# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-004134
**Filing Date:** 2026-6
**Character Count:** 82769
**Document Hash:** 2ccc9be88dd4ac4e6462c99d906d807d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-004134.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000035402-26-004134

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**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:** 261127154

**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           |

## 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:** 2026-04-30

**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:** $563664976.51

**Total Liabilities:** $149243.19

**Net Assets:** $563515733.32

**Cash Not Reported:** $855886.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264610 | 6.27%                | -11.31%              | 16.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2665312.09              | $18969179.65                               |
| Month 2  | $-1253823.71             | $-41174575.96                              |
| Month 3  | $-2323698.40             | $70420704.27                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLD FIELDS LTD NEW                                                                   | GOLD FIELDS LTD                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |    126723 | NS      | $5368270.82   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVENT BIOLGICS INC                                                                 | INNOVENT BIOLOGICS INC                                | CUSIP: N/A<br>LEI: 25490058ONL9SCIE1R22       | Long             | EC               | CORP              | KY        |    316500 | NS      | $3695907.38   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA BRASIL SA                                                                  | TELEFONICA BRASIL SA                                  | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |     14600 | NS      | $115725.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TVS MOTOR CO LTD                                                                      | TVS MOTOR CO LTD                                      | CUSIP: N/A<br>LEI: 335800URVL13UQEWM152       | Long             | EC               | CORP              | IN        |     52866 | NS      | $1957805.76   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                            | SAMSUNG ELECTRONICS CO LTD                            | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    260274 | NS      | $39445648.52  | 7.00%             |  |  |  | No            |                  2 | 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        |    356995 | NS      | $2389915.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SINOPAC FINANCIAL HOLDINGS CO LTD                                                     | SINOPAC HOLDINGS                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |   3225000 | NS      | $3170109.86   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| YANKUANG ENER-A                                                                       | YANKUANG ENERGY GROUP CO LTD H                        | CUSIP: N/A<br>LEI: 3003005N7A6HYZ4Z0K39       | Long             | EC               | CORP              | CN        |    708000 | NS      | $1485496.95   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR ARABIA PJSC                                                                       | AIR ARABIA                                            | CUSIP: N/A<br>LEI: 21380058Y5RCZI2HBX17       | Long             | EC               | CORP              | AE        |    508903 | NS      | $685815.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHISON ELECTRONICS CORP                                                               | PHISON ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: 984500BA9RE56493C972       | Long             | EC               | CORP              | TW        |     38000 | NS      | $2385451.97   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| TITAN CO LTD                                                                          | TITAN CO LTD                                          | CUSIP: N/A<br>LEI: 549300RO9VJWPK37FE54       | Long             | EC               | CORP              | IN        |     92862 | NS      | $4311256.53   | 0.77%             |  |  |  | No            |                  2 | 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        |   3448000 | NS      | $3490156.83   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                | EMIRATES NBD PJSC                                     | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |    497111 | NS      | $3924809.83   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRONAS DAGANGAN BHD                                                                 | PETRONAS DAGANGAN BHD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     76200 | NS      | $388253.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIA ENERGIA                                                                          | AXIA ENERGIA                                          | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |    203200 | NS      | $2546257.93   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| QINGHAI SALT LAKE POTASH CO LTD                                                       | QINGHAI SALT LA POT CO LTD A                          | CUSIP: N/A<br>LEI: 300300Q8WSV1OODU9092       | Long             | EC               | CORP              | CN        |     94200 | NS      | $546500.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WINBOND ELECTRONICS CORP                                                              | WINBOND ELECTRONICS CORP                              | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |    691000 | NS      | $2045107.99   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI ISLAMIC BANK                                                                | ABU DHABI ISLAMIC BANK                                | CUSIP: N/A<br>LEI: 5493006DOLY8O98XHD74       | Long             | EC               | CORP              | AE        |    309707 | NS      | $1848241.93   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PARQUE ARAUCO SA                                                                      | PARQUE ARAUCO SA RT 06/02/2026                        | CUSIP: N/A<br>LEI: 2549001WW2PV1Y0UEU97       | Long             | EC               | CORP              | CL        |     11983 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ELITE MATERIAL CO LTD                                                                 | ELITE MATERIAL CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     67000 | NS      | $10015077.41  | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG HEAVY INDUSTRIES CO LTD                                                       | SAMSUNG HEAVY INDS CO LTD                             | CUSIP: N/A<br>LEI: 988400OSK0T9LDTWNC20       | Long             | EC               | CORP              | KR        |    156156 | NS      | $3461665.05   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIA ENERGIA                                                                          | AXIA ENERGIA PREF C                                   | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |     64900 | NS      | $785725.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| M BANK SA                                                                             | M BANK SA                                             | CUSIP: N/A<br>LEI: 259400DZXF7UJKK2AY35       | Long             | EC               | CORP              | PL        |      2934 | NS      | $923957.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BEONE MEDICINES LTD                                                                   | BEONE MEDICINES LTD                                   | CUSIP: N/A<br>LEI: 549300JFUK6FRD5MH739       | Long             | EC               | CORP              | CH        |    169800 | NS      | $3854318.92   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHAM PLATINUM HOLDINGS LTD                                                         | NORTHAM PLATINUM HOLDINGS LTD                         | CUSIP: N/A<br>LEI: 3789009D0712C7101695       | Long             | EC               | CORP              | ZA        |     77467 | NS      | $1488184.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNWAY BHD                                                                            | SUNWAY BHD                                            | CUSIP: N/A<br>LEI: 254900IFSF5T1D6JKU83       | Long             | EC               | CORP              | MY        |    457700 | NS      | $620066.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING HOLDINGS CO LTD                                                        | COSCO SHIPPING HOLDINGS CO LTD A                      | CUSIP: N/A<br>LEI: 529900Y39B9BA9NHFF69       | Long             | EC               | CORP              | CN        |    215500 | NS      | $446673.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TIANQI LITHIUM CORP                                                                   | SICHUAN TIANQI LITHIUM IND A                          | CUSIP: N/A<br>LEI: 300300IZ1J0MQ8YVEG66       | Long             | EC               | CORP              | CN        |     26800 | NS      | $316265.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                                                         | CREDICORP LTD                                         | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |     15124 | NS      | $4902747.08   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA LIFE INSURANCE CO LTD                                                           | CHINA LIFE INS CO LTD H                               | CUSIP: N/A<br>LEI: 549300J6TFLDXGH6S048       | Long             | EC               | CORP              | CN        |   1655000 | NS      | $6105384.76   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MALCO ENERGY LTD                                                                      | MALCO ENERGY LTD                                      | CUSIP: N/A<br>LEI: 335800Y9DUY29TJI9W11       | Long             | EC               | CORP              | IN        |     67302 | NS      | $85820.51     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| S-OIL CORP                                                                            | S-OIL CORPORATION                                     | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |      9271 | NS      | $849187.04    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CHILE                                                                        | BANCO DE CHILE                                        | CUSIP: N/A<br>LEI: 8B4EZFY8IHJC44TT2K84       | Long             | EC               | CORP              | CL        |   9406812 | NS      | $1763417.89   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZHONGJI INNOLIGHT CO LTD                                                              | ZHONGJI INNOLIGHT CO LTD A                            | CUSIP: N/A<br>LEI: 655600K7YZDKAI214O83       | Long             | EC               | CORP              | CN        |     19300 | NS      | $2439028.84   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT FINANCE HOUSE                                                                  | KUWAIT FINANCE HOUSE                                  | CUSIP: N/A<br>LEI: 2549007KX0N057S9BC98       | Long             | EC               | CORP              | KW        |   2031253 | NS      | $5218503.64   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEVA SA                                                                              | ENEVA SA                                              | CUSIP: N/A<br>LEI: 549300T1AP7HKCABII19       | Long             | EC               | CORP              | BR        |     26200 | NS      | $143280.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BHARAT ELECTRONICS LTD                                                                | BHARAT ELECTRONICS LTD (DEMAT)                        | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |    763557 | NS      | $3485936.03   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA ELECTRONICS INC                                                                 | DELTA ELECTRONICS IND CO LTD                          | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |    192000 | NS      | $13506932.25  | 2.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD                                 | ZOOMLION HEVY IND SC and TEC LTD A                    | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | EC               | CORP              | CN        |    134900 | NS      | $157653.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                          | FALABELLA SA                                          | CUSIP: N/A<br>LEI: 5493004CKJQ7H391LM41       | Long             | EC               | CORP              | CL        |    184254 | NS      | $1115995.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES US                                                                        | MSCI EMGMKT FUT JUN26 MESM6                           | CUSIP: N/A<br>LEI: 5493004R83R1LVX2IL36       | N/A              | DE               | CORP              | US        |        42 | NC      | $241135.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SD GUTHRIE BHD                                                                        | SD GUTHRIE BHD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    831200 | NS      | $1308480.48   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SK SQUARE CO LTD                                                                      | SK SQUARE CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     18692 | NS      | $10948592.39  | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| NU HOLDINGS LTD/CAYMAN ISLANDS                                                        | NU HOLDINGS LTD/CAYMAN ISLANDS                        | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |    328410 | NS      | $4755376.80   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| HANWHA OCEAN CO LTD                                                                   | HANWHA OCEAN CO LTD                                   | CUSIP: N/A<br>LEI: 984500ACAD2B57CCT437       | Long             | EC               | CORP              | KR        |     23893 | NS      | $2151482.64   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC GROUP LIMITED                                                                    | CMOC GROUP LIMITED H                                  | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |    813000 | NS      | $1858919.83   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TAL ED GROUP                                                                          | TAL ED GROUP ADR                                      | CUSIP: 874080104<br>LEI: 5493003PJZS0EC085V72 | Long             | EC               | CORP              | KY        |     92638 | NS      | $1030134.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KB FINANCIAL GROUP INC                                                                | KB FINANCIAL GROUP INC                                | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     63902 | NS      | $7042518.79   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCELTD (GROUP) CO LTD                                             | CHINA PACIFIC INS(GRP) CO LTD H                       | CUSIP: N/A<br>LEI: 529900BA5ILEL308WX03       | Long             | EC               | CORP              | CN        |    574200 | NS      | $2506594.43   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EVERBRIGHT ENVIRONMENT GROUP LTD                                                | CHINA EVERBRIGHT ENVIRONMENT GROUP LTD                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    779000 | NS      | $560138.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA INTERNATIONAL CAPITAL CORP LIMITED                                              | CHINA INTERNATIONAL CAPITAL CORP LTD H                | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |    310400 | NS      | $810358.97    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SK INC                                                                                | SK INC                                                | CUSIP: N/A<br>LEI: 988400GMME8AOAFMDK34       | Long             | EC               | CORP              | KR        |      8068 | NS      | $2363632.48   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| WUXI APPTEC CO LTD                                                                    | WUXI APPTEC CO LTD H                                  | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     77100 | NS      | $1354486.23   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARAT PETROLEUM CORP LTD                                                             | BHARAT PETROLEUM CORP (DEMAT)                         | CUSIP: N/A<br>LEI: 8GRDBX1TJ0PU5NCSHT72       | Long             | EC               | CORP              | IN        |    444157 | NS      | $1414330.50   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOLD INTERNATIONAL RESOURCES CORP LTD                                           | CHINA GOLD INTL RES CORP LTD                          | CUSIP: 16890P103<br>LEI: 529900936ZPAXB0LZD87 | Long             | EC               | CORP              | CA        |     52900 | NS      | $1136310.89   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIA ENERGIA                                                                          | AXIA ENERGIA-PR B                                     | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | EC               | CORP              | BR        |     44200 | NS      | $612773.13    | 0.11%             |  |  |  | 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        |   1240000 | NS      | $5758562.17   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHAOJIN MINING INDUSTRY CO LTD                                                        | ZHAOJIN MINING INDUST CO LTD H                        | CUSIP: N/A<br>LEI: 3003007KU2DRDX06PN04       | Long             | EC               | CORP              | CN        |    346500 | NS      | $1273146.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITANNIA INDUSTRIES LTD                                                              | BRITANNIA INDUSTRIES LTD(DEMAT                        | CUSIP: N/A<br>LEI: 335800RRN5EVHNNAXN80       | Long             | EC               | CORP              | IN        |     19665 | NS      | $1195897.21   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMERCNI BANKA AS                                                                     | KOMERCNI BANKA AS                                     | CUSIP: N/A<br>LEI: IYKCAVNFR8QGF00HV840       | Long             | EC               | CORP              | CZ        |     15701 | NS      | $835792.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LS ELECTRIC CO LTD                                                                    | LS ELECTRIC CO LTD                                    | CUSIP: N/A<br>LEI: 988400AF8KS117D7D072       | Long             | EC               | CORP              | KR        |     17025 | NS      | $3290570.85   | 0.58%             |  |  |  | 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        |    248000 | NS      | $1038369.27   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| NANYA TECHNOLOGY CORP                                                                 | NANYA TECHNOLOGY CORP                                 | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |    262000 | NS      | $1860697.42   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| POWSZECHNY ZAKLAD UBEZPIECZE SA                                                       | POWSZECHNY ZALKAD UBEZPIEC SA                         | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |    120615 | NS      | $2116286.14   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCTON TECHNOLOGY CORP                                                                | ACCTON TECHNOLOGY CORP                                | CUSIP: N/A<br>LEI: 529900M1YRZ0GWMDF920       | Long             | EC               | CORP              | TW        |    109000 | NS      | $8008191.11   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EASTERN AIRLINES LTD                                                            | CHINA EAST AIRLINES CO LTD A                          | CUSIP: N/A<br>LEI: 3003000KIOQE39Q7Y685       | Long             | EC               | CORP              | CN        |    305800 | NS      | $194002.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JD HEALTH INTERNATIONAL INC                                                           | JD HEALTH INTERNATIONAL INC                           | CUSIP: N/A<br>LEI: 254900OM3MAXYK8PCC84       | Long             | EC               | CORP              | KY        |    218300 | NS      | $1290129.36   | 0.23%             |  |  |  | No            |                  2 | 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        |    179900 | NS      | $1969080.34   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LI NING CO LTD                                                                        | LI NING CO LTD                                        | CUSIP: N/A<br>LEI: 529900T77L2FV3FZ3U81       | Long             | EC               | CORP              | KY        |    512000 | NS      | $1332976.71   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM CHINA HOLDINGS INC                                                                | YUM CHINA HOLDINGS INC                                | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |     74200 | NS      | $3630847.99   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                             | ALIBABA GROUP HOLDING LTD                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |    600100 | NS      | $9890256.47   | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| GF SECURITIES CO LTD                                                                  | GF SECURITIES CO LTD H                                | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |    199200 | NS      | $451611.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JIANGXI COPPER CO LTD                                                                 | JIANGXI COPPER CO LTD H                               | CUSIP: N/A<br>LEI: 3003002E74YFQ6MEZY56       | Long             | EC               | CORP              | CN        |    146000 | NS      | $693860.34    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                               | LATAM AIRLINES GROUP SA                               | CUSIP: N/A<br>LEI: 549300HX3UUDPEFTG707       | Long             | EC               | CORP              | CL        |  39934168 | NS      | $949746.27    | 0.17%             |  |  |  | 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        |    230500 | NS      | $2762201.62   | 0.49%             |  |  |  | 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        |   2041700 | NS      | $2066350.83   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| VIBRA ENERGIA SA                                                                      | VIBRA ENERGIA SA                                      | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |    202700 | NS      | $1363122.50   | 0.24%             |  |  |  | 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        |     93600 | NS      | $504328.51    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| KING YUAN ELECTRONICS CO LTD                                                          | KING YUAN ELECTRONICS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     62000 | NS      | $608128.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO CIBEST SA                                                                       | GRUPO CIBEST SA PREF                                  | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EP               | CORP              | CO        |    100625 | NS      | $1727375.23   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA ELEC POWER CORP                                                                 | KOREA ELECTRIC POWER CORP                             | CUSIP: N/A<br>LEI: 988400QG33WS7JEIV602       | Long             | EC               | CORP              | KR        |     54741 | NS      | $1650670.95   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING ENERGY TRANSPORTATION CO LTD                                           | COSCO SHIPPING ENERGY TRANSPORTATION CO LTD H         | CUSIP: N/A<br>LEI: 529900IGB8FVHRCR1W95       | Long             | EC               | CORP              | CN        |    288000 | NS      | $674285.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC GROUP LIMITED                                                                    | CMOC GROUP LIMITED                                    | CUSIP: N/A<br>LEI: 2549008KG3638J59U652       | Long             | EC               | CORP              | CN        |    304800 | NS      | $841353.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| TIANQI LITHIUM CORP                                                                   | TIANQI LITHIUM CORP H                                 | CUSIP: N/A<br>LEI: 300300IZ1J0MQ8YVEG66       | Long             | EC               | CORP              | CN        |     36000 | NS      | $307006.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EMAAR PROPERTIES PJSC                                                                 | EMAAR PROPERTIES                                      | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |   1225977 | NS      | $3938506.60   | 0.70%             |  |  |  | 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        |    114800 | NS      | $628730.67    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CHROMA ATE INC                                                                        | CHROMA ATE INC                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     89000 | NS      | $6100751.31   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES CO LTD                                                         | MIRAE ASSET DAE CL 2P VAR PFD                         | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | EP               | CORP              | KR        |     30601 | NS      | $409600.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIJIN MINING GROUP CO LIMITED                                                         | ZIJIN MINING GROUP CO LTD A                           | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |    351600 | NS      | $1732784.63   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS PROPERTY MEXICO SA                                                           | PROLOGIS PROPERTY MEXICO SA                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    241300 | NS      | $1104107.91   | 0.20%             |  |  |  | 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        |      8673 | NS      | $1434325.95   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP SA                                                                                | LPP SA                                                | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |       285 | NS      | $1720315.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMLION HEAVY INDUSTRY SCIENCE AND TECHNOLOGY CO LTD                                 | ZOOMLION HEAVY INDUSTRY SCIENC H                      | CUSIP: N/A<br>LEI: 529900QZ3EMAU0QKFK85       | Long             | EC               | CORP              | CN        |    344200 | NS      | $346640.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HD HYUNDAI ELECTRIC CO LTD                                                            | HD HYUNDAI ELECTRIC CO LTD                            | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |      1482 | NS      | $1282580.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)                                             | COMMERCIAL INTERNATIONAL BANK EGYPT (CIB)             | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    616447 | NS      | $1552039.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GF SECURITIES CO LTD                                                                  | GF SECURITIES CO LTD A                                | CUSIP: N/A<br>LEI: 3003007E0Y3ZJ5HNA936       | Long             | EC               | CORP              | CN        |    102400 | NS      | $319509.07    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA IRON AND STEEL LTD                                                            | VEDANTA IRON AND STEEL LTD                            | CUSIP: N/A<br>LEI: 335800Y89YF7J22XIQ21       | Long             | EC               | CORP              | IN        |     67302 | NS      | $85820.51     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| KOREA INVESTMENT HOLDINGS CO LTD                                                      | KOREA INVESTME VAR PFD                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | KR        |      1353 | NS      | $159061.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                                                     | H WORLD GROUP LTD                                     | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |    382500 | NS      | $1974896.85   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN YA PLASTICS CORP                                                                  | NAN YA PLASTICS CORP                                  | CUSIP: N/A<br>LEI: 254900L66RP14M9UOM28       | Long             | EC               | CORP              | TW        |    110000 | NS      | $316747.01    | 0.06%             |  |  |  | No            |                  2 | 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        |    215800 | NS      | $1417210.92   | 0.25%             |  |  |  | No            |                  2 | 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        |    257900 | NS      | $2396446.99   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HENGAN INTERNATIONAL GROUP CO LTD                                                     | HENGAN INTL GRP CO LTD                                | CUSIP: N/A<br>LEI: 836800BJ50PZSWGXZA86       | Long             | EC               | CORP              | KY        |    144500 | NS      | $495397.83    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOR OIL (HELLAS) SA                                                                 | MOTOR OIL (HELLAS) SA                                 | CUSIP: N/A<br>LEI: 213800U3Y9UL7Y4QVM11       | Long             | EC               | CORP              | GR        |     14054 | NS      | $626790.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JOYY INC                                                                              | JOYY INC SPONSORED ADR                                | CUSIP: 46591M109<br>LEI: 549300N6CHVU5CQZPW24 | Long             | EC               | CORP              | KY        |      5760 | NS      | $339782.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GUANGDONG INVESTMENT LTD                                                              | GUANGDONG INVESTMENTS LTD                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |    586000 | NS      | $615670.72    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KIATNAKIN PHATRA BANK PCL                                                             | KIATNAKIN PHATRA BANK PCL NVDR                        | CUSIP: N/A<br>LEI: 254900UPQE3MNOEDXK30       | Long             | EC               | CORP              | TH        |     87500 | NS      | $212615.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                                                             | ADVANCED INFO SERVICE NVDR                            | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | EC               | CORP              | TH        |    220400 | NS      | $2305487.92   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BRADESCO SA                                                                     | BRADESCO SA PREF (BANCO BRAESCO)                      | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |   1144900 | NS      | $4466955.05   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOURISM GROUP DUTY FREE CORP LTD                                                | CHINA TOURISM GROUP DUTY FREE CORP LTD H              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     24100 | NS      | $196300.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA                                               | INDUSTRIAL and COM BK OF CHINA A                      | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   1685700 | NS      | $1837238.05   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMB HOLDINGS BHD                                                                     | AMMB HOLDINGS BHD                                     | CUSIP: N/A<br>LEI: 254900R0GQB7U67SCH62       | Long             | EC               | CORP              | MY        |    649100 | NS      | $1006180.11   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                                                          | WH GROUP LTD                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   1668500 | NS      | $2040653.63   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                           | EUROBANK SA                                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | EC               | CORP              | GR        |    533295 | NS      | $2303318.18   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBRAER SA                                                                            | EMBRAER SA                                            | CUSIP: N/A<br>LEI: 549300EM51WYXFHUY333       | Long             | EC               | CORP              | BR        |    143400 | NS      | $2231014.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| POWERCHIP SEMICONDUCTOR MANUFACTURING CORP                                            | POWERCHIP SEMICONDUCTOR MANUFACTURING CORP            | CUSIP: N/A<br>LEI: 529900VFH8M98IALG693       | Long             | EC               | CORP              | TW        |    725000 | NS      | $1233070.59   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                                                     | TENCENT HOLDINGS LTD                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    195100 | NS      | $11848865.03  | 2.10%             |  |  |  | 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        |      4745 | NS      | $2223912.49   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA EASTERN AIRLINES LTD                                                            | CHINA EASTERN AIRLINES H                              | CUSIP: N/A<br>LEI: 3003000KIOQE39Q7Y685       | Long             | EC               | CORP              | CN        |    392000 | NS      | $193912.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOTRUK HONG KONG LTD                                                                | SINOTRUK HONG KONG LTD                                | CUSIP: N/A<br>LEI: 529900BB4WA4W576X724       | Long             | EC               | CORP              | HK        |    147500 | NS      | $725509.82    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                                            | NATIONAL BANK OF GREECE SA                            | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |    177448 | NS      | $2795915.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA ALUMINIUM METAL LTD                                                           | VEDANTA ALUMINIUM METAL LTD                           | CUSIP: N/A<br>LEI: 335800NL21ZO4I8KAA12       | Long             | EC               | CORP              | IN        |     67302 | NS      | $85820.51     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ASIA VITAL COMPONENTS CO LTD                                                          | ASIA VITAL COMPONENTS CO LTD                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     72000 | NS      | $6612811.99   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| YUANTA FINL HOLDING CO LTD                                                            | YUANTA FINL HLDG CO LTD                               | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |   2079000 | NS      | $3455372.85   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MFG CO LTD                                                       | TAIWAN SEMICONDUCTOR MFG CO LTD                       | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |   1098000 | NS      | $76467759.82  | 13.57%            |  |  |  | No            |                  2 | On Loan: No      |
| PARQUE ARAUCO SA                                                                      | PARQUE ARAUCO SA                                      | CUSIP: N/A<br>LEI: 2549001WW2PV1Y0UEU97       | Long             | EC               | CORP              | CL        |    143080 | NS      | $639225.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BRADESCO SA                                                                     | BRADESCO SA                                           | CUSIP: N/A<br>LEI: 549300CTUU1RFXHQJE44       | Long             | EC               | CORP              | BR        |    320800 | NS      | $1083197.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                                            | SAMSUNG ELECTRONICS CO LTD PFD                        | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EP               | CORP              | KR        |     94234 | NS      | $10236334.20  | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN GROUP LTD                                                                         | MTN GROUP LTD                                         | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |    390903 | NS      | $4904621.16   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE BANK OF INDIA                                                                   | STATE BANK OF INDIA (DEMAT) DEMATERIALIZED SHS        | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | EC               | CORP              | IN        |    410857 | NS      | $4647388.29   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| MACRONIX INTL CO LTD                                                                  | MACRONIX INTL CO LTD                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    414000 | NS      | $2075719.66   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TISCO FINANCIAL GROUP PCL                                                             | TISCO FINANCIAL GRP PCL NVDR                          | CUSIP: N/A<br>LEI: 529900OOUQI3OWX2WU06       | Long             | EC               | CORP              | TH        |     87300 | NS      | $293742.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SAA                                                         | BUENAVENTURA SPON ADR                                 | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |     50982 | NS      | $1661503.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ASELSAN AS                                                                            | ASELSAN AS                                            | CUSIP: N/A<br>LEI: 7890008XT4M710MU8714       | Long             | EC               | CORP              | TR        |    252746 | NS      | $2350715.82   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BILIBILI INC                                                                          | BILIBILI INC CL Z                                     | CUSIP: N/A<br>LEI: 5493008V60M52L3PIS45       | Long             | EC               | CORP              | KY        |     49540 | NS      | $1088601.22   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                          | Fidelity Cash Central Fund                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2078496 | NS      | $2078911.29   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA COAL ENERGY CO LTD                                                              | CHINA COAL ENERGY CO LTD H                            | CUSIP: N/A<br>LEI: 529900KRC89344UI3Z10       | Long             | EC               | CORP              | CN        |    418000 | NS      | $782010.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HON PRECISION INC                                                                     | HON PRECISION INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     16928 | NS      | $2665102.83   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEKOM MALAYSIA BERHAD                                                               | TELEKOM MALAYSIA BHD                                  | CUSIP: N/A<br>LEI: 254900SNFPTSDGGVEK77       | Long             | EC               | CORP              | MY        |    426600 | NS      | $804758.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                                                               | MARUTI SUZUKI INDIA LTD (LOC)                         | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |     25323 | NS      | $3572730.20   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| LARSEN and TOUBRO LTD                                                                 | LARSEN and TOUBRO LTD                                 | CUSIP: N/A<br>LEI: 3358003FR3JIC5FRXA90       | Long             | EC               | CORP              | IN        |     21461 | NS      | $911696.05    | 0.16%             |  |  |  | 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        |   1888000 | NS      | $1291801.19   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                       | PIRAEUS BANK SA                                       | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | EC               | CORP              | GR        |    219085 | NS      | $2044176.43   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TALWANDI SABO POWER LTD                                                               | TALWANDI SABO POWER LTD                               | CUSIP: N/A<br>LEI: 335800KDZAEK1ZA1G908       | Long             | EC               | CORP              | IN        |     67302 | NS      | $85820.51     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| VEDANTA LTD                                                                           | VEDANTA LTD                                           | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |     67302 | NS      | $193284.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                                                              | CHINA HONGQIAO GROUP LTD                              | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    567000 | NS      | $2400139.05   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BK GROUP LTD                                                                 | STANDARD BANK GROUP LTD                               | CUSIP: N/A<br>LEI: 2549003PEZXUT7MDBU41       | Long             | EC               | CORP              | ZA        |    194346 | NS      | $3739213.54   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ORIENTAL EDUCATION and TECHNOLOGY GROUP INC                                       | NEW ORIENTAL EDUCATION and TECHNOLOGY GROUP INC       | CUSIP: N/A<br>LEI: 529900NHZVBZQZ8EKN29       | Long             | EC               | CORP              | KY        |    305200 | NS      | $1665324.51   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| GROWTHPOINT PROPERTIES LTD                                                            | GROWTHPOINT PROPERTIES INC                            | CUSIP: N/A<br>LEI: 37890019DD1E46632291       | Long             | EC               | CORP              | ZA        |     80139 | NS      | $78659.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC SECURITIES CO LTD                                                               | CITIC SECURITIES CO LTD A                             | CUSIP: N/A<br>LEI: 300300E1006744000068       | Long             | EC               | CORP              | CN        |    199400 | NS      | $797910.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TS FINANCIAL HOLDING CO LTD                                                           | TS FINANCIAL HOLDING CO LTD                           | CUSIP: N/A<br>LEI: 254900NDEO99JV07HK17       | Long             | EC               | CORP              | TW        |   1637000 | NS      | $1238744.28   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROCHINA CO LTD                                                                     | PETROCHINA CO LTD H                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |   4590000 | NS      | $7080140.75   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LTD                                                                | SIBANYE STILLWATER LTD                                | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |    629943 | NS      | $1883264.41   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA COAL ENERGY CO LTD                                                              | CHINA COAL ENERGY CO LTD A                            | CUSIP: N/A<br>LEI: 529900KRC89344UI3Z10       | Long             | EC               | CORP              | CN        |     80300 | NS      | $220278.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENT SECURITIES CO LTD/CHINA                                                        | ORIENT SECURITIES CO LTD/CHINA                        | CUSIP: N/A<br>LEI: 300300E1005131000066       | Long             | EC               | CORP              | CN        |    123500 | NS      | $168931.56    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| IOI CORP BHD                                                                          | IOI CORP BHD (INDUSTRIAL OXY)                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    713400 | NS      | $782504.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                     | BHARTI AIRTEL LIMITED                                 | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |    192025 | NS      | $3838717.35   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA MOTORS LTD /NEW                                                                  | TATA MOTORS LTD /NEW                                  | CUSIP: N/A<br>LEI: 335800ZFUZ3FBKQASV25       | Long             | EC               | CORP              | IN        |    467122 | NS      | $2041076.21   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHINDRA and MAHINDRA LTD                                                             | MAHINDRA and MAHINDRA LTD(DEMAT)DEMATERIALIZED SHS    | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |    149457 | NS      | $4901972.87   | 0.87%             |  |  |  | No            |                  2 | 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        |     64600 | NS      | $262257.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                                                          | IMPALA PLATINUM HOLDINGS LTD                          | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |    148395 | NS      | $2080060.08   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| HD HYUNDAI CO LTD                                                                     | HYUNDAI ROBOTICS CO LTD                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      9744 | NS      | $2082084.75   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP BANK PLC                                                                          | OTP BANK (REG)                                        | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |     54418 | NS      | $7295656.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WIWYNN CORP                                                                           | WIWYNN CORP                                           | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |      6000 | NS      | $903709.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BHARAT FORGE LTD                                                                      | BHARAT FORGE CO LTD (DEMAT)                           | CUSIP: N/A<br>LEI: 3358009U5Z2BU2X3L230       | Long             | EC               | CORP              | IN        |     21057 | NS      | $419772.46    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GANFENG LITHIUM GROUP CO LTD                                                          | GANFENG LITHIUM GROUP CO LTD H                        | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |    100200 | NS      | $1077762.51   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES CO LTD                                                         | MIRAE ASSET SECURITIES CO LTD                         | CUSIP: N/A<br>LEI: 98840072S6T63E2V1291       | Long             | EC               | CORP              | KR        |     44749 | NS      | $2000419.64   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI BANK                                                                         | AL RAJHI BANKING and INVEST CORP                      | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |    160296 | NS      | $2929820.24   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ZTO EXPRESS CAYMAN INC                                                                | ZTO EXPRESS CAYMAN INC                                | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | KY        |     93250 | NS      | $2362847.92   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BIZLINK HOLDING INC                                                                   | BIZLINK HOLDING INC                                   | CUSIP: N/A<br>LEI: 213800YAKRFVU5XOX138       | Long             | EC               | CORP              | KY        |     39000 | NS      | $3513076.15   | 0.62%             |  |  |  | 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        |    148750 | NS      | $544885.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO CIBEST SA                                                                       | GRUPO CIBEST SA                                       | CUSIP: N/A<br>LEI: 529900OSSJBGZREZ2C28       | Long             | EC               | CORP              | CO        |     61201 | NS      | $1268933.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HANSOH PHARMACEUTICAL GROUP CO LTD                                                    | HANSOH PHARMACETICAL GROUP                            | CUSIP: N/A<br>LEI: 254900Q6MR00EBXTPF42       | Long             | EC               | CORP              | KY        |    238000 | NS      | $1139941.10   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG C and T CORP                                                                  | SAMSUNG C and T CORP                                  | CUSIP: N/A<br>LEI: 988400GFRE4IDFPE9E64       | Long             | EC               | CORP              | KR        |     13898 | NS      | $2857650.51   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| EICHER MOTORS LTD                                                                     | EICHER MOTORS LTD                                     | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     31131 | NS      | $2342540.97   | 0.42%             |  |  |  | No            |                  2 | 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        |    312000 | NS      | $891976.33    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                              | ORLEN SA                                              | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    129186 | NS      | $4737200.15   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| EMAAR DEVELOPMENT PJSC                                                                | EMAAR DEVELOPMENT PJSC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AE        |    164686 | NS      | $653704.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI PORTS and SPECIAL ECONOMIC ZONE LTD                                             | ADANI PORT and SPEC ECO ZONE LTD                      | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | EC               | CORP              | IN        |     68989 | NS      | $1212244.50   | 0.22%             |  |  |  | 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        |     17515 | NS      | $1183485.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MMG LTD                                                                               | MMG LTD                                               | CUSIP: N/A<br>LEI: 529900XB5IQXFMSWEC48       | Long             | EC               | CORP              | HK        |    892000 | NS      | $962366.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROCHINA CO LTD                                                                     | PETROCHINA CO LTD A                                   | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |    723300 | NS      | $1295370.46   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                          | SK HYNIX INC                                          | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     32572 | NS      | $29233141.66  | 5.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SOUTHERN AIRLINES LTD                                                           | CHINA SOUTHERN AIRLINES H                             | CUSIP: N/A<br>LEI: 529900AJQ1Q18ABYVX84       | Long             | EC               | CORP              | CN        |    392000 | NS      | $199383.65    | 0.04%             |  |  |  | No            |                  2 | 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        |    373306 | NS      | $372990.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ETTIHAD ETISALAT                                                                      | ETIHAD ETISALAT CO                                    | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |     64189 | NS      | $1112461.01   | 0.20%             |  |  |  | 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        |     37500 | NS      | $355489.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                         | ALPHA BANK SA                                         | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | EC               | CORP              | GR        |    439244 | NS      | $1762789.29   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDWIND SCIENCE and TECHNOLOGY CO LTD                                                | GOLDWIND SCIENCE and TECHNOLOGY CO LTD H              | CUSIP: N/A<br>LEI: 529900UCUDMIZJ2ZJJ84       | Long             | EC               | CORP              | CN        |    172200 | NS      | $382236.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GANFENG LITHIUM GROUP CO LTD                                                          | GANFENG LITHIUM GROUP CO LTD A                        | CUSIP: N/A<br>LEI: 3003006BE6UOHWEOOR42       | Long             | EC               | CORP              | CN        |     28000 | NS      | $366489.02    | 0.07%             |  |  |  | No            |                  2 | 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        |    488918 | NS      | $173884.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSCO SHIPPING ENERGY TRANSPORTATION CO LTD                                           | COSCO SHIPPING ENERGY TRANSPORTATION CO LTD A         | CUSIP: N/A<br>LEI: 529900IGB8FVHRCR1W95       | Long             | EC               | CORP              | CN        |     70900 | NS      | $223877.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| VALTERRA PLATINUM LIMITED                                                             | VALTERRA PLATINUM LIMITED                             | CUSIP: N/A<br>LEI: 529900RORCZ0E5S5FX81       | Long             | EC               | CORP              | ZA        |      6219 | NS      | $500896.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| COSCO SHIPPING HOLDINGS CO LTD                                                        | COSCO SHIPPING HOLDINGS CO LTD H                      | CUSIP: N/A<br>LEI: 529900Y39B9BA9NHFF69       | Long             | EC               | CORP              | CN        |    533500 | NS      | $981914.89    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI LIFE INSURANCE CO LTD                                                             | SBI LIFE INSURANCE CO LTD                             | CUSIP: N/A<br>LEI: 335800WMVIESQUO95586       | Long             | EC               | CORP              | IN        |     96155 | NS      | $1846797.98   | 0.33%             |  |  |  | No            |                  2 | 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        |    465000 | NS      | $415083.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA TOURISM GROUP DUTY FREE CORP LTD                                                | CHINA TOURISM GROUP DUTY FREE CORP LTD A              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |     35000 | NS      | $337785.45    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NONGFU SPRING CO LTD                                                                  | NONGFU SPRING CO LTD H                                | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |    355400 | NS      | $2149339.01   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                          | INDUSTRIAS PENOLES SAB DE CV                          | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | EC               | CORP              | MX        |     39825 | NS      | $2007835.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HINDALCO INDUSTRIES LTD                                                               | HINDALCO INDS LTD                                     | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |    294652 | NS      | $3237348.55   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO MOTOCORP LTD                                                                     | HERO MOTOCORP LTD                                     | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |     29387 | NS      | $1588045.32   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITEC BANK HOLDINGS LTD                                                             | CAPITEC BANK HOLDINGS LIMITED                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     19637 | NS      | $5098806.14   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| WUXI APPTEC CO LTD                                                                    | WUXI APPTEC CO LTD A                                  | CUSIP: N/A<br>LEI: 254900OEPQLZSPLN9175       | Long             | EC               | CORP              | CN        |     42000 | NS      | $681014.69    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer