# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067562
**Filing Date:** 2023-3
**Character Count:** 108092
**Document Hash:** dae406afa2b0d0963e1453ade3e4a8c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067562.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067562

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 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:** 23763671

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI Emerging Markets Value Index Fund (Series ID: S000068373)

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **SAI Emerging Markets Value Index Fund**

**January 31, 2023**

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

EMV-NPRT1-0423

1.9898214.102 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Common Stocks - 97.3%** | &nbsp;&nbsp;**Common Stocks - 97.3%** | &nbsp;&nbsp;**Common Stocks - 97.3%** |
|  | Shares | Value ($)<br>|
| Bermuda - 0.6%  |  |  |
| Credicorp Ltd. (United States)  | 34387 | 4618174 |
| Kunlun Energy Co. Ltd.  | 8442000 | 6657826 |
| Orient Overseas International Ltd.  | 280000 | 4654398 |
| TOTAL BERMUDA |  | 15930398 |
| Brazil - 3.6%  |  |  |
| Banco do Brasil SA  | 3036900 | 24348803 |
| Companhia Siderurgica Nacional SA (CSN)  | 1264900 | 4609785 |
| JBS SA  | 1410500 | 5579426 |
| Vale SA  | 3099000 | 57696844 |
| Vibra Energia SA  | 2469400 | 8007077 |
| TOTAL BRAZIL |  | 100241935 |
| British Virgin Islands - 0.0%  |  |  |
| VK Co. Ltd. GDR (Reg. S) (a)(b) | 217763 | 73240 |
| Cayman Islands - 10.9%  |  |  |
| Alibaba Group Holding Ltd. sponsored ADR (a) | 1028609 | 113352715 |
| China Conch Venture Holdings Ltd.  | 3382000 | 7176892 |
| China Feihe Ltd. (c) | 6598000 | 6330373 |
| China Hongqiao Group Ltd.  | 4155000 | 4832783 |
| Country Garden Holdings Co. Ltd. (d) | 19184000 | 7198434 |
| Daqo New Energy Corp. ADR (a) | 121608 | 5534380 |
| Geely Automobile Holdings Ltd.  | 10408000 | 16884900 |
| Hengan International Group Co. Ltd.  | 1379500 | 6786258 |
| JD.com, Inc. sponsored ADR  | 22091 | 1315077 |
| Kingboard Chemical Holdings Ltd.  | 1363000 | 5567635 |
| Meituan Class B (a)(c) | 642940 | 14373489 |
| PagSeguro Digital Ltd. (a) | 424712 | 4285344 |
| Tencent Holdings Ltd.  | 1864000 | 90830706 |
| Vipshop Holdings Ltd. ADR (a) | 796753 | 12325769 |
| WH Group Ltd. (c) | 16589500 | 10216886 |
| TOTAL CAYMAN ISLANDS |  | 307011641 |
| Chile - 0.5%  |  |  |
| Banco de Credito e Inversiones  | 128839 | 3883837 |
| Banco Santander Chile  | 51711609 | 2173933 |
| Cencosud SA  | 2731034 | 4905299 |
| Empresas CMPC SA  | 2331662 | 4009326 |
| TOTAL CHILE |  | 14972395 |
| China - 13.4%  |  |  |
| Agricultural Bank of China Ltd. (H Shares)  | 65157000 | 23452186 |
| Anhui Conch Cement Co. Ltd. (H Shares)  | 2507000 | 9517634 |
| Bank of China Ltd. (H Shares)  | 108978000 | 41484088 |
| Bank of Communications Co. Ltd. (H Shares)  | 45271000 | 27981974 |
| China CITIC Bank Corp. Ltd. (H Shares)  | 19243000 | 9283787 |
| China Coal Energy Co. Ltd. (H Shares)  | 4439000 | 3562198 |
| China Construction Bank Corp. (H Shares)  | 85658000 | 55445646 |
| China Galaxy Securities Co. Ltd. (H Shares)  | 7354500 | 3964473 |
| China Life Insurance Co. Ltd. (H Shares)  | 15773000 | 29034508 |
| China Minsheng Banking Corp. Ltd. (H Shares)  | 13933000 | 5209219 |
| China National Building Materials Co. Ltd. (H Shares)  | 9662000 | 8865434 |
| China Petroleum & Chemical Corp. (H Shares)  | 52598000 | 28401329 |
| China Railway Group Ltd. (H Shares)  | 8918000 | 4865075 |
| China Tower Corp. Ltd. (H Shares) (c) | 98914000 | 11238705 |
| COSCO SHIPPING Holdings Co. Ltd. (H Shares)  | 7111300 | 7376413 |
| CRRC Corp. Ltd. (H Shares)  | 9265000 | 4199508 |
| Great Wall Motor Co. Ltd. (H Shares)  | 6340000 | 8951776 |
| Guangzhou Automobile Group Co. Ltd. (H Shares)  | 5976000 | 4299325 |
| Haitong Securities Co. Ltd. (H Shares)  | 5781600 | 3988297 |
| Industrial & Commercial Bank of China Ltd. (H Shares)  | 83242000 | 44527720 |
| New China Life Insurance Co. Ltd. (H Shares)  | 1819300 | 4879291 |
| People's Insurance Co. of China Group Ltd. (H Shares)  | 17387000 | 5861592 |
| PICC Property & Casualty Co. Ltd. (H Shares)  | 13658000 | 12840601 |
| Postal Savings Bank of China Co. Ltd. (H Shares) (c) | 16415000 | 11170536 |
| Sinopharm Group Co. Ltd. (H Shares)  | 2844400 | 6971602 |
| TOTAL CHINA |  | 377372917 |
| Czech Republic - 0.1%  |  |  |
| CEZ A/S  | 96185 | 3905284 |
| Egypt - 0.1%  |  |  |
| Commercial International Bank SAE  | 1024165 | 1680133 |
| Greece - 0.3%  |  |  |
| Jumbo SA  | 143798 | 2576318 |
| National Bank of Greece SA (a) | 1163350 | 5496542 |
| TOTAL GREECE |  | 8072860 |
| Hong Kong - 1.9%  |  |  |
| China Merchants Holdings International Co. Ltd.  | 2838823 | 3979531 |
| China Overseas Land and Investment Ltd.  | 7888000 | 21299741 |
| CITIC Pacific Ltd.  | 13566000 | 15874566 |
| Lenovo Group Ltd.  | 15682000 | 12578047 |
| TOTAL HONG KONG |  | 53731885 |
| Hungary - 0.2%  |  |  |
| MOL Hungarian Oil and Gas PLC Series A (For. Reg.)  | 741235 | 5525362 |
| India - 17.7%  |  |  |
| Aurobindo Pharma Ltd.  | 596165 | 2987054 |
| Bajaj Auto Ltd.  | 147209 | 6898353 |
| Bank of Baroda  | 2192344 | 4530079 |
| Cipla Ltd./India  | 1146086 | 14317186 |
| Divi's Laboratories Ltd.  | 221709 | 9027681 |
| Dr. Reddy's Laboratories Ltd.  | 257545 | 13687682 |
| Eicher Motors Ltd.  | 281181 | 11264443 |
| GAIL India Ltd.  | 5574880 | 6516124 |
| HCL Technologies Ltd.  | 2243336 | 31000461 |
| HDFC Bank Ltd. (a) | 405454 | 7995742 |
| Hero Motocorp Ltd.  | 275311 | 9341936 |
| Indus Towers Ltd.  | 1770857 | 3331222 |
| Infosys Ltd.  | 2021279 | 38152317 |
| ITC Ltd.  | 6297647 | 27236013 |
| Jindal Steel & Power Ltd.  | 843288 | 6061943 |
| Mahindra & Mahindra Ltd.  | 2029096 | 34371856 |
| Maruti Suzuki India Ltd.  | 281740 | 30778257 |
| MRF Ltd.  | 5124 | 5712892 |
| NMDC Ltd.  | 2422673 | 3671058 |
| NTPC Ltd.  | 10071447 | 21139167 |
| Oil & Natural Gas Corp. Ltd.  | 8266567 | 14761151 |
| Power Finance Corp. Ltd.  | 2462313 | 4276936 |
| Power Grid Corp. of India Ltd.  | 5080743 | 13511655 |
| REC Ltd.  | 2623366 | 3922980 |
| Reliance Industries Ltd.  | 666991 | 19281855 |
| State Bank of India  | 3699071 | 25173906 |
| Sun Pharmaceutical Industries Ltd.  | 2288552 | 29037926 |
| Tata Consumer Products Ltd.  | 1102661 | 9866888 |
| Tata Motors Ltd. (a) | 4262134 | 23786755 |
| Tata Steel Ltd.  | 17085933 | 25216637 |
| Tech Mahindra Ltd.  | 1340286 | 16771076 |
| Vedanta Ltd.  | 2363794 | 9678869 |
| Wipro Ltd.  | 3138479 | 15400905 |
| TOTAL INDIA |  | 498709005 |
| Indonesia - 2.0%  |  |  |
| PT Astra International Tbk  | 42906400 | 17237739 |
| PT Bank Negara Indonesia (Persero) Tbk  | 15043000 | 9221220 |
| PT Indofood Sukses Makmur Tbk  | 9305900 | 4182069 |
| PT Telkom Indonesia Persero Tbk  | 100791200 | 26047745 |
| TOTAL INDONESIA |  | 56688773 |
| Korea (South) - 13.1%  |  |  |
| BNK Financial Group, Inc.  | 614886 | 3542895 |
| GS Holdings Corp.  | 196951 | 7068372 |
| Hana Financial Group, Inc.  | 627224 | 24887469 |
| Hankook Tire Co. Ltd.  | 162798 | 4290966 |
| HMM Co. Ltd.  | 767093 | 13625018 |
| Hyundai Mobis  | 140326 | 23434880 |
| Hyundai Steel Co.  | 181033 | 5050656 |
| Industrial Bank of Korea  | 567969 | 4734600 |
| KB Financial Group, Inc.  | 812422 | 36978847 |
| Kia Corp.  | 567102 | 30859123 |
| Korea Investment Holdings Co. Ltd.  | 97660 | 4977479 |
| Kumho Petro Chemical Co. Ltd.  | 42638 | 5122033 |
| LG Corp.  | 264825 | 17812667 |
| LG Display Co. Ltd.  | 470245 | 5229869 |
| POSCO  | 146961 | 36068205 |
| Samsung Electronics Co. Ltd.  | 1935811 | 96305572 |
| Shinhan Financial Group Co. Ltd.  | 1052989 | 35562742 |
| Woori Financial Group, Inc.  | 1373508 | 14309326 |
| TOTAL KOREA (SOUTH) |  | 369860719 |
| Kuwait - 0.9%  |  |  |
| Agility Public Warehousing Co. KSC  | 3403538 | 6589651 |
| Mobile Telecommunication Co.  | 4494299 | 8156729 |
| National Bank of Kuwait  | 2784645 | 10007389 |
| TOTAL KUWAIT |  | 24753769 |
| Malaysia - 1.7%  |  |  |
| Axiata Group Bhd  | 9911100 | 7061062 |
| IHH Healthcare Bhd  | 6719800 | 9342748 |
| Kuala Lumpur Kepong Bhd  | 1191500 | 5994107 |
| PPB Group Bhd  | 1507700 | 6264143 |
| Sime Darby Plantation Bhd  | 7036400 | 7154121 |
| Tenaga Nasional Bhd  | 5203200 | 11498055 |
| TOTAL MALAYSIA |  | 47314236 |
| Mexico - 2.1%  |  |  |
| Alfa SA de CV Series A  | 6661200 | 4825085 |
| America Movil S.A.B. de CV Series L  | 35374800 | 36970663 |
| Arca Continental S.A.B. de CV  | 883600 | 7805317 |
| Fibra Uno Administracion SA de CV  | 4013400 | 5434890 |
| Grupo Televisa SA de CV  | 4405700 | 5388241 |
| TOTAL MEXICO |  | 60424196 |
| Philippines - 0.7%  |  |  |
| Aboitiz Equity Ventures, Inc.  | 4773750 | 4973536 |
| ACEN Corp.  | 1474290 | 189269 |
| Ayala Corp.  | 524960 | 6812996 |
| Metropolitan Bank & Trust Co.  | 3813270 | 3998153 |
| PLDT, Inc.  | 149605 | 3700049 |
| TOTAL PHILIPPINES |  | 19674003 |
| Poland - 0.6%  |  |  |
| Polski Koncern Naftowy Orlen SA  | 1080636 | 16195694 |
| Qatar - 1.0%  |  |  |
| Industries Qatar QSC (a) | 3109863 | 11997961 |
| Ooredoo QSC  | 1629555 | 4000335 |
| Qatar National Bank SAQ (a) | 2375980 | 11743706 |
| TOTAL QATAR |  | 27742002 |
| Russia - 0.1%  |  |  |
| Gazprom OAO (b) | 9889350 | 1371417 |
| Inter Rao Ues JSC (b) | 63735100 | 465682 |
| Magnit OJSC (b) | 135409 | 3687 |
| Mobile TeleSystems OJSC sponsored ADR (a)(b) | 753517 | 750495 |
| Sberbank of Russia (a)(b) | 440500 | 3589 |
| Surgutneftegas OJSC (b) | 29672400 | 481185 |
| VTB Bank OJSC (a)(b) | 9075720096 | 459530 |
| TOTAL RUSSIA |  | 3535585 |
| Saudi Arabia - 3.3%  |  |  |
| Almarai Co. Ltd.  | 529923 | 7822471 |
| Banque Saudi Fransi  | 923803 | 10055250 |
| Etihad Etisalat Co.  | 799762 | 7533063 |
| Jarir Marketing Co.  | 124638 | 4994819 |
| Riyad Bank  | 2290563 | 18798119 |
| Saudi Electricity Co.  | 1678061 | 10292823 |
| Saudi Telecom Co.  | 3038341 | 29873377 |
| The Savola Group  | 554619 | 4426016 |
| TOTAL SAUDI ARABIA |  | 93795938 |
| Singapore - 0.2%  |  |  |
| Yangzijiang Shipbuilding Holdings Ltd.  | 5778100 | 5696350 |
| South Africa - 3.6%  |  |  |
| Aspen Pharmacare Holdings Ltd.  | 832407 | 7232373 |
| Foschini Group Ltd./The  | 701677 | 4375803 |
| Impala Platinum Holdings Ltd.  | 1802396 | 20857036 |
| MTN Group Ltd.  | 1877215 | 15845205 |
| MultiChoice Group Ltd. (d) | 883674 | 6084146 |
| Sasol Ltd.  | 1035802 | 18817243 |
| Sibanye-Stillwater Ltd.  | 5998774 | 15856269 |
| Tiger Brands Ltd.  | 344016 | 4113166 |
| Woolworths Holdings Ltd.  | 2171999 | 9413244 |
| TOTAL SOUTH AFRICA |  | 102594485 |
| Taiwan - 14.6%  |  |  |
| Acer, Inc.  | 6460000 | 5388454 |
| ASE Technology Holding Co. Ltd.  | 7208000 | 24299065 |
| ASUSTeK Computer, Inc.  | 1480000 | 13468825 |
| AUO Corp.  | 15178200 | 8527603 |
| Catcher Technology Co. Ltd.  | 1547000 | 9191492 |
| Cathay Financial Holding Co. Ltd.  | 16472023 | 23430638 |
| Evergreen Marine Corp. (Taiwan)  | 2153300 | 10991131 |
| Foxconn Technology Co. Ltd.  | 2219000 | 4021009 |
| Fubon Financial Holding Co. Ltd.  | 15761215 | 31716950 |
| Hon Hai Precision Industry Co. Ltd. (Foxconn)  | 10358000 | 34511294 |
| Innolux Corp.  | 20257040 | 8280621 |
| Macronix International Co. Ltd.  | 3934000 | 4724248 |
| Nanya Technology Corp.  | 2495000 | 4842156 |
| Novatek Microelectronics Corp.  | 1199000 | 14265182 |
| Pegatron Corp.  | 4468000 | 9623090 |
| Pou Chen Corp.  | 5372000 | 6158181 |
| Powertech Technology, Inc.  | 1513000 | 4225295 |
| Radiant Opto-Electronics Corp.  | 986000 | 3377089 |
| Shin Kong Financial Holding Co. Ltd.  | 30731309 | 9221058 |
| Sino-American Silicon Products, Inc.  | 1180000 | 6437965 |
| Taiwan Semiconductor Manufacturing Co. Ltd.  | 6386000 | 112594946 |
| Uni-President Enterprises Corp.  | 4833000 | 10848364 |
| United Microelectronics Corp.  | 20010000 | 32716939 |
| Wan Hai Lines Ltd.  | 2974000 | 7572652 |
| Winbond Electronics Corp.  | 5905000 | 4274231 |
| Yang Ming Marine Transport Corp.  | 3701000 | 7766706 |
| TOTAL TAIWAN |  | 412475184 |
| Thailand - 1.9%  |  |  |
| Bangkok Bank PCL: |  |  |
|  (For. Reg.)  | 5000 | 24244 |
|  NVDR  | 1208700 | 5860737 |
| Central Retail Corp. PCL NVDR  | 5257000 | 6842610 |
| Charoen Pokphand Foods PCL: |  |  |
|  (For. Reg.)  | 83100 | 59830 |
| (NVDR)  | 7218700 | 5197251 |
| Kasikornbank PCL: |  |  |
|  NVDR  | 2448600 | 10861926 |
|  (For. Reg.)  | 12500 | 55450 |
| PTT Global Chemical PCL: |  |  |
|  (For. Reg.)  | 57200 | 86229 |
|  NVDR  | 3479300 | 5245032 |
| PTT Oil & Retail Business PCL NVDR  | 6358800 | 4347397 |
| SCB X PCL NVDR unit  | 1784200 | 5683962 |
| Thai Beverage PCL  | 18104500 | 9670334 |
| TOTAL THAILAND |  | 53935002 |
| Turkey - 0.6%  |  |  |
| Akbank TAS  | 6503225 | 5870769 |
| Haci Omer Sabanci Holding A/S  | 1337247 | 2774134 |
| Koc Holding A/S  | 2311393 | 9394633 |
| TOTAL TURKEY |  | 18039536 |
| United Arab Emirates - 1.4%  |  |  |
| Emaar Properties PJSC (a) | 8495893 | 12860299 |
| Emirates NBD Bank PJSC (a) | 5221816 | 18410203 |
| Emirates Telecommunications Corp.  | 1352634 | 9464129 |
| TOTAL UNITED ARAB EMIRATES |  | 40734631 |
| United States of America - 0.2%  |  |  |
| 360 DigiTech, Inc. ADR  | 258209 | 6230583 |
| <br> **TOTAL COMMON STOCKS**<br> (Cost $2,833,606,994) |  | <br> **2746917741** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 2.3%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 2.3%** | &nbsp;&nbsp;**Nonconvertible Preferred Stocks - 2.3%** |
|  | Shares | Value ($)<br>|
| Brazil - 2.1%  |  |  |
| Gerdau SA  | 2283500 | 14727615 |
| Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.)  | 8713500 | 44749314 |
| TOTAL BRAZIL |  | 59476929 |
| Colombia - 0.1%  |  |  |
| Bancolombia SA (PN)  | 446245 | 3391983 |
| Russia - 0.1%  |  |  |
| AK Transneft OAO (b) | 2792 | 1073674 |
| <br> **TOTAL NONCONVERTIBLE PREFERRED STOCKS**<br> (Cost $62,010,571) |  | <br> **63942586** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Government Obligations - 0.1%** | &nbsp;&nbsp;**Government Obligations - 0.1%** | &nbsp;&nbsp;**Government Obligations - 0.1%** |
|  | Principal<br> Amount (e)<br>| Value ($)<br>|
| United States of America - 0.1%  |  |  |
| U.S. Treasury Bills, yield at date of purchase 4.65% 6/29/23 (f)<br> (Cost $1,864,362) | 1900000 | **1864329** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 4.38% (g) | 4676002 | 4676938 |
| Fidelity Securities Lending Cash Central Fund 4.38% (g)(h) | 1256157 | 1256283 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $5,933,221) |  | **5933221** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.9%**<br> (Cost $2,903,415,148)<br>| <br>**2818657877** |
| **NET OTHER ASSETS (LIABILITIES) - 0.1%**  | **2778734** |
| **NET ASSETS - 100.0%** | **2821436611** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Equity Index Contracts |  |  |  |  |  |
| ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 213 | Mar 2023 | 11124990 | 832213 | 832213 |
| The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% | The notional amount of futures purchased as a percentage of Net Assets is 0.4% |

---

Categorizations in the Schedule of Investments are based on country or territory of incorporation.

**Legend**

(a) Non-income producing

(b) Level 3 security

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $53,329,989 or 1.9% of net assets.

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

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

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $513,181.

(g) 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.

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

**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 ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 4.38% | 19455170 | 18539877 | 33318109 | 64291 | - | - | 4676938 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 4.38% | 1612397 | 50181749 | 50537863 | 50335 | - | - | 1256283 | 0.0% |
| Total | 21067567 | 68721626 | 83855972 | 114626 | - | - | 5933221 |  |

---

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

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $2827037987.47

**Total Liabilities:** $5569896.84

**Net Assets:** $2821468090.63

**Cash Not Reported:** $1067008.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218746 | 14.80%               | -2.88%               | 8.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-0.11                   | $347179081.29                              |
| Month 2  | $-49757331.73            | $-43409135.29                              |
| Month 3  | $-2966067.28             | $217853166.38                              |

### Schedule of Portfolio Investments

| Name                                             | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KOC HOLDINGS AS                                  | KOC HLDG AS                                                 | CUSIP: N/A<br>LEI: 7890005U0H950VH19H45       | Long             | EC               | CORP              | TR        |    2311393 | NS      | $9394632.69   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORP                     | CHINA CONSTRUCTION BANK CORP H                              | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |   85658000 | NS      | $55445645.87  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHUI CONCH CEMENT CO LTD                        | ANHUI CONCH CEMENT CO LTD H                                 | CUSIP: N/A<br>LEI: 529900HS6X8TTV0FHV63       | Long             | EC               | CORP              | CN        |    2507000 | NS      | $9517634.26   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS CO LTD                   | COUNTRY GARDEN HLDGS CO LTD                                 | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | EC               | CORP              | KY        |   19184000 | NS      | $7198433.84   | 0.26%             |  |  |  | No            |                  2 | On Loan: —       |
| ALFA SAB DE CV                                   | ALFA SAB DE CV CL A                                         | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | EC               | CORP              | MX        |    6661200 | NS      | $4825085.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN PHARMACARE HOLDINGS PLC                    | ASPEN PHARMACARE HOLDINGS PLC                               | CUSIP: N/A<br>LEI: 635400ZYSN1IRD5QWQ94       | Long             | EC               | CORP              | ZA        |     832407 | NS      | $7232373.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CATCHER TECHNOLOGY CO LTD                        | CATCHER TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 5299006PRSCU66N5JF55       | Long             | EC               | CORP              | TW        |    1547000 | NS      | $9191491.85   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| FOXCONN TECHNOLOGY CO LTD                        | FOXCONN TECHNOLOGY CO LTD                                   | CUSIP: N/A<br>LEI: 3003003OO8QC88ZHCE44       | Long             | EC               | CORP              | TW        |    2219000 | NS      | $4021008.71   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| OOREDOO QSC                                      | OOREDOO QSC                                                 | CUSIP: N/A<br>LEI: 549300D3EIDZJB62TR20       | Long             | EC               | CORP              | QA        |    1629555 | NS      | $4000335.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA TOWER CORP LTD                             | CHINA TOWER CORP LTD H                                      | CUSIP: N/A<br>LEI: 300300T6BNNP0L7O7H91       | Long             | EC               | CORP              | CN        |   98914000 | NS      | $11238705.02  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                       | SAMSUNG ELECTRONICS CO LTD                                  | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |    1935811 | NS      | $96305571.90  | 3.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TIGER BRANDS LTD                                 | TIGER BRANDS LTD                                            | CUSIP: N/A<br>LEI: 529900C57HAFZAHHBC90       | Long             | EC               | CORP              | ZA        |     344016 | NS      | $4113166.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| HAITONG SECURITIES CO LTD                        | HAITONG SECURITIES CO LTD H                                 | CUSIP: N/A<br>LEI: 300300E1003931000068       | Long             | EC               | CORP              | CN        |    5781600 | NS      | $3988296.96   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| AUO CORP                                         | AUO CORP                                                    | CUSIP: N/A<br>LEI: 391200L7PIS4QXYJUQ72       | Long             | EC               | CORP              | TW        |   15178200 | NS      | $8527603.36   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTICHOICE GROUP LTD                            | MULTICHOICE GROUP LTD                                       | CUSIP: N/A<br>LEI: 254900BVQQ7DFBMSVJ81       | Long             | EC               | CORP              | ZA        |     883674 | NS      | $6084146.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| PICC PPTY and CAS CO LTD                         | PICC PROPERTY and CASUALTY CO H                             | CUSIP: N/A<br>LEI: 300300F1000311000017       | Long             | EC               | CORP              | CN        |   13658000 | NS      | $12840600.92  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                           | EMIRATES NBD PJSC                                           | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | EC               | CORP              | AE        |    5221816 | NS      | $18410203.15  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WINBOND ELECTRONICS CORP                         | WINBOND ELECTRONICS CORP                                    | CUSIP: N/A<br>LEI: 254900STBMBTLA91J410       | Long             | EC               | CORP              | TW        |    5905000 | NS      | $4274231.05   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JINDAL STEEL and POWER LTD                       | JINDAL STEEL and POWER LTD                                  | CUSIP: N/A<br>LEI: 335800UIKQBF6QO2NP15       | Long             | EC               | CORP              | IN        |     843288 | NS      | $6061942.82   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA PERSERO TBK PT             | BANK NEGARA INDO PT TBK(DEMAT)                              | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | EC               | CORP              | ID        |   15043000 | NS      | $9221220.46   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| KUMHO PETRO CHEMICAL CO LTD                      | KUMHO PETRO CHEMICAL CO LTD                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |      42638 | NS      | $5122032.58   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PEGATRON CORP                                    | PEGATRON CORP                                               | CUSIP: N/A<br>LEI: 529900M87JQS8TUO0L66       | Long             | EC               | CORP              | TW        |    4468000 | NS      | $9623089.73   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNEFT PJSC                                   | AK TRANSNEFT PJSC PFD(RUB) PAR=1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | RU        |       2792 | NS      | $1073674.09   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| NTPC LTD                                         | NTPC LTD                                                    | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |   10071447 | NS      | $21139167.03  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MINSHENG BANKING CORP LTD                  | CHINA MINSHENG BANK CORP H                                  | CUSIP: N/A<br>LEI: 549300HBUGSQD1VCXG94       | Long             | EC               | CORP              | CN        |   13933000 | NS      | $5209219.25   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER GRID CORP OF INDIA LTD                     | POWER GRID CORP OF INDIA LTD                                | CUSIP: N/A<br>LEI: 3358009SHWZ3DZEQ4Z56       | Long             | EC               | CORP              | IN        |    5080743 | NS      | $13511654.64  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| DR REDDY'S LABORATORIES LTD                      | DR REDDYS LABS LTD (DEMAT)                                  | CUSIP: N/A<br>LEI: 335800OVDPY3DVZR2798       | Long             | EC               | CORP              | IN        |     257545 | NS      | $13687681.66  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| SINO-AMERICAN SILICON PRODUCTS INC               | SINO-AMERICAN SILICON PRDS INC                              | CUSIP: N/A<br>LEI: 529900DMZ4STK7NEXO95       | Long             | EC               | CORP              | TW        |    1180000 | NS      | $6437964.62   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK and TRUST CO                   | METROPOLITAN BANK and TRUST CO                              | CUSIP: N/A<br>LEI: 549300SQYI82RVWFN715       | Long             | EC               | CORP              | PH        |    3813270 | NS      | $3998153.26   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE TECHNOLOGY HOLDING CO LTD                    | ASE TECHNOLOGY HOLDING CO LTD                               | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |    7208000 | NS      | $24299064.83  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| AUROBINDO PHARMA LTD                             | AUROBINDO PHARMACEUTICALS LTD                               | CUSIP: N/A<br>LEI: 335800G4T2A353RDGM23       | Long             | EC               | CORP              | IN        |     596165 | NS      | $2987054.33   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGBOARD HOLDINGS LTD                           | KINGBOARD HOLDINGS LTD                                      | CUSIP: N/A<br>LEI: 529900G89MY26MMSDR76       | Long             | EC               | CORP              | KY        |    1363000 | NS      | $5567634.70   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                    | CREDICORP LTD                                               | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |      34387 | NS      | $4618174.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KUNLUN ENERGY COMPANY LTD                        | KUNLUN ENERGY COMPANY LTD                                   | CUSIP: N/A<br>LEI: 5299007GRIKP15GM4927       | Long             | EC               | CORP              | BM        |    8442000 | NS      | $6657826.01   | 0.24%             |  |  |  | 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        |   15773000 | NS      | $29034508.49  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER RAO JSC                                    | INTER RAO JSC                                               | CUSIP: N/A<br>LEI: 253400PMFKF8Q8G1FA17       | Long             | EC               | CORP              | RU        |   63735100 | NS      | $465681.87    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| INDUSTRIES OF QATAR                              | INDUSTRIES OF QATAR                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | QA        |    3109863 | NS      | $11997961.19  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HMM CO LTD                                       | HMM CO LTD                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     767093 | NS      | $13625017.51  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI MOBIS CO LTD                             | HYUNDAI MOBIS                                               | CUSIP: N/A<br>LEI: 988400HJA9E0ZVDHRS65       | Long             | EC               | CORP              | KR        |     140326 | NS      | $23434880.20  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| BNK FINANCIAL GROUP INC                          | BNK FINANCIAL GROUP INC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     614886 | NS      | $3542894.52   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA UNO ADMINISTRACION SA DE                   | FIBRA UNO ADMINISTRACION SA                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |    4013400 | NS      | $5434890.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALMARAI CO LTD                                   | ALMARAI CO LTD                                              | CUSIP: N/A<br>LEI: 549300B4EDUXYD2G6098       | Long             | EC               | CORP              | SA        |     529923 | NS      | $7822471.14   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBILE TELESYSTEMS PUBLIC JOINT STOCK CO         | MOBILE TELESYSTEMS PUBLIC JOINT STOCK COMPANY ADR           | CUSIP: 607409109<br>LEI: 2534008FX8EXH1FMJA74 | Long             | EC               | CORP              | RU        |     753517 | NS      | $750495.40    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GERDAU SA                                        | GERDAU SA PN                                                | CUSIP: N/A<br>LEI: 254900YDV6SEQQPZVG24       | Long             | EC               | CORP              | BR        |    2283500 | NS      | $14727614.60  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RIYAD BANK                                       | RIYAD BANK                                                  | CUSIP: N/A<br>LEI: 54930037RJ782ISGGM71       | Long             | EC               | CORP              | SA        |    2290563 | NS      | $18798118.94  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SIME DARBY PLANTATION BHD                        | SIME DARBY PLANTATION BHD                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    7036400 | NS      | $7154120.99   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| AGRICULTURAL BANK OF CHINA LTD                   | AGRICULTURAL BANK OF CHINA H                                | CUSIP: N/A<br>LEI: 549300E7TSGLCOVSY746       | Long             | EC               | CORP              | CN        |   65157000 | NS      | $23452185.53  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| TELKOM INDONESIA PERSERO TBK PT (DEMAT)          | TELKOM INDONESIA PERSERO TBK PT (DEMAT) DEMATERIALIZED SHRS | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |  100791200 | NS      | $26047744.66  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| UNI-PRESIDENT ENTERPRISES CORP                   | UNI-PRESIDENT ENTERPRISES CORP                              | CUSIP: N/A<br>LEI: 254900DAXBDMVEXU5959       | Long             | EC               | CORP              | TW        |    4833000 | NS      | $10848363.99  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| LG DISPLAY CO LTD                                | LG DISPLAY CO LTD                                           | CUSIP: N/A<br>LEI: 988400P37K91W0SABO95       | Long             | EC               | CORP              | KR        |     470245 | NS      | $5229869.20   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA STEEL LTD                                   | TATA STEEL LTD (DEMAT)                                      | CUSIP: N/A<br>LEI: 335800E6C75YGSGD5T66       | Long             | EC               | CORP              | IN        |   17085933 | NS      | $25216636.52  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| INDOFOOD SUKSES MAKMUR TBK                       | INDOFOOD SUKSES MAKMR (DEMAT)                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |    9305900 | NS      | $4182069.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL LTD                                        | SASOL LTD                                                   | CUSIP: 803866102<br>LEI: 378900F4544561A97588 | Long             | EC               | CORP              | ZA        |    1035802 | NS      | $18817242.50  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                         | JUMBO SA                                                    | CUSIP: N/A<br>LEI: 549300TGIVUUMY40MZ05       | Long             | EC               | CORP              | GR        |     143798 | NS      | $2576318.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LENOVO GROUP LTD                                 | LENOVO GROUP LTD                                            | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |   15682000 | NS      | $12578046.50  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| THAI BEVERAGE PUBLIC CO LTD                      | THAI BEVERAGE PUBLIC CO LTD                                 | CUSIP: N/A<br>LEI: 529900VZFHQZ684D8L07       | Long             | EC               | CORP              | TH        |   18104500 | NS      | $9670334.02   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF BARODA                                   | BANK OF BARODA (DEMAT)                                      | CUSIP: N/A<br>LEI: 549300CQ6M9Q0TJEZR23       | Long             | EC               | CORP              | IN        |    2192344 | NS      | $4530079.39   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KB FINANCIAL GROUP INC                           | KB FINANCIAL GROUP INC                                      | CUSIP: N/A<br>LEI: 529900TKE4MXG3Q6GW86       | Long             | EC               | CORP              | KR        |     812422 | NS      | $36978847.47  | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| 360 DIGITECH INC                                 | 360 DIGITECH INC ADR                                        | CUSIP: 88557W101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     258209 | NS      | $6230583.17   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA FEIHE LTD                                  | CHINA FEIHE LTD                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    6598000 | NS      | $6330372.70   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONCH VENTURE HOLDINGS LTD                 | CHINA CONCH VENTURE HLDS LTD                                | CUSIP: N/A<br>LEI: 836800AA0Q4R3O6ZDB17       | Long             | EC               | CORP              | KY        |    3382000 | NS      | $7176892.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                        | ALIBABA GROUP HOLDING LTD SPON ADR                          | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    1028609 | NS      | $113352711.80 | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIDERURGICA NACIONAL CIA                         | SIDERURGICA NACIONAL SA CIA                                 | CUSIP: N/A<br>LEI: 529900K40TEND42S0T46       | Long             | EC               | CORP              | BR        |    1264900 | NS      | $4609784.69   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KUALA LUMPUR KEPONG BHD                          | KUALA LUMPUR KEPONG BHD                                     | CUSIP: N/A<br>LEI: 2549009JSTRFMR7A8D34       | Long             | EC               | CORP              | MY        |    1191500 | NS      | $5994107.13   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                           | POWER FINANCE CORP LTD                                      | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | EC               | CORP              | IN        |    2462313 | NS      | $4276935.72   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA CORP                                         | KIA CORP                                                    | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |     567102 | NS      | $30859123.07  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SURGUTNEFTEGAZ PJSC                              | SURGUTNEFTEGAS PJSC                                         | CUSIP: N/A<br>LEI: 2138002GZLU65FRAC894       | Long             | EC               | CORP              | RU        |   29672400 | NS      | $481185.46    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| CHAROEN POKPHAND FOODS PCL                       | CHAROEN POKPHAND FOOD PCL NVDR                              | CUSIP: N/A<br>LEI: 529900FJ3AI2GKGIWK15       | Long             | EC               | CORP              | TH        |    7218700 | NS      | $5197250.99   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS SA                                           | JBS SA                                                      | CUSIP: N/A<br>LEI: 529900RM0MTMZL9O5050       | Long             | EC               | CORP              | BR        |    1410500 | NS      | $5579425.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCA CONTINENTAL SAB DE CV                       | ARCA CONTINENTAL SAB DE CV                                  | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |     883600 | NS      | $7805317.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPSHOP HOLDINGS LIMITED                         | VIPSHOP HLDGS LTD ADR                                       | CUSIP: 92763W103<br>LEI: 549300I9F52K06HPZX60 | Long             | EC               | CORP              | KY        |     796753 | NS      | $12325768.91  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PLDT INC                                         | PLDT INC                                                    | CUSIP: N/A<br>LEI: 254900ADE8GQHM5P2648       | Long             | EC               | CORP              | PH        |     149605 | NS      | $3700048.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDLING (HOLDINGS) LTD         | YANGZIJIANG SHIPBLDG HLDGS LTD                              | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |    5778100 | NS      | $5696350.40   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| NANYA TECHNOLOGY CORP                            | NANYA TECHNOLOGY CORP                                       | CUSIP: N/A<br>LEI: 254900STKVKJBRRO0835       | Long             | EC               | CORP              | TW        |    2495000 | NS      | $4842156.30   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GS HOLDINGS CORP                                 | GS HOLDINGS CORP                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     196951 | NS      | $7068371.64   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF COMMUNICATIONS CO LTD                    | BANK OF COMMUNICATIONS H                                    | CUSIP: N/A<br>LEI: 549300AX1UM10U30HK09       | Long             | EC               | CORP              | CN        |   45271000 | NS      | $27981974.41  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                      | CENCOSUD SA                                                 | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | EC               | CORP              | CL        |    2731034 | NS      | $4905299.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ELECTRICITY COMPANY                        | SAUDI ELECTRICITY COMPANY                                   | CUSIP: N/A<br>LEI: 549300FXO4ZXUIAXGP41       | Long             | EC               | CORP              | SA        |    1678061 | NS      | $10292822.87  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WIPRO LTD                                        | WIPRO LTD (DEMAT)                                           | CUSIP: N/A<br>LEI: 335800IFS1IJHESG8362       | Long             | EC               | CORP              | IN        |    3138479 | NS      | $15400905.39  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| VIBRA ENERGIA SA                                 | VIBRA ENERGIA SA                                            | CUSIP: N/A<br>LEI: 549300U7VLJ3SYVNY689       | Long             | EC               | CORP              | BR        |    2469400 | NS      | $8007076.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                          | RELIANCE INDUSTRIES LTD(DEMAT)DEMATERIALIZED SHS            | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |     666991 | NS      | $19281855.12  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| HANKOOK TIRE and TECHNOLOGY CO LTD               | HANKOOK TIRE AND TECHNOLOGY CO L                            | CUSIP: N/A<br>LEI: 9884001BIEVM09M7AH02       | Long             | EC               | CORP              | KR        |     162798 | NS      | $4290965.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AKBANK TURK ANONIM SIRKETI                       | AKBANK TURK ANONIM SIRKETI                                  | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |    6503225 | NS      | $5870768.93   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WAN HAI LINES LTD                                | WAN HAI LINES LTD                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    2974000 | NS      | $7572651.58   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| VTB BANK PJSC                                    | VTB BANK PJSC                                               | CUSIP: N/A<br>LEI: 253400V1H6ART1UQ0N98       | Long             | EC               | CORP              | RU        | 9075720096 | NS      | $459530.13    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PTT GLOBAL CHEM PUB CO LTD                       | PTT GLOBAL CHEMICAL NVDR                                    | CUSIP: N/A<br>LEI: 5493007X3230PPPZFF40       | Long             | EC               | CORP              | TH        |    3479300 | NS      | $5245032.33   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EMIRATES TELECOMMUNICATIONS GROUP CO PJSC        | EMIRATES TELECOMMUNICATIONS GRP CO                          | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | EC               | CORP              | AE        |    1352634 | NS      | $9464129.43   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL and NATURAL GAS CORP LTD                     | OIL and NATURAL GAS CORP LTD                                | CUSIP: N/A<br>LEI: 335800FPDZ9MRSNO7N41       | Long             | EC               | CORP              | IN        |    8266567 | NS      | $14761150.64  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| HCL TECHNOLOGIES LTD                             | HCL TECHNOLOGIES LTD (DEMAT)                                | CUSIP: N/A<br>LEI: 549300C1F8OLYSOQYB65       | Long             | EC               | CORP              | IN        |    2243336 | NS      | $31000461.02  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AYALA CORP                                       | AYALA CORP                                                  | CUSIP: N/A<br>LEI: 254900QJ68UH8GKNGI69       | Long             | EC               | CORP              | PH        |     524960 | NS      | $6812996.06   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| EMAAR PROPERTIES PJSC                            | EMAAR PROPERTIES                                            | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |    8495893 | NS      | $12860299.22  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER CHILE                            | BANCO SANTANDER CHILE                                       | CUSIP: N/A<br>LEI: 3YJP8HORPAEXJ80D6368       | Long             | EC               | CORP              | CL        |   51711609 | NS      | $2173932.91   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ AS                                           | CEZ AS                                                      | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | EC               | CORP              | CZ        |      96185 | NS      | $3905284.41   | 0.14%             |  |  |  | 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        |      97660 | NS      | $4977479.31   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC                                     | GAZPROM OAO                                                 | CUSIP: N/A<br>LEI: 213800FD9J2IHTA7YX78       | Long             | EC               | CORP              | RU        |    9889350 | NS      | $1371417.23   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| COMMERCIAL INTERNATIONAL BANK EGYPT SAE          | COMMERCIAL INTL BK EGYPT SAE                                | CUSIP: N/A<br>LEI: 213800FIIXJAMEVRIH48       | Long             | EC               | CORP              | EG        |    1024165 | NS      | $1680132.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VK CO LTD                                        | VK CO LTD GDR REGS                                          | CUSIP: 560317208<br>LEI: 2138009IXUP41SPL5B50 | Long             | EC               | CORP              | VG        |     217763 | NS      | $73240.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REC LTD                                          | REC LTD                                                     | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | EC               | CORP              | IN        |    2623366 | NS      | $3922980.48   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TENAGA NASIONAL BERHAD                           | TENAGA NASIONAL BHD                                         | CUSIP: N/A<br>LEI: 549300FV8X6UID6I1413       | Long             | EC               | CORP              | MY        |    5203200 | NS      | $11498054.62  | 0.41%             |  |  |  | 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        |    1819300 | NS      | $4879291.11   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC LTD                                          | ITC LTD (DEMAT)                                             | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |    6297647 | NS      | $27236012.54  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                       | ASTRA INTL TBK PT (DEMAT)                                   | CUSIP: N/A<br>LEI: 529900L49TRJOMG4DK47       | Long             | EC               | CORP              | ID        |   42906400 | NS      | $17237738.65  | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| GUANGZHOU AUTOMOBILE GROUP COMPANY LTD           | GUANGZHOU AUTOMOB GRP CO LTD H                              | CUSIP: N/A<br>LEI: 5299005KY9BJO3ZE6A37       | Long             | EC               | CORP              | CN        |    5976000 | NS      | $4299325.39   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIATA GROUP BERHAD                              | AXIATA GROUP BERHAD                                         | CUSIP: N/A<br>LEI: 254900DM0V7OCPDUUC55       | Long             | EC               | CORP              | MY        |    9911100 | NS      | $7061061.92   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HENGAN INTERNATIONAL GROUP CO LTD                | HENGAN INTL GRP CO LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    1379500 | NS      | $6786258.31   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| LG CORP                                          | LG CORP                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     264825 | NS      | $17812666.66  | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL                                 | KASIKORNBANK PCL (FOR)                                      | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |      12500 | NS      | $55449.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUBON FINANCIAL HOLDING CO LTD                   | FUBON FINANCIAL HOLDING CO LTD                              | CUSIP: N/A<br>LEI: 549300G7Y2TS2XNIB476       | Long             | EC               | CORP              | TW        |   15761215 | NS      | $31716950.27  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF CHINA LTD                                | BANK OF CHINA LTD H                                         | CUSIP: N/A<br>LEI: 54930053HGCFWVHYZX42       | Long             | EC               | CORP              | CN        |  108978000 | NS      | $41484087.65  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR NATIONAL BANK                              | QATAR NATIONAL BANK LTD                                     | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |    2375980 | NS      | $11743705.64  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AC ENERGY CORP                                   | ACEN CORPORATION                                            | CUSIP: N/A<br>LEI: 549300LGUZQ61GQQXQ60       | Long             | EC               | CORP              | PH        |    1474290 | NS      | $189268.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POSCO HOLDINGS INC                               | POSCO HOLDINGS INC                                          | CUSIP: N/A<br>LEI: 988400E5HRVX81AYLM04       | Long             | EC               | CORP              | KR        |     146961 | NS      | $36068204.70  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL RETAIL CORP PCL                          | CENTRAL RETAIL CORP PCL NVDR                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TH        |    5257000 | NS      | $6842609.51   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED | POSTAL SAVINGS BANK OF CHINA CORPORATION LIMITED H          | CUSIP: N/A<br>LEI: 300300C1040311005298       | Long             | EC               | CORP              | CN        |   16415000 | NS      | $11170535.55  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| WOORI FINANCIAL GROUP INC                        | WOORI FINANCIAL GROUP INC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |    1373508 | NS      | $14309326.34  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD                                     | WH GROUP LTD                                                | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |   16589500 | NS      | $10216885.68  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGSEGURO DIGITAL LTD                            | PAGSEGURO DIGITAL LTD CL A                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |     424712 | NS      | $4285344.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BANQUE SAUDI FRANSI                              | BANQUE SAUDI FRANSI                                         | CUSIP: N/A<br>LEI: 558600N07EDF4ATYR106       | Long             | EC               | CORP              | SA        |     923803 | NS      | $10055249.81  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                        | UST BILLS 0% 06/29/2023                                     | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1864329.27   | 0.07%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PTT GLOBAL CHEM PUB CO LTD                       | PTT GLOBAL CHEMICAL PCL (FOR)                               | CUSIP: N/A<br>LEI: 5493007X3230PPPZFF40       | Long             | EC               | CORP              | TH        |      57200 | NS      | $86228.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HLDGS LTD                                | TENCENT HOLDINGS LTD                                        | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |    1864000 | NS      | $90830705.97  | 3.22%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVATEK MICROELECTRONICS CORP                    | NOVATEK MICROELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    1199000 | NS      | $14265182.48  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MICROELECTRONICS CORP                     | UNITED MICROELECTRONICS CORP                                | CUSIP: N/A<br>LEI: 391200YJCAGH9LF96P73       | Long             | EC               | CORP              | TW        |   20010000 | NS      | $32716939.45  | 1.16%             |  |  |  | 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        |    1163350 | NS      | $5496542.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA NATIONAL BUILDING MATERI AL COMPANY LTD    | CHINA NATL BLDG MATERIAL CO H                               | CUSIP: N/A<br>LEI: 52990085PGF8YEPLBZ26       | Long             | EC               | CORP              | CN        |    9662000 | NS      | $8865434.48   | 0.31%             |  |  |  | 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        |    6386000 | NS      | $112594945.86 | 3.99%             |  |  |  | No            |                  2 | On Loan: No      |
| MTN GROUP LTD                                    | MTN GROUP LTD                                               | CUSIP: N/A<br>LEI: 2549009JD6Q6XHZS5E05       | Long             | EC               | CORP              | ZA        |    1877215 | NS      | $15845205.00  | 0.56%             |  |  |  | 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        |    3699071 | NS      | $25173906.21  | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| MACRONIX INTL CO LTD                             | MACRONIX INTL CO LTD                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |    3934000 | NS      | $4724248.45   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT WALL MTR CO LTD                            | GREAT WALL MOTOR CO LTD H                                   | CUSIP: N/A<br>LEI: 5299002PZDL54CMG5I32       | Long             | EC               | CORP              | CN        |    6340000 | NS      | $8951776.47   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GALAXY SECURITIES CO LTD                   | CHINA GALAXY SEC CO LTD H                                   | CUSIP: N/A<br>LEI: 3003008KFQXO06OK8582       | Long             | EC               | CORP              | CN        |    7354500 | NS      | $3964472.84   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGREEN MARINE CORP(TAI) LTD                   | EVERGREEN MARINE CORP (TAIWAN)                              | CUSIP: N/A<br>LEI: 254900EIJA0A39C5SO15       | Long             | EC               | CORP              | TW        |    2153300 | NS      | $10991131.03  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAROEN POKPHAND FOODS PCL                       | CHAROEN POKPHAND FOODS (FOR)                                | CUSIP: N/A<br>LEI: 529900FJ3AI2GKGIWK15       | Long             | EC               | CORP              | TH        |      83100 | NS      | $59829.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Cash Central Fund                                  | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    4676002 | NS      | $4676937.50   | 0.17%             |  |  |  | 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        |    4439000 | NS      | $3562197.53   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ACER INC                                         | ACER INC                                                    | CUSIP: N/A<br>LEI: 2549006Z3IVAZIQEUM25       | Long             | EC               | CORP              | TW        |    6460000 | NS      | $5388454.27   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SINOPHARM GROUP CO LTD                           | SINOPHARM GROUP CO LTD H                                    | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |    2844400 | NS      | $6971602.02   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MARUTI SUZUKI INDIA LTD                          | MARUTI SUZUKI INDIA LTD (LOC)                               | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |     281740 | NS      | $30778257.48  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MOBILE TELECOMMUNICATION CO                      | MOBILE TELECOMMUNICATION CO                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KW        |    4494299 | NS      | $8156729.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES INSURANCE CO GRP OF CHINA                | PEOPLES INSURANCE CO GRP OF CHINA LTD H                     | CUSIP: N/A<br>LEI: 3003000P2JHYHQ524P66       | Long             | EC               | CORP              | CN        |   17387000 | NS      | $5861592.12   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES US                                   | MSCI EMGMKT FUT MAR23 MESH3                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |        213 | NC      | $830500.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NMDC LTD                                         | NMDC LTD                                                    | CUSIP: N/A<br>LEI: 335800IXHXOHQ7B2HP66       | Long             | EC               | CORP              | IN        |    2422673 | NS      | $3671057.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA LTD                                      | VEDANTA LTD                                                 | CUSIP: N/A<br>LEI: 335800XDKX9KB5EMCO07       | Long             | EC               | CORP              | IN        |    2363794 | NS      | $9678868.78   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS LAND and INVESTMENT LTD           | CHINA OVERSEAS LAND and INV LTD                             | CUSIP: N/A<br>LEI: 529900I6W35GYKRIZ151       | Long             | EC               | CORP              | HK        |    7888000 | NS      | $21299741.00  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LTD                         | CHINA HONGQIAO GROUP LTD                                    | CUSIP: N/A<br>LEI: 3003009Q4IBFSDE24571       | Long             | EC               | CORP              | KY        |    4155000 | NS      | $4832782.74   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA MERCHANTS PORT HOLDINGS                    | CHINA MERCHANTS PORT HOLDINGS                               | CUSIP: N/A<br>LEI: 529900GA4UH90FUOR048       | Long             | EC               | CORP              | HK        |    2838823 | NS      | $3979530.59   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| POWERTECH TECHNOLOGY INC                         | POWERTECH TECHNOLOGY INC                                    | CUSIP: N/A<br>LEI: 254900O6KNZXH2RI9Q14       | Long             | EC               | CORP              | TW        |    1513000 | NS      | $4225295.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIN KONG FINANCIAL HOLDING CO LTD               | SHIN KONG FINCL HLDNGS CO LTD                               | CUSIP: N/A<br>LEI: 529900YF6H5G3WJC6V36       | Long             | EC               | CORP              | TW        |   30731309 | NS      | $9221058.22   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| RADIANT OPTO-ELECTRONICS CORP                    | RADIANT OPTO-ELECTRONICS CORP                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |     986000 | NS      | $3377088.77   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                    | HDFC BANK LTD (DEMAT)                                       | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |     405454 | NS      | $7995742.19   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK OF RUSSIA PJSC                          | SBERBANK OF RUSSIA                                          | CUSIP: N/A<br>LEI: 549300WE6TAF5EEWQS81       | Long             | EC               | CORP              | RU        |     440500 | NS      | $3589.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MOL HUNGARIAN OIL AND GAS PLC                    | MOL HUNGARIAN OIL and GAS PLC                               | CUSIP: N/A<br>LEI: 213800R83KX5FQFGXS67       | Long             | EC               | CORP              | HU        |     741235 | NS      | $5525361.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNIT PJSC                                      | MAGNIT PJSC                                                 | CUSIP: N/A<br>LEI: 2534009KKPTVL99W2Y12       | Long             | EC               | CORP              | RU        |     135409 | NS      | $3687.03      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GAIL INDIA LTD                                   | GAIL INDIA LTD                                              | CUSIP: N/A<br>LEI: 335800N82LJD42ZA5L32       | Long             | EC               | CORP              | IN        |    5574880 | NS      | $6516124.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI TELECOM CO                                 | SAUDI TELECOM CO                                            | CUSIP: N/A<br>LEI: 21380028ATJ79OTA9W17       | Long             | EC               | CORP              | SA        |    3038341 | NS      | $29873376.74  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIC LTD                                        | CITIC LTD                                                   | CUSIP: N/A<br>LEI: 2549006I3Q3M98KHOT11       | Long             | EC               | CORP              | HK        |   13566000 | NS      | $15874565.97  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| FOSCHINI GROUP LTD/THE                           | THE FOSCHINI GROUP LTD                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |     701677 | NS      | $4375802.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MRF LTD                                          | MRF LTD (DEMAT)                                             | CUSIP: N/A<br>LEI: 335800EQP78LTJ76DZ82       | Long             | EC               | CORP              | IN        |       5124 | NS      | $5712892.34   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SIBANYE STILLWATER LTD                           | SIBANYE STILLWATER LTD                                      | CUSIP: N/A<br>LEI: 378900F238434B74D281       | Long             | EC               | CORP              | ZA        |    5998774 | NS      | $15856268.95  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUS TOWERS LTD                                 | INDUS TOWERS LTD                                            | CUSIP: N/A<br>LEI: 335800L6DI4VHODGDK41       | Long             | EC               | CORP              | IN        |    1770857 | NS      | $3331222.26   | 0.12%             |  |  |  | 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        |    2029096 | NS      | $34371856.12  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                         | GRUPO TELEVISA SAB DE CV CPO (PROV CERTS)                   | CUSIP: N/A<br>LEI: 549300O4AF0C816ILN62       | Long             | EC               | CORP              | MX        |    4405700 | NS      | $5388240.94   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| POU CHEN CORP                                    | POU CHEN CORP                                               | CUSIP: N/A<br>LEI: 25490027LIXQ7W4PBH18       | Long             | EC               | CORP              | TW        |    5372000 | NS      | $6158180.74   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DAQO NEW ENERGY CORP                             | DAQO NEW ENERGY CORP ADR                                    | CUSIP: 23703Q203<br>LEI: 529900711JBZ5O7VA827 | Long             | EC               | CORP              | KY        |     121608 | NS      | $5534380.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                          | NATIONAL BANK OF KUWAIT                                     | CUSIP: N/A<br>LEI: 549300NB7FE83IH6BW96       | Long             | EC               | CORP              | KW        |    2784645 | NS      | $10007389.25  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPALA PLATINUM HOLDINGS LTD                     | IMPALA PLATINUM HOLDINGS LTD                                | CUSIP: N/A<br>LEI: 254900BZFIFB4PD2Z778       | Long             | EC               | CORP              | ZA        |    1802396 | NS      | $20857036.47  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITY PUBLIC WAREHOUSING CO KSC                | AGILITY                                                     | CUSIP: N/A<br>LEI: 549300C16Q6C2NMAI063       | Long             | EC               | CORP              | KW        |    3403538 | NS      | $6589650.97   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CRRC CORP LTD                                    | CRRC CORP LTD H                                             | CUSIP: N/A<br>LEI: 30030099HATQH2XC0B72       | Long             | EC               | CORP              | CN        |    9265000 | NS      | $4199508.44   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN PHARMACEUTICAL INDUSTRIES LTD                | SUN PHARMA IND LTD(DEMAT)                                   | CUSIP: N/A<br>LEI: 335800KJ7GE29LB4SS73       | Long             | EC               | CORP              | IN        |    2288552 | NS      | $29037926.37  | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL and COMMERCIAL BANK OF CHINA          | INDUSTRIAL and COM BK OF CHINA H                            | CUSIP: N/A<br>LEI: 5493002ERZU2K9PZDL40       | Long             | EC               | CORP              | CN        |   83242000 | NS      | $44527719.68  | 1.58%             |  |  |  | No            |                  2 | On Loan: No      |
| IHH HEALTHCARE BHD                               | IHH HEALTHCARE BHD                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    6719800 | NS      | $9342748.33   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PPB GROUP BERHAD                                 | PPB GROUP BHD                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |    1507700 | NS      | $6264143.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTEK COMPUTER INC                             | ASUSTEK COMPUTER INC                                        | CUSIP: N/A<br>LEI: 254900B3WB4OGRB7HM13       | Long             | EC               | CORP              | TW        |    1480000 | NS      | $13468824.91  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO LTD                   | SHINHAN FINANCIAL GROUP CO LTD                              | CUSIP: N/A<br>LEI: 988400EB8A6G49E5KO54       | Long             | EC               | CORP              | KR        |    1052989 | NS      | $35562741.68  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                       | JD.COM INC SPON ADR                                         | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      22091 | NS      | $1315077.23   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KASIKORNBANK PCL                                 | KASIKORNBANK PCL NVDR                                       | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | EC               | CORP              | TH        |    2448600 | NS      | $10861926.26  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                     | Fidelity Securities Lending Cash Central Fund               | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    5005782 | NS      | $5006282.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCB X PCL                                        | SCB X PCL (NVDR)                                            | CUSIP: N/A<br>LEI: 254900TG41KIWX7VDO42       | Long             | EC               | CORP              | TH        |    1784200 | NS      | $5683961.54   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HANA FINANCIAL GROUP INC                         | HANA FINANCIAL GROUP INC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |     627224 | NS      | $24887469.24  | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| EICHER MOTORS LTD                                | EICHER MOTORS LTD                                           | CUSIP: N/A<br>LEI: 25490059S64CN2OY7239       | Long             | EC               | CORP              | IN        |     281181 | NS      | $11264442.87  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CATHAY FINANCIAL HOLDING CO LTD                  | CATHAY FINANCIAL HLDG CO LTD                                | CUSIP: N/A<br>LEI: 5299009XR1QLFAMQ3X77       | Long             | EC               | CORP              | TW        |   16472023 | NS      | $23430638.40  | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                   | BANCOLOMBIA S A PREF                                        | CUSIP: N/A<br>LEI: 54930052NWJRPNMP1W58       | Long             | EP               | CORP              | CO        |     446245 | NS      | $3391982.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POLSKI KONCERN NAFTOWY ORL SA                    | POLSKI KONCERN NAFTOWY ORL SA                               | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |    1080636 | NS      | $16195694.33  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MEITUAN                                          | MEITUAN CL B                                                | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |     642940 | NS      | $14373488.67  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                          | AMERICA MOVIL SAB DE CV SER L                               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | EC               | CORP              | MX        |   35374800 | NS      | $36970662.70  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES                   | BANCO DE CREDITO E INVERSIONES                              | CUSIP: N/A<br>LEI: 549300E9E5Y3PKW24142       | Long             | EC               | CORP              | CL        |     128839 | NS      | $3883836.69   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TECH MAHINDRA LTD                                | TECH MAHINDRA LTD (DEMAT)                                   | CUSIP: N/A<br>LEI: 3358005FZUZ1I25XQH69       | Long             | EC               | CORP              | IN        |    1340286 | NS      | $16771075.53  | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| JARIR MARKETING COMPANY                          | JARIR MARKETING COMPANY                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     124638 | NS      | $4994818.86   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ABOITIZ EQUITY VENTURES INC                      | ABOITIZ EQUITY VENTURES INC                                 | CUSIP: N/A<br>LEI: 254900MDNXYJKHXO0P61       | Long             | EC               | CORP              | PH        |    4773750 | NS      | $4973535.84   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ETTIHAD ETISALAT                                 | ETIHAD ETISALAT CO                                          | CUSIP: N/A<br>LEI: 2549007BA9ABDE3HVK79       | Long             | EC               | CORP              | SA        |     799762 | NS      | $7533063.34   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO DO BRASIL SA                               | BANCO DO BRASIL SA                                          | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | EC               | CORP              | BR        |    3036900 | NS      | $24348803.26  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA RAILWAY GROUP LIMITED                      | CHINA RAILWAY GROUP LIMITED H                               | CUSIP: N/A<br>LEI: 529900TFRLG8UDJ7QA89       | Long             | EC               | CORP              | CN        |    8918000 | NS      | $4865074.54   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SAVOLA GROUP                                     | SAVOLA GROUP                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SA        |     554619 | NS      | $4426016.27   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YANG MING MARINE TRNSPORT CORP                   | YANG MING MARINE TRANSPRT CORP                              | CUSIP: N/A<br>LEI: 254900WG2ACWNVSP6E13       | Long             | EC               | CORP              | TW        |    3701000 | NS      | $7766706.48   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEO BRASILEIRO-PETROBRAS                    | PETROBRAS PN (PFD REG)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |    8713500 | NS      | $44749314.46  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HON HAI PRECISION INDUSTRY CO LTD                | HON HAI PRECISION IND CO LTD                                | CUSIP: N/A<br>LEI: 30030004CM3GSZXX7O56       | Long             | EC               | CORP              | TW        |   10358000 | NS      | $34511293.89  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                          | VALE S.A.                                                   | CUSIP: N/A<br>LEI: 254900SMTWBX7RU2SR20       | Long             | EC               | CORP              | BR        |    3099000 | NS      | $57696844.16  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOLUX CORP                                     | INNOLUX CORP                                                | CUSIP: N/A<br>LEI: 3003007EXL0825P1MJ10       | Long             | EC               | CORP              | TW        |   20257040 | NS      | $8280620.54   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CITIC BANK CORP LTD                        | CHINA CITIC BANK CORP LTD H                                 | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |   19243000 | NS      | $9283787.07   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                       | BANGKOK BANK PUBLIC CO LTD NVDR                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |    1208700 | NS      | $5860737.47   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS CMPC SA                                 | EMPRESAS CMPC SA                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CL        |    2331662 | NS      | $4009326.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPLA LTD/INDIA                                  | CIPLA LTD                                                   | CUSIP: N/A<br>LEI: 335800KMJJYEDDK82Q34       | Long             | EC               | CORP              | IN        |    1146086 | NS      | $14317186.30  | 0.51%             |  |  |  | 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        |    7111300 | NS      | $7376413.23   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA PETROLEUM and CHEM CORP                    | CHINA PETROL and CHEM CORP H                                | CUSIP: N/A<br>LEI: 529900A2OB24EZ5B3J19       | Long             | EC               | CORP              | CN        |   52598000 | NS      | $28401328.94  | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAJAJ AUTO LTD                                   | BAJAJ AUTO LTD                                              | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |     147209 | NS      | $6898353.18   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIENT OVERSEAS INTL LTD                         | ORIENT OVERSEAS INTL LTD                                    | CUSIP: N/A<br>LEI: 529900DQ426GJO276W95       | Long             | EC               | CORP              | BM        |     280000 | NS      | $4654398.04   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| WOOLWORTHS HLDGS LTD                             | WOOLWORTHS HOLDINGS LTD (SOAF)                              | CUSIP: N/A<br>LEI: 37890095421E07184E97       | Long             | EC               | CORP              | ZA        |    2171999 | NS      | $9413243.94   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TATA MOTORS LTD                                  | TATA MOTORS LTD                                             | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |    4262134 | NS      | $23786754.91  | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PUBLIC CO LTD                       | BANGKOK BANK PUBLIC CO LTD(FOR)                             | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |       5000 | NS      | $24243.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INFOSYS LTD                                      | INFOSYS LTD                                                 | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |    2021279 | NS      | $38152316.97  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVI'S LABORATORIES LTD                          | DIVIS LABORATORIES LTD                                      | CUSIP: N/A<br>LEI: 335800C1DHFG1C9T1M03       | Long             | EC               | CORP              | IN        |     221709 | NS      | $9027680.84   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| PTT OIL and RETAIL BUSINESS PCL                  | PTT OIL and RETAIL BUSINESS PCL NVDR                        | CUSIP: N/A<br>LEI: 254900E86F1OANU6B371       | Long             | EC               | CORP              | TH        |    6358800 | NS      | $4347396.60   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GEELY AUTOMOBILE HLDGS LTD                       | GEELY AUTO HLDGS LTD                                        | CUSIP: N/A<br>LEI: 549300YS3T1KVQ2SNI84       | Long             | EC               | CORP              | KY        |   10408000 | NS      | $16884899.96  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO MOTOCORP LTD                                | HERO MOTOCORP LTD                                           | CUSIP: N/A<br>LEI: 335800Q49FBMZJTRLK49       | Long             | EC               | CORP              | IN        |     275311 | NS      | $9341935.73   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| TATA CONSUMER PRODUCTS LTD                       | TATA CONSUMER PRODUCTS LTD                                  | CUSIP: N/A<br>LEI: 335800LOXFWU8ZQJMD12       | Long             | EC               | CORP              | IN        |    1102661 | NS      | $9866888.46   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HACI OMER SABANCI HOLDING AS                     | SABANCI HLDG SA(HACI OMER)                                  | CUSIP: N/A<br>LEI: 78900090FFOWNLGP0F20       | Long             | EC               | CORP              | TR        |    1337247 | NS      | $2774133.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI STEEL CO                                 | HYUNDAI STEEL CO                                            | CUSIP: N/A<br>LEI: 9884006EYA94IB2C3132       | Long             | EC               | CORP              | KR        |     181033 | NS      | $5050655.86   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAL BANK OF KOREA                         | INDUSTRIAL BANK OF KOREA                                    | CUSIP: N/A<br>LEI: 988400RBIWE3YA18PK12       | Long             | EC               | CORP              | KR        |     567969 | NS      | $4734600.20   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer