   9298447 | NS      | $35497648.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TURK HAVA YOLLARI AO                                | TURK HAVA YOLLARI AO                                                                                | CUSIP: N/A<br>LEI: 789000EV8M3BL7ZPFB03       | Long             | EC               | CORP              | TR        |   2445822 | NS      | $17097750.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA STEEL LTD                                      | TATA STEEL LTD (DEMAT)                                                                              | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |  32634394 | NS      | $68736018.86   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                        | UNITED MICROELECTRONICS CORP                                                                        | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |  52297000 | NS      | $103745004.36  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                             | VALE S.A.                                                                                           | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |   9970100 | NS      | $159741358.04  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TENAGA NASIONAL BERHAD                              | TENAGA NASIONAL BHD                                                                                 | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |  12655741 | NS      | $44754193.19   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA LTD                                         | VEDANTA LTD                                                                                         | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |   7970103 | NS      | $59240775.84   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPSHOP HOLDINGS LIMITED                            | VIPSHOP HLDGS LTD ADR                                                                               | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |   1007052 | NS      | $17230659.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG E and A CO LTD                              | SAMSUNG E and A CO LTD                                                                              | CUSIP: N/A<br>LEI: 988400HDAY5KIVHGZ188       | Long             | EC               | CORP              | KR        |    703440 | NS      | $14934517.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WAN HAI LINES LTD                                   | WAN HAI LINES LTD                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   6217000 | NS      | $14476461.27   | 0.14%             |  |  |  | No            |                  1 | 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        | 178873100 | NS      | $38235986.75   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                     | TAIWAN SEMICONDUCTOR MFG CO LTD                                                                     | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |  20750000 | NS      | $1143937435.61 | 11.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET A S                        | TURKCELL ILETISIM HIZMET AS                                                                         | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | EC               | CORP              | TR        |   5263836 | NS      | $14150031.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WIPRO LTD                                           | WIPRO LTD (DEMAT)                                                                                   | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |  13470293 | NS      | $34801758.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| YANG MING MARINE TRNSPORT CORP                      | YANG MING MARINE TRANSPRT CORP                                                                      | CUSIP: N/A<br>LEI: 254900WG2ACWNVSP6E13       | Long             | EC               | CORP              | TW        |   7736000 | NS      | $13087356.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| YAGEO CORP                                          | YAGEO CORP                                                                                          | CUSIP: N/A<br>LEI: 5493001P0TOZH7GGNQ21       | Long             | EC               | CORP              | TW        |   8449672 | NS      | $74284301.60   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL CORP BHD                                        | YTL CORP BHD (ML)                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  22585500 | NS      | $11917260.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEJIANG EXPRESSWAY CO LTD                          | ZHEJIANG EXPRESSWAY CO H                                                                            | CUSIP: N/A<br>LEI: 213800X1ZRKM85U9H438       | Long             | EC               | CORP              | CN        |   7216900 | NS      | $6808483.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RHB BANK BHD                                        | RHB BANK BERHAD                                                                                     | CUSIP: N/A<br>LEI: 549300ZHRPSV7QIUJT80       | Long             | EC               | CORP              | MY        |   8890405 | NS      | $19057311.58   | 0.18%             |  |  |  | No            |                  1 | 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        |  42230000 | NS      | $27569155.54   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RESOURCES PHARMACEUTICAL GROUP LTD            | CHINA RESOURCES PHARMACEUTICAL GROUP LTD                                                            | CUSIP: N/A<br>LEI: 3003004H1KDKMJ8JD874       | Long             | EC               | CORP              | HK        |   8072500 | NS      | $4701664.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GREE ELECTRIC APPLIANCES INC OF ZHUHAI              | GREE ELECTRIC APPLIANCES INC OF ZHUHAI A                                                            | CUSIP: N/A<br>LEI: 655600UY069MU9JRAN62       | Long             | EC               | CORP              | CN        |   1975930 | NS      | $10999890.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PING AN BANK CO LTD                                 | PING AN BANK CO LTD A                                                                               | CUSIP: N/A<br>LEI: 549300W9MKNIVWXFM679       | Long             | EC               | CORP              | CN        |   6847730 | NS      | $10667949.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SD GUTHRIE BHD                                      | SD GUTHRIE BHD                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |  16503990 | NS      | $24450355.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASE TECHNOLOGY HOLDING CO LTD                       | ASE TECHNOLOGY HOLDING CO LTD                                                                       | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |  15473000 | NS      | $143421227.68  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TOWER CORP LTD                                | CHINA TOWER CORP LTD H                                                                              | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |  20675810 | NS      | $29801157.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PDD HOLDINGS INC                                    | PDD HOLDINGS INC ADR                                                                                | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |   1481947 | NS      | $149750744.35  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QFIN HOLDINGS INC                                   | QFIN HOLDINGS INC ADR                                                                               | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Long             | EC               | CORP              | KY        |    464718 | NS      | $7226364.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                           | WOORI FINANCIAL GROUP INC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |   2983297 | NS      | $62206430.04   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA COLA FEMSA SAB DE CV                           | COCA COLA FEMSA SAB DE CV US(5CS+3CS)                                                               | CUSIP: N/A<br>LEI: 5493008KEVFYPMGTXO33       | Long             | EC               | CORP              | MX        |   2327100 | NS      | $24338941.29   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JD.COM INC                                          | JD.COM INC CL A                                                                                     | CUSIP: N/A<br>LEI: 549300HVTWB0GJZ16V92       | Long             | EC               | CORP              | KY        |   8755300 | NS      | $124856188.67  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| LI AUTO INC                                         | LI AUTO INC CL A                                                                                    | CUSIP: N/A<br>LEI: 2549003R73Q70J5H4I65       | Long             | EC               | CORP              | KY        |   5299300 | NS      | $44286070.43   | 0.43%             |  |  |  | No            |                  2 | On Loan: —       |
| COUPANG INC                                         | COUPANG INC A                                                                                       | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |   1195317 | NS      | $24097590.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JD LOGISTICS INC                                    | JD LOGISTICS INC                                                                                    | CUSIP: N/A<br>LEI: 655600LWTFVMV3E2A890       | Long             | EC               | CORP              | KY        |   9141100 | NS      | $13093650.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                                    | SK SQUARE CO LTD                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    366429 | NS      | $143972020.98  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                      | MSCI EMGMKT FUT MAR26 MESH6                                                                         | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       665 | NC      | $4473876.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO CIBEST SA                                     | GRUPO CIBEST SA PREF                                                                                | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |   1167002 | NS      | $23833181.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| YTL CORP BHD                                        | YTL CORP BHD WT 12/31/99                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |   4458780 | NS      | $790060.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METLEN ENERGY and METALS PLC                        | METLEN ENERGY and METALS PLC                                                                        | CUSIP: N/A<br>LEI: 213800ZSR3HVKMMPVG86       | Long             | EC               | CORP              | GB        |    382978 | NS      | $20891376.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                           | UST BILLS 0% 02/12/2026                                                                             | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2427000 | PA      | $2424577.71    | 0.02%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| YANGZIJIANG MARITIME DEVELOPMENT PTE LTD            | YANGZIJIANG MARITIME DEVELOPMENT PTE LTD                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |   1819700 | NS      | $858281.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS BANK SA                                     | PIRAEUS BANK SA                                                                                     | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | EC               | CORP              | GR        |   4764551 | NS      | $48061591.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer