# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002043
**Filing Date:** 2026-3
**Character Count:** 96427
**Document Hash:** 367c8fca8bfc8746f690d812f19d0566
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002043.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000035402-26-002043

**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:** 26790640

**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 Momentum Index Fund (Series ID: S000095828)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000264610 | Fidelity SAI Emerging Markets Momentum Index Fund | FFNZX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Emerging Markets Momentum 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.

EMM-NPRT1-0426

1.9920995.100 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 88.5%** | &nbsp;&nbsp;**Common Stocks - 88.5%** | &nbsp;&nbsp;**Common Stocks - 88.5%** |
|  | Shares | Value ($)<br>|
| BRAZIL - 4.5%  |  |  |
| Financials - 2.7% |  |  |
| Banks - 2.2% |  |  |
| Banco Bradesco SA  | 100 | 348 |
| Banco Bradesco SA (PN)  | 961400 | 3892914 |
| NU Holdings Ltd/Cayman Islands Class A (a) | 225057 | 3994763 |
|  |  | 7888025 |
| Capital Markets - 0.5% |  |  |
| Banco BTG Pactual SA unit  | 151800 | 1729212 |
| TOTAL FINANCIALS |  | 9617237 |
| Health Care - 0.3% |  |  |
| Health Care Providers & Services - 0.3% |  |  |
| Rede D'Or Sao Luiz SA (b)(c) | 149300 | 1202570 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.6% |  |  |
| Embraer SA  | 110700 | 2039307 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.5% |  |  |
| Axia Energia  | 122700 | 1267626 |
| Axia Energia Series B  | 50500 | 554730 |
|  |  | 1822356 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Eneva SA (a) | 22100 | 88689 |
| Water Utilities - 0.4% |  |  |
| Cia de Saneamento Basico do Estado de Sao Paulo SABESP  | 50020 | 1342231 |
| TOTAL UTILITIES |  | 3253276 |
| TOTAL BRAZIL |  | 16112390 |
| CHILE - 1.4%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Broadline Retail - 0.3% |  |  |
| Falabella SA  | 126211 | 979842 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Banco de Chile  | 7011750 | 1545453 |
| Banco de Credito e Inversiones SA  | 16016 | 1191225 |
| TOTAL FINANCIALS |  | 2736678 |
| Industrials - 0.3% |  |  |
| Passenger Airlines - 0.3% |  |  |
| Latam Airlines Group SA  | 29285669 | 950126 |
| Real Estate - 0.0% |  |  |
| Real Estate Management & Development - 0.0% |  |  |
| Parque Arauco SA  | 103240 | 438914 |
| TOTAL CHILE |  | 5105560 |
| CHINA - 23.7%  |  |  |
| Communication Services - 4.7% |  |  |
| Entertainment - 0.4% |  |  |
| Netease Inc  | 52700 | 1366515 |
| Interactive Media & Services - 4.3% |  |  |
| Bilibili Inc Z Shares (a) | 32780 | 1123037 |
| JOYY Inc Class A ADR  | 2936 | 188932 |
| Meitu Inc (b)(c) | 419000 | 414060 |
| Tencent Holdings Ltd  | 179900 | 13827439 |
|  |  | 15553468 |
| TOTAL COMMUNICATION SERVICES |  | 16919983 |
| Consumer Discretionary - 4.8% |  |  |
| Automobile Components - 0.3% |  |  |
| Fuyao Glass Industry Group Co Ltd H Shares (b)(c) | 108000 | 924182 |
| Automobiles - 0.8% |  |  |
| Geely Automobile Holdings Ltd  | 966000 | 1989598 |
| NIO Inc A Shares (a) | 64850 | 309165 |
| XPeng Inc A Shares (a) | 39800 | 358264 |
| Zhejiang Leapmotor Technology Co Ltd H Shares (a)(b)(c) | 42700 | 231863 |
|  |  | 2888890 |
| Broadline Retail - 2.5% |  |  |
| Alibaba Group Holding Ltd  | 417500 | 8881723 |
| Hotels, Restaurants & Leisure - 0.4% |  |  |
| Trip.com Group Ltd  | 26150 | 1604973 |
| Specialty Retail - 0.8% |  |  |
| Pop Mart International Group Ltd (b)(c) | 99600 | 2850778 |
| TOTAL CONSUMER DISCRETIONARY |  | 17150546 |
| Consumer Staples - 0.8% |  |  |
| Beverages - 0.4% |  |  |
| Nongfu Spring Co Ltd H Shares (b)(c) | 236600 | 1451928 |
| Consumer Staples Distribution & Retail - 0.4% |  |  |
| JD Health International Inc (a)(b)(c) | 157700 | 1276804 |
| TOTAL CONSUMER STAPLES |  | 2728732 |
| Energy - 1.0% |  |  |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| PetroChina Co Ltd H Shares  | 3134000 | 3722881 |
| Financials - 4.5% |  |  |
| Banks - 0.9% |  |  |
| Agricultural Bank of China Ltd A Shares (China)  | 1442500 | 1394412 |
| China Construction Bank Corp H Shares  | 304000 | 306958 |
| Chongqing Rural Commercial Bank Co Ltd H Shares  | 222000 | 165674 |
| Industrial & Commercial Bank of China Ltd A Shares (China)  | 1179300 | 1229895 |
|  |  | 3096939 |
| Capital Markets - 0.4% |  |  |
| China International Capital Corp Ltd H Shares (b)(c) | 216000 | 586721 |
| CITIC Securities Co Ltd A Shares (China)  | 112600 | 454822 |
| GF Securities Co Ltd A Shares (China)  | 76500 | 247490 |
| GF Securities Co Ltd H Shares  | 103200 | 240955 |
| Orient Securities Co Ltd/China H Shares (b)(c) | 125200 | 108819 |
|  |  | 1638807 |
| Insurance - 3.2% |  |  |
| China Life Insurance Co Ltd A Shares (China)  | 19100 | 136607 |
| China Life Insurance Co Ltd H Shares  | 1192000 | 5322124 |
| China Pacific Insurance Group Co Ltd A Shares (China)  | 81100 | 531392 |
| China Taiping Insurance Holdings Co Ltd  | 221400 | 726087 |
| New China Life Insurance Co Ltd A Shares (China)  | 31600 | 378195 |
| New China Life Insurance Co Ltd H Shares  | 144700 | 1177108 |
| People's Insurance Co Group of China Ltd/The H Shares  | 1330000 | 1157691 |
| PICC Property & Casualty Co Ltd H Shares  | 1050000 | 2176047 |
|  |  | 11605251 |
| TOTAL FINANCIALS |  | 16340997 |
| Health Care - 1.8% |  |  |
| Biotechnology - 0.8% |  |  |
| 3SBio Inc (b)(c) | 188500 | 562211 |
| Innovent Biologics Inc (a)(b)(c) | 210500 | 2185270 |
|  |  | 2747481 |
| Life Sciences Tools & Services - 0.3% |  |  |
| Genscript Biotech Corp (a) | 28000 | 46057 |
| Wuxi Apptec Co Ltd A Shares (China)  | 71200 | 975041 |
|  |  | 1021098 |
| Pharmaceuticals - 0.7% |  |  |
| Hansoh Pharmaceutical Group Co Ltd (b)(c) | 162000 | 800451 |
| Jiangsu Hengrui Pharmaceuticals Co Ltd A Shares (China)  | 67900 | 568067 |
| Sino Biopharmaceutical Ltd  | 1484000 | 1261346 |
|  |  | 2629864 |
| TOTAL HEALTH CARE |  | 6398443 |
| Industrials - 0.8% |  |  |
| Electrical Equipment - 0.2% |  |  |
| Goldwind Science & Technology Co Ltd A Shares (China)  | 39700 | 149109 |
| Sungrow Power Supply Co Ltd A Shares (China)  | 25400 | 551717 |
|  |  | 700826 |
| Marine Transportation - 0.5% |  |  |
| COSCO SHIPPING Holdings Co Ltd A Shares (China)  | 25900 | 53613 |
| COSCO SHIPPING Holdings Co Ltd H Shares  | 550500 | 965406 |
| SITC International Holdings Co Ltd  | 188000 | 701261 |
|  |  | 1720280 |
| Passenger Airlines - 0.1% |  |  |
| China Eastern Airlines Corp Ltd H Shares (a) | 426000 | 295557 |
| TOTAL INDUSTRIALS |  | 2716663 |
| Information Technology - 1.0% |  |  |
| Communications Equipment - 0.4% |  |  |
| Zhongji Innolight Co Ltd A Shares (China)  | 13800 | 1288337 |
| Electronic Equipment, Instruments & Components - 0.4% |  |  |
| Foxconn Industrial Internet Co Ltd A Shares (China)  | 182300 | 1513103 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Cambricon Technologies Corp Ltd A Shares (China) (a) | 4935 | 893677 |
| TOTAL INFORMATION TECHNOLOGY |  | 3695117 |
| Materials - 4.1% |  |  |
| Metals & Mining - 4.1% |  |  |
| China Gold International Resources Corp Ltd  | 36900 | 969250 |
| China Hongqiao Group Ltd  | 420000 | 1941911 |
| CMOC Group Ltd A Shares (China)  | 214300 | 750015 |
| CMOC Group Ltd H Shares  | 561000 | 1602837 |
| Jiangxi Copper Co Ltd H Shares  | 104000 | 631820 |
| MMG Ltd (a) | 632000 | 832462 |
| Shandong Gold Mining Co Ltd H Shares (b)(c) | 100250 | 567973 |
| Zhaojin Mining Industry Co Ltd H Shares  | 249500 | 1156142 |
| Zijin Mining Group Co Ltd A Shares (China)  | 240400 | 1388090 |
| Zijin Mining Group Co Ltd H Shares  | 910000 | 4880763 |
| TOTAL MATERIALS |  | 14721263 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Huaneng Power International Inc H Shares  | 580000 | 423190 |
| Water Utilities - 0.1% |  |  |
| Guangdong Investment Ltd  | 370000 | 349534 |
| TOTAL UTILITIES |  | 772724 |
| TOTAL CHINA |  | 85167349 |
| COLOMBIA - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Grupo Cibest SA  | 35672 | 805708 |
| CZECH REPUBLIC - 0.6%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Komercni Banka AS  | 5688 | 344884 |
| Utilities - 0.5% |  |  |
| Electric Utilities - 0.5% |  |  |
| CEZ AS  | 32573 | 1873493 |
| TOTAL CZECH REPUBLIC |  | 2218377 |
| EGYPT - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Tobacco - 0.1% |  |  |
| Eastern Co SAE  | 192904 | 155376 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Fawry for Banking & Payment Technology Services SAE (a) | 219747 | 80257 |
| TOTAL EGYPT |  | 235633 |
| GREECE - 2.0%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| OPAP SA  | 16571 | 333921 |
| Financials - 1.9% |  |  |
| Banks - 1.9% |  |  |
| Alpha Bank SA  | 336897 | 1612714 |
| Eurobank SA  | 346255 | 1697142 |
| National Bank of Greece SA  | 120999 | 2139201 |
| Piraeus Bank SA  | 152625 | 1539579 |
| TOTAL FINANCIALS |  | 6988636 |
| TOTAL GREECE |  | 7322557 |
| HONG KONG - 0.4%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| WH Group Ltd (b)(c) | 1104000 | 1297311 |
| HUNGARY - 1.3%  |  |  |
| Financials - 1.3% |  |  |
| Banks - 1.3% |  |  |
| OTP Bank Nyrt  | 36999 | 4661343 |
| INDONESIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Aneka Tambang Tbk  | 230700 | 56794 |
| KOREA (SOUTH) - 17.0%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| LG Uplus Corp  | 27808 | 306692 |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| HD Hyundai Co Ltd  | 6964 | 1123280 |
| Financials - 1.6% |  |  |
| Banks - 1.1% |  |  |
| KB Financial Group Inc  | 42683 | 3963895 |
| Capital Markets - 0.5% |  |  |
| Korea Investment Holdings Co Ltd  | 5527 | 821013 |
| Mirae Asset Securities Co Ltd  | 29657 | 873930 |
|  |  | 1694943 |
| TOTAL FINANCIALS |  | 5658838 |
| Industrials - 5.1% |  |  |
| Aerospace & Defense - 1.0% |  |  |
| Hanwha Aerospace Co Ltd  | 4209 | 3771687 |
| Electrical Equipment - 0.2% |  |  |
| HD Hyundai Electric Co Ltd  | 938 | 574802 |
| Industrial Conglomerates - 1.5% |  |  |
| SK Square Co Ltd (a) | 13417 | 5271615 |
| Machinery - 2.4% |  |  |
| Hanwha Ocean Co Ltd (a) | 16443 | 1569800 |
| HD Hyundai Heavy Industries Co Ltd  | 3180 | 1260400 |
| HD Korea Shipbuilding & Offshore Engineering Co Ltd  | 6603 | 1882046 |
| Hyundai Rotem Co Ltd  | 10893 | 1730740 |
| Samsung Heavy Industries Co Ltd (a) | 106267 | 2157233 |
|  |  | 8600219 |
| TOTAL INDUSTRIALS |  | 18218323 |
| Information Technology - 9.5% |  |  |
| Semiconductors & Semiconductor Equipment - 4.1% |  |  |
| SK Hynix Inc  | 23708 | 14854985 |
| Technology Hardware, Storage & Peripherals - 5.4% |  |  |
| Samsung Electronics Co Ltd  | 174447 | 19299762 |
| TOTAL INFORMATION TECHNOLOGY |  | 34154747 |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.4% |  |  |
| Korea Electric Power Corp  | 39554 | 1582876 |
| TOTAL KOREA (SOUTH) |  | 61044756 |
| KUWAIT - 1.0%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Kuwait Finance House KSCP  | 1393211 | 3665628 |
| MALAYSIA - 0.7%  |  |  |
| Communication Services - 0.2% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| Telekom Malaysia Bhd  | 283900 | 568952 |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Genting Malaysia Bhd  | 203700 | 102315 |
| Specialty Retail - 0.0% |  |  |
| Petronas Dagangan Bhd  | 27100 | 145743 |
| TOTAL CONSUMER DISCRETIONARY |  | 248058 |
| Consumer Staples - 0.4% |  |  |
| Food Products - 0.4% |  |  |
| IOI Corp Bhd  | 478200 | 484023 |
| SD Guthrie Bhd  | 529400 | 784297 |
| TOTAL CONSUMER STAPLES |  | 1268320 |
| Industrials - 0.1% |  |  |
| Industrial Conglomerates - 0.1% |  |  |
| Sunway Bhd  | 213700 | 312256 |
| TOTAL MALAYSIA |  | 2397586 |
| MEXICO - 0.9%  |  |  |
| Materials - 0.9% |  |  |
| Metals & Mining - 0.9% |  |  |
| Grupo Mexico SAB de CV Series B  | 128900 | 1431279 |
| Industrias Penoles SAB de CV (a) | 29900 | 1732818 |
| TOTAL MEXICO |  | 3164097 |
| PERU - 1.3%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Credicorp Ltd  | 9846 | 3513349 |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Cia de Minas Buenaventura SAA ADR  | 35936 | 1231167 |
| TOTAL PERU |  | 4744516 |
| POLAND - 1.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Entertainment - 0.1% |  |  |
| CD Projekt SA  | 5549 | 405750 |
| Energy - 0.8% |  |  |
| Oil, Gas & Consumable Fuels - 0.8% |  |  |
| ORLEN SA  | 93036 | 2826954 |
| Financials - 0.5% |  |  |
| Insurance - 0.5% |  |  |
| Powszechny Zaklad Ubezpieczen SA  | 93190 | 1838096 |
| TOTAL POLAND |  | 5070800 |
| QATAR - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Ooredoo QPSC  | 57610 | 224681 |
| SAUDI ARABIA - 1.0%  |  |  |
| Communication Services - 0.3% |  |  |
| Wireless Telecommunication Services - 0.3% |  |  |
| Etihad Etisalat Co  | 67046 | 1258442 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Al Rajhi Bank  | 79798 | 2280733 |
| TOTAL SAUDI ARABIA |  | 3539175 |
| SOUTH AFRICA - 5.2%  |  |  |
| Communication Services - 0.8% |  |  |
| Wireless Telecommunication Services - 0.8% |  |  |
| MTN Group Ltd  | 275141 | 3055324 |
| Consumer Discretionary - 0.9% |  |  |
| Broadline Retail - 0.9% |  |  |
| Naspers Ltd Class N  | 54862 | 3358940 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Capitec Bank Holdings Ltd  | 6566 | 1762930 |
| Materials - 3.0% |  |  |
| Metals & Mining - 3.0% |  |  |
| Gold Fields Ltd  | 101232 | 5006396 |
| Impala Platinum Holdings Ltd  | 102208 | 1905080 |
| Northam Platinum Holdings Ltd  | 53076 | 1264560 |
| Sibanye Stillwater Ltd (a) | 428019 | 1862914 |
| Valterra Platinum Ltd  | 4085 | 367030 |
| TOTAL MATERIALS |  | 10405980 |
| TOTAL SOUTH AFRICA |  | 18583174 |
| TAIWAN - 20.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Chunghwa Telecom Co Ltd  | 40000 | 169107 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| E.Sun Financial Holding Co Ltd  | 2316000 | 2450638 |
| Industrials - 0.3% |  |  |
| Electrical Equipment - 0.3% |  |  |
| Bizlink Holding Inc  | 27000 | 1111991 |
| Information Technology - 19.1% |  |  |
| Communications Equipment - 0.7% |  |  |
| Accton Technology Corp  | 75000 | 2649295 |
| Electronic Equipment, Instruments & Components - 3.1% |  |  |
| Chroma ATE Inc  | 61000 | 1893870 |
| Delta Electronics Inc  | 156000 | 6029463 |
| Elite Material Co Ltd  | 47000 | 2598289 |
| Tripod Technology Corp  | 66000 | 783051 |
|  |  | 11304673 |
| Semiconductors & Semiconductor Equipment - 13.8% |  |  |
| Hon Precision Inc  | 11928 | 1417076 |
| Nanya Technology Corp (a) | 181000 | 1872216 |
| Phison Electronics Corp  | 7000 | 527800 |
| Powerchip Semiconductor Manufacturing Corp (a) | 487000 | 1072279 |
| Taiwan Semiconductor Manufacturing Co Ltd  | 768000 | 42339469 |
| Winbond Electronics Corp (a) | 473000 | 1925566 |
|  |  | 49154406 |
| Technology Hardware, Storage & Peripherals - 1.5% |  |  |
| Asia Vital Components Co Ltd  | 51000 | 2358942 |
| King Slide Works Co Ltd  | 11000 | 1094250 |
| Wiwynn Corp  | 18000 | 2038650 |
|  |  | 5491842 |
| TOTAL INFORMATION TECHNOLOGY |  | 68600216 |
| TOTAL TAIWAN |  | 72331952 |
| THAILAND - 1.7%  |  |  |
| Communication Services - 0.5% |  |  |
| Wireless Telecommunication Services - 0.5% |  |  |
| Advanced Info Service PCL depository receipt  | 178700 | 1976745 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Tisco Financial Group PCL depository receipt  | 66100 | 235697 |
| Information Technology - 1.1% |  |  |
| Electronic Equipment, Instruments & Components - 1.1% |  |  |
| Delta Electronics Thailand PCL depository receipt  | 620200 | 4029826 |
| TOTAL THAILAND |  | 6242268 |
| TURKEY - 0.4%  |  |  |
| Industrials - 0.4% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| Aselsan Elektronik Sanayi Ve Ticaret AS  | 207572 | 1447472 |
| UNITED ARAB EMIRATES - 2.7%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Specialty Retail - 0.1% |  |  |
| Abu Dhabi National Oil Co for Distribution PJSC  | 331422 | 370001 |
| Financials - 1.6% |  |  |
| Banks - 1.6% |  |  |
| Abu Dhabi Islamic Bank PJSC  | 218280 | 1446681 |
| Dubai Islamic Bank PJSC  | 513524 | 1350753 |
| Emirates NBD Bank PJSC  | 337765 | 2860312 |
| TOTAL FINANCIALS |  | 5657746 |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Salik Co PJSC  | 19012 | 33028 |
| Real Estate - 1.0% |  |  |
| Real Estate Management & Development - 1.0% |  |  |
| Emaar Development PJSC  | 85202 | 399040 |
| Emaar Properties PJSC  | 802044 | 3275877 |
| TOTAL REAL ESTATE |  | 3674917 |
| TOTAL UNITED ARAB EMIRATES |  | 9735692 |
| UNITED STATES - 0.9%  |  |  |
| Health Care - 0.9% |  |  |
| Biotechnology - 0.9% |  |  |
| BeOne Medicines Ltd H Shares (a) | 116500 | 3080977 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $271,861,429) |  | <br> **318255796** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 1.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 1.6%** | &nbsp;&nbsp;**Non-Convertible Preferred Stocks - 1.6%** |
|  | Shares | Value ($)<br>|
| COLOMBIA - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Grupo Cibest SA non-voting shares  | 73573 | 1502550 |
| KOREA (SOUTH) - 1.2%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| Korea Investment Holdings Co Ltd (a) | 1166 | 120881 |
| Information Technology - 1.2% |  |  |
| Technology Hardware, Storage & Peripherals - 1.2% |  |  |
| Samsung Electronics Co Ltd  | 53737 | 4348655 |
| TOTAL KOREA (SOUTH) |  | 4469536 |
| <br> **TOTAL NON-CONVERTIBLE PREFERRED STOCKS**<br> (Cost $4,118,307) |  | <br> **5972086** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 9.4%** | &nbsp;&nbsp;**Money Market Funds - 9.4%** | &nbsp;&nbsp;**Money Market Funds - 9.4%** | &nbsp;&nbsp;**Money Market Funds - 9.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (e)<br>(Cost $33,627,125)<br>| 3.70 | 33620401 | **33627125** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.5%**<br> (Cost $309,606,861)<br>| <br>**357855007** |
| **NET OTHER ASSETS (LIABILITIES) - 0.5%** (d)  | **1739595** |
| **NET ASSETS - 100.0%** | **359594602** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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) | 25 | 3/2026 | 1901000 | 186081 |
| ICE MSCI India NTR Index Contracts (United States) | 272 | 3/2026 | 33422000 | (1604720) |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **(1418639)** |
| The notional amount of long futures as a percentage of Net Assets is 9.8%. | The notional amount of long futures as a percentage of Net Assets is 9.8%. | The notional amount of long futures as a percentage of Net Assets is 9.8%. | The notional amount of long futures as a percentage of Net Assets is 9.8%. | The notional amount of long futures as a percentage of Net Assets is 9.8%. |

---

**Legend**

(a) Non-income producing.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $14,460,941 or 4.0% of net assets.

(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 $14,460,941 or 4.0% of net assets.

(d) Includes $1,218,449 of cash collateral to cover margin requirements for futures contracts.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | - | 202985641 | 169360673 | 215482 | 2157 | - | 33627125 | 33620401 | 0.1% |
| Total | - | 202985641 | 169360673 | 215482 | 2157 | - | 33627125 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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.

*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.*

*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 Momentum Index Fund

- **b. EDGAR series identifier (if any):** S000095828

- **c. LEI of Series:** 2549007UNWHA8XDH2O97

**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:** $359710101.10

**Total Liabilities:** $115416.15

**Net Assets:** $359594684.95

**Cash Not Reported:** $486107.17

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264610 |  | 4.03%                | 11.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14485.90               | $1659345.24                                |
| Month 2  | $16785.36                | $8692581.11                                |
| Month 3  | $182880.62               | $37896219.61                               |

**Designated Index Information**

- **Index Name:** MSCI Emerging Markets (Net MA)

- **Index Identifier:** 19857799

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADVANCED INFO SERVICE PCL                                                             | ADVANCED INFO SERVICE NVDR                            | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |    178700 | NS      | $1976744.85   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PICC PPTY and CAS CO LTD                                                              | PICC PROPERTY and CASUALTY CO H                       | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   1050000 | NS      | $2176047.41   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD                                                                    | TRIP.COM GROUP LTD                                    | CUSIP: N/A<br>LEI: 2549004RMYDSRQL4KW41       | Long             | EC               | CORP              | KY        |     26150 | NS      | $1604973.24   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                                                           | CHINA LIFE INS CO LTD H                               | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |   1192000 | NS      | $5322123.37   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                                                           | CHINA LIFE INSURANCE CO LTD A                         | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |     19100 | NS      | $136606.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIJIN MINING GROUP CO LIMITED                                                         | ZIJIN MINING GROUP CO LTD H                           | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |    910000 | NS      | $4880761.90   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIJIN MINING GROUP CO LIMITED                                                         | ZIJIN MINING GROUP CO LTD A                           | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |    240400 | NS      | $1388090.19   | 0.39%             |  |  |  | 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        |    550500 | NS      | $965406.23    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING HOLDINGS CO LTD                                                        | COSCO SHIPPING HOLDINGS CO LTD A                      | CUSIP: N/A<br>LEI: 529900Y39B9BA9NHFF69       | Long             | EC               | CORP              | CN        |     25900 | NS      | $53612.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO LTD                                                     | FUYAO GLASS INDUSTRY GROUP CO LTD H                   | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |    108000 | NS      | $924181.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KING SLIDE WORKS CO LTD                                                               | KING SLIDE WORKS CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     11000 | NS      | $1094249.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ANEKA TAMBANG TBK                                                                     | ANEKA TAMBANG TBK                                     | CUSIP: N/A<br>LEI: 529900LRE2NALSSHMB80       | Long             | EC               | CORP              | ID        |    230700 | NS      | $56794.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VALTERRA PLATINUM LIMITED                                                             | VALTERRA PLATINUM LIMITED                             | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      4085 | NS      | $367029.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                                                          | CHINA CONSTRUCTION BANK CORP H                        | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |    304000 | NS      | $306958.03    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                                                             | CAPITEC BANK HOLDINGS LIMITED                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      6566 | NS      | $1762930.09   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ELITE MATERIAL CO LTD                                                                 | ELITE MATERIAL CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     47000 | NS      | $2598289.24   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PHISON ELECTRONICS CORP                                                               | PHISON ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      7000 | NS      | $527799.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CHILE                                                                        | BANCO DE CHILE                                        | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |   7011750 | NS      | $1545452.83   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHROMA ATE INC                                                                        | CHROMA ATE INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     61000 | NS      | $1893869.79   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIA VITAL COMPONENTS CO LTD                                                          | ASIA VITAL COMPONENTS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     51000 | NS      | $2358941.87   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| TENCENT HLDGS LTD                                                                     | TENCENT HOLDINGS LTD                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    179900 | NS      | $13827439.27  | 3.85%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                                                        | BANCO DE CREDITO E INVERSIONES                        | CUSIP: N/A<br>LEI: 549300E9E5Y3PKW24142       | Long             | EC               | CORP              | CL        |     16016 | NS      | $1191224.71   | 0.33%             |  |  |  | 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        |   1179300 | NS      | $1229895.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR PROPERTIES PJSC                                                                 | EMAAR PROPERTIES                                      | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    802044 | NS      | $3275877.47   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BRADESCO SA                                                                     | BRADESCO SA                                           | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |       100 | NS      | $348.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCTON TECHNOLOGY CORP                                                                | ACCTON TECHNOLOGY CORP                                | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |     75000 | NS      | $2649295.11   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BRADESCO SA                                                                     | BRADESCO SA PREF (BANCO BRAESCO)                      | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |    961400 | NS      | $3892914.16   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASELSAN AS                                                                            | ASELSAN AS                                            | CUSIP: N/A<br>LEI: 7890008XT4M710MU8714       | Long             | EC               | CORP              | TR        |    207572 | NS      | $1447471.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GEELY AUTOMOBILE HLDGS LTD                                                            | GEELY AUTO HLDGS LTD                                  | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |    966000 | NS      | $1989598.19   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHAOJIN MINING INDUSTRY CO LTD                                                        | ZHAOJIN MINING INDUST CO LTD H                        | CUSIP: N/A<br>LEI: 3003007KU2DRDX06PN04       | Long             | EC               | CORP              | CN        |    249500 | NS      | $1156142.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA INVESTMENT HOLDINGS CO LTD                                                      | KOREA INVESTMENT HLDGS CO LTD                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      5527 | NS      | $821013.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA INVESTMENT HOLDINGS CO LTD                                                      | KOREA INVESTME VAR PFD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | KR        |      1166 | NS      | $120881.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC SECURITIES CO LTD                                                               | CITIC SECURITIES CO LTD A                             | CUSIP: N/A<br>LEI: 300300E1006744000068       | Long             | EC               | CORP              | CN        |    112600 | NS      | $454821.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC GROUP LIMITED                                                                    | CMOC GROUP LIMITED H                                  | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |    561000 | NS      | $1602836.63   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC GROUP LIMITED                                                                    | CMOC GROUP LIMITED                                    | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |    214300 | NS      | $750015.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DUBAI ISLAMIC BANK LTD                                                                | DUBAI ISLAMIC BANK LTD                                | CUSIP: N/A<br>LEI: 5493003E7YRAQY3JGW88       | Long             | EC               | CORP              | AE        |    513524 | NS      | $1350753.39   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOLD INTERNATIONAL RESOURCES CORP LTD                                           | CHINA GOLD INTL RES CORP LTD                          | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     36900 | NS      | $969250.27    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA EASTERN AIRLINES LTD                                                            | CHINA EASTERN AIRLINES H                              | CUSIP: N/A<br>LEI: 3003000KIOQE39Q7Y685       | Long             | EC               | CORP              | CN        |    426000 | NS      | $295556.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TAIPING INSURANCE HOLDINGS CO LTD                                               | CHINA TAIPING INSU HLDS CO LTD                        | CUSIP: N/A<br>LEI: 529900C2G37NOIADYW07       | Long             | EC               | CORP              | HK        |    221400 | NS      | $726087.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                | EMIRATES NBD PJSC                                     | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |    337765 | NS      | $2860310.82   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SANEAMENTO BASICO DE SP (CIA) (COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO) | SABESP ON (CIA SANEAM BASICO)                         | CUSIP: N/A<br>LEI: 254900UOXRZRS2TNWP19       | Long             | EC               | CORP              | BR        |     50020 | NS      | $1342230.66   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEVA SA                                                                              | ENEVA SA                                              | CUSIP: N/A<br>LEI: 549300T1AP7HKCABII19       | Long             | EC               | CORP              | BR        |     22100 | NS      | $88689.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ETTIHAD ETISALAT                                                                      | ETIHAD ETISALAT CO                                    | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |     67046 | NS      | $1258442.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUNGHWA TELECOM CO LTD                                                               | CHUNGHWA TELECOM CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     40000 | NS      | $169107.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT FINANCE HOUSE                                                                  | KUWAIT FINANCE HOUSE                                  | CUSIP: N/A<br>LEI: 2549007KX0N057S9BC98       | Long             | EC               | CORP              | KW        |   1393211 | NS      | $3665628.43   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                         | BUENAVENTURA SPON ADR                                 | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |     35936 | NS      | $1231167.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA PACIFIC INSURANCELTD (GROUP) CO LTD                                             | CHINA PACIFIC INS(GRP)CO LTD A                        | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |     81100 | NS      | $531392.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JIANGSU HENGRUI PHARMACEUTICALS CO LTD                                                | JIANGSU HENGRUI PHARMACEUTICALS CO LTD-A              | CUSIP: N/A<br>LEI: 2549003BT1XS3SE3E448       | Long             | EC               | CORP              | CN        |     67900 | NS      | $568067.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| E.SUN FINANCIAL HOLDING CO LTD                                                        | E SUN FINANCIAL HOLDING CO LTD                        | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |   2316000 | NS      | $2450638.37   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI ISLAMIC BANK                                                                | ABU DHABI ISLAMIC BANK                                | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    218280 | NS      | $1446680.79   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AL RAJHI BANK                                                                         | AL RAJHI BANKING and INVEST CORP                      | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |     79798 | NS      | $2280733.09   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TISCO FINANCIAL GROUP PCL                                                             | TISCO FINANCIAL GRP PCL NVDR                          | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |     66100 | NS      | $235697.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDICORP LTD                                                                         | CREDICORP LTD                                         | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      9846 | NS      | $3513348.18   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS INC                                                                 | DELTA ELECTRONICS IND CO LTD                          | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    156000 | NS      | $6029463.01   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA ELECTRONICS THAI PCL                                                            | DELTA ELECTRONICS THAI-NVDR                           | CUSIP: N/A<br>LEI: 529900JKLVG9Y2SVWL93       | Long             | EC               | CORP              | TH        |    620200 | NS      | $4029825.67   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRAE ASSET SECURITIES CO LTD                                                         | MIRAE ASSET SECURITIES CO LTD                         | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | EC               | CORP              | KR        |     29657 | NS      | $873930.19    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA OCEAN CO LTD                                                                   | HANWHA OCEAN CO LTD                                   | CUSIP: N/A<br>LEI: 984500ACAD2B57CCT437       | Long             | EC               | CORP              | KR        |     16443 | NS      | $1569799.69   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN CO SAE                                                                        | EASTERN TOBACCO CO                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |    192904 | NS      | $155375.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER SA                                                                            | EMBRAER SA                                            | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |    110700 | NS      | $2039307.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                          | Fidelity Cash Central Fund                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  33620401 | NS      | $33627124.79  | 9.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING MALAYSIA BERHAD                                                               | GENTING MALAYSIA BHD                                  | CUSIP: N/A<br>LEI: 254900LABBWDEDUVRB07       | Long             | EC               | CORP              | MY        |    203700 | NS      | $102315.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZE SA                                                       | POWSZECHNY ZALKAD UBEZPIEC SA                         | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |     93190 | NS      | $1838096.03   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                                                        | AGRICULTURAL BANK OF CHINA A                          | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |   1442500 | NS      | $1394411.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD FIELDS LTD NEW                                                                   | GOLD FIELDS LTD                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |    101232 | NS      | $5006395.27   | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LIMITED                                           | SITC INTL HOLDINGS CO LTD                             | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |    188000 | NS      | $701260.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OPAP SA                                                                               | GREEK ORG OF FOOTBL PROGNOC SA                        | CUSIP: N/A<br>LEI: 213800M4NRGFJCI34834       | Long             | EC               | CORP              | GR        |     16571 | NS      | $333921.39    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHONGQING RURAL COMMERCIAL BANK CO LTD                                                | CHONGQING RUR COMM BANK LTD-H                         | CUSIP: N/A<br>LEI: 300300C1126750000027       | Long             | EC               | CORP              | CN        |    222000 | NS      | $165673.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GUANGDONG INVESTMENT LTD                                                              | GUANGDONG INVESTMENTS LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    370000 | NS      | $349534.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GF SECURITIES CO LTD                                                                  | GF SECURITIES CO LTD H                                | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |    103200 | NS      | $240955.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                                                              | CHINA HONGQIAO GROUP LTD                              | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    420000 | NS      | $1941910.63   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HD KOREA SHIPBUILDING and OFFSHORE ENGINEERING CO LTD                                 | HD KOREA SHIPBUILDING and OFFSHORE ENGINEERING CO LTD | CUSIP: N/A<br>LEI: 988400DPTJ9KH5R6W540       | Long             | EC               | CORP              | KR        |      6603 | NS      | $1882045.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNWAY BHD                                                                            | SUNWAY BHD                                            | CUSIP: N/A<br>LEI: 254900IFSF5T1D6JKU83       | Long             | EC               | CORP              | MY        |    213700 | NS      | $312255.71    | 0.09%             |  |  |  | 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        |    144700 | NS      | $1177107.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW CHINA LIFE INSURANCE CO LTD                                                       | NEW CHINA LIFE INSURANCE CO A                         | CUSIP: N/A<br>LEI: 529900QCDGPLPB62KH67       | Long             | EC               | CORP              | CN        |     31600 | NS      | $378195.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUANENG POWER INTERNATIONAL INC                                                       | HUANENG POWER INTL INC H                              | CUSIP: N/A<br>LEI: 529900WU0SMVKMPG4V21       | Long             | EC               | CORP              | CN        |    580000 | NS      | $423189.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                                                          | IMPALA PLATINUM HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |    102208 | NS      | $1905080.40   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| IOI CORP BHD                                                                          | IOI CORP BHD (INDUSTRIAL OXY)                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    478200 | NS      | $484022.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JIANGXI COPPER CO LTD                                                                 | JIANGXI COPPER CO LTD H                               | CUSIP: N/A<br>LEI: 3003002E74YFQ6MEZY56       | Long             | EC               | CORP              | CN        |    104000 | NS      | $631819.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                             | ALIBABA GROUP HOLDING LTD                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    417500 | NS      | $8881722.47   | 2.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC                                                                   | BIZLINK HOLDING INC                                   | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     27000 | NS      | $1111991.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                                | KB FINANCIAL GROUP INC                                | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     42683 | NS      | $3963894.41   | 1.10%             |  |  |  | No            |                  2 | 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        |   1330000 | NS      | $1157691.27   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ELEC POWER CORP                                                                 | KOREA ELECTRIC POWER CORP                             | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     39554 | NS      | $1582876.31   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMERCNI BANKA AS                                                                     | KOMERCNI BANKA AS                                     | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |      5688 | NS      | $344884.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                               | LATAM AIRLINES GROUP SA                               | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | EC               | CORP              | CL        |  29285669 | NS      | $950126.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LG UPLUS CORP                                                                         | LG UPLUS CORP                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     27808 | NS      | $306692.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPOD TECHNOLOGY CORP                                                                | TRIPOD TECHNOLOGY CORP                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     66000 | NS      | $783050.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                                                                | CEZ AS                                                | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |     32573 | NS      | $1873493.01   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN GROUP LTD                                                                         | MTN GROUP LTD                                         | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |    275141 | NS      | $3055323.96   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| NASPERS LTD                                                                           | NASPERS LTD N SHS                                     | CUSIP: N/A<br>LEI: 21380044BQ8812EEKT59       | Long             | EC               | CORP              | ZA        |     54862 | NS      | $3358940.34   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| NANYA TECHNOLOGY CORP                                                                 | NANYA TECHNOLOGY CORP                                 | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |    181000 | NS      | $1872216.06   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                            | NATIONAL BANK OF GREECE SA                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    120999 | NS      | $2139201.26   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| NETEASE INC                                                                           | NETEASE INC                                           | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |     52700 | NS      | $1366515.45   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI ROTEM CO LTD                                                                  | HYUNDAI ROTEM CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     10893 | NS      | $1730740.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                                | GRUPO MEXICO SAB DE CV SER B                          | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |    128900 | NS      | $1431279.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WH GROUP LTD                                                                          | WH GROUP LTD                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1104000 | NS      | $1297310.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OTP BANK PLC                                                                          | OTP BANK (REG)                                        | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     36999 | NS      | $4661343.49   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG LTD                                                                               | MMG LTD                                               | CUSIP: N/A<br>LEI: 529900XB5IQXFMSWEC48       | Long             | EC               | CORP              | HK        |    632000 | NS      | $832462.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIA ENERGIA                                                                          | AXIA ENERGIA-PR B                                     | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |     50500 | NS      | $554729.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIA ENERGIA                                                                          | AXIA ENERGIA                                          | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |    122700 | NS      | $1267626.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PARQUE ARAUCO SA                                                                      | PARQUE ARAUCO SA                                      | CUSIP: N/A<br>LEI: 2549001WW2PV1Y0UEU97       | Long             | EC               | CORP              | CL        |    103240 | NS      | $438914.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CD PROJEKT SA                                                                         | CD PROJEKT RED SA                                     | CUSIP: N/A<br>LEI: 259400TYO5Q8SH8TL437       | Long             | EC               | CORP              | PL        |      5549 | NS      | $405750.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROCHINA CO LTD                                                                     | PETROCHINA CO LTD H                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   3134000 | NS      | $3722881.17   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                                                              | ORLEN SA                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |     93036 | NS      | $2826953.72   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| OOREDOO QSC                                                                           | OOREDOO QSC                                           | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |     57610 | NS      | $224680.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BEONE MEDICINES LTD                                                                   | BEONE MEDICINES LTD                                   | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CH        |    116500 | NS      | $3080976.95   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                                                          | SK HYNIX INC                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     23708 | NS      | $14854984.73  | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FALABELLA SA                                                                          | FALABELLA SA                                          | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |    126211 | NS      | $979842.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                          | INDUSTRIAS PENOLES SAB DE CV                          | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |     29900 | NS      | $1732817.58   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS DAGANGAN BHD                                                                 | PETRONAS DAGANGAN BHD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     27100 | NS      | $145743.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA INTERNATIONAL CAPITAL CORP LIMITED                                              | CHINA INTERNATIONAL CAPITAL CORP LTD H                | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |    216000 | NS      | $586720.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                            | SAMSUNG ELECTRONICS CO LTD                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    174447 | NS      | $19299761.84  | 5.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                            | SAMSUNG ELECTRONICS CO LTD PFD                        | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     53737 | NS      | $4348654.68   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA AEROSPACE CO LTD                                                               | HANWHA AEROSPACE CO LTD                               | CUSIP: N/A<br>LEI: 9884001NSUA8FQKQWR25       | Long             | EC               | CORP              | KR        |      4209 | NS      | $3771687.36   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG HEAVY INDUSTRIES CO LTD                                                       | SAMSUNG HEAVY INDS CO LTD                             | CUSIP: N/A<br>LEI: 988400OSK0T9LDTWNC20       | Long             | EC               | CORP              | KR        |    106267 | NS      | $2157233.36   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SINO BIOPHARMACEUTICAL LTD                                                            | SINO BIOPHARMACEUTICAL LTD                            | CUSIP: N/A<br>LEI: 529900LPR4ADFEJAR786       | Long             | EC               | CORP              | KY        |   1484000 | NS      | $1261345.86   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| 3SBIO INC                                                                             | 3SBIO INC                                             | CUSIP: N/A<br>LEI: 529900P0TQC1E9Y7FN31       | Long             | EC               | CORP              | KY        |    188500 | NS      | $562211.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                                                               | TELEKOM MALAYSIA BHD                                  | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |    283900 | NS      | $568952.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                       | TAIWAN SEMICONDUCTOR MFG CO LTD                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |    768000 | NS      | $42339467.50  | 11.77%            |  |  |  | No            |                  2 | On Loan: No      |
| WINBOND ELECTRONICS CORP                                                              | WINBOND ELECTRONICS CORP                              | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |    473000 | NS      | $1925566.29   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JOYY INC                                                                              | JOYY INC SPONSORED ADR                                | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |      2936 | NS      | $188931.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENSCRIPT BIOTECH CORPORATION                                                         | GENSCRIPT BIOTECH CORPORATION                         | CUSIP: N/A<br>LEI: 529900YIYUOJOXSAE372       | Long             | EC               | CORP              | KY        |     28000 | NS      | $46056.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIENT SECURITIES CO LTD/CHINA                                                        | ORIENT SECURITIES CO LTD/CHINA                        | CUSIP: N/A<br>LEI: 300300E1005131000066       | Long             | EC               | CORP              | CN        |    125200 | NS      | $108819.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GF SECURITIES CO LTD                                                                  | GF SECURITIES CO LTD A                                | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |     76500 | NS      | $247489.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDWIND SCIENCE and TECHNOLOGY CO LTD                                                | GOLDWIND SCIENCE and TECHNOLOGY CO LTD A              | CUSIP: N/A<br>LEI: 529900UCUDMIZJ2ZJJ84       | Long             | EC               | CORP              | CN        |     39700 | NS      | $149108.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNGROW POWER SUPPLY CO LTD                                                           | SUNGROW POWER SUPPLY CO LTD A                         | CUSIP: N/A<br>LEI: 30030052IWC7RGVFG505       | Long             | EC               | CORP              | CN        |     25400 | NS      | $551717.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITU INC                                                                             | MEITU INC                                             | CUSIP: N/A<br>LEI: 529900P2POH56W116T02       | Long             | EC               | CORP              | KY        |    419000 | NS      | $414060.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI CO LTD                                                                     | HYUNDAI ROBOTICS CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      6964 | NS      | $1123280.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HD HYUNDAI ELECTRIC CO LTD                                                            | HD HYUNDAI ELECTRIC CO LTD                            | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |       938 | NS      | $574801.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BTG PACTUAL SA                                                                  | BANCO BTG PACTUAL SA US(1CS)                          | CUSIP: N/A<br>LEI: ZXLTQRYIK6IJH3R0IK66       | Long             | EC               | CORP              | BR        |    151800 | NS      | $1729211.91   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR DEVELOPMENT PJSC                                                                | EMAAR DEVELOPMENT PJSC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |     85202 | NS      | $399040.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI NATIONAL OIL CO FOR DISTRIBUTION PJSC                                       | ABU DHABI NATIONAL OIL CO FOR DISTRIBUTION PJSC       | CUSIP: N/A<br>LEI: 213800YI1ZIOJB3HLB11       | Long             | EC               | CORP              | AE        |    331422 | NS      | $370001.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SD GUTHRIE BHD                                                                        | SD GUTHRIE BHD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    529400 | NS      | $784296.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WIWYNN CORP                                                                           | WIWYNN CORP                                           | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |     18000 | NS      | $2038650.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                                                          | BILIBILI INC CL Z                                     | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | EC               | CORP              | KY        |     32780 | NS      | $1123036.93   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVENT BIOLGICS INC                                                                 | INNOVENT BIOLOGICS INC                                | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |    210500 | NS      | $2185270.29   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NIO INC                                                                               | NIO INC CL A                                          | CUSIP: N/A<br>LEI: 549300JBU4TV5OCKJV96       | Long             | EC               | CORP              | KY        |     64850 | NS      | $309165.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SHANDONG GOLD-MINING CO LTD                                                           | SHANDONG GOLD-MINING CO LTD H                         | CUSIP: N/A<br>LEI: 300300KC2K8BC07OSV77       | Long             | EC               | CORP              | CN        |    100250 | NS      | $567973.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXCONN INDUSTRIAL INTERNET CO LTD                                                    | FOXCONN INDUSTRIAL INTERNET CO LTD A                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |    182300 | NS      | $1513102.46   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHONGJI INNOLIGHT CO LTD                                                              | ZHONGJI INNOLIGHT CO LTD A                            | CUSIP: N/A<br>LEI: 655600K7YZDKAI214O83       | Long             | EC               | CORP              | CN        |     13800 | NS      | $1288337.47   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HANSOH PHARMACEUTICAL GROUP CO LTD                                                    | HANSOH PHARMACETICAL GROUP                            | CUSIP: N/A<br>LEI: 254900Q6MR00EBXTPF42       | Long             | EC               | CORP              | KY        |    162000 | NS      | $800450.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI APPTEC CO LTD                                                                    | WUXI APPTEC CO LTD A                                  | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     71200 | NS      | $975040.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SIBANYE STILLWATER LTD                                                                | SIBANYE STILLWATER LTD                                | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |    428019 | NS      | $1862914.19   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| NONGFU SPRING CO LTD                                                                  | NONGFU SPRING CO LTD H                                | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |    236600 | NS      | $1451927.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| POP MART INTERNATIONAL GROUP LTD                                                      | POP MART INTERNATIONAL GROUP LTD                      | CUSIP: N/A<br>LEI: 9845000A05E8F937E337       | Long             | EC               | CORP              | KY        |     99600 | NS      | $2850777.64   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FAWRY FOR BANKING and PAYMENT TECHNOLOGY SERVICES SAE                                 | FAWRY FOR BANKING and PAYMENT TECHNOLOGY SERVICES SAE | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | EG        |    219747 | NS      | $80257.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JD HEALTH INTERNATIONAL INC                                                           | JD HEALTH INTERNATIONAL INC                           | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |    157700 | NS      | $1276804.57   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| REDE D'OR SAO LUIZ SA                                                                 | REDE D'OR SAO LUIZ SA                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |    149300 | NS      | $1202570.33   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| XPENG INC                                                                             | XPENG INC CL A                                        | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | KY        |     39800 | NS      | $358263.65    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| POWERCHIP SEMICONDUCTOR MANUFACTURING CORP                                            | POWERCHIP SEMICONDUCTOR MANUFACTURING CORP            | CUSIP: N/A<br>LEI: 529900VFH8M98IALG693       | Long             | EC               | CORP              | TW        |    487000 | NS      | $1072279.42   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHAM PLATINUM HOLDINGS LTD                                                         | NORTHAM PLATINUM HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 3789009D0712C7101695       | Long             | EC               | CORP              | ZA        |     53076 | NS      | $1264560.25   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HD HYUNDAI HEAVY INDUSTRIES CO LTD                                                    | HD HYUNDAI HEAVY INDUSTRIES CO LTD                    | CUSIP: N/A<br>LEI: 988400CAR8W9URQLGF30       | Long             | EC               | CORP              | KR        |      3180 | NS      | $1260399.94   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SK SQUARE CO LTD                                                                      | SK SQUARE CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     13417 | NS      | $5271614.98   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISLANDS                                                        | NU HOLDINGS LTD/CAYMAN ISLANDS                        | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |    225057 | NS      | $3994761.75   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SALIK CO PJSC                                                                         | SALIK CO PJSC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |     19012 | NS      | $33028.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHEJIANG LEAPMOTOR TECHNOLOGIES LTD                                                   | ZHEJIANG LEAPMOTOR TECHNOLOGIES LTD H                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     42700 | NS      | $231862.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRICON TECHNOLOGIES CORP LTD                                                       | CAMBRICON TECHNOLOGIES CORP LTD A                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      4935 | NS      | $893677.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                                        | MSCI EMGMKT FUT MAR26 MESH6                           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        25 | NC      | $186081.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HON PRECISION INC                                                                     | HON PRECISION INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     11928 | NS      | $1417075.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                                        | MSCI INDIA NTR FUT MAR26 LZWH6                        | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |       272 | NC      | $-1604720.26  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO CIBEST SA                                                                       | GRUPO CIBEST SA                                       | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EC               | CORP              | CO        |     35672 | NS      | $805707.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO CIBEST SA                                                                       | GRUPO CIBEST SA PREF                                  | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |     73573 | NS      | $1502549.85   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA BANK SA                                                                         | ALPHA BANK SA                                         | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | EC               | CORP              | GR        |    336897 | NS      | $1612714.14   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                           | EUROBANK SA                                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | EC               | CORP              | GR        |    346255 | NS      | $1697141.97   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PIRAEUS BANK SA                                                                       | PIRAEUS BANK SA                                       | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | EC               | CORP              | GR        |    152625 | NS      | $1539578.52   | 0.43%             |  |  |  | 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