UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-02105
Fidelity Salem Street Trust
(Exact name of registrant as specified in charter)
245 Summer St., Boston, MA 02210
(Address of principal executive offices) (Zip code)
Cynthia Lo Bessette, Secretary
245 Summer St.
Boston, Massachusetts 02210
(Name and address of agent for service)
Registrant's telephone number, including area code:
617-563-7000
Date of fiscal year end: | October 31 |
Date of reporting period: | April 30, 2021 |
Item 1.
Reports to Stockholders
Fidelity® Series Global ex U.S. Index Fund
Semi-Annual Report
April 30, 2021
Contents
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Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 14.1% | |
United Kingdom | 8.1% | |
Cayman Islands | 7.6% | |
Canada | 6.8% | |
France | 6.3% | |
Switzerland | 5.6% | |
Germany | 5.5% | |
United States of America* | 4.9% | |
Taiwan | 4.1% | |
Other | 37.0% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.8 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.6 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 1.6 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.3 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.2 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.0 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 0.8 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 0.8 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.7 |
Toyota Motor Corp. (Japan, Automobiles) | 0.6 |
11.4 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 19.6 |
Consumer Discretionary | 13.5 |
Information Technology | 12.3 |
Industrials | 10.6 |
Health Care | 8.5 |
Materials | 8.1 |
Consumer Staples | 7.3 |
Communication Services | 6.6 |
Energy | 4.2 |
Utilities | 2.3 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 93.9% | |||
Shares | Value | ||
Argentina - 0.0% | |||
Telecom Argentina SA Class B sponsored ADR (a) | 64,895 | $300,464 | |
YPF SA Class D sponsored ADR (b) | 195,290 | 738,196 | |
TOTAL ARGENTINA | 1,038,660 | ||
Australia - 4.1% | |||
Afterpay Ltd. (b) | 197,720 | 17,919,695 | |
AGL Energy Ltd. | 564,528 | 3,883,515 | |
AMP Ltd. | 3,165,319 | 2,718,820 | |
Ampol Ltd. | 235,421 | 4,640,915 | |
APA Group unit | 1,079,846 | 8,343,549 | |
Aristocrat Leisure Ltd. | 523,187 | 14,980,889 | |
ASX Ltd. | 183,295 | 10,304,871 | |
Aurizon Holdings Ltd. | 1,687,937 | 4,876,134 | |
AusNet Services | 1,576,711 | 2,301,704 | |
Australia & New Zealand Banking Group Ltd. | 2,626,274 | 58,145,336 | |
BHP Billiton Ltd. | 2,729,787 | 99,352,989 | |
BlueScope Steel Ltd. | 466,624 | 7,771,607 | |
Brambles Ltd. | 1,370,865 | 10,982,877 | |
Cimic Group Ltd. (a) | 86,767 | 1,296,715 | |
Coca-Cola Amatil Ltd. | 454,784 | 4,575,127 | |
Cochlear Ltd. | 60,451 | 10,361,475 | |
Coles Group Ltd. | 1,251,742 | 15,737,041 | |
Commonwealth Bank of Australia | 1,640,761 | 112,543,019 | |
Computershare Ltd. | 493,098 | 5,363,596 | |
Crown Ltd. | 335,480 | 3,158,100 | |
CSL Ltd. | 421,385 | 88,022,314 | |
DEXUS Property Group unit | 1,022,858 | 8,013,540 | |
Evolution Mining Ltd. | 1,489,234 | 5,311,681 | |
Fortescue Metals Group Ltd. | 1,570,330 | 27,327,207 | |
Goodman Group unit | 1,550,131 | 22,581,252 | |
Insurance Australia Group Ltd. | 2,242,770 | 8,465,818 | |
Lendlease Group unit | 629,667 | 6,165,163 | |
Macquarie Group Ltd. | 318,513 | 39,378,868 | |
Magellan Financial Group Ltd. | 123,262 | 4,605,312 | |
Medibank Private Ltd. | 2,494,412 | 5,918,436 | |
Mirvac Group unit | 3,638,238 | 7,539,308 | |
National Australia Bank Ltd. | 3,037,935 | 62,391,684 | |
Newcrest Mining Ltd. | 760,155 | 15,529,725 | |
Northern Star Resources Ltd. | 1,024,360 | 8,293,606 | |
Orica Ltd. | 365,270 | 3,815,591 | |
Origin Energy Ltd. | 1,610,644 | 5,161,560 | |
Qantas Airways Ltd. | 714,019 | 2,722,720 | |
QBE Insurance Group Ltd. | 1,350,176 | 10,255,466 | |
Ramsay Health Care Ltd. | 168,027 | 8,713,874 | |
REA Group Ltd. | 50,047 | 6,104,979 | |
Rio Tinto Ltd. | 344,326 | 32,135,223 | |
Santos Ltd. | 1,740,694 | 9,359,786 | |
Scentre Group unit | 4,792,477 | 10,041,926 | |
SEEK Ltd. | 316,914 | 7,560,852 | |
Sonic Healthcare Ltd. | 415,547 | 11,485,785 | |
South32 Ltd. | 4,471,752 | 9,921,065 | |
Stockland Corp. Ltd. unit | 2,206,367 | 7,954,478 | |
Suncorp Group Ltd. | 1,174,622 | 9,510,184 | |
Sydney Airport unit (b) | 1,172,770 | 5,592,314 | |
Tabcorp Holdings Ltd. | 2,023,176 | 7,746,012 | |
Telstra Corp. Ltd. | 3,823,764 | 9,985,708 | |
The GPT Group unit | 1,797,669 | 6,397,935 | |
TPG Telecom Ltd. | 317,973 | 1,349,677 | |
Transurban Group unit | 2,524,401 | 27,556,007 | |
Treasury Wine Estates Ltd. | 673,582 | 5,209,695 | |
Vicinity Centres unit | 3,550,163 | 4,334,766 | |
Washington H. Soul Pattinson & Co. Ltd. | 94,318 | 2,199,354 | |
Wesfarmers Ltd. | 1,053,364 | 43,908,044 | |
Westpac Banking Corp. | 3,340,290 | 64,369,666 | |
WiseTech Global Ltd. | 132,137 | 3,199,314 | |
Woodside Petroleum Ltd. | 893,014 | 15,726,156 | |
Woolworths Group Ltd. | 1,180,466 | 35,738,319 | |
TOTAL AUSTRALIA | 1,076,858,344 | ||
Austria - 0.1% | |||
Erste Group Bank AG | 262,781 | 9,351,482 | |
OMV AG | 138,416 | 6,824,500 | |
Raiffeisen International Bank-Holding AG | 145,218 | 3,175,762 | |
Verbund AG (a) | 63,150 | 5,185,479 | |
Voestalpine AG | 112,649 | 4,889,105 | |
TOTAL AUSTRIA | 29,426,328 | ||
Bailiwick of Jersey - 0.4% | |||
Experian PLC | 851,652 | 32,832,535 | |
Ferguson PLC | 207,824 | 26,210,240 | |
Glencore Xstrata PLC | 9,275,146 | 37,781,599 | |
Polymetal International PLC | 213,143 | 4,399,604 | |
WPP PLC | 1,112,535 | 14,999,330 | |
TOTAL BAILIWICK OF JERSEY | 116,223,308 | ||
Belgium - 0.5% | |||
Ageas | 159,815 | 9,676,049 | |
Anheuser-Busch InBev SA NV | 706,324 | 50,030,705 | |
Colruyt NV | 54,141 | 3,210,940 | |
Elia System Operator SA/NV | 29,014 | 3,139,387 | |
Galapagos Genomics NV (b) | 39,322 | 3,061,422 | |
Groupe Bruxelles Lambert SA | 101,497 | 11,101,813 | |
KBC Groep NV | 231,846 | 18,011,975 | |
Proximus (a) | 141,546 | 3,017,179 | |
Sofina SA | 14,131 | 5,371,920 | |
Solvay SA Class A | 67,956 | 8,643,871 | |
UCB SA | 116,137 | 10,759,557 | |
Umicore SA | 182,746 | 11,104,124 | |
TOTAL BELGIUM | 137,128,942 | ||
Bermuda - 0.3% | |||
Alibaba Health Information Technology Ltd. (b) | 3,710,000 | 11,319,494 | |
Alibaba Pictures Group Ltd. (b) | 11,510,000 | 1,674,397 | |
Beijing Enterprises Water Group Ltd. | 5,150,000 | 1,969,103 | |
Brilliance China Automotive Holdings Ltd. (c) | 2,884,000 | 2,710,334 | |
China Gas Holdings Ltd. | 2,433,000 | 8,785,768 | |
China Resource Gas Group Ltd. | 886,000 | 4,807,686 | |
China Youzan Ltd. (b) | 12,756,000 | 4,121,858 | |
CK Infrastructure Holdings Ltd. | 633,131 | 3,879,764 | |
Cosco Shipping Ports Ltd. | 1,756,345 | 1,476,481 | |
Credicorp Ltd. (United States) | 64,593 | 7,712,404 | |
GOME Electrical Appliances Holdings Ltd. (b) | 11,295,418 | 1,861,303 | |
Hongkong Land Holdings Ltd. | 1,044,645 | 5,170,993 | |
Hopson Development Holdings Ltd. | 614,000 | 2,414,818 | |
Jardine Matheson Holdings Ltd. | 201,864 | 13,573,335 | |
Kunlun Energy Co. Ltd. | 3,666,000 | 3,936,074 | |
Nine Dragons Paper (Holdings) Ltd. | 1,547,000 | 2,126,994 | |
Shenzhen International Holdings Ltd. | 938,216 | 1,562,938 | |
TOTAL BERMUDA | 79,103,744 | ||
Brazil - 1.0% | |||
Ambev SA | 3,851,930 | 10,594,128 | |
Atacadao SA | 367,500 | 1,469,445 | |
B2W Companhia Global do Varejo (b) | 207,174 | 2,567,530 | |
B3 SA - Brasil Bolsa Balcao | 1,920,925 | 18,211,842 | |
Banco Bradesco SA | 469,308 | 1,785,808 | |
Banco do Brasil SA | 831,000 | 4,534,354 | |
Banco Inter SA unit | 92,400 | 3,941,252 | |
Banco Santander SA (Brasil) unit | 385,000 | 2,730,838 | |
BB Seguridade Participacoes SA | 617,200 | 2,537,178 | |
BRF SA (b) | 335,400 | 1,283,671 | |
BTG Pactual Participations Ltd. unit | 220,000 | 4,363,914 | |
CCR SA | 1,115,700 | 2,472,921 | |
Centrais Eletricas Brasileiras SA (Electrobras) | 275,830 | 1,868,132 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 325,600 | 2,564,256 | |
Companhia Siderurgica Nacional SA (CSN) | 639,100 | 5,787,378 | |
Cosan SA | 240,508 | 3,987,473 | |
CPFL Energia SA | 213,700 | 1,154,646 | |
Energisa SA unit | 170,300 | 1,381,323 | |
ENGIE Brasil Energia SA | 205,450 | 1,538,213 | |
Equatorial Energia SA | 841,900 | 3,888,637 | |
Hapvida Participacoes e Investimentos SA (d) | 1,038,600 | 2,760,907 | |
Hypermarcas SA | 338,200 | 2,157,935 | |
JBS SA | 959,200 | 5,318,637 | |
Klabin SA unit (b) | 652,600 | 3,347,067 | |
Localiza Rent A Car SA | 554,041 | 6,558,267 | |
Lojas Renner SA | 734,223 | 5,460,666 | |
Magazine Luiza SA | 2,738,432 | 10,097,623 | |
Natura & Co. Holding SA (b) | 825,819 | 7,409,803 | |
Notre Dame Intermedica Participacoes SA | 480,410 | 7,187,511 | |
Petrobras Distribuidora SA | 714,200 | 2,959,590 | |
Petroleo Brasileiro SA - Petrobras (ON) | 2,464,011 | 10,478,301 | |
Raia Drogasil SA | 1,063,700 | 5,150,046 | |
Rumo SA (b) | 1,234,400 | 4,544,877 | |
Sul America SA unit | 279,863 | 1,685,242 | |
Suzano Papel e Celulose SA (b) | 694,895 | 8,784,610 | |
Telefonica Brasil SA | 473,040 | 3,761,992 | |
TIM SA | 786,703 | 1,765,431 | |
Totvs SA | 448,500 | 2,567,787 | |
Ultrapar Participacoes SA | 686,100 | 2,666,318 | |
Vale SA | 2,608,986 | 52,361,752 | |
Vale SA sponsored ADR | 809,201 | 16,281,124 | |
Via Varejo SA (b) | 1,205,600 | 2,625,574 | |
Weg SA | 1,576,732 | 10,162,165 | |
TOTAL BRAZIL | 254,756,164 | ||
British Virgin Islands - 0.0% | |||
Mail.Ru Group Ltd. unit (b) | 113,143 | 2,533,127 | |
Canada - 6.5% | |||
Agnico Eagle Mines Ltd. (Canada) | 227,348 | 14,208,903 | |
Air Canada (b) | 135,476 | 2,730,131 | |
Algonquin Power & Utilities Corp. | 548,108 | 8,842,681 | |
Alimentation Couche-Tard, Inc. Class B (sub. vtg.) | 802,798 | 27,202,975 | |
AltaGas Ltd. (a) | 253,599 | 4,739,185 | |
ATCO Ltd. Class I (non-vtg.) | 67,071 | 2,302,181 | |
B2Gold Corp. | 1,005,358 | 4,842,142 | |
Ballard Power Systems, Inc. (b) | 212,098 | 4,631,420 | |
Bank of Montreal (a) | 596,458 | 56,295,076 | |
Bank of Nova Scotia | 1,122,864 | 71,501,904 | |
Barrick Gold Corp. (Canada) | 1,654,071 | 35,243,965 | |
Bausch Health Cos., Inc. (Canada) (b) | 298,500 | 9,609,604 | |
BCE, Inc. | 141,371 | 6,682,386 | |
BlackBerry Ltd. (b) | 491,199 | 4,343,923 | |
Brookfield Asset Management, Inc. (Canada) Class A | 1,191,098 | 54,295,424 | |
Brookfield Renewable Corp. | 122,488 | 5,077,300 | |
CAE, Inc. | 259,584 | 8,130,809 | |
Cameco Corp. | 370,032 | 6,219,632 | |
Canadian Apartment Properties (REIT) unit (a) | 81,624 | 3,628,471 | |
Canadian Imperial Bank of Commerce | 412,741 | 42,907,737 | |
Canadian National Railway Co. | 659,011 | 70,948,969 | |
Canadian Natural Resources Ltd. | 1,096,361 | 33,279,282 | |
Canadian Pacific Railway Ltd. | 124,887 | 46,606,936 | |
Canadian Tire Ltd. Class A (non-vtg.) (a) | 54,912 | 8,752,682 | |
Canadian Utilities Ltd. Class A (non-vtg.) | 114,101 | 3,261,089 | |
CCL Industries, Inc. Class B | 140,647 | 7,983,518 | |
Cenovus Energy, Inc. (Canada) | 1,215,438 | 9,463,240 | |
CGI, Inc. Class A (sub. vtg.) (b) | 211,337 | 18,698,205 | |
Constellation Software, Inc. | 18,653 | 27,375,590 | |
Dollarama, Inc. | 278,137 | 12,961,549 | |
Emera, Inc. (a) | 232,990 | 10,590,368 | |
Empire Co. Ltd. Class A (non-vtg.) | 169,136 | 5,319,772 | |
Enbridge, Inc. | 1,877,344 | 72,411,731 | |
Fairfax Financial Holdings Ltd. (sub. vtg.) | 24,470 | 11,179,972 | |
First Quantum Minerals Ltd. | 546,328 | 12,592,013 | |
FirstService Corp. | 36,481 | 5,925,881 | |
Fortis, Inc. | 432,627 | 19,298,652 | |
Franco-Nevada Corp. | 178,327 | 24,842,316 | |
George Weston Ltd. | 76,871 | 6,787,463 | |
GFL Environmental, Inc. | 178,184 | 5,871,091 | |
Gildan Activewear, Inc. | 185,158 | 6,426,262 | |
Great-West Lifeco, Inc. | 258,027 | 7,481,660 | |
Hydro One Ltd. (d) | 308,995 | 7,408,439 | |
iA Financial Corp, Inc. | 101,440 | 5,712,628 | |
IGM Financial, Inc. (a) | 87,348 | 3,118,277 | |
Imperial Oil Ltd. | 238,414 | 6,885,813 | |
Intact Financial Corp. | 133,033 | 17,682,896 | |
Inter Pipeline Ltd. | 399,800 | 5,828,756 | |
Keyera Corp. | 215,627 | 4,931,274 | |
Kinross Gold Corp. | 1,181,445 | 8,314,282 | |
Kirkland Lake Gold Ltd. | 244,821 | 9,096,510 | |
Loblaw Companies Ltd. | 176,645 | 9,808,421 | |
Lundin Mining Corp. | 624,033 | 7,539,267 | |
Magna International, Inc. Class A (sub. vtg.) | 264,314 | 24,961,615 | |
Manulife Financial Corp. | 1,799,408 | 39,292,284 | |
Metro, Inc. Class A (sub. vtg.) | 247,525 | 11,341,665 | |
National Bank of Canada | 311,796 | 22,667,771 | |
Northland Power, Inc. (a) | 185,739 | 6,398,071 | |
Nutrien Ltd. | 528,551 | 29,176,411 | |
Onex Corp. (sub. vtg.) | 70,552 | 4,723,365 | |
Open Text Corp. | 251,998 | 11,866,448 | |
Pan American Silver Corp. | 197,242 | 6,276,240 | |
Parkland Corp. | 140,695 | 4,519,089 | |
Pembina Pipeline Corp. (a) | 513,864 | 15,861,368 | |
Power Corp. of Canada (sub. vtg.) | 518,825 | 15,111,203 | |
Quebecor, Inc. Class B (sub. vtg.) | 155,496 | 4,181,054 | |
Restaurant Brands International, Inc. | 154,377 | 10,601,605 | |
Restaurant Brands International, Inc. (a) | 113,857 | 7,811,729 | |
RioCan (REIT) (a) | 165,188 | 2,824,921 | |
Ritchie Bros. Auctioneers, Inc. | 101,260 | 6,441,459 | |
Rogers Communications, Inc. Class B (non-vtg.) | 326,649 | 16,088,623 | |
Royal Bank of Canada | 1,316,956 | 125,690,199 | |
Saputo, Inc. | 229,349 | 7,288,266 | |
Shaw Communications, Inc. Class B | 426,426 | 12,350,621 | |
Shopify, Inc. Class A (b) | 101,932 | 120,321,473 | |
SSR Mining, Inc. | 204,663 | 3,248,566 | |
Sun Life Financial, Inc. | 543,577 | 29,324,811 | |
Suncor Energy, Inc. | 1,417,816 | 30,325,333 | |
TC Energy Corp. | 872,017 | 43,141,483 | |
Teck Resources Ltd. Class B (sub. vtg.) | 441,213 | 9,336,493 | |
TELUS Corp. | 396,461 | 8,224,997 | |
The Toronto-Dominion Bank | 1,678,308 | 115,378,128 | |
Thomson Reuters Corp. | 164,311 | 15,238,019 | |
TMX Group Ltd. | 56,420 | 6,217,377 | |
Toromont Industries Ltd. | 77,175 | 6,153,155 | |
West Fraser Timber Co. Ltd. | 78,607 | 6,069,076 | |
Wheaton Precious Metals Corp. | 420,211 | 17,432,013 | |
WSP Global, Inc. | 104,373 | 10,837,673 | |
Yamana Gold, Inc. | 888,375 | 4,069,114 | |
TOTAL CANADA | 1,698,612,371 | ||
Cayman Islands - 7.6% | |||
21Vianet Group, Inc. ADR (b) | 75,199 | 2,098,804 | |
3SBio, Inc. (b)(d) | 1,356,500 | 1,285,294 | |
51job, Inc. sponsored ADR (b) | 28,628 | 1,762,053 | |
AAC Technology Holdings, Inc. | 763,000 | 4,235,552 | |
Abu Dhabi Islamic Bank | 1,316,415 | 1,731,017 | |
Agile Property Holdings Ltd. | 1,092,000 | 1,712,280 | |
Airtac International Group | 113,000 | 4,771,515 | |
AK Medical Holdings Ltd. (d) | 430,000 | 669,821 | |
Alibaba Group Holding Ltd. sponsored ADR (b) | 1,753,911 | 405,065,745 | |
Anta Sports Products Ltd. | 1,006,000 | 18,066,622 | |
ASM Pacific Technology Ltd. | 284,539 | 4,315,110 | |
Autohome, Inc. ADR Class A | 56,979 | 5,283,663 | |
Baidu.com, Inc. sponsored ADR (b) | 250,022 | 52,587,127 | |
Baozun, Inc. sponsored ADR (b) | 55,868 | 1,939,178 | |
BeiGene Ltd. ADR (b) | 42,348 | 14,548,232 | |
Bilibili, Inc. ADR (a)(b) | 149,805 | 16,607,382 | |
Bosideng International Holdings Ltd. | 3,192,000 | 1,623,173 | |
Budweiser Brewing Co. APAC Ltd. (d) | 1,612,458 | 5,096,179 | |
Chailease Holding Co. Ltd. | 1,137,294 | 8,220,912 | |
China Aoyuan Group Ltd. | 1,168,000 | 1,214,952 | |
China Conch Venture Holdings Ltd. | 1,512,500 | 7,155,788 | |
China East Education Holdings Ltd. (d) | 459,000 | 1,071,901 | |
China Education Group Holdings Ltd. | 737,000 | 1,779,939 | |
China Evergrande Group | 1,832,000 | 3,103,746 | |
China Feihe Ltd. (d) | 1,082,000 | 3,085,359 | |
China Hongqiao Group Ltd. | 1,577,000 | 2,497,132 | |
China Huishan Dairy Holdings Co. Ltd. (c) | 958,000 | 1 | |
China Liansu Group Holdings Ltd. | 1,028,000 | 2,591,257 | |
China Literature Ltd. (b)(d) | 284,200 | 2,963,561 | |
China Medical System Holdings Ltd. | 1,293,000 | 2,996,234 | |
China Meidong Auto Holding Ltd. | 532,000 | 2,660,770 | |
China Mengniu Dairy Co. Ltd. | 2,573,000 | 13,779,640 | |
China Overseas Property Holdings Ltd. | 1,250,000 | 1,268,063 | |
China Resources Cement Holdings Ltd. | 2,306,000 | 2,514,476 | |
China Resources Land Ltd. | 2,950,465 | 13,844,994 | |
China State Construction International Holdings Ltd. | 1,947,750 | 1,369,086 | |
China Yuhua Education Corp. Ltd. (d) | 1,196,000 | 1,134,758 | |
CIFI Holdings Group Co. Ltd. | 3,125,115 | 2,796,118 | |
CK Asset Holdings Ltd. | 2,371,376 | 14,882,634 | |
CK Hutchison Holdings Ltd. | 2,500,223 | 20,503,261 | |
Country Garden Holdings Co. Ltd. | 7,170,858 | 8,539,208 | |
Country Garden Services Holdings Co. Ltd. | 1,365,000 | 14,321,715 | |
Dali Foods Group Co. Ltd. (d) | 1,841,000 | 1,094,966 | |
Daqo New Energy Corp. ADR (b) | 46,972 | 3,780,776 | |
ENN Energy Holdings Ltd. | 737,400 | 12,568,860 | |
ESR Cayman Ltd. (b)(d) | 1,676,591 | 5,730,551 | |
Ever Sunshine Lifestyle Services Group Ltd. | 612,000 | 1,514,292 | |
GDS Holdings Ltd. ADR (b) | 82,399 | 6,836,645 | |
Geely Automobile Holdings Ltd. | 5,485,000 | 14,228,412 | |
Genscript Biotech Corp. | 984,000 | 2,280,197 | |
Greentown China Holdings Ltd. | 734,500 | 885,059 | |
Greentown Service Group Co. Ltd. | 1,366,000 | 2,177,089 | |
GSX Techedu, Inc. ADR (a)(b) | 69,377 | 2,216,595 | |
Haidilao International Holding Ltd. (d) | 727,000 | 4,712,362 | |
Haitian International Holdings Ltd. | 590,000 | 2,403,978 | |
Hansoh Pharmaceutical Group Co. Ltd. (d) | 1,108,000 | 4,785,607 | |
Hengan International Group Co. Ltd. | 607,500 | 3,937,772 | |
Huazhu Group Ltd. ADR (a)(b) | 148,881 | 8,778,024 | |
Hutchison China Meditech Ltd. sponsored ADR (b) | 72,779 | 2,058,918 | |
HUYA, Inc. ADR (a)(b) | 75,701 | 1,333,852 | |
Innovent Biologics, Inc. (b)(d) | 917,500 | 9,969,039 | |
iQIYI, Inc. ADR (b) | 262,425 | 3,860,272 | |
JD Health International, Inc. (d) | 266,250 | 4,147,437 | |
JD.com, Inc. sponsored ADR (b) | 801,592 | 62,011,157 | |
Jinxin Fertility Group Ltd. (d) | 1,244,000 | 3,202,987 | |
Jiumaojiu International Holdings Ltd. (d) | 625,000 | 2,614,979 | |
JOYY, Inc. ADR | 55,189 | 5,246,266 | |
Kaisa Group Holdings Ltd. | 3,105,285 | 1,351,210 | |
KE Holdings, Inc. ADR (b) | 115,174 | 5,994,807 | |
Kingboard Chemical Holdings Ltd. | 636,000 | 3,766,342 | |
Kingboard Laminates Holdings Ltd. | 1,002,500 | 2,506,331 | |
Kingdee International Software Group Co. Ltd. | 2,266,000 | 7,497,177 | |
Kingsoft Cloud Holdings Ltd. ADR | 51,436 | 2,259,069 | |
Kingsoft Corp. Ltd. | 754,000 | 5,338,740 | |
Koolearn Technology Holding Ltd. (b)(d) | 211,000 | 405,824 | |
Kuaishou Technology Class B (d) | 189,600 | 6,419,465 | |
KWG Property Holding Ltd. | 1,210,000 | 1,944,038 | |
Lee & Man Paper Manufacturing Ltd. | 1,297,000 | 1,130,403 | |
Legend Biotech Corp. ADR (b) | 123 | 3,702 | |
Li Ning Co. Ltd. | 1,967,000 | 16,054,559 | |
Logan Property Holdings Co. Ltd. | 1,308,000 | 2,081,282 | |
Longfor Properties Co. Ltd. (d) | 1,657,500 | 10,338,370 | |
Lufax Holding Ltd. ADR (a)(b) | 159,361 | 1,896,396 | |
Meituan Class B (b)(d) | 3,338,690 | 128,084,660 | |
Melco Crown Entertainment Ltd. sponsored ADR (b) | 196,459 | 3,789,694 | |
Microport Scientific Corp. | 666,000 | 4,809,964 | |
Ming Yuan Cloud Group Holdings Ltd. | 357,000 | 1,659,129 | |
Minth Group Ltd. | 690,000 | 2,802,549 | |
Momo, Inc. ADR | 150,118 | 2,200,730 | |
NetEase, Inc. ADR | 385,554 | 43,205,181 | |
New Oriental Education & Technology Group, Inc. sponsored ADR | 1,421,496 | 21,692,029 | |
NIO, Inc. sponsored ADR (b) | 1,187,843 | 47,323,665 | |
Noah Holdings Ltd. sponsored ADR (b) | 34,856 | 1,535,407 | |
Pinduoduo, Inc. ADR (b) | 364,397 | 48,803,690 | |
Ping An Healthcare and Technology Co. Ltd. (b)(d) | 473,500 | 5,547,102 | |
RLX Technology, Inc. ADR (a) | 114,738 | 1,249,497 | |
Sands China Ltd. (b) | 2,229,265 | 10,589,924 | |
Seazen Group Ltd. | 1,988,000 | 2,124,219 | |
Shenzhou International Group Holdings Ltd. | 770,400 | 16,948,027 | |
Shimao Property Holdings Ltd. | 1,151,000 | 3,333,977 | |
Silergy Corp. | 69,000 | 7,222,222 | |
Sino Biopharmaceutical Ltd. | 9,579,000 | 10,321,680 | |
Smoore International Holdings Ltd. (d) | 603,000 | 4,273,458 | |
SSY Group Ltd. | 1,400,000 | 863,313 | |
Sunac China Holdings Ltd. | 2,358,000 | 9,182,775 | |
Sunny Optical Technology Group Co. Ltd. | 658,700 | 16,060,993 | |
TAL Education Group ADR (b) | 352,218 | 20,058,815 | |
Tencent Holdings Ltd. | 5,327,100 | 424,953,630 | |
Tencent Music Entertainment Group ADR (b) | 342,575 | 5,967,657 | |
Tingyi (Cayman Islands) Holding Corp. | 1,854,000 | 3,336,735 | |
Tongcheng-Elong Holdings Ltd. (b) | 818,800 | 2,053,390 | |
Topsports International Holdings Ltd. (d) | 1,208,000 | 1,632,905 | |
Trip.com Group Ltd. ADR (b) | 468,506 | 18,309,214 | |
Uni-President China Holdings Ltd. | 1,268,000 | 1,544,241 | |
Vinda International Holdings Ltd. | 347,000 | 1,235,178 | |
Vipshop Holdings Ltd. ADR (b) | 414,680 | 12,759,704 | |
Want Want China Holdings Ltd. | 4,484,000 | 3,249,966 | |
Weibo Corp. sponsored ADR (a)(b) | 54,408 | 2,742,163 | |
Weimob, Inc. (b)(d) | 1,494,000 | 3,300,446 | |
WH Group Ltd. (d) | 8,892,243 | 7,772,950 | |
Wharf Real Estate Investment Co. Ltd. | 1,540,349 | 8,864,034 | |
Wuxi Biologics (Cayman), Inc. (b)(d) | 3,032,500 | 42,569,613 | |
Wynn Macau Ltd. (b) | 1,353,947 | 2,604,096 | |
Xiaomi Corp. Class B (b)(d) | 13,279,200 | 42,054,433 | |
Xinyi Glass Holdings Ltd. | 1,674,467 | 5,938,858 | |
Xinyi Solar Holdings Ltd. | 3,974,331 | 6,651,386 | |
XPeng, Inc. ADR (b) | 157,920 | 4,723,387 | |
Yadea Group Holdings Ltd. (d) | 994,000 | 2,175,405 | |
Yihai International Holding Ltd. | 431,000 | 4,200,277 | |
Zai Lab Ltd. ADR (b) | 70,086 | 11,648,994 | |
Zhen Ding Technology Holding Ltd. | 604,230 | 2,291,944 | |
Zhenro Properties Group Ltd. | 1,337,000 | 901,919 | |
Zhongsheng Group Holdings Ltd. Class H | 538,000 | 4,075,994 | |
ZTO Express, Inc. sponsored ADR | 384,548 | 12,367,064 | |
TOTAL CAYMAN ISLANDS | 1,972,666,342 | ||
Chile - 0.1% | |||
Banco de Chile | 42,612,368 | 4,562,634 | |
Banco de Credito e Inversiones | 48,723 | 2,262,607 | |
Banco Santander Chile | 61,538,266 | 3,376,799 | |
Cencosud SA | 1,329,080 | 2,759,216 | |
Cencosud Shopping SA | 428,285 | 699,015 | |
Colbun SA | 8,543,515 | 1,466,533 | |
Compania Cervecerias Unidas SA | 148,443 | 1,365,944 | |
Empresas CMPC SA | 1,085,700 | 3,016,979 | |
Empresas COPEC SA | 359,901 | 3,875,849 | |
Enel Americas SA | 19,707,014 | 2,805,226 | |
Enel Chile SA | 24,914,514 | 1,700,159 | |
Falabella SA | 686,012 | 3,098,362 | |
TOTAL CHILE | 30,989,323 | ||
China - 3.2% | |||
360 Security Technology, Inc. (A Shares) | 355,500 | 692,493 | |
A-Living Services Co. Ltd. (H Shares) (d) | 444,500 | 2,048,611 | |
Accelink Technologies Co. Ltd. (A Shares) | 36,400 | 124,998 | |
Addsino Co. Ltd. (A Shares) | 89,800 | 235,823 | |
AECC Aero-Engine Control Co. Ltd. (A Shares) | 61,200 | 171,494 | |
AECC Aviation Power Co. Ltd. | 149,452 | 874,757 | |
Agricultural Bank of China Ltd.: | |||
(A Shares) | 1,137,100 | 562,095 | |
(H Shares) | 29,101,000 | 11,314,090 | |
Aier Eye Hospital Group Co. Ltd. (A Shares) | 209,202 | 2,406,946 | |
Air China Ltd.: | |||
(A Shares) | 774,100 | 978,163 | |
(H Shares) | 1,052,000 | 834,260 | |
Aluminum Corp. of China Ltd.: | |||
(A shares) (b) | 463,800 | 318,108 | |
(H Shares) (b) | 3,944,000 | 2,038,007 | |
Angel Yeast Co. Ltd. (A Shares) | 41,700 | 378,254 | |
Anhui Conch Cement Co. Ltd.: | |||
(A Shares) | 129,900 | 983,857 | |
(H Shares) | 1,274,500 | 7,621,322 | |
Anhui Gujing Distillery Co. Ltd. (B Shares) | 158,900 | 2,132,986 | |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | 31,400 | 301,898 | |
Apeloa Pharmaceutical Co. Ltd. A Shares | 70,000 | 336,294 | |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | 13,100 | 665,573 | |
Autobio Diagnostics Co. Ltd. | 15,000 | 283,108 | |
AVIC Aircraft Co. Ltd. (A Shares) | 142,600 | 529,780 | |
Avic Aviation High-Technology Co. Ltd. (A Series) | 111,400 | 413,179 | |
AVIC Capital Co. Ltd. (A Shares) | 584,900 | 350,570 | |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | 200,500 | 301,981 | |
AVIC Jonhon OptronicTechnology Co. Ltd. | 56,300 | 592,961 | |
AVIC Shenyang Aircraft Co. Ltd. (A Shares) | 59,600 | 531,599 | |
AviChina Industry & Technology Co. Ltd. (H Shares) | 2,342,000 | 1,507,515 | |
Avicopter PLC (A Shares) | 35,900 | 282,275 | |
Bank of Beijing Co. Ltd. (A Shares) | 909,300 | 668,613 | |
Bank of Chengdu Co. Ltd. (A Shares) | 202,100 | 372,450 | |
Bank of China Ltd.: | |||
(A Shares) | 1,564,300 | 785,352 | |
(H Shares) | 73,977,024 | 29,427,956 | |
Bank of Communications Co. Ltd.: | |||
(A Shares) | 753,200 | 559,650 | |
(H Shares) | 9,421,200 | 6,027,919 | |
Bank of Hangzhou Co. Ltd. (A Shares) | 306,931 | 784,219 | |
Bank of Jiangsu Co. Ltd. (A Shares) | 715,260 | 781,168 | |
Bank of Nanjing Co. Ltd. (A Shares) | 590,500 | 836,469 | |
Bank of Ningbo Co. Ltd. (A Shares) | 301,400 | 1,966,189 | |
Bank of Shanghai Co. Ltd. (A Shares) | 685,000 | 865,575 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 1,355,400 | 1,806,921 | |
BBMG Corp. (A Shares) | 477,800 | 205,188 | |
Beijing BDStar Navigation Co. Ltd. (A Shares) (b) | 26,800 | 168,165 | |
Beijing Capital International Airport Co. Ltd. (H Shares) | 1,812,000 | 1,317,988 | |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | 239,800 | 301,903 | |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | 39,800 | 151,183 | |
Beijing Enlight Media Co. Ltd. (A Shares) | 153,700 | 308,896 | |
Beijing Kunlun Tech Co. Ltd. (A Shares) | 67,500 | 193,423 | |
Beijing New Building Materials PLC (A Shares) | 87,000 | 620,363 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 124,000 | 1,106,394 | |
Beijing Originwater Technology Co. Ltd. (A Shares) | 167,400 | 181,791 | |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | 46,200 | 203,755 | |
Beijing Shunxin Agriculture Co. Ltd. | 38,600 | 296,052 | |
Beijing Sinnet Technology Co. Ltd. (A Shares) | 72,700 | 158,349 | |
Beijing Thunisoft Corp. Ltd. (A Shares) | 48,300 | 133,555 | |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | 67,080 | 373,870 | |
Beijing Yanjing Brewery Co. Ltd. (A Shares) | 219,300 | 250,348 | |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | 520,700 | 472,961 | |
Betta Pharmaceuticals Co. Ltd. (A Shares) | 21,800 | 360,331 | |
BGI Genomics Co. Ltd. | 22,000 | 439,184 | |
BOE Technology Group Co. Ltd. (A Shares) | 1,715,800 | 1,942,815 | |
By-Health Co. Ltd. (A Shares) | 80,300 | 405,624 | |
BYD Co. Ltd.: | |||
(A Shares) | 24,500 | 600,134 | |
(H Shares) | 817,000 | 16,989,131 | |
C&S Paper Co. Ltd. (A Shares) | 75,600 | 360,161 | |
Caitong Securities Co. Ltd. | 209,200 | 322,841 | |
Cansino Biologics, Inc. (H Shares) (b)(d) | 68,800 | 3,445,425 | |
CGN Power Co. Ltd. (H Shares) (d) | 9,512,000 | 2,191,945 | |
Chacha Food Co. Ltd. (A Shares) | 27,900 | 232,518 | |
Changchun High & New Technology Industry Group, Inc. (A Shares) | 20,600 | 1,583,465 | |
Changjiang Securities Co. Ltd. (A Shares) | 305,600 | 341,785 | |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | 14,900 | 447,403 | |
Chaozhou Three-Circle Group Co. (A Shares) | 93,100 | 622,728 | |
Chengdu Kanghong Pharmaceutical Group Co. Ltd. (A Shares) | 36,700 | 122,399 | |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (b) | 89,800 | 210,299 | |
China Aerospace Times Electronics Co. Ltd. (A Shares) | 149,500 | 157,733 | |
China Avionics Systems Co. Ltd. (A Shares) | 77,100 | 179,009 | |
China Bohai Bank Co. Ltd. (H Shares) (d) | 1,780,500 | 804,552 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 8,228,000 | 1,620,655 | |
China CITIC Bank Corp. Ltd.: | |||
(A Shares) | 308,300 | 246,697 | |
(H Shares) | 7,714,293 | 4,041,991 | |
China Communications Services Corp. Ltd. (H Shares) | 2,476,000 | 1,074,200 | |
China Construction Bank Corp.: | |||
(A Shares) | 1,574,400 | 1,636,783 | |
(H Shares) | 87,806,649 | 69,309,445 | |
China Eastern Airlines Corp. Ltd. (A Shares) | 729,400 | 588,162 | |
China Everbright Bank Co. Ltd.: | |||
(A Shares) | 1,635,600 | 955,058 | |
(H Shares) | 3,687,000 | 1,542,628 | |
China Film Co. Ltd. (A Shares) | 86,700 | 189,378 | |
China Fortune Land Development Co. Ltd. (A Shares) | 202,930 | 174,607 | |
China Galaxy Securities Co. Ltd. (H Shares) | 3,905,500 | 2,327,890 | |
China Gezhouba Group Co. Ltd. (A Shares) | 243,700 | 267,662 | |
China Great Wall Securities Co. Ltd. (A Shares) | 112,800 | 175,469 | |
China Greatwall Technology Group Co. Ltd. (A Shares) | 152,400 | 278,033 | |
China Huarong Asset Management Co. Ltd. (c)(d) | 8,859,000 | 1,163,294 | |
China International Capital Corp. Ltd. (b) | 58,800 | 453,523 | |
China International Capital Corp. Ltd. (H Shares) (d) | 1,236,000 | 3,106,011 | |
China International Travel Service Corp. Ltd. (A Shares) | 104,300 | 5,026,733 | |
China Jushi Co. Ltd. (A Shares) | 184,900 | 514,698 | |
China Life Insurance Co. Ltd.: | |||
(A Shares) | 112,700 | 575,730 | |
(H Shares) | 6,999,000 | 14,188,024 | |
China Longyuan Power Grid Corp. Ltd. (H Shares) | 2,919,000 | 4,298,975 | |
China Merchants Bank Co. Ltd.: | |||
(A Shares) | 442,700 | 3,603,968 | |
(H Shares) | 4,240,191 | 34,198,831 | |
China Merchants Energy Shipping Co. Ltd. (A Shares) | 358,800 | 272,142 | |
China Merchants Property Operation & Service Co. Ltd. (A Shares) | 60,900 | 198,500 | |
China Merchants Securities Co. Ltd. (A Shares) | 375,100 | 1,084,710 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 338,300 | 607,252 | |
China Minsheng Banking Corp. Ltd.: | |||
(A Shares) | 1,905,200 | 1,383,246 | |
(H Shares) | 5,335,832 | 2,740,816 | |
China Molybdenum Co. Ltd.: | |||
(A Shares) | 384,300 | 344,911 | |
(H Shares) | 3,891,000 | 2,639,834 | |
China National Accord Medicines Corp. Ltd. (A Shares) | 22,200 | 143,347 | |
China National Building Materials Co. Ltd. (H Shares) | 3,594,000 | 5,209,802 | |
China National Chemical Engineering Co. Ltd. (A Shares) | 327,100 | 318,333 | |
China National Medicines Corp. Ltd. (A Shares) | 40,000 | 227,821 | |
China National Nuclear Power Co. Ltd. (A Shares) | 808,100 | 651,623 | |
China National Software & Service Co. Ltd. (A Shares) | 27,000 | 192,610 | |
China Northern Rare Earth Group High-Tech Co. Ltd. (b) | 184,600 | 580,306 | |
China Oilfield Services Ltd. (H Shares) | 1,744,000 | 1,607,549 | |
China Pacific Insurance (Group) Co. Ltd. | 109,600 | 556,846 | |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | 2,871,600 | 10,388,074 | |
China Petroleum & Chemical Corp.: | |||
(A Shares) | 425,000 | 280,992 | |
(H Shares) | 23,375,800 | 11,529,078 | |
China Railway Group Ltd.: | |||
(A Shares) | 1,068,000 | 889,244 | |
(H Shares) | 4,482,000 | 2,319,544 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | 60,700 | 234,323 | |
China Shenhua Energy Co. Ltd.: | |||
(A Shares) | 31,000 | 91,992 | |
(H Shares) | 3,493,000 | 7,275,546 | |
China Shipbuilding Industry Co. (A Shares) (b) | 1,070,500 | 676,349 | |
China South Publishing & Media Group Co. Ltd. (A Shares) | 134,474 | 212,092 | |
China Southern Airlines Ltd.: | |||
(A Shares) (b) | 690,000 | 676,836 | |
(H Shares) (b) | 942,000 | 640,309 | |
China State Construction Engineering Corp. Ltd. (A Shares) | 2,104,040 | 1,605,616 | |
China Tower Corp. Ltd. (H Shares) (d) | 40,764,000 | 5,877,594 | |
China TransInfo Technology Co. Ltd. (A Shares) | 83,100 | 192,169 | |
China Vanke Co. Ltd.: | |||
(A Shares) | 588,900 | 2,562,650 | |
(H Shares) | 1,506,200 | 5,274,197 | |
China Yangtze Power Co. Ltd. (A Shares) | 1,106,800 | 3,414,350 | |
China Zheshang Bank Co. Ltd. | 528,200 | 322,297 | |
Chongqing Brewery Co. Ltd. (A Shares) | 25,500 | 619,941 | |
Chongqing Changan Automobile Co. Ltd. (A Shares) (b) | 229,200 | 579,594 | |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | 42,300 | 261,047 | |
Chongqing Rural Commercial Bank Co. Ltd.: | |||
(A Shares) | 198,300 | 127,125 | |
(H Shares) | 2,615,000 | 1,110,939 | |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | 80,900 | 2,817,472 | |
CITIC Securities Co. Ltd.: | |||
(A Shares) | 52,700 | 194,160 | |
(H Shares) | 2,739,000 | 6,607,944 | |
Contemporary Amperex Technology Co. Ltd. | 122,800 | 7,363,447 | |
COSCO Shipping Energy Transportation Co. Ltd. (A Shares) | 293,500 | 276,113 | |
COSCO SHIPPING Holdings Co. Ltd.: | |||
(A Shares) (b) | 369,900 | 1,044,531 | |
(H Shares) (b) | 2,599,000 | 4,650,780 | |
CSC Financial Co. Ltd. (A Shares) | 140,000 | 618,738 | |
Da An Gene Co. Ltd. of Sun Yat-Sen University (A Shares) | 49,900 | 258,461 | |
Daqin Railway Co. Ltd. (A Shares) | 729,000 | 774,777 | |
DaShenLin Pharmaceutical Group Co. Ltd. | 34,500 | 403,011 | |
DHC Software Co. Ltd. (A Shares) | 149,900 | 158,155 | |
Dong E-E-Jiao Co. Ltd. (A Shares) | 53,400 | 293,252 | |
Dongfang Electric Corp. Ltd. (A Shares) | 139,524 | 245,490 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 2,514,000 | 2,184,609 | |
Dongxing Securities Co. Ltd. (A Shares) | 195,900 | 312,000 | |
East Group Co. Ltd. (A Shares) | 122,800 | 118,750 | |
East Money Information Co. Ltd. (A Shares) | 437,540 | 2,179,082 | |
Ecovacs Robotics Co. Ltd. Class A (b) | 31,300 | 793,004 | |
Eve Energy Co. Ltd. (A shares) | 94,729 | 1,297,539 | |
Everbright Securities Co. Ltd. (A Shares) | 198,200 | 458,951 | |
Fangda Carbon New Material Co. Ltd. (A Shares) | 224,487 | 308,286 | |
FAW Jiefang Group Co. Ltd. (A Shares) (b) | 156,700 | 267,723 | |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | 58,500 | 161,308 | |
Financial Street Holdings Co. Ltd. (A Shares) | 177,500 | 170,001 | |
First Capital Securities Co. Ltd. (A Shares) | 221,400 | 223,332 | |
Focus Media Information Technology Co. Ltd. (A Shares) | 732,640 | 1,220,029 | |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | 150,480 | 3,940,119 | |
Founder Securities Co. Ltd. (A Shares) (b) | 428,400 | 609,495 | |
Foxconn Industrial Internet Co. Ltd. (A Shares) | 658,294 | 1,399,262 | |
Fu Jian Anjoy Foods Co. Ltd. (A Shares) | 13,100 | 509,956 | |
Fujian Sunner Development Co. Ltd. A Shares | 72,200 | 294,890 | |
Fuyao Glass Industries Group Co. Ltd.: | |||
(A Shares) | 38,900 | 308,448 | |
(H Shares) (d) | 538,000 | 3,127,122 | |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | 4,200 | 297,150 | |
GCL System Integration Technology Co. Ltd. (b) | 270,800 | 130,098 | |
GEM Co. Ltd. (A Shares) | 254,300 | 392,832 | |
Gemdale Corp. (A Shares) | 245,600 | 446,166 | |
GF Securities Co. Ltd.: | |||
(A Shares) | 70,600 | 161,954 | |
(H Shares) | 1,637,200 | 2,373,258 | |
Giant Network Group Co. Ltd. (A Shares) | 91,000 | 192,585 | |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | 23,560 | 703,252 | |
GoerTek, Inc. (A Shares) | 164,400 | 957,423 | |
Great Wall Motor Co. Ltd.: | |||
(A Shares) | 81,100 | 418,811 | |
(H Shares) | 2,904,000 | 7,185,463 | |
Greenland Holdings Corp. Ltd. (A Shares) | 497,600 | 435,837 | |
GRG Banking Equipment Co. Ltd. (A Shares) | 127,700 | 254,867 | |
Guangdong Haid Group Co. Ltd. (A Shares) | 81,600 | 1,051,277 | |
Guangdong HEC Technology Holding Co. Ltd. (A Shares) (b) | 129,700 | 93,967 | |
Guangdong Hongda Blasting Co. Ltd. (A Shares) | 40,600 | 174,228 | |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | 17,200 | 503,180 | |
Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. | 36,200 | 209,366 | |
Guanghui Energy Co. Ltd. (A Shares) (b) | 376,500 | 177,389 | |
Guangzhou Automobile Group Co. Ltd. | 12,200 | 21,032 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 2,687,526 | 2,293,881 | |
Guangzhou Baiyun International Airport Co. Ltd. (A Shares) | 149,400 | 280,637 | |
Guangzhou Baiyunshan Pharma Health (A Shares) | 79,500 | 376,285 | |
Guangzhou Haige Communications Group (A Shares) | 113,500 | 174,103 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | 24,900 | 554,927 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 1,406,000 | 1,799,188 | |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | 33,100 | 681,686 | |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | 51,170 | 532,766 | |
Guangzhou Wondfo Biotech Co. Ltd. (A Shares) | 18,900 | 296,135 | |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | 98,500 | 196,133 | |
Guolian Securities Co. Ltd. (b) | 84,200 | 180,535 | |
Guosen Securities Co. Ltd. (A Shares) | 211,600 | 343,215 | |
Guotai Junan Securities Co. Ltd.: | |||
(A Shares) | 299,900 | 767,181 | |
(H Shares) (d) | 209,800 | 298,721 | |
Guoxuan High Tech Co. Ltd. (A Shares) (b) | 69,900 | 375,118 | |
Guoyuan Securities Co. Ltd. (A Shares) | 276,900 | 328,507 | |
Haier Smart Home Co. Ltd. (b) | 1,847,200 | 7,990,206 | |
Haier Smart Home Co. Ltd. (A Shares) | 326,100 | 1,668,911 | |
Haitong Securities Co. Ltd.: | |||
(A Shares) | 65,000 | 111,153 | |
(H Shares) | 3,176,000 | 2,841,647 | |
Hanergy Mobile Energy Holding (b)(c) | 1,902,000 | 2 | |
Hangzhou First Applied Material Co. Ltd. (A Shares) | 33,500 | 473,300 | |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | 60,000 | 355,635 | |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | 79,400 | 441,677 | |
Hangzhou Tigermed Consulting Co. Ltd.: | |||
(A Shares) | 102,907 | 2,487,986 | |
(H Shares) (b)(d) | 24,800 | 487,204 | |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | 94,900 | 703,962 | |
Heilongjiang Agriculture Co. Ltd. (A Shares) | 97,800 | 228,882 | |
Henan Billions Chemicals Co. Ltd. (A Shares) | 97,800 | 511,397 | |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | 145,200 | 821,832 | |
Hengli Petrochemical Co. Ltd. (A Shares) | 299,060 | 1,369,758 | |
Hengtong Optic-electric Co. Ltd. (A Shares) | 104,200 | 186,235 | |
Hengyi Petrochemical Co. Ltd. (A Shares) | 197,110 | 401,010 | |
Hesteel Co. Ltd. (A Shares) (b) | 773,200 | 304,574 | |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | 27,400 | 459,665 | |
Hongfa Technology Co. Ltd. (A Shares) | 39,800 | 343,804 | |
Huaan Securities Co. Ltd. (A Shares) | 197,600 | 185,894 | |
Huadian Power International Corp. Ltd. (A Shares) | 448,900 | 235,770 | |
Huadong Medicine Co. Ltd. (A Shares) | 93,060 | 756,728 | |
Huagong Tech Co. Ltd. (A Shares) | 57,600 | 179,558 | |
Hualan Biological Engineer, Inc. (A Shares) | 94,650 | 615,258 | |
Huaneng Power International, Inc.: | |||
(A Shares) | 400,100 | 260,821 | |
(H Shares) | 3,502,000 | 1,262,348 | |
Huatai Securities Co. Ltd.: | |||
(A Shares) | 217,500 | 534,888 | |
(H Shares) (d) | 1,743,600 | 2,491,579 | |
HUAXI Securities Co. Ltd. | 156,800 | 226,232 | |
Huaxia Bank Co. Ltd. (A Shares) | 695,800 | 670,702 | |
Huaxin Cement Co. Ltd. (A Shares) | 72,800 | 246,959 | |
Huayu Automotive Systems Co. Ltd. (A Shares) | 159,000 | 641,551 | |
Hubei Biocause Pharmaceutical Co. Ltd. (A Shares) | 191,400 | 112,945 | |
Hubei Jumpcan Pharmaceutical Co. Ltd. (A Shares) | 52,300 | 155,765 | |
Hunan Valin Steel Co. Ltd. (A Shares) | 314,400 | 381,738 | |
Hundsun Technologies, Inc. (A Shares) | 54,550 | 774,326 | |
iFlytek Co. Ltd. (A Shares) | 115,700 | 910,980 | |
Industrial & Commercial Bank of China Ltd.: | |||
(A Shares) | 1,310,600 | 1,038,600 | |
(H Shares) | 58,034,008 | 37,804,008 | |
Industrial Bank Co. Ltd. (A Shares) | 1,154,000 | 3,875,486 | |
Industrial Securities Co. Ltd. (A Shares) | 491,400 | 690,017 | |
Ingenic Semiconductor Co. Ltd. (A Shares) (b) | 19,600 | 213,455 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 303,700 | 1,921,142 | |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (b) | 2,285,300 | 518,945 | |
Inner Mongolia First Machinery Group Co. Ltd. (A Shares) | 136,800 | 218,931 | |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | 454,000 | 406,065 | |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | 70,834 | 295,547 | |
Intco Medical Technology Co. Ltd. (A Shares) | 17,600 | 463,687 | |
JA Solar Technology Co. Ltd. (A Shares) (b) | 55,800 | 224,545 | |
Jafron Biomedical Co. Ltd. (A Shares) | 41,600 | 620,128 | |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | 33,100 | 410,331 | |
JCET Group Co. Ltd. (A Shares) (b) | 110,300 | 627,024 | |
Jiangsu Changshu Rural Commercial Bank Co. Ltd. | 165,700 | 177,641 | |
Jiangsu Expressway Co. Ltd. (H Shares) | 1,058,000 | 1,247,630 | |
Jiangsu Hengli Hydraulic Co. Ltd. | 67,332 | 894,501 | |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | 312,472 | 4,059,457 | |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | 64,600 | 533,186 | |
Jiangsu Shagang Co. Ltd. (A Shares) | 117,500 | 178,605 | |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | 75,600 | 2,248,088 | |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | 17,600 | 304,557 | |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | 56,900 | 279,512 | |
Jiangsu Zhongnan Construction Group Co. Ltd. (A Shares) | 216,000 | 236,237 | |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | 167,400 | 264,282 | |
Jiangxi Copper Co. Ltd. (H Shares) | 1,314,000 | 3,214,058 | |
Jiangxi Ganfeng Lithium Co. Ltd. | 56,600 | 957,308 | |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | 130,400 | 296,716 | |
Jilin Aodong Pharmaceutical Group Co. Ltd. (A Shares) | 93,304 | 219,369 | |
Jinke Properties Group Co. Ltd. (A Shares) | 268,300 | 273,543 | |
Jinyu Bio-Technology Co. Ltd. (A Shares) | 67,900 | 228,868 | |
JiuGui Liquor Co. Ltd. (A Shares) | 17,400 | 534,136 | |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | 132,100 | 299,972 | |
Jointown Pharmaceutical Group (A Shares) (b) | 111,500 | 291,948 | |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | 41,000 | 295,648 | |
Joyoung Co. Ltd. (A Shares) | 40,000 | 196,493 | |
Juewei Food Co. Ltd. | 31,000 | 413,317 | |
Kingfa Sci & Tech Co. Ltd. (A Shares) | 145,100 | 510,601 | |
Kuang-Chi Technologies Co. Ltd. (A Shares) (b) | 110,100 | 319,917 | |
Kweichow Moutai Co. Ltd. (A Shares) | 66,200 | 20,521,949 | |
Lakala Payment Co. Ltd. (A Shares) | 42,500 | 214,420 | |
Laobaixing Pharmacy Chain JSC (A Shares) | 21,800 | 180,670 | |
Legend Holdings Corp. rights (b)(c) | 9,446 | 1,581 | |
Lens Technology Co. Ltd. (A Shares) | 293,800 | 1,185,911 | |
Leo Group Co. Ltd. (A Shares) | 389,100 | 147,862 | |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | 85,600 | 424,331 | |
Leyard Optoelectronic Co. Ltd. (A Shares) | 166,100 | 183,971 | |
Liaoning Chengda Co. Ltd. (A Shares) | 81,100 | 282,381 | |
Lingyi iTech Guangdong Co. (A Shares) | 294,900 | 375,373 | |
Livzon Pharmaceutical Group, Inc. (A Shares) | 44,700 | 324,539 | |
LONGi Green Energy Technology Co. Ltd. | 189,530 | 2,910,216 | |
Luenmei Quantum Co. Ltd. (A Shares) | 100,100 | 140,559 | |
Luxshare Precision Industry Co. Ltd. (A Shares) | 349,582 | 1,995,914 | |
Luzhou Laojiao Co. Ltd. (A Shares) | 73,800 | 2,913,695 | |
Maccura Biotechnology Co. Ltd. (A Shares) | 29,100 | 213,704 | |
Mango Excellent Media Co. Ltd. (A Shares) | 91,394 | 960,742 | |
Maxscend Microelectronics Co. Ltd. (A Shares) | 13,860 | 914,694 | |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (b) | 207,764 | 394,763 | |
Metallurgical Corp. China Ltd. (A Shares) | 904,300 | 430,253 | |
Midea Group Co. Ltd. (A Shares) | 210,700 | 2,609,380 | |
Muyuan Foodstuff Co. Ltd. (A Shares) | 204,450 | 3,572,309 | |
Nanji E-Commerce Co. Ltd. (A Shares) | 130,100 | 162,386 | |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 42,230 | 300,408 | |
Nanjing Securities Co. Ltd. (A Shares) | 200,400 | 303,688 | |
Nanyang Topsec Technologies Group, Inc. (b) | 61,400 | 171,865 | |
NARI Technology Co. Ltd. (A Shares) | 231,400 | 1,143,149 | |
NAURA Technology Group Co. Ltd. | 25,000 | 639,608 | |
NavInfo Co. Ltd. (A Shares) | 97,500 | 214,324 | |
New China Life Insurance Co. Ltd. | 69,700 | 523,383 | |
New China Life Insurance Co. Ltd. (H Shares) | 855,400 | 3,298,153 | |
New Hope Liuhe Co. Ltd. (A Shares) | 216,300 | 555,326 | |
Ninestar Corp. (A Shares) | 53,500 | 209,752 | |
Ningbo Joyson Electronic Corp. (A shares) | 75,500 | 211,449 | |
Ningbo Tuopu Group Co. Ltd. (A Shares) | 56,700 | 296,923 | |
Nongfu Spring Co. Ltd. (H Shares) (a)(d) | 272,200 | 1,441,992 | |
Northeast Securities Co. Ltd. (A Shares) | 122,300 | 155,296 | |
O-film Tech Co. Ltd. (A Shares) | 140,800 | 184,442 | |
Oceanwide Holdings Co., Ltd. (A Shares) | 290,100 | 123,237 | |
Offcn Education Technology Co. A Shares | 85,200 | 335,614 | |
Offshore Oil Enginering Co. Ltd. (A Shares) | 155,000 | 104,155 | |
Oppein Home Group, Inc. (A Shares) | 22,400 | 577,172 | |
Orient Securities Co. Ltd. (A Shares) | 349,900 | 476,190 | |
Ovctek China, Inc. (A Shares) | 31,950 | 573,308 | |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (b) | 432,800 | 149,092 | |
People's Insurance Co. of China Group Ltd.: | |||
(A Shares) | 1,346,000 | 1,260,023 | |
(H Shares) | 6,827,000 | 2,337,848 | |
Perfect World Co. Ltd. (A Shares) | 100,450 | 330,670 | |
PetroChina Co. Ltd. (H Shares) | 21,566,000 | 7,857,073 | |
Pharmaron Beijing Co. Ltd. (H Shares) (d) | 114,100 | 2,366,388 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 6,312,001 | 6,200,067 | |
Ping An Bank Co. Ltd. (A Shares) | 969,000 | 3,486,215 | |
Ping An Insurance Group Co. of China Ltd.: | |||
(A Shares) | 634,877 | 7,110,309 | |
(H Shares) | 5,494,000 | 59,897,092 | |
Poly Developments & Holdings (A Shares) | 612,600 | 1,324,847 | |
Poly Property Development Co. Ltd. (H Shares) | 115,800 | 847,508 | |
Postal Savings Bank of China Co. Ltd. | 1,355,100 | 1,065,491 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (d) | 9,411,000 | 6,130,432 | |
Power Construction Corp. of China Ltd. (A Shares) | 798,039 | 470,921 | |
Proya Cosmetics Co. Ltd. (A Shares) | 11,000 | 310,535 | |
Qianhe Condiment and Food Co. Ltd. (A Shares) | 39,000 | 198,208 | |
Qingdao Rural Commercial Bank Corp. (A Shares) | 280,900 | 186,153 | |
Risesun Real Estate Development Co. Ltd. (A Shares) | 266,500 | 253,594 | |
Rongsheng Petrochemical Co. Ltd. (A Shares) | 290,700 | 1,272,191 | |
SAIC Motor Corp. Ltd. (A Shares) | 389,100 | 1,205,738 | |
Sanan Optoelectronics Co. Ltd. (A Shares) | 224,300 | 869,689 | |
Sangfor Technologies, Inc. | 21,200 | 895,650 | |
Sanquan Food Co. Ltd. (A Shares) | 45,600 | 140,178 | |
Sany Heavy Industry Co. Ltd. (A Shares) | 425,500 | 2,029,727 | |
SDIC Capital Co. Ltd. | 184,200 | 368,485 | |
SDIC Power Holdings Co. Ltd. (A Shares) | 386,200 | 590,620 | |
Sealand Securities Co. Ltd. (A Shares) | 393,590 | 255,969 | |
Seazen Holdings Co. Ltd. (A Shares) | 115,800 | 805,690 | |
SF Holding Co. Ltd. (A Shares) | 257,800 | 2,562,668 | |
SG Micro Corp. (A Shares) | 7,900 | 320,100 | |
Shaanxi Coal Industry Co. Ltd. (A Shares) | 431,500 | 749,884 | |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | 100,770 | 355,540 | |
Shandong Gold Mining Co. Ltd.: | |||
(A Shares) | 544,923 | 1,629,676 | |
(H Shares) (d) | 134,500 | 246,914 | |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | 88,000 | 530,297 | |
Shandong Linglong Tyre Co. Ltd. (A Shares) | 67,900 | 582,869 | |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | 751,200 | 443,282 | |
Shandong Pharmaceutical Glass Co. Ltd. (A Shares) | 32,400 | 205,006 | |
Shandong Sinocera Functional Material Co. Ltd. (A Shares) | 52,000 | 397,621 | |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | 141,300 | 349,676 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 2,328,000 | 5,220,786 | |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | 28,900 | 555,901 | |
Shanghai Baosight Software Co. Ltd. (A Shares) | 45,800 | 448,555 | |
Shanghai Construction Group Co. Ltd. (A Shares) | 537,633 | 240,849 | |
Shanghai Electric Group Co. Ltd. (A Shares) (b) | 779,100 | 615,000 | |
Shanghai Electric Power Co. Ltd. (A Shares) | 186,700 | 203,038 | |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | |||
(A Shares) | 58,600 | 545,310 | |
(H Shares) | 553,000 | 3,513,315 | |
Shanghai International Airport Co. Ltd. (A Shares) | 53,472 | 405,903 | |
Shanghai International Port Group Co. Ltd. (A Shares) | 568,400 | 406,533 | |
Shanghai Jahwa United Co. Ltd. (A Shares) | 38,300 | 349,069 | |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | 46,300 | 437,717 | |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | 76,300 | 242,566 | |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | 1,014,843 | 916,403 | |
Shanghai M&G Stationery, Inc. (A Shares) | 49,400 | 697,484 | |
Shanghai Oriental Pearl Media Co. Ltd. | 189,390 | 257,455 | |
Shanghai Pharmaceuticals Holding Co. Ltd.: | |||
(A Shares) | 441,600 | 1,526,687 | |
(H Shares) | 605,500 | 1,378,165 | |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | 1,436,500 | 2,230,142 | |
Shanghai Putailai New Energy Technology Co. Ltd. | 31,640 | 396,239 | |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | 309,400 | 381,881 | |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 160,700 | 292,678 | |
Shanghai Zhangjiang High Ltd. (A Shares) | 93,000 | 261,035 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | 187,000 | 258,539 | |
Shanxi Meijin Energy Co. Ltd. (A Shares) (b) | 224,900 | 273,069 | |
Shanxi Securities Co. Ltd. (A Shares) | 332,800 | 343,930 | |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | 381,000 | 374,908 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | 44,200 | 2,801,120 | |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | 306,280 | 266,372 | |
Shenergy Co. Ltd. (A Shares) | 316,871 | 277,541 | |
Shengyi Technology Co. Ltd. | 117,200 | 422,380 | |
Shennan Circuits Co. Ltd. (A Shares) | 24,640 | 302,143 | |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | 1,136,100 | 793,261 | |
Shenzhen Airport Co. Ltd. (A Shares) | 137,500 | 181,181 | |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | 22,900 | 272,458 | |
Shenzhen Energy Group Co. Ltd. (A Shares) | 351,298 | 459,642 | |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | 21,500 | 377,956 | |
Shenzhen Hepalink Pharmaceutical Group Co. Ltd. (A Shares) | 63,700 | 159,410 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 87,400 | 1,207,682 | |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | 82,500 | 220,093 | |
Shenzhen Kangtai Biological Products Co. Ltd. | 34,800 | 971,400 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 50,800 | 3,659,625 | |
Shenzhen MTC Co. Ltd. (A Shares) (b) | 244,600 | 219,152 | |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | 466,400 | 670,763 | |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | 66,500 | 375,876 | |
Shenzhen SC New Energy Technology Corp. (A Shares) | 17,000 | 290,078 | |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | 51,700 | 224,498 | |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | 72,900 | 315,879 | |
Siasun Robot & Automation Co. Ltd. (A Shares) (b) | 71,500 | 106,585 | |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | 269,300 | 468,420 | |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | 89,500 | 300,430 | |
Sichuan Swellfun Co. Ltd. (A Shares) | 25,200 | 398,233 | |
Sinolink Securities Co. Ltd. (A Shares) | 163,400 | 305,168 | |
Sinoma Science & Technology Co. Ltd. (A Shares) | 94,800 | 321,589 | |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | 366,600 | 207,835 | |
Sinopharm Group Co. Ltd. (H Shares) | 1,249,200 | 3,875,732 | |
Sinotrans Ltd. | 364,805 | 275,006 | |
SKSHU Paint Co. Ltd. (A Shares) | 14,200 | 519,742 | |
Songcheng Performance Development Co. Ltd. (A Shares) | 144,152 | 483,884 | |
Soochow Securities Co. Ltd. (A Shares) | 223,250 | 273,135 | |
Southwest Securities Co. Ltd. (A Shares) | 376,000 | 261,373 | |
Spring Airlines Co. Ltd. (A Shares) | 63,300 | 628,746 | |
STO Express Co. Ltd. | 69,600 | 92,463 | |
Sungrow Power Supply Co. Ltd. (A Shares) | 74,900 | 1,040,165 | |
Suning.com Co. Ltd. (A Shares) | 466,600 | 480,043 | |
Sunshine City Group Co. Ltd. (A Shares) | 203,800 | 180,393 | |
Sunwoda Electronic Co. Ltd. (A Shares) | 81,900 | 272,262 | |
Suofeiya Home Collection Co. Ltd. (A Shares) | 25,900 | 116,507 | |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | 89,400 | 240,849 | |
Suzhou Gold Mantis Consolidated Co. Ltd. | 162,600 | 232,340 | |
Tangshan Jidong Cement Co. Ltd. A Shares | 83,300 | 180,407 | |
TBEA Co. Ltd. (A Shares) | 214,500 | 408,556 | |
TCL Corp. (A Shares) | 698,900 | 971,669 | |
The Pacific Securities Co. Ltd. (A Shares) (b) | 498,700 | 285,808 | |
Thunder Software Technology Co. Ltd. (A Shares) | 22,800 | 473,188 | |
Tianfeng Securities Co. Ltd. (A Shares) | 368,800 | 268,332 | |
Tianjin 712 Communication & Broadcasting Co. Ltd. | 42,400 | 202,126 | |
Tianjin Chase Sun Pharmaceutical Co. Ltd. (A Shares) | 188,800 | 127,451 | |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | 156,300 | 667,115 | |
Tianma Microelectronics Co. Ltd. (A Shares) | 100,300 | 215,366 | |
Tianshui Huatian Technology Co. Ltd. (A Shares) | 145,200 | 287,103 | |
Toly Bread Co. Ltd. | 26,900 | 204,654 | |
TongFu Microelectronics Co. Ltd. (A Shares) (b) | 71,400 | 235,702 | |
Tonghua Dongbao Pharmaceutical Co. Ltd. (A Shares) | 126,700 | 259,330 | |
Tongkun Group Co. Ltd. (A Shares) | 104,500 | 369,507 | |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | 843,700 | 371,444 | |
Tongwei Co. Ltd. (A Shares) | 217,900 | 1,185,853 | |
Topchoice Medical Corp. (b) | 16,900 | 817,654 | |
Transfar Zhilian Co. Ltd. | 197,838 | 186,729 | |
TravelSky Technology Ltd. (H Shares) | 869,000 | 1,908,550 | |
Tsingtao Brewery Co. Ltd.: | |||
(A Shares) | 52,600 | 739,496 | |
(H Shares) | 408,000 | 3,703,003 | |
Unigroup Guoxin Microelectronics Co. Ltd. | 30,800 | 557,193 | |
Unisplendour Corp. Ltd. (A Shares) | 142,680 | 402,682 | |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | 76,000 | 190,191 | |
Visionox Technology, Inc. (A Shares) (b) | 68,800 | 99,903 | |
Walvax Biotechnology Co. Ltd. (A Shares) | 80,900 | 781,069 | |
Wangfujing Group Co. Ltd. | 40,700 | 209,929 | |
Wangsu Science & Technology Co. Ltd. (A Shares) | 146,900 | 125,943 | |
Wanhua Chemical Group Co. Ltd. (A Shares) | 158,500 | 2,515,531 | |
Weichai Power Co. Ltd.: | |||
(A Shares) | 182,100 | 509,436 | |
(H Shares) | 1,962,800 | 4,543,267 | |
Weifu High-Technology Group Co. Ltd. (A Shares) | 63,800 | 240,279 | |
Weihai Guangwei Composites Co. Ltd. (A Shares) | 28,500 | 278,022 | |
Wens Foodstuffs Group Co. Ltd. (A Shares) | 306,820 | 682,033 | |
Western Securities Co. Ltd. (A Shares) | 245,300 | 319,438 | |
Will Semiconductor Ltd. | 43,000 | 2,009,412 | |
Wingtech Technology Co. Ltd. (A Shares) | 62,000 | 816,961 | |
Winning Health Technology Group Co. Ltd. (A Shares) | 117,490 | 274,963 | |
Wuchan Zhongda Group Co. Ltd. | 226,000 | 161,291 | |
Wuhan Guide Infrared Co. Ltd. (A Shares) | 84,680 | 456,135 | |
Wuhan Humanwell Hi-Tech Industry Co. Ltd. | 76,900 | 391,063 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 108,600 | 370,080 | |
Wuhu Token Science Co. Ltd. (A Shares) | 130,800 | 152,753 | |
Wuliangye Yibin Co. Ltd. (A Shares) | 209,300 | 9,214,567 | |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | 86,400 | 193,261 | |
WuXi AppTec Co. Ltd. | 97,580 | 2,392,960 | |
WuXi AppTec Co. Ltd. (H Shares) (d) | 273,412 | 6,465,937 | |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | 45,300 | 618,602 | |
Wuxi Taiji Industry Co. Ltd. (A Shares) | 109,600 | 131,550 | |
XCMG Construction Machinery Co. Ltd. (A Shares) | 402,100 | 458,407 | |
Xiamen C&D, Inc. (A Shares) | 136,200 | 170,631 | |
Xiamen Intretech, Inc. | 40,630 | 255,322 | |
Xiamen Tungsten Co. Ltd. (A Shares) | 77,800 | 232,072 | |
Xinhu Zhongbao Co. Ltd. (A Shares) | 534,600 | 254,355 | |
Xinjiang Goldwind Science & Technology Co. Ltd.: | |||
(A Shares) | 98,100 | 184,728 | |
(H Shares) | 793,164 | 1,307,006 | |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | 32,600 | 307,795 | |
Yantai Jereh Oilfield Services (A Shares) | 42,300 | 215,698 | |
Yanzhou Coal Mining Co. Ltd. (H Shares) | 1,616,000 | 1,928,528 | |
Yealink Network Technology Corp. Ltd. | 39,150 | 423,402 | |
Yifan Pharmaceutical Co. Ltd. (A Shares) | 83,400 | 230,482 | |
Yifeng Pharmacy Chain Co. Ltd. | 28,000 | 388,631 | |
Yihai Kerry Arawana Holdings Co. Ltd. (A Series) | 70,200 | 852,138 | |
Yintai Gold Co. Ltd. (A Shares) | 118,580 | 156,983 | |
Yonghui Superstores Co. Ltd. (A Shares) | 430,500 | 370,416 | |
Yonyou Network Technology Co. Ltd. (A Shares) | 169,120 | 867,349 | |
Youngor Group Co. Ltd. (A Shares) | 302,977 | 347,744 | |
YTO Express Group Co. Ltd. (A Shares) | 159,500 | 290,246 | |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (b) | 73,700 | 192,404 | |
Yunda Holding Co. Ltd. (A Shares) | 140,850 | 350,303 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 65,800 | 1,093,194 | |
Yunnan Energy New Material Co. Ltd. | 45,600 | 947,784 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | 31,200 | 1,635,355 | |
Zhaojin Mining Industry Co. Ltd. (H Shares) | 1,085,000 | 984,745 | |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) | 380,200 | 389,392 | |
Zhejiang Chint Electric Co. Ltd. (A Shares) | 111,900 | 575,446 | |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | 166,000 | 601,585 | |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | 25,440 | 288,413 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 1,250,000 | 1,087,831 | |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | 81,180 | 272,377 | |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) (b) | 59,000 | 745,258 | |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | 67,100 | 400,931 | |
Zhejiang Juhua Co. Ltd. (A Shares) | 160,500 | 216,694 | |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | 200,700 | 421,335 | |
Zhejiang NHU Co. Ltd. (A Shares) | 123,200 | 744,319 | |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | 186,080 | 615,715 | |
Zhejiang Semir Garment Co. Ltd. (A Shares) | 115,500 | 208,929 | |
Zhejiang Supor Co. Ltd. | 24,800 | 288,858 | |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | 88,500 | 321,545 | |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 34,200 | 387,619 | |
Zhengzhou Yutong Bus Co. Ltd. (A Shares) | 112,300 | 236,101 | |
Zheshang Securities Co. Ltd. | 187,400 | 329,437 | |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (b)(d) | 346,300 | 2,050,761 | |
Zhongji Innolight Co. Ltd. (A Shares) | 36,700 | 193,946 | |
Zhongjin Gold Co. Ltd. (A Shares) | 238,900 | 315,901 | |
Zhongtian Financial Group Co. Ltd. (A Shares) (b) | 394,400 | 168,763 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 523,800 | 2,090,412 | |
Zijin Mining Group Co. Ltd.: | |||
(A Shares) | 568,800 | 969,161 | |
(H Shares) | 5,949,000 | 8,378,496 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 1,010,300 | 1,843,152 | |
(H Shares) | 438,600 | 607,555 | |
ZTE Corp.: | |||
(A Shares) | 32,800 | 146,684 | |
(H Shares) | 1,012,536 | 2,534,028 | |
TOTAL CHINA | 833,128,304 | ||
Colombia - 0.0% | |||
Bancolombia SA | 192,771 | 1,433,981 | |
Ecopetrol SA | 5,070,955 | 2,985,851 | |
Grupo de Inversiones Suramerica SA | 179,833 | 918,018 | |
Interconexion Electrica SA ESP | 343,620 | 1,957,367 | |
TOTAL COLOMBIA | 7,295,217 | ||
Cyprus - 0.0% | |||
TCS Group Holding PLC unit | 110,635 | 6,395,889 | |
Czech Republic - 0.0% | |||
CEZ A/S | 157,531 | 4,390,314 | |
Komercni Banka A/S (b) | 74,428 | 2,257,653 | |
MONETA Money Bank A/S (b)(d) | 535,548 | 1,991,722 | |
TOTAL CZECH REPUBLIC | 8,639,689 | ||
Denmark - 1.5% | |||
A.P. Moller - Maersk A/S: | |||
Series A | 2,655 | 6,245,392 | |
Series B | 5,841 | 14,530,236 | |
Ambu A/S Series B | 150,471 | 8,431,670 | |
Carlsberg A/S Series B | 94,182 | 16,528,367 | |
Christian Hansen Holding A/S (b) | 96,940 | 8,911,321 | |
Coloplast A/S Series B | 110,276 | 18,266,070 | |
Danske Bank A/S | 627,367 | 11,973,466 | |
Demant A/S (b) | 98,769 | 4,953,300 | |
DSV Panalpina A/S | 192,364 | 42,902,017 | |
Genmab A/S (b) | 60,731 | 22,287,867 | |
GN Store Nord A/S | 118,957 | 10,739,093 | |
H Lundbeck A/S | 67,150 | 2,071,365 | |
Novo Nordisk A/S Series B | 1,592,707 | 117,489,984 | |
Novozymes A/S Series B | 189,560 | 13,493,593 | |
ORSTED A/S (d) | 175,113 | 25,541,913 | |
Pandora A/S | 91,574 | 10,393,014 | |
Rockwool International A/S Series B | 7,758 | 3,483,035 | |
Tryg A/S | 296,699 | 6,789,819 | |
Vestas Wind Systems A/S | 914,935 | 38,192,553 | |
TOTAL DENMARK | 383,224,075 | ||
Egypt - 0.0% | |||
Commercial International Bank SAE | 1,371,229 | 4,991,063 | |
Commercial International Bank SAE sponsored GDR | 105,363 | 385,102 | |
Eastern Tobacco Co. | 767,163 | 578,557 | |
Elsewedy Electric Co. | 524,089 | 269,407 | |
TOTAL EGYPT | 6,224,129 | ||
Finland - 0.7% | |||
Elisa Corp. (A Shares) | 131,870 | 7,481,536 | |
Fortum Corp. | 410,836 | 10,792,318 | |
Kesko Oyj | 259,686 | 7,911,338 | |
Kone OYJ (B Shares) | 314,235 | 24,684,735 | |
Neste Oyj | 392,848 | 23,803,996 | |
Nokia Corp. (b) | 5,256,833 | 24,901,392 | |
Nordea Bank ABP (Stockholm Stock Exchange) | 2,988,762 | 30,977,268 | |
Orion Oyj (B Shares) | 103,298 | 4,573,918 | |
Sampo Oyj (A Shares) | 435,387 | 20,681,273 | |
Stora Enso Oyj (R Shares) | 543,754 | 10,413,891 | |
UPM-Kymmene Corp. | 497,624 | 19,473,638 | |
Wartsila Corp. | 405,684 | 5,235,820 | |
TOTAL FINLAND | 190,931,123 | ||
France - 6.3% | |||
Accor SA (b) | 168,572 | 6,783,221 | |
Aeroports de Paris SA | 27,589 | 3,539,119 | |
Air Liquide SA | 395,781 | 66,650,463 | |
Alstom SA (b) | 246,661 | 13,470,559 | |
Amundi SA (d) | 59,120 | 5,266,807 | |
Arkema SA | 63,506 | 7,940,409 | |
Atos Origin SA | 90,928 | 6,189,596 | |
AXA SA (a) | 1,789,408 | 50,541,922 | |
bioMerieux SA | 38,807 | 4,615,183 | |
BNP Paribas SA | 1,042,379 | 66,834,991 | |
Bollore SA | 796,333 | 4,021,044 | |
Bouygues SA (a) | 207,475 | 8,889,928 | |
Bureau Veritas SA | 277,779 | 8,305,580 | |
Capgemini SA | 148,212 | 27,155,832 | |
Carrefour SA | 576,073 | 11,154,062 | |
CNP Assurances (a) | 160,261 | 2,806,294 | |
Compagnie de St. Gobain | 471,045 | 29,720,658 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 157,548 | 22,797,299 | |
Covivio | 49,516 | 4,417,171 | |
Credit Agricole SA | 1,072,518 | 16,597,604 | |
Danone SA | 571,199 | 40,320,670 | |
Dassault Aviation SA | 2,126 | 2,315,721 | |
Dassault Systemes SA | 121,677 | 28,225,917 | |
Edenred SA | 228,637 | 12,960,537 | |
EDF SA (b) | 23,260 | 338,928 | |
EDF SA | 568,528 | 8,284,175 | |
Eiffage SA | 77,029 | 8,438,451 | |
ENGIE | 1,679,852 | 24,982,477 | |
Essilor International SA | 263,796 | 43,893,386 | |
Eurazeo SA | 36,093 | 3,007,122 | |
Faurecia SA | 114,164 | 6,162,690 | |
Faurecia SA | 2,894 | 155,838 | |
Gecina SA | 43,538 | 6,367,594 | |
Getlink SE | 403,624 | 6,419,949 | |
Hermes International SCA | 29,232 | 36,690,515 | |
Iliad SA | 13,630 | 2,474,387 | |
Ipsen SA | 35,297 | 3,413,537 | |
Kering SA | 70,114 | 56,182,322 | |
Klepierre SA (a) | 182,177 | 4,831,632 | |
L'Oreal SA | 209,576 | 85,815,173 | |
L'Oreal SA (b) | 23,733 | 9,717,961 | |
La Francaise des Jeux SAEM (d) | 77,887 | 3,990,922 | |
Legrand SA | 250,674 | 24,411,198 | |
LVMH Moet Hennessy Louis Vuitton SE | 256,750 | 193,422,740 | |
Natixis SA | 880,177 | 4,300,496 | |
Orange SA | 1,843,444 | 22,956,818 | |
Orpea (b) | 47,652 | 6,132,853 | |
Pernod Ricard SA | 194,955 | 40,009,459 | |
Publicis Groupe SA | 202,411 | 13,106,757 | |
Remy Cointreau SA | 21,552 | 4,306,390 | |
Renault SA | 178,666 | 7,201,210 | |
Safran SA | 296,590 | 44,283,465 | |
Sanofi SA | 1,048,846 | 109,963,511 | |
Sartorius Stedim Biotech | 25,671 | 11,789,651 | |
Schneider Electric SA | 501,795 | 80,064,354 | |
SCOR SE | 145,504 | 4,707,425 | |
SEB SA | 22,526 | 4,102,905 | |
Societe Generale Series A | 753,384 | 21,431,664 | |
Sodexo SA (b) | 8,142 | 813,443 | |
Sodexo SA (b) | 73,392 | 7,332,373 | |
SR Teleperformance SA | 54,595 | 21,075,989 | |
Suez Environnement SA | 312,152 | 7,453,155 | |
Thales SA | 95,903 | 9,775,082 | |
Total SA | 2,335,088 | 103,205,774 | |
Ubisoft Entertainment SA (b) | 84,834 | 6,366,303 | |
Valeo SA | 212,926 | 6,896,378 | |
Veolia Environnement SA | 498,108 | 15,863,546 | |
VINCI SA | 482,491 | 52,943,630 | |
Vivendi SA | 766,347 | 26,718,880 | |
Wendel SA | 23,421 | 3,117,079 | |
Worldline SA/France (b)(d) | 219,819 | 21,572,964 | |
TOTAL FRANCE | 1,638,013,138 | ||
Germany - 5.1% | |||
adidas AG | 176,338 | 54,452,806 | |
Allianz SE | 381,168 | 99,167,297 | |
BASF AG | 849,393 | 68,500,938 | |
Bayer AG | 910,287 | 58,900,207 | |
Bayerische Motoren Werke AG (BMW) | 301,216 | 30,202,220 | |
Bechtle AG | 25,122 | 5,114,865 | |
Beiersdorf AG | 93,839 | 10,591,665 | |
Brenntag AG | 140,526 | 12,616,991 | |
Carl Zeiss Meditec AG | 37,403 | 6,590,025 | |
Commerzbank AG | 928,185 | 6,127,464 | |
Continental AG | 102,300 | 13,824,766 | |
Covestro AG (d) | 170,232 | 11,137,675 | |
Daimler AG (Germany) | 791,498 | 70,464,386 | |
Delivery Hero AG (b)(d) | 120,250 | 19,090,543 | |
Deutsche Bank AG (b) | 1,828,705 | 25,516,494 | |
Deutsche Borse AG | 176,801 | 30,459,705 | |
Deutsche Lufthansa AG (a)(b) | 266,041 | 3,434,526 | |
Deutsche Post AG | 922,492 | 54,332,180 | |
Deutsche Telekom AG | 3,078,114 | 59,238,471 | |
Deutsche Wohnen AG (Bearer) | 314,206 | 16,998,937 | |
E.ON AG | 2,056,788 | 24,792,026 | |
Evonik Industries AG | 191,690 | 6,710,975 | |
Fresenius Medical Care AG & Co. KGaA | 132,835 | 10,577,161 | |
Fresenius Medical Care AG & Co. KGaA sponsored ADR (a) | 128,132 | 5,111,185 | |
Fresenius SE & Co. KGaA | 383,943 | 18,870,023 | |
GEA Group AG | 140,449 | 6,164,889 | |
Hannover Reuck SE | 55,206 | 10,207,923 | |
HeidelbergCement AG | 137,975 | 12,643,407 | |
HelloFresh AG (b) | 137,132 | 11,375,819 | |
Henkel AG & Co. KGaA | 100,006 | 9,943,204 | |
Hochtief AG | 23,207 | 2,175,690 | |
Infineon Technologies AG | 1,210,489 | 48,541,288 | |
KION Group AG | 67,151 | 6,695,936 | |
Knorr-Bremse AG | 67,152 | 8,234,816 | |
Lanxess AG | 76,739 | 5,648,124 | |
LEG Immobilien AG | 63,866 | 8,883,781 | |
Merck KGaA | 119,533 | 21,003,004 | |
MTU Aero Engines AG | 49,112 | 12,393,525 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 129,793 | 37,551,900 | |
Nemetschek Se | 52,300 | 3,898,416 | |
Puma AG | 89,650 | 9,454,612 | |
Rational AG (a) | 4,709 | 3,926,744 | |
RWE AG | 593,137 | 22,491,141 | |
SAP SE | 966,066 | 135,269,250 | |
Scout24 AG (d) | 104,085 | 8,651,916 | |
Siemens AG | 708,291 | 118,167,677 | |
Siemens Healthineers AG (d) | 249,953 | 14,268,025 | |
Symrise AG | 118,963 | 15,360,699 | |
TeamViewer AG (b)(d) | 146,351 | 6,960,601 | |
Telefonica Deutschland Holding AG | 976,670 | 2,839,219 | |
Uniper SE | 192,314 | 7,014,896 | |
United Internet AG | 98,356 | 4,139,880 | |
Volkswagen AG (a) | 31,489 | 10,001,991 | |
Vonovia SE (a) | 493,249 | 32,401,990 | |
Vonovia SE rights 5/20/21 (a)(b)(e) | 493,249 | 1,002,185 | |
Zalando SE (b)(d) | 142,789 | 14,856,155 | |
TOTAL GERMANY | 1,334,992,234 | ||
Greece - 0.0% | |||
Ff Group (b)(c) | 7,962 | 11,487 | |
Hellenic Telecommunications Organization SA | 206,771 | 3,507,611 | |
Jumbo SA | 101,501 | 1,897,560 | |
OPAP SA | 191,553 | 2,936,256 | |
TOTAL GREECE | 8,352,914 | ||
Hong Kong - 1.9% | |||
AIA Group Ltd. | 11,201,209 | 142,172,197 | |
Bank of East Asia Ltd. | 1,240,753 | 2,606,815 | |
Beijing Enterprises Holdings Ltd. | 540,000 | 1,765,762 | |
BOC Hong Kong (Holdings) Ltd. | 3,415,451 | 12,047,679 | |
BYD Electronic International Co. Ltd. | 627,000 | 3,337,704 | |
China Everbright International Ltd. | 3,521,629 | 2,216,957 | |
China Everbright Ltd. | 984,000 | 1,178,102 | |
China Jinmao Holdings Group Ltd. | 5,310,000 | 2,016,607 | |
China Merchants Holdings International Co. Ltd. | 1,417,250 | 2,273,366 | |
China Overseas Land and Investment Ltd. | 3,561,500 | 9,014,076 | |
China Power International Development Ltd. | 4,992,000 | 1,143,930 | |
China Resources Beer Holdings Co. Ltd. | 1,372,989 | 11,091,379 | |
China Resources Pharmaceutical Group Ltd. (d) | 1,691,500 | 1,143,236 | |
China Resources Power Holdings Co. Ltd. | 1,817,780 | 2,386,966 | |
China Taiping Insurance Group Ltd. | 1,544,265 | 2,870,739 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 2,784,000 | 1,591,318 | |
CITIC Pacific Ltd. | 5,435,000 | 5,723,446 | |
CLP Holdings Ltd. | 1,508,976 | 14,894,681 | |
CSPC Pharmaceutical Group Ltd. | 8,418,800 | 10,426,295 | |
Far East Horizon Ltd. | 1,860,000 | 2,131,119 | |
Fosun International Ltd. | 2,405,000 | 3,461,479 | |
Galaxy Entertainment Group Ltd. | 2,011,239 | 17,710,244 | |
Guangdong Investment Ltd. | 2,708,000 | 4,169,506 | |
Hang Lung Properties Ltd. | 1,829,125 | 4,992,108 | |
Hang Seng Bank Ltd. | 706,553 | 13,871,370 | |
Henderson Land Development Co. Ltd. | 1,277,869 | 5,683,805 | |
Hong Kong & China Gas Co. Ltd. | 9,752,477 | 15,643,445 | |
Hong Kong Exchanges and Clearing Ltd. | 1,116,884 | 67,578,833 | |
Hua Hong Semiconductor Ltd. (b)(d) | 477,000 | 2,981,346 | |
Lenovo Group Ltd. | 6,740,000 | 9,266,931 | |
Link (REIT) | 1,912,013 | 18,079,541 | |
MTR Corp. Ltd. | 1,433,325 | 7,989,826 | |
New World Development Co. Ltd. | 1,373,491 | 7,267,288 | |
PCCW Ltd. | 3,691,807 | 2,138,731 | |
Power Assets Holdings Ltd. | 1,280,926 | 7,874,123 | |
Shenzhen Investment Ltd. | 2,583,641 | 947,942 | |
Sino Land Ltd. | 2,857,723 | 4,245,518 | |
Sinotruk Hong Kong Ltd. | 664,500 | 1,635,640 | |
SJM Holdings Ltd. | 1,728,581 | 2,243,133 | |
Sun Art Retail Group Ltd. | 1,840,500 | 1,696,499 | |
Sun Hung Kai Properties Ltd. | 1,193,922 | 18,029,294 | |
Swire Pacific Ltd. (A Shares) | 451,060 | 3,649,592 | |
Swire Properties Ltd. | 1,003,920 | 2,998,416 | |
Techtronic Industries Co. Ltd. | 1,273,870 | 23,221,653 | |
Wharf Holdings Ltd. | 1,377,000 | 4,183,605 | |
Yuexiu Property Co. Ltd. | 5,952,000 | 1,379,241 | |
TOTAL HONG KONG | 484,971,483 | ||
Hungary - 0.1% | |||
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (b) | 366,680 | 2,535,012 | |
OTP Bank PLC (b) | 202,648 | 9,116,587 | |
Richter Gedeon PLC | 129,606 | 3,709,611 | |
TOTAL HUNGARY | 15,361,210 | ||
India - 2.7% | |||
ACC Ltd. | 75,101 | 1,909,343 | |
Adani Green Energy Ltd. (b) | 364,233 | 5,011,616 | |
Adani Ports & Special Economic Zone Ltd. (b) | 457,083 | 4,506,022 | |
Ambuja Cements Ltd. | 659,189 | 2,750,960 | |
Apollo Hospitals Enterprise Ltd. (b) | 83,286 | 3,596,070 | |
Asian Paints Ltd. | 352,514 | 12,073,682 | |
Aurobindo Pharma Ltd. | 271,987 | 3,602,437 | |
Avenue Supermarts Ltd. (b)(d) | 153,858 | 5,927,236 | |
Axis Bank Ltd. (b) | 2,103,869 | 20,309,985 | |
Bajaj Auto Ltd. | 64,879 | 3,358,718 | |
Bajaj Finance Ltd. | 251,374 | 18,506,055 | |
Bajaj Finserv Ltd. | 35,079 | 5,230,302 | |
Balkrishna Industries Ltd. | 84,570 | 2,021,264 | |
Bandhan Bank Ltd. (b)(d) | 671,424 | 2,989,698 | |
Berger Paints India Ltd. (b) | 223,594 | 2,125,585 | |
Bharat Forge Ltd. (b) | 225,900 | 1,861,986 | |
Bharat Petroleum Corp. Ltd. | 815,121 | 4,642,739 | |
Bharti Airtel Ltd. | 2,255,429 | 16,347,330 | |
Biocon Ltd. (b) | 400,109 | 2,051,197 | |
Britannia Industries Ltd. | 94,437 | 4,398,261 | |
Cipla Ltd. (b) | 410,578 | 5,047,190 | |
Coal India Ltd. | 1,174,162 | 2,109,544 | |
Colgate-Palmolive Ltd. | 114,682 | 2,294,879 | |
Container Corp. of India Ltd. | 262,412 | 2,090,296 | |
Dabur India Ltd. | 482,826 | 3,507,994 | |
Divi's Laboratories Ltd. (b) | 121,551 | 6,667,783 | |
DLF Ltd. | 577,366 | 1,928,062 | |
Dr. Reddy's Laboratories Ltd. | 107,286 | 7,468,413 | |
Eicher Motors Ltd. | 126,235 | 4,127,972 | |
GAIL India Ltd. | 1,467,853 | 2,719,458 | |
Godrej Consumer Products Ltd. (b) | 392,390 | 3,665,327 | |
Grasim Industries Ltd. | 271,843 | 5,145,580 | |
Havells India Ltd. | 211,322 | 2,825,759 | |
HCL Technologies Ltd. | 1,000,634 | 12,146,647 | |
HDFC Asset Management Co. Ltd. (d) | 51,543 | 1,932,367 | |
HDFC Standard Life Insurance Co. Ltd. (b)(d) | 746,208 | 6,701,815 | |
Hero Motocorp Ltd. | 109,394 | 4,164,447 | |
Hindalco Industries Ltd. | 1,435,661 | 7,064,410 | |
Hindustan Petroleum Corp. Ltd. | 647,470 | 2,051,568 | |
Hindustan Unilever Ltd. | 760,800 | 24,181,122 | |
Housing Development Finance Corp. Ltd. | 1,588,358 | 51,907,166 | |
ICICI Bank Ltd. (b) | 4,732,475 | 38,344,338 | |
ICICI Lombard General Insurance Co. Ltd. (d) | 198,575 | 3,791,575 | |
ICICI Prudential Life Insurance Co. Ltd. (b)(d) | 347,949 | 2,452,393 | |
Indian Oil Corp. Ltd. | 1,759,340 | 2,158,342 | |
Indraprastha Gas Ltd. | 296,518 | 2,037,848 | |
Indus Towers Ltd. | 635,551 | 2,166,992 | |
Info Edge India Ltd. (b) | 66,244 | 4,396,319 | |
Infosys Ltd. | 2,575,146 | 46,811,003 | |
Infosys Ltd. sponsored ADR | 621,317 | 11,233,411 | |
InterGlobe Aviation Ltd. (b)(d) | 81,003 | 1,797,587 | |
Ipca Laboratories Ltd. | 67,115 | 1,908,004 | |
ITC Ltd. | 2,726,853 | 7,460,137 | |
JSW Steel Ltd. | 791,192 | 7,669,397 | |
Jubilant Foodworks Ltd. (b) | 71,779 | 2,802,827 | |
Kotak Mahindra Bank Ltd. (b) | 513,919 | 12,136,136 | |
Larsen & Toubro Infotech Ltd. (d) | 47,522 | 2,496,421 | |
Larsen & Toubro Ltd. | 629,495 | 11,394,323 | |
Lupin Ltd. (b) | 199,709 | 2,884,191 | |
Mahindra & Mahindra Ltd. | 747,928 | 7,600,476 | |
Marico Ltd. | 508,755 | 2,826,646 | |
Maruti Suzuki India Ltd. | 124,864 | 10,884,860 | |
Motherson Sumi Systems Ltd. (b) | 1,161,470 | 3,367,330 | |
MRF Ltd. | 1,846 | 2,012,155 | |
Muthoot Finance Ltd. | 118,340 | 1,849,527 | |
Nestle India Ltd. | 30,891 | 6,803,174 | |
NTPC Ltd. | 4,206,475 | 5,819,369 | |
Oil & Natural Gas Corp. Ltd. | 2,558,903 | 3,737,025 | |
Page Industries Ltd. | 5,369 | 2,150,399 | |
Petronet LNG Ltd. | 729,845 | 2,364,814 | |
PI Industries Ltd. | 78,067 | 2,647,721 | |
Pidilite Industries Ltd. (b) | 144,620 | 3,546,027 | |
Piramal Enterprises Ltd. | 93,207 | 2,114,731 | |
Power Grid Corp. of India Ltd. | 1,899,147 | 5,643,202 | |
Rec Ltd. | 726,939 | 1,257,456 | |
Reliance Industries Ltd. | 2,640,812 | 71,124,158 | |
SBI Life Insurance Co. Ltd. (d) | 418,371 | 5,246,657 | |
Shree Cement Ltd. (b) | 10,045 | 3,785,848 | |
Shriram Transport Finance Co. Ltd. | 175,147 | 3,181,169 | |
Siemens India Ltd. | 69,679 | 1,770,273 | |
State Bank of India (b) | 1,658,840 | 7,918,438 | |
Sun Pharmaceutical Industries Ltd. | 768,268 | 6,789,454 | |
Tata Consultancy Services Ltd. | 865,042 | 35,459,655 | |
Tata Consumer Products Ltd. (b) | 534,342 | 4,830,761 | |
Tata Motors Ltd. (b) | 1,572,325 | 6,181,867 | |
Tata Steel Ltd. | 623,046 | 8,699,339 | |
Tech Mahindra Ltd. | 567,669 | 7,361,951 | |
Titan Co. Ltd. | 322,766 | 6,501,302 | |
Torrent Pharmaceuticals Ltd. | 42,246 | 1,431,447 | |
Trent Ltd. | 168,686 | 1,769,204 | |
Ultratech Cemco Ltd. | 105,979 | 8,985,711 | |
United Spirits Ltd. (b) | 284,249 | 1,994,215 | |
UPL Ltd. | 454,575 | 3,725,360 | |
Vedanta Ltd. | 1,343,591 | 4,667,325 | |
Wipro Ltd. | 1,035,507 | 6,850,152 | |
Yes Bank Ltd. (b) | 9,357,786 | 1,838,577 | |
Zee Entertainment Enterprises Ltd. | 801,892 | 2,009,738 | |
TOTAL INDIA | 713,657,042 | ||
Indonesia - 0.4% | |||
PT Adaro Energy Tbk | 12,896,400 | 1,111,528 | |
PT Aneka Tambang Tbk | 8,037,200 | 1,385,436 | |
PT Astra International Tbk | 18,742,100 | 7,136,141 | |
PT Bank Central Asia Tbk | 9,240,500 | 20,486,467 | |
PT Bank Mandiri (Persero) Tbk | 17,654,000 | 7,516,386 | |
PT Bank Negara Indonesia (Persero) Tbk | 7,528,889 | 2,970,901 | |
PT Bank Rakyat Indonesia Tbk | 52,042,200 | 14,591,271 | |
PT Barito Pacific Tbk (b) | 26,268,800 | 1,818,539 | |
PT Charoen Pokphand Indonesia Tbk | 6,778,800 | 3,308,449 | |
PT Gudang Garam Tbk (b) | 442,700 | 1,106,367 | |
PT Indah Kiat Pulp & Paper Tbk | 2,598,700 | 1,637,118 | |
PT Indocement Tunggal Prakarsa Tbk | 1,412,300 | 1,256,355 | |
PT Indofood CBP Sukses Makmur Tbk | 2,352,000 | 1,416,573 | |
PT Indofood Sukses Makmur Tbk | 4,212,500 | 1,902,843 | |
PT Kalbe Farma Tbk | 20,560,900 | 2,049,685 | |
PT Merdeka Copper Gold Tbk (b) | 9,312,100 | 1,689,007 | |
PT Perusahaan Gas Negara Tbk Series B | 10,201,600 | 865,141 | |
PT Sarana Menara Nusantara Tbk | 21,332,300 | 1,683,546 | |
PT Semen Gresik (Persero) Tbk | 2,806,600 | 2,025,532 | |
PT Surya Citra Media Tbk (b) | 7 | 1 | |
PT Telekomunikasi Indonesia Tbk Series B | 46,484,000 | 10,270,394 | |
PT Unilever Indonesia Tbk | 7,241,700 | 3,007,975 | |
PT United Tractors Tbk | 1,600,812 | 2,346,639 | |
TOTAL INDONESIA | 91,582,294 | ||
Ireland - 0.5% | |||
CRH PLC | 458,781 | 21,647,236 | |
CRH PLC sponsored ADR | 265,561 | 12,553,068 | |
DCC PLC (United Kingdom) | 91,166 | 7,911,858 | |
Flutter Entertainment PLC | 69,418 | 14,227,068 | |
Flutter Entertainment PLC (Ireland) | 83,043 | 16,957,560 | |
James Hardie Industries PLC CDI | 411,248 | 13,590,930 | |
Kerry Group PLC Class A | 146,795 | 19,025,006 | |
Kingspan Group PLC (Ireland) | 143,154 | 12,746,237 | |
Smurfit Kappa Group PLC | 228,972 | 11,715,984 | |
TOTAL IRELAND | 130,374,947 | ||
Isle of Man - 0.1% | |||
Entain PLC (b) | 540,192 | 12,619,134 | |
NEPI Rockcastle PLC | 369,787 | 2,491,170 | |
TOTAL ISLE OF MAN | 15,110,304 | ||
Israel - 0.3% | |||
Azrieli Group | 36,780 | 2,587,230 | |
Bank Hapoalim BM (Reg.) (b) | 1,033,755 | 8,242,417 | |
Bank Leumi le-Israel BM (b) | 1,326,854 | 9,345,797 | |
Check Point Software Technologies Ltd. (b) | 103,171 | 12,051,405 | |
CyberArk Software Ltd. (b) | 35,422 | 4,976,791 | |
Elbit Systems Ltd. (Israel) | 23,869 | 3,283,838 | |
Icl Group Ltd. | 618,229 | 3,968,191 | |
Israel Discount Bank Ltd. (Class A) | 1,088,402 | 4,918,725 | |
Mizrahi Tefahot Bank Ltd. (b) | 123,318 | 3,473,640 | |
NICE Systems Ltd. (b) | 35,618 | 8,605,294 | |
Teva Pharmaceutical Industries Ltd. sponsored ADR (b) | 1,014,554 | 10,855,728 | |
Wix.com Ltd. (b) | 51,673 | 16,425,813 | |
TOTAL ISRAEL | 88,734,869 | ||
Italy - 1.1% | |||
Amplifon SpA | 113,979 | 4,813,908 | |
Assicurazioni Generali SpA | 1,013,205 | 20,324,427 | |
Atlantia SpA (b) | 457,449 | 8,923,232 | |
Davide Campari-Milano NV (a) | 539,976 | 6,369,814 | |
DiaSorin SpA | 23,249 | 3,948,094 | |
Enel SpA | 7,526,046 | 74,728,602 | |
Eni SpA | 2,336,643 | 27,831,512 | |
FinecoBank SpA | 563,814 | 9,706,746 | |
Infrastrutture Wireless Italiane SpA (d) | 316,491 | 3,690,863 | |
Intesa Sanpaolo SpA | 15,261,819 | 42,548,651 | |
Mediobanca SpA (b) | 573,074 | 6,477,773 | |
Moncler SpA | 179,590 | 11,015,834 | |
Nexi SpA (b)(d) | 400,548 | 7,676,048 | |
Poste Italiane SpA (d) | 471,526 | 6,179,124 | |
Prysmian SpA | 229,543 | 7,188,968 | |
Recordati SpA | 96,207 | 5,302,077 | |
Snam Rete Gas SpA | 1,831,422 | 10,304,551 | |
Telecom Italia SpA | 7,365,678 | 4,040,713 | |
Telecom Italia SpA (Risparmio Shares) | 5,698,702 | 3,343,417 | |
Terna SpA | 1,304,998 | 9,617,564 | |
UniCredit SpA | 1,969,672 | 20,275,143 | |
TOTAL ITALY | 294,307,061 | ||
Japan - 14.1% | |||
ABC-MART, Inc. | 31,282 | 1,674,441 | |
ACOM Co. Ltd. | 382,568 | 1,641,727 | |
Advantest Corp. | 185,282 | 17,597,467 | |
AEON Co. Ltd. | 614,678 | 16,774,427 | |
AEON MALL Co. Ltd. | 83,135 | 1,319,024 | |
AGC, Inc. | 177,196 | 8,074,262 | |
Air Water, Inc. | 170,051 | 2,816,290 | |
Aisin Seiki Co. Ltd. | 150,101 | 5,782,095 | |
Ajinomoto Co., Inc. | 426,315 | 8,529,031 | |
Alfresa Holdings Corp. | 171,654 | 3,073,720 | |
Amada Co. Ltd. | 287,415 | 3,111,098 | |
Ana Holdings, Inc. (b) | 131,851 | 3,022,113 | |
Asahi Group Holdings | 424,917 | 17,748,615 | |
ASAHI INTECC Co. Ltd. | 182,049 | 4,900,614 | |
Asahi Kasei Corp. | 1,147,825 | 12,093,700 | |
Astellas Pharma, Inc. | 1,726,765 | 25,989,659 | |
Azbil Corp. | 114,782 | 4,642,112 | |
Bandai Namco Holdings, Inc. | 185,598 | 13,629,880 | |
Bank of Kyoto Ltd. | 54,727 | 2,934,397 | |
Bridgestone Corp. | 496,395 | 19,880,327 | |
Brother Industries Ltd. | 213,175 | 4,507,708 | |
Calbee, Inc. | 80,263 | 1,923,404 | |
Canon, Inc. | 857,428 | 20,389,770 | |
Canon, Inc. sponsored ADR (a) | 73,397 | 1,741,711 | |
Capcom Co. Ltd. | 158,800 | 5,158,203 | |
Casio Computer Co. Ltd. | 176,547 | 3,119,336 | |
Central Japan Railway Co. | 133,738 | 19,560,819 | |
Chiba Bank Ltd. | 486,294 | 3,034,610 | |
Chubu Electric Power Co., Inc. | 588,095 | 7,105,677 | |
Chugai Pharmaceutical Co. Ltd. | 622,624 | 23,363,355 | |
Chugoku Electric Power Co., Inc. | 265,148 | 2,959,837 | |
Coca-Cola West Co. Ltd. | 122,117 | 1,949,805 | |
Concordia Financial Group Ltd. | 947,788 | 3,555,614 | |
Cosmos Pharmaceutical Corp. | 19,861 | 2,851,305 | |
CyberAgent, Inc. | 370,696 | 7,624,893 | |
Dai Nippon Printing Co. Ltd. | 230,021 | 4,569,271 | |
Dai-ichi Mutual Life Insurance Co. | 999,691 | 17,978,705 | |
Daifuku Co. Ltd. | 92,909 | 9,198,238 | |
Daiichi Sankyo Kabushiki Kaisha | 1,576,996 | 40,214,913 | |
Daikin Industries Ltd. | 230,682 | 46,531,975 | |
Daito Trust Construction Co. Ltd. | 60,221 | 6,402,855 | |
Daiwa House Industry Co. Ltd. | 519,908 | 15,389,353 | |
Daiwa House REIT Investment Corp. | 1,822 | 4,886,341 | |
Daiwa Securities Group, Inc. | 1,355,751 | 7,220,996 | |
DENSO Corp. | 401,825 | 25,953,726 | |
Dentsu Group, Inc. | 197,522 | 6,072,595 | |
Disco Corp. | 27,029 | 8,754,933 | |
East Japan Railway Co. | 280,581 | 19,200,890 | |
Eisai Co. Ltd. | 233,497 | 15,231,038 | |
ENEOS Holdings, Inc. | 2,819,164 | 12,154,727 | |
FANUC Corp. | 177,725 | 40,927,033 | |
Fast Retailing Co. Ltd. | 54,063 | 44,377,269 | |
Fuji Electric Co. Ltd. | 120,604 | 5,490,026 | |
Fujifilm Holdings Corp. | 335,648 | 21,765,371 | |
Fujitsu Ltd. | 181,558 | 28,914,054 | |
Fukuoka Financial Group, Inc. | 164,370 | 2,797,403 | |
GLP J-REIT | 3,837 | 6,431,864 | |
GMO Payment Gateway, Inc. | 37,128 | 4,739,094 | |
Hakuhodo DY Holdings, Inc. | 212,007 | 3,571,277 | |
Hamamatsu Photonics K.K. | 131,546 | 7,631,088 | |
Hankyu Hanshin Holdings, Inc. | 211,580 | 6,659,669 | |
Harmonic Drive Systems, Inc. | 40,106 | 2,704,559 | |
Hikari Tsushin, Inc. | 19,270 | 3,875,511 | |
Hino Motors Ltd. | 262,171 | 2,194,953 | |
Hirose Electric Co. Ltd. | 29,668 | 4,726,140 | |
Hisamitsu Pharmaceutical Co., Inc. | 48,603 | 2,828,393 | |
Hitachi Construction Machinery Co. Ltd. | 97,971 | 3,007,528 | |
Hitachi Ltd. | 897,209 | 44,174,962 | |
Hitachi Metals Ltd. | 195,446 | 3,791,248 | |
Honda Motor Co. Ltd. | 1,508,986 | 44,997,710 | |
Hoshizaki Corp. | 47,303 | 4,198,363 | |
Hoya Corp. | 348,482 | 39,650,230 | |
Hulic Co. Ltd. | 275,872 | 3,140,130 | |
Ibiden Co. Ltd. | 96,040 | 4,551,992 | |
Idemitsu Kosan Co. Ltd. | 177,827 | 4,258,150 | |
Iida Group Holdings Co. Ltd. | 133,378 | 3,249,937 | |
INPEX Corp. | 952,712 | 6,503,094 | |
Isuzu Motors Ltd. | 522,792 | 5,290,584 | |
ITO EN Ltd. | 49,725 | 2,752,642 | |
Itochu Corp. | 1,238,871 | 38,631,827 | |
ITOCHU Techno-Solutions Corp. | 87,185 | 3,023,434 | |
Japan Airlines Co. Ltd. (b) | 132,226 | 2,808,094 | |
Japan Airport Terminal Co. Ltd. | 55,900 | 2,511,383 | |
Japan Exchange Group, Inc. | 476,094 | 11,158,521 | |
Japan Post Bank Co. Ltd. | 369,640 | 3,378,812 | |
Japan Post Holdings Co. Ltd. | 1,457,046 | 12,233,374 | |
Japan Post Insurance Co. Ltd. | 204,142 | 3,933,782 | |
Japan Real Estate Investment Corp. | 1,227 | 7,611,913 | |
Japan Retail Fund Investment Corp. | 6,580 | 6,484,271 | |
Japan Tobacco, Inc. | 1,109,726 | 20,754,689 | |
JFE Holdings, Inc. | 458,590 | 6,033,969 | |
JSR Corp. | 184,521 | 5,681,336 | |
Kajima Corp. | 406,078 | 5,610,557 | |
Kakaku.com, Inc. | 125,865 | 3,420,432 | |
Kansai Electric Power Co., Inc. | 646,899 | 6,404,472 | |
Kansai Paint Co. Ltd. | 159,984 | 4,029,975 | |
Kao Corp. | 446,626 | 28,634,901 | |
KDDI Corp. | 1,491,507 | 45,087,447 | |
Keihan Electric Railway Co., Ltd. | 90,474 | 3,298,919 | |
Keikyu Corp. | 203,687 | 2,605,494 | |
Keio Corp. | 96,420 | 6,263,903 | |
Keisei Electric Railway Co. | 118,242 | 3,689,315 | |
Keyence Corp. | 169,029 | 81,227,954 | |
Kikkoman Corp. | 134,848 | 8,279,166 | |
Kintetsu Group Holdings Co. Ltd. | 157,064 | 5,626,366 | |
Kirin Holdings Co. Ltd. | 767,220 | 14,394,589 | |
Kobayashi Pharmaceutical Co. Ltd. | 45,487 | 4,057,995 | |
Kobe Bussan Co. Ltd. | 114,272 | 3,055,200 | |
Koito Manufacturing Co. Ltd. | 98,215 | 6,119,903 | |
Komatsu Ltd. | 809,264 | 23,796,104 | |
Konami Holdings Corp. | 86,136 | 5,138,684 | |
Kose Corp. | 31,168 | 4,694,165 | |
Kubota Corp. | 950,167 | 22,343,574 | |
Kuraray Co. Ltd. | 299,017 | 3,247,627 | |
Kurita Water Industries Ltd. | 89,884 | 4,145,076 | |
Kyocera Corp. | 298,356 | 18,118,664 | |
Kyowa Hakko Kirin Co., Ltd. | 248,521 | 7,549,545 | |
Kyushu Electric Power Co., Inc. | 353,221 | 3,225,497 | |
Kyushu Railway Co. | 137,000 | 3,073,694 | |
Lasertec Corp. | 69,995 | 12,386,342 | |
Lawson, Inc. | 51,107 | 2,291,374 | |
Lion Corp. | 207,690 | 3,895,732 | |
LIXIL Group Corp. | 247,103 | 6,694,775 | |
M3, Inc. | 408,102 | 28,293,429 | |
Makita Corp. | 207,768 | 9,343,762 | |
Marubeni Corp. | 1,513,445 | 12,582,269 | |
Marui Group Co. Ltd. | 177,711 | 3,326,898 | |
Mazda Motor Corp. | 518,209 | 4,011,390 | |
McDonald's Holdings Co. (Japan) Ltd. | 55,545 | 2,536,093 | |
Medipal Holdings Corp. | 162,707 | 2,989,438 | |
Meiji Holdings Co. Ltd. | 106,706 | 6,609,933 | |
Mercari, Inc. (b) | 78,480 | 3,877,683 | |
Minebea Mitsumi, Inc. | 336,300 | 8,434,425 | |
Misumi Group, Inc. | 264,614 | 7,457,326 | |
Mitsubishi Chemical Holdings Corp. | 1,185,284 | 8,822,660 | |
Mitsubishi Corp. | 1,228,301 | 33,941,523 | |
Mitsubishi Electric Corp. | 1,709,897 | 26,315,736 | |
Mitsubishi Estate Co. Ltd. | 1,085,412 | 17,831,981 | |
Mitsubishi Gas Chemical Co., Inc. | 144,583 | 3,343,044 | |
Mitsubishi Heavy Industries Ltd. | 297,228 | 8,830,628 | |
Mitsubishi UFJ Financial Group, Inc. | 11,314,918 | 60,196,465 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 590,616 | 3,382,978 | |
Mitsui & Co. Ltd. | 1,505,346 | 31,728,104 | |
Mitsui Chemicals, Inc. | 169,971 | 5,349,988 | |
Mitsui Fudosan Co. Ltd. | 845,310 | 18,330,906 | |
Miura Co. Ltd. | 80,714 | 4,231,780 | |
Mizuho Financial Group, Inc. | 2,231,432 | 31,340,911 | |
MonotaRO Co. Ltd. | 233,008 | 5,948,324 | |
MS&AD Insurance Group Holdings, Inc. | 411,215 | 11,645,260 | |
Murata Manufacturing Co. Ltd. | 532,861 | 42,366,399 | |
Nabtesco Corp. | 104,491 | 4,699,179 | |
Nagoya Railroad Co. Ltd. | 176,387 | 4,044,522 | |
NEC Corp. | 239,263 | 13,923,622 | |
Nexon Co. Ltd. | 450,659 | 14,947,743 | |
NGK Insulators Ltd. | 235,495 | 4,290,150 | |
NGK Spark Plug Co. Ltd. | 144,624 | 2,413,708 | |
NH Foods Ltd. | 76,263 | 3,401,795 | |
Nidec Corp. | 414,956 | 47,914,538 | |
Nihon M&A Center, Inc. | 280,160 | 7,341,735 | |
Nintendo Co. Ltd. | 103,489 | 59,366,807 | |
Nippon Building Fund, Inc. | 1,401 | 9,204,117 | |
Nippon Express Co. Ltd. | 66,985 | 5,117,804 | |
Nippon Paint Holdings Co. Ltd. | 679,530 | 9,712,013 | |
Nippon Prologis REIT, Inc. | 1,967 | 6,317,293 | |
Nippon Sanso Holdings Corp. | 137,586 | 2,585,796 | |
Nippon Shinyaku Co. Ltd. | 42,755 | 2,879,283 | |
Nippon Steel & Sumitomo Metal Corp. | 750,899 | 13,102,428 | |
Nippon Telegraph & Telephone Corp. | 1,189,571 | 29,992,518 | |
Nippon Yusen KK | 139,911 | 5,491,977 | |
Nissan Chemical Corp. | 113,684 | 5,845,952 | |
Nissan Motor Co. Ltd. (b) | 2,152,225 | 10,804,059 | |
Nisshin Seifun Group, Inc. | 183,362 | 2,956,207 | |
Nissin Food Holdings Co. Ltd. | 57,105 | 4,049,444 | |
Nitori Holdings Co. Ltd. | 74,342 | 13,339,250 | |
Nitto Denko Corp. | 145,650 | 12,074,197 | |
Nomura Holdings, Inc. | 2,918,965 | 15,689,892 | |
Nomura Real Estate Holdings, Inc. | 110,818 | 2,727,609 | |
Nomura Real Estate Master Fund, Inc. | 4,043 | 6,392,446 | |
Nomura Research Institute Ltd. | 292,980 | 9,020,749 | |
NSK Ltd. | 329,886 | 3,036,557 | |
NTT Data Corp. | 574,456 | 8,925,119 | |
Obayashi Corp. | 592,785 | 5,407,692 | |
OBIC Co. Ltd. | 64,452 | 12,461,074 | |
Odakyu Electric Railway Co. Ltd. | 275,439 | 7,447,362 | |
Oji Holdings Corp. | 790,102 | 4,981,062 | |
Olympus Corp. | 1,081,563 | 22,241,860 | |
OMRON Corp. | 173,077 | 13,128,450 | |
Ono Pharmaceutical Co. Ltd. | 340,245 | 8,564,498 | |
Oracle Corp. Japan | 34,703 | 3,254,696 | |
Oriental Land Co. Ltd. | 184,488 | 26,122,718 | |
ORIX Corp. | 1,213,354 | 19,512,029 | |
ORIX JREIT, Inc. | 2,472 | 4,360,889 | |
Osaka Gas Co. Ltd. | 345,618 | 6,666,326 | |
Otsuka Corp. | 95,432 | 4,811,331 | |
Otsuka Holdings Co. Ltd. | 362,803 | 13,945,790 | |
Pan Pacific International Holdings Ltd. | 381,791 | 8,226,899 | |
Panasonic Corp. | 2,040,693 | 23,961,819 | |
PeptiDream, Inc. (b) | 88,154 | 3,778,950 | |
Persol Holdings Co. Ltd. | 165,226 | 3,037,232 | |
Pigeon Corp. | 109,107 | 3,698,796 | |
Pola Orbis Holdings, Inc. | 87,902 | 2,278,583 | |
Rakuten Group, Inc. | 794,660 | 10,099,577 | |
Recruit Holdings Co. Ltd. | 1,257,883 | 56,714,791 | |
Renesas Electronics Corp. (b) | 713,283 | 8,321,309 | |
Resona Holdings, Inc. | 1,977,489 | 8,124,189 | |
Ricoh Co. Ltd. | 626,038 | 6,656,201 | |
Rinnai Corp. | 32,696 | 3,284,858 | |
ROHM Co. Ltd. | 81,595 | 8,085,587 | |
Ryohin Keikaku Co. Ltd. | 224,819 | 4,731,299 | |
Santen Pharmaceutical Co. Ltd. | 333,489 | 4,271,979 | |
SBI Holdings, Inc. Japan | 227,265 | 6,425,554 | |
SCSK Corp. | 48,011 | 2,785,156 | |
Secom Co. Ltd. | 195,459 | 16,231,914 | |
Sega Sammy Holdings, Inc. | 161,675 | 2,321,055 | |
Seibu Holdings, Inc. | 201,018 | 2,163,027 | |
Seiko Epson Corp. | 261,209 | 4,440,720 | |
Sekisui Chemical Co. Ltd. | 322,439 | 5,611,483 | |
Sekisui House Ltd. | 561,803 | 11,355,319 | |
Seven & i Holdings Co. Ltd. | 704,072 | 30,272,068 | |
SG Holdings Co. Ltd. | 296,949 | 6,749,211 | |
Sharp Corp. | 195,711 | 3,307,514 | |
Shimadzu Corp. | 206,877 | 7,240,411 | |
Shimamura Co. Ltd. | 20,669 | 2,046,286 | |
SHIMANO, Inc. | 68,790 | 15,757,687 | |
SHIMIZU Corp. | 505,981 | 4,143,590 | |
Shin-Etsu Chemical Co. Ltd. | 327,717 | 55,324,171 | |
Shinsei Bank Ltd. | 146,930 | 2,138,948 | |
Shionogi & Co. Ltd. | 243,694 | 12,847,359 | |
Shiseido Co. Ltd. | 370,875 | 26,903,623 | |
Shizuoka Bank Ltd. | 395,318 | 3,027,552 | |
SMC Corp. | 53,055 | 30,801,901 | |
SoftBank Corp. | 2,639,527 | 34,041,663 | |
SoftBank Group Corp. | 1,451,244 | 130,772,531 | |
Sohgo Security Services Co., Ltd. | 65,877 | 2,887,280 | |
Sompo Holdings, Inc. | 311,354 | 11,566,449 | |
Sony Group Corp. | 1,167,220 | 116,697,408 | |
Square Enix Holdings Co. Ltd. | 83,138 | 4,625,117 | |
Stanley Electric Co. Ltd. | 121,601 | 3,482,580 | |
Subaru Corp. | 572,278 | 10,616,650 | |
Sumco Corp. | 244,029 | 6,323,453 | |
Sumitomo Chemical Co. Ltd. | 1,368,581 | 6,975,017 | |
Sumitomo Corp. | 1,078,469 | 14,683,520 | |
Sumitomo Dainippon Pharma Co., Ltd. | 163,901 | 2,841,910 | |
Sumitomo Electric Industries Ltd. | 692,303 | 10,299,979 | |
Sumitomo Metal Mining Co. Ltd. | 217,332 | 9,225,027 | |
Sumitomo Mitsui Financial Group, Inc. | 1,207,872 | 42,430,997 | |
Sumitomo Mitsui Trust Holdings, Inc. | 314,157 | 10,693,239 | |
Sumitomo Realty & Development Co. Ltd. | 284,179 | 9,462,232 | |
Sundrug Co. Ltd. | 69,565 | 2,371,028 | |
Suntory Beverage & Food Ltd. | 134,203 | 4,531,147 | |
Suzuken Co. Ltd. | 63,042 | 2,269,835 | |
Suzuki Motor Corp. | 342,032 | 12,978,376 | |
Sysmex Corp. | 156,129 | 15,607,186 | |
T&D Holdings, Inc. | 501,353 | 6,142,480 | |
Taiheiyo Cement Corp. | 106,663 | 2,673,163 | |
Taisei Corp. | 171,502 | 6,324,028 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 33,359 | 1,965,706 | |
Takeda Pharmaceutical Co. Ltd. | 1,459,220 | 48,738,684 | |
TDK Corp. | 120,429 | 16,363,534 | |
TECMO KOEI HOLDINGS CO., LTD. | 53,959 | 2,411,837 | |
Teijin Ltd. | 156,074 | 2,567,674 | |
Terumo Corp. | 599,724 | 22,674,166 | |
THK Co. Ltd. | 112,376 | 3,830,182 | |
TIS, Inc. | 201,567 | 5,007,360 | |
Tobu Railway Co. Ltd. | 178,293 | 4,584,164 | |
Toho Co. Ltd. | 100,805 | 4,012,277 | |
Toho Gas Co. Ltd. | 66,794 | 3,709,759 | |
Tohoku Electric Power Co., Inc. | 395,508 | 3,484,987 | |
Tokio Marine Holdings, Inc. | 584,908 | 27,990,382 | |
Tokyo Century Corp. | 39,247 | 2,423,984 | |
Tokyo Electric Power Co., Inc. (b) | 1,324,426 | 3,914,261 | |
Tokyo Electron Ltd. | 138,286 | 61,139,899 | |
Tokyo Gas Co. Ltd. | 344,039 | 6,966,404 | |
Tokyu Corp. | 469,775 | 6,039,289 | |
Tokyu Fudosan Holdings Corp. | 551,102 | 3,060,837 | |
Toppan Printing Co. Ltd. | 244,977 | 4,175,974 | |
Toray Industries, Inc. | 1,283,919 | 7,979,118 | |
Toshiba Corp. | 358,415 | 14,806,878 | |
Tosoh Corp. | 233,425 | 4,139,241 | |
Toto Ltd. | 131,717 | 6,833,520 | |
Toyo Suisan Kaisha Ltd. | 80,398 | 3,277,272 | |
Toyoda Gosei Co. Ltd. | 63,496 | 1,551,234 | |
Toyota Industries Corp. | 136,243 | 10,907,917 | |
Toyota Motor Corp. | 1,962,446 | 146,838,410 | |
Toyota Tsusho Corp. | 195,895 | 8,281,040 | |
Trend Micro, Inc. | 120,845 | 5,749,785 | |
Tsuruha Holdings, Inc. | 35,788 | 4,132,533 | |
Unicharm Corp. | 375,297 | 14,573,707 | |
United Urban Investment Corp. | 2,884 | 4,311,882 | |
USS Co. Ltd. | 205,846 | 3,731,182 | |
Welcia Holdings Co. Ltd. | 88,037 | 2,746,877 | |
West Japan Railway Co. | 149,880 | 8,272,268 | |
Yakult Honsha Co. Ltd. | 116,618 | 5,676,711 | |
Yamada Holdings Co. Ltd. | 693,363 | 3,451,272 | |
Yamaha Corp. | 124,961 | 6,803,165 | |
Yamaha Motor Co. Ltd. | 256,339 | 6,400,852 | |
Yamato Holdings Co. Ltd. | 276,429 | 7,802,941 | |
Yamazaki Baking Co. Ltd. | 114,258 | 1,809,686 | |
Yaskawa Electric Corp. | 220,289 | 10,158,812 | |
Yokogawa Electric Corp. | 220,600 | 4,004,670 | |
Z Holdings Corp. | 2,486,049 | 11,487,371 | |
ZOZO, Inc. | 100,963 | 3,408,852 | |
TOTAL JAPAN | 3,689,165,810 | ||
Korea (South) - 3.7% | |||
Alteogen, Inc. | 25,971 | 1,874,182 | |
AMOREPACIFIC Corp. | 29,352 | 7,099,936 | |
AMOREPACIFIC Group, Inc. | 25,070 | 1,647,749 | |
BGF Retail Co. Ltd. | 8,146 | 1,114,513 | |
Celltrion Healthcare Co. Ltd. | 64,629 | 6,484,399 | |
Celltrion Pharm, Inc. | 15,305 | 1,820,264 | |
Celltrion, Inc. (b) | 89,379 | 21,260,162 | |
Cheil Worldwide, Inc. | 56,902 | 1,116,893 | |
CJ CheilJedang Corp. | 7,878 | 2,786,198 | |
CJ Corp. | 13,523 | 1,154,851 | |
CJ ENM Co. Ltd. | 9,316 | 1,199,614 | |
CJ Logistics Corp. (b) | 9,015 | 1,382,545 | |
Coway Co. Ltd. | 44,492 | 2,661,690 | |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (b) | 37,482 | 1,230,094 | |
Db Insurance Co. Ltd. | 42,628 | 1,865,938 | |
Doosan Bobcat, Inc. | 47,907 | 1,955,641 | |
Doosan Heavy Industries & Construction Co. Ltd. (b) | 193,191 | 2,409,964 | |
DuzonBizon Co. Ltd. | 18,447 | 1,390,602 | |
E-Mart Co. Ltd. | 18,602 | 2,794,592 | |
EUSU Holdings Co. Ltd. | 6 | 45 | |
Fila Holdings Corp. | 41,620 | 1,697,135 | |
GS Engineering & Construction Corp. | 55,024 | 2,172,363 | |
GS Holdings Corp. | 44,752 | 1,722,801 | |
GS Retail Co. Ltd. | 29,438 | 942,412 | |
Hana Financial Group, Inc. | 279,304 | 11,401,641 | |
Hanjin Shipping Co. Ltd. (b)(c) | 12 | 0 | |
Hankook Tire Co. Ltd. | 69,576 | 2,992,637 | |
Hanmi Pharm Co. Ltd. | 6,322 | 1,910,824 | |
Hanon Systems | 171,279 | 2,481,239 | |
Hanwha Corp. | 35,928 | 989,540 | |
Hanwha Solutions Corp. | 108,885 | 4,483,809 | |
HLB, Inc. | 82,169 | 2,432,122 | |
Hotel Shilla Co. | 27,701 | 2,142,698 | |
Hyundai Engineering & Construction Co. Ltd. | 69,322 | 3,124,288 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 53,176 | 1,157,881 | |
Hyundai Glovis Co. Ltd. | 17,522 | 3,008,391 | |
Hyundai Mobis | 61,768 | 14,913,403 | |
Hyundai Motor Co. | 139,277 | 26,403,695 | |
Hyundai Robotics Co. Ltd. | 44,607 | 2,808,181 | |
Hyundai Steel Co. | 79,744 | 3,957,678 | |
Industrial Bank of Korea | 236,105 | 2,045,872 | |
Kakao Corp. | 261,839 | 26,575,389 | |
Kangwon Land, Inc. | 99,493 | 2,250,933 | |
KB Financial Group, Inc. | 363,267 | 17,788,298 | |
Kia Corp. | 244,272 | 16,819,530 | |
KMW Co. Ltd. (b) | 28,659 | 1,471,033 | |
Korea Aerospace Industries Ltd. | 63,838 | 1,861,000 | |
Korea Electric Power Corp. | 238,534 | 5,035,438 | |
Korea Gas Corp. | 23,891 | 745,606 | |
Korea Investment Holdings Co. Ltd. | 40,163 | 4,022,477 | |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (b) | 35,539 | 4,878,238 | |
Korea Zinc Co. Ltd. | 8,329 | 3,321,828 | |
Korean Air Lines Co. Ltd. (b) | 139,107 | 3,346,191 | |
KT&G Corp. | 109,706 | 8,083,641 | |
Kumho Petro Chemical Co. Ltd. | 16,609 | 3,861,591 | |
LG Chemical Ltd. | 41,916 | 34,933,748 | |
LG Corp. (c) | 86,860 | 9,825,616 | |
LG Display Co. Ltd. (b) | 214,879 | 4,669,278 | |
LG Electronics, Inc. | 97,615 | 13,748,223 | |
LG Household & Health Care Ltd. | 9,130 | 12,564,894 | |
LG Innotek Co. Ltd. | 13,263 | 2,383,896 | |
LG Telecom Ltd. | 187,292 | 2,210,765 | |
Lotte Chemical Corp. | 15,679 | 4,262,274 | |
Lotte Confectionery Co. Ltd. | 19,897 | 651,206 | |
Lotte Shopping Co. Ltd. | 10,261 | 1,137,787 | |
Meritz Securities Co. Ltd. | 254,923 | 1,101,046 | |
Mirae Asset Securities Co. Ltd. | 278,215 | 2,487,883 | |
NAVER Corp. | 114,730 | 36,882,923 | |
NCSOFT Corp. | 15,167 | 11,257,118 | |
Netmarble Corp. (d) | 19,972 | 2,312,814 | |
NH Investment & Securities Co. Ltd. | 104,864 | 1,204,978 | |
Orion Corp./Republic of Korea | 22,799 | 2,385,344 | |
Ottogi Corp. | 859 | 426,320 | |
Pan Ocean Co., Ltd. (Korea) | 232,347 | 1,525,045 | |
Pearl Abyss Corp. (b) | 27,935 | 1,408,890 | |
POSCO | 68,329 | 22,212,508 | |
POSCO Chemtech Co. Ltd. | 24,580 | 3,275,047 | |
S-Oil Corp. | 43,062 | 3,353,990 | |
S1 Corp. | 14,462 | 1,053,987 | |
Samsung Biologics Co. Ltd. (b)(d) | 15,194 | 10,923,897 | |
Samsung C&T Corp. | 78,271 | 9,518,954 | |
Samsung Card Co. Ltd. | 27,703 | 874,482 | |
Samsung Electro-Mechanics Co. Ltd. | 52,129 | 8,344,145 | |
Samsung Electronics Co. Ltd. | 4,444,139 | 323,887,871 | |
Samsung Engineering Co. Ltd. (b) | 136,655 | 2,120,188 | |
Samsung Fire & Marine Insurance Co. Ltd. | 28,089 | 4,973,372 | |
Samsung Heavy Industries Co. Ltd. (b) | 453,255 | 3,039,858 | |
Samsung Life Insurance Co. Ltd. | 65,324 | 4,772,482 | |
Samsung SDI Co. Ltd. | 51,025 | 29,840,782 | |
Samsung SDS Co. Ltd. | 31,441 | 5,145,136 | |
Samsung Securities Co. Ltd. | 55,665 | 2,123,003 | |
Seegene, Inc. | 34,232 | 2,865,217 | |
Shin Poong Pharmaceutical Co. | 26,480 | 1,652,810 | |
Shinhan Financial Group Co. Ltd. | 406,917 | 14,545,230 | |
Shinsegae Co. Ltd. | 7,500 | 2,042,199 | |
SK Biopharmaceuticals Co. Ltd. (b) | 25,889 | 2,523,430 | |
SK Chemicals Co. Ltd. | 7,150 | 1,703,934 | |
SK Holdings Co., Ltd. | 32,213 | 7,950,413 | |
SK Hynix, Inc. | 506,059 | 57,924,269 | |
SK Innovation Co., Ltd. | 50,955 | 12,325,471 | |
SK Telecom Co. Ltd. | 36,674 | 9,936,081 | |
Woori Financial Group, Inc. | 501,626 | 4,799,691 | |
Yuhan Corp. | 46,683 | 2,684,227 | |
TOTAL KOREA (SOUTH) | 959,892,397 | ||
Kuwait - 0.2% | |||
Agility Public Warehousing Co. KSC | 1,039,077 | 3,268,232 | |
Boubyan Bank KSC | 978,278 | 2,125,986 | |
Gulf Bank | 1,472,126 | 1,059,892 | |
Kuwait Finance House KSCP | 4,222,633 | 10,129,276 | |
Mabanee Co. SAKC | 453,569 | 1,051,907 | |
Mobile Telecommunication Co. | 1,831,145 | 3,663,505 | |
National Bank of Kuwait | 6,337,880 | 17,306,155 | |
TOTAL KUWAIT | 38,604,953 | ||
Luxembourg - 0.2% | |||
ArcelorMittal SA (Netherlands) | 666,906 | 19,443,353 | |
Aroundtown SA | 906,702 | 6,980,888 | |
Eurofins Scientific SA (b) | 123,494 | 12,226,559 | |
Globant SA (b) | 34,723 | 7,957,817 | |
Reinet Investments SCA | 152,622 | 2,946,149 | |
SES SA (France) (depositary receipt) | 383,227 | 2,904,471 | |
Tenaris SA | 451,577 | 4,842,249 | |
TOTAL LUXEMBOURG | 57,301,486 | ||
Malaysia - 0.4% | |||
AMMB Holdings Bhd | 1,662,900 | 1,209,972 | |
Axiata Group Bhd | 2,640,015 | 2,494,655 | |
CIMB Group Holdings Bhd | 6,251,583 | 6,319,510 | |
Dialog Group Bhd | 3,784,322 | 2,809,019 | |
DiGi.com Bhd | 2,935,300 | 3,003,029 | |
Fraser & Neave Holdings Bhd | 99,900 | 731,779 | |
Gamuda Bhd (b) | 1,483,375 | 1,278,553 | |
Genting Bhd | 1,962,100 | 2,385,852 | |
Genting Malaysia Bhd | 2,473,700 | 1,739,533 | |
Genting Plantations Bhd | 181,000 | 385,821 | |
Hap Seng Consolidated Bhd | 443,400 | 869,369 | |
Hartalega Holdings Bhd | 1,664,800 | 4,178,768 | |
Hong Leong Bank Bhd | 560,000 | 2,436,626 | |
Hong Leong Credit Bhd | 159,300 | 644,901 | |
IHH Healthcare Bhd | 2,084,100 | 2,737,751 | |
IOI Corp. Bhd | 2,054,500 | 2,051,741 | |
IOI Properties Group Bhd | 11 | 4 | |
Kossan Rubber Industries Bhd | 1,266,800 | 1,373,359 | |
Kuala Lumpur Kepong Bhd | 369,413 | 1,984,394 | |
Malayan Banking Bhd | 3,540,923 | 7,115,565 | |
Malaysia Airports Holdings Bhd | 995,398 | 1,455,850 | |
Maxis Bhd | 1,942,200 | 2,181,448 | |
MISC Bhd | 1,079,900 | 1,787,748 | |
Nestle (Malaysia) Bhd | 53,700 | 1,779,292 | |
Petronas Chemicals Group Bhd | 2,277,800 | 4,560,606 | |
Petronas Dagangan Bhd | 219,300 | 1,079,499 | |
Petronas Gas Bhd | 695,300 | 2,672,207 | |
PPB Group Bhd | 522,020 | 2,358,044 | |
Press Metal Bhd | 2,551,000 | 3,238,970 | |
Public Bank Bhd | 13,792,000 | 13,975,534 | |
QL Resources Bhd | 864,600 | 1,277,214 | |
RHB Capital Bhd | 1,438,057 | 1,829,393 | |
Sime Darby Bhd | 2,281,707 | 1,259,103 | |
Sime Darby Plantation Bhd | 1,697,307 | 1,881,522 | |
Sime Darby Property Bhd | 15 | 2 | |
SP Setia Bhd | 14 | 4 | |
Supermax Corp. Bhd | 1,418,586 | 2,088,652 | |
Telekom Malaysia Bhd | 994,674 | 1,386,788 | |
Tenaga Nasional Bhd | 2,220,425 | 5,399,935 | |
Top Glove Corp. Bhd | 5,096,800 | 7,031,356 | |
Westports Holdings Bhd | 594,400 | 624,080 | |
TOTAL MALAYSIA | 103,617,448 | ||
Mexico - 0.5% | |||
America Movil S.A.B. de CV Series L | 31,993,346 | 22,348,119 | |
Arca Continental S.A.B. de CV | 449,162 | 2,404,903 | |
Becle S.A.B. de CV | 541,500 | 1,291,399 | |
CEMEX S.A.B. de CV unit (b) | 14,110,440 | 11,207,828 | |
Coca-Cola FEMSA S.A.B. de CV unit | 536,780 | 2,512,852 | |
Fibra Uno Administracion SA de CV | 3,017,400 | 3,725,387 | |
Fomento Economico Mexicano S.A.B. de CV unit | 1,824,500 | 14,130,711 | |
Gruma S.A.B. de CV Series B | 196,605 | 2,138,032 | |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B (b) | 352,000 | 3,618,526 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 196,770 | 3,328,004 | |
Grupo Bimbo S.A.B. de CV Series A | 1,491,700 | 2,985,315 | |
Grupo Carso SA de CV Series A1 | 339,000 | 966,444 | |
Grupo Financiero Banorte S.A.B. de CV Series O | 2,424,100 | 13,791,654 | |
Grupo Financiero Inbursa S.A.B. de CV Series O (b) | 2,156,300 | 2,003,335 | |
Grupo Mexico SA de CV Series B | 2,907,123 | 13,141,396 | |
Grupo Televisa SA de CV | 2,224,800 | 5,519,991 | |
Industrias Penoles SA de CV (b) | 134,640 | 1,733,896 | |
Infraestructura Energetica Nova S.A.B. de CV (b) | 477,400 | 2,044,923 | |
Kimberly-Clark de Mexico SA de CV Series A | 1,500,700 | 2,592,906 | |
Megacable Holdings S.A.B. de CV unit | 220,100 | 805,233 | |
Orbia Advance Corp. S.A.B. de CV | 1,002,916 | 2,797,292 | |
Promotora y Operadora de Infraestructura S.A.B. de CV | 210,065 | 1,623,319 | |
Telesites S.A.B. de C.V. (b) | 824,900 | 779,007 | |
Wal-Mart de Mexico SA de CV Series V | 4,946,600 | 16,192,380 | |
TOTAL MEXICO | 133,682,852 | ||
Multi-National - 0.0% | |||
HK Electric Investments & HK Electric Investments Ltd. unit | 2,141,176 | 2,144,553 | |
HKT Trust/HKT Ltd. unit | 3,617,479 | 5,253,151 | |
TOTAL MULTI-NATIONAL | 7,397,704 | ||
Netherlands - 3.4% | |||
ABN AMRO Group NV GDR (b)(d) | 384,106 | 4,963,334 | |
Adyen BV (b)(d) | 16,831 | 41,422,671 | |
AEGON NV | 1,651,584 | 7,653,980 | |
Airbus Group NV | 544,254 | 65,451,825 | |
Akzo Nobel NV | 177,364 | 21,306,528 | |
Argenx SE (b) | 42,117 | 12,102,617 | |
ASM International NV (Netherlands) | 43,943 | 13,360,826 | |
ASML Holding NV (Netherlands) | 394,125 | 255,843,087 | |
CNH Industrial NV | 946,583 | 14,077,424 | |
EXOR NV | 100,026 | 8,215,908 | |
Ferrari NV | 116,592 | 24,971,772 | |
Heineken Holding NV | 107,801 | 10,705,270 | |
Heineken NV (Bearer) | 240,589 | 27,895,089 | |
ING Groep NV (Certificaten Van Aandelen) | 3,611,145 | 46,132,358 | |
JDE Peet's BV | 67,809 | 2,634,835 | |
Just Eat Takeaway.com NV (b)(d) | 117,419 | 12,140,361 | |
Koninklijke Ahold Delhaize NV | 1,029,360 | 27,702,054 | |
Koninklijke DSM NV | 158,887 | 28,500,467 | |
Koninklijke KPN NV | 3,306,876 | 11,407,451 | |
Koninklijke Philips Electronics NV | 843,259 | 47,680,525 | |
Koninklijke Vopak NV | 63,804 | 2,922,588 | |
NN Group NV | 272,367 | 13,612,231 | |
Prosus NV | 451,600 | 49,012,918 | |
QIAGEN NV (Germany) (b) | 214,140 | 10,434,441 | |
Randstad NV | 111,747 | 8,071,618 | |
Stellantis NV (Italy) | 1,895,350 | 31,500,535 | |
STMicroelectronics NV (France) | 591,852 | 22,106,420 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 128,717 | 10,614,303 | |
Wolters Kluwer NV | 248,352 | 22,471,220 | |
Wolters Kluwer NV rights (b)(e) | 248,352 | 265,737 | |
X5 Retail Group NV GDR | 112,302 | 3,453,091 | |
Yandex NV Class A (b) | 281,306 | 18,535,917 | |
TOTAL NETHERLANDS | 877,169,401 | ||
New Zealand - 0.2% | |||
Auckland International Airport Ltd. | 1,218,943 | 6,620,572 | |
Fisher & Paykel Healthcare Corp. | 542,403 | 13,953,762 | |
Mercury Nz Ltd. | 676,918 | 3,361,754 | |
Meridian Energy Ltd. | 1,236,195 | 4,715,031 | |
Ryman Healthcare Group Ltd. | 394,315 | 4,004,018 | |
Spark New Zealand Ltd. | 1,903,571 | 5,993,660 | |
The a2 Milk Co. Ltd. (b) | 687,093 | 3,761,381 | |
Xero Ltd. (b) | 111,896 | 12,202,342 | |
TOTAL NEW ZEALAND | 54,612,520 | ||
Norway - 0.4% | |||
Adevinta ASA Class B (b) | 224,504 | 4,113,030 | |
DNB ASA | 854,973 | 18,335,962 | |
Equinor ASA | 790,763 | 16,102,154 | |
Equinor ASA sponsored ADR | 116,214 | 2,355,658 | |
Gjensidige Forsikring ASA | 180,083 | 4,098,597 | |
Mowi ASA | 403,878 | 9,975,651 | |
Norsk Hydro ASA | 1,240,161 | 7,897,080 | |
Orkla ASA | 673,456 | 6,873,717 | |
Schibsted ASA: | |||
(A Shares) | 75,059 | 3,781,805 | |
(B Shares) | 83,199 | 3,648,202 | |
Telenor ASA | 632,744 | 11,284,340 | |
Yara International ASA | 159,294 | 8,318,729 | |
TOTAL NORWAY | 96,784,925 | ||
Pakistan - 0.0% | |||
Habib Bank Ltd. | 385,416 | 313,582 | |
MCB Bank Ltd. | 266,532 | 281,765 | |
Oil & Gas Development Co. Ltd. | 633,514 | 377,796 | |
TOTAL PAKISTAN | 973,143 | ||
Papua New Guinea - 0.0% | |||
Oil Search Ltd. ADR | 1,838,758 | 5,382,651 | |
Peru - 0.0% | |||
Compania de Minas Buenaventura SA sponsored ADR (b) | 213,151 | 2,071,828 | |
Philippines - 0.2% | |||
Aboitiz Equity Ventures, Inc. | 1,503,520 | 1,104,729 | |
Aboitiz Power Corp. | 1,023,900 | 487,420 | |
Ayala Corp. | 272,635 | 4,181,363 | |
Ayala Land, Inc. | 7,761,570 | 5,172,774 | |
Bank of the Philippine Islands (BPI) | 1,759,043 | 3,014,566 | |
BDO Unibank, Inc. | 1,889,488 | 4,032,003 | |
DMCI Holdings, Inc. | 9 | 1 | |
Globe Telecom, Inc. | 27,195 | 1,031,738 | |
GT Capital Holdings, Inc. | 90,479 | 983,162 | |
International Container Terminal Services, Inc. | 955,800 | 2,569,770 | |
JG Summit Holdings, Inc. | 2,602,475 | 2,841,365 | |
Jollibee Food Corp. | 426,890 | 1,555,058 | |
Manila Electric Co. | 157,510 | 889,346 | |
Megaworld Corp. | 7,793,600 | 508,120 | |
Metro Pacific Investments Corp. | 11,439,700 | 958,932 | |
Metropolitan Bank & Trust Co. | 1,909,341 | 1,738,818 | |
PLDT, Inc. | 87,410 | 2,299,385 | |
PUREGOLD Price Club, Inc. | 1,240,300 | 957,533 | |
SM Investments Corp. | 232,680 | 4,628,076 | |
SM Prime Holdings, Inc. | 9,659,375 | 6,887,415 | |
Universal Robina Corp. | 889,750 | 2,521,096 | |
TOTAL PHILIPPINES | 48,362,670 | ||
Poland - 0.2% | |||
Allegro.eu SA (b)(d) | 339,868 | 5,210,676 | |
Bank Polska Kasa Opieki SA (b) | 167,344 | 3,532,043 | |
CD Projekt RED SA | 61,015 | 2,793,304 | |
Cyfrowy Polsat SA | 264,464 | 2,058,693 | |
Dino Polska SA (b)(d) | 46,231 | 3,001,443 | |
KGHM Polska Miedz SA (Bearer) (b) | 127,451 | 6,540,258 | |
LPP SA (b) | 1,181 | 3,052,001 | |
Orange Polska SA (b) | 553,192 | 994,147 | |
PGE Polska Grupa Energetyczna SA (b) | 795,060 | 2,117,532 | |
Polish Oil & Gas Co. SA | 1,536,010 | 2,665,193 | |
Polski Koncern Naftowy Orlen SA | 269,443 | 4,740,583 | |
Powszechna Kasa Oszczednosci Bank SA (b) | 794,601 | 7,390,322 | |
Powszechny Zaklad Ubezpieczen SA (b) | 551,768 | 4,753,510 | |
Santander Bank Polska SA (b) | 33,833 | 2,002,037 | |
TOTAL POLAND | 50,851,742 | ||
Portugal - 0.1% | |||
Banco Espirito Santo SA (Reg.) (b)(c) | 319,729 | 4 | |
Energias de Portugal SA | 2,465,709 | 13,701,451 | |
Galp Energia SGPS SA Class B | 450,312 | 5,185,255 | |
Jeronimo Martins SGPS SA | 224,916 | 4,107,456 | |
TOTAL PORTUGAL | 22,994,166 | ||
Qatar - 0.2% | |||
Barwa Real Estate Co. | 1,725,958 | 1,534,448 | |
Industries Qatar QSC (b) | 1,725,311 | 6,387,584 | |
Masraf al Rayan | 3,723,399 | 4,569,115 | |
Mesaieed Petrochemical Holding Co. (b) | 4,340,790 | 2,300,941 | |
Ooredoo QSC (b) | 746,947 | 1,458,608 | |
Qatar Electricity & Water Co. (b) | 425,428 | 2,009,712 | |
Qatar Fuel Co. | 475,513 | 2,376,912 | |
Qatar Gas Transport Co. Ltd. (Nakilat) (b) | 2,343,391 | 2,033,814 | |
Qatar International Islamic Bank QSC (b) | 713,364 | 1,812,309 | |
Qatar Islamic Bank (b) | 1,139,922 | 5,447,581 | |
Qatar National Bank SAQ (b) | 4,233,250 | 20,811,638 | |
The Commercial Bank of Qatar (b) | 1,901,609 | 2,820,293 | |
TOTAL QATAR | 53,562,955 | ||
Russia - 0.7% | |||
Alrosa Co. Ltd. | 2,252,160 | 3,254,825 | |
Gazprom OAO | 8,735,124 | 26,632,255 | |
Gazprom OAO sponsored ADR (Reg. S) | 1,078,053 | 6,528,689 | |
Inter Rao Ues JSC | 30,510,000 | 1,990,457 | |
Lukoil PJSC | 331,952 | 25,598,336 | |
Lukoil PJSC sponsored ADR | 52,271 | 4,008,140 | |
Magnit OJSC GDR (Reg. S) | 324,902 | 4,576,245 | |
MMC Norilsk Nickel PJSC | 48,930 | 16,692,996 | |
MMC Norilsk Nickel PJSC sponsored ADR | 94,428 | 3,203,942 | |
Mobile TeleSystems OJSC sponsored ADR | 423,248 | 3,584,911 | |
Moscow Exchange MICEX-RTS OAO | 1,201,900 | 2,828,019 | |
NOVATEK OAO GDR (Reg. S) | 84,248 | 15,168,852 | |
Novolipetsk Steel OJSC | 1,063,940 | 3,757,937 | |
PhosAgro OJSC GDR (Reg. S) | 121,093 | 2,224,478 | |
Polyus PJSC | 30,871 | 5,693,531 | |
Rosneft Oil Co. OJSC | 815,596 | 5,699,385 | |
Rosneft Oil Co. OJSC GDR (Reg. S) | 214,392 | 1,482,306 | |
Sberbank of Russia | 9,957,113 | 39,337,913 | |
Severstal PAO | 186,085 | 4,389,881 | |
Severstal PAO GDR (Reg. S) | 5,394 | 126,975 | |
Surgutneftegas OJSC | 3,334,400 | 1,510,084 | |
Surgutneftegas OJSC sponsored ADR | 214,357 | 960,319 | |
Tatneft PAO | 1,150,434 | 7,758,536 | |
Tatneft PAO sponsored ADR | 24,387 | 981,821 | |
VTB Bank OJSC | 2,737,308,000 | 1,871,520 | |
TOTAL RUSSIA | 189,862,353 | ||
Saudi Arabia - 0.8% | |||
Abdullah Al Othaim Markets Co. | 44,529 | 1,595,834 | |
Advanced Polypropylene Co. | 93,084 | 2,015,471 | |
Al Rajhi Bank | 1,138,374 | 30,021,116 | |
Alinma Bank | 892,690 | 4,722,673 | |
Almarai Co. Ltd. | 215,260 | 3,088,099 | |
Arab National Bank | 571,651 | 3,469,355 | |
Bank Al-Jazira | 373,900 | 1,906,290 | |
Bank Albilad | 352,048 | 3,515,599 | |
Banque Saudi Fransi | 544,161 | 5,658,973 | |
Bupa Arabia for Cooperative Insurance Co. (b) | 55,532 | 1,711,775 | |
Dar Al Arkan Real Estate Development Co. (b) | 926,206 | 2,558,662 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 45,639 | 1,840,066 | |
Emaar The Economic City (b) | 330,940 | 945,997 | |
Etihad Etisalat Co. (b) | 334,633 | 2,761,690 | |
Jarir Marketing Co. | 50,849 | 2,698,243 | |
Mobile Telecommunications Co. Saudi Arabia (b) | 370,649 | 1,496,354 | |
National Industrialization Co. (b) | 373,173 | 1,910,544 | |
Rabigh Refining & Petrochemical Co. (b) | 214,766 | 1,175,137 | |
Riyad Bank | 1,234,645 | 8,773,743 | |
Sabic Agriculture-Nutrients Co. | 190,443 | 5,332,120 | |
Sahara International Petrochemical Co. | 308,082 | 2,234,502 | |
Saudi Airlines Catering Co. | 27,669 | 562,942 | |
Saudi Arabian Mining Co. (b) | 394,693 | 6,030,587 | |
Saudi Arabian Oil Co. | 2,023,509 | 19,100,906 | |
Saudi Basic Industries Corp. | 834,033 | 27,577,220 | |
Saudi Cement Co. | 68,072 | 1,174,406 | |
Saudi Electricity Co. | 769,369 | 5,334,007 | |
Saudi Industrial Investment Group | 206,639 | 1,956,078 | |
Saudi Kayan Petrochemical Co. (b) | 689,456 | 3,345,981 | |
Saudi Telecom Co. | 552,879 | 18,723,170 | |
The Co. for Cooperative Insurance | 50,819 | 1,051,558 | |
The Saudi British Bank | 760,513 | 6,235,874 | |
The Saudi National Bank | 2,039,007 | 30,882,512 | |
The Savola Group | 247,099 | 2,632,288 | |
Yanbu National Petrochemical Co. | 233,575 | 4,552,913 | |
TOTAL SAUDI ARABIA | 218,592,685 | ||
Singapore - 0.7% | |||
Ascendas Real Estate Investment Trust | 3,039,715 | 7,103,899 | |
BOC Aviation Ltd. Class A (d) | 192,500 | 1,737,215 | |
CapitaLand Ltd. | 2,424,999 | 6,778,881 | |
CapitaMall Trust | 4,349,518 | 7,027,213 | |
City Developments Ltd. | 420,045 | 2,490,442 | |
DBS Group Holdings Ltd. | 1,667,634 | 37,481,821 | |
Genting Singapore Ltd. | 5,674,723 | 3,688,623 | |
Keppel Corp. Ltd. | 1,357,057 | 5,527,146 | |
Mapletree Commercial Trust | 2,171,689 | 3,573,924 | |
Mapletree Logistics Trust (REIT) | 2,844,376 | 4,253,472 | |
Oversea-Chinese Banking Corp. Ltd. | 3,122,871 | 28,629,740 | |
Singapore Airlines Ltd. (b) | 1,120,639 | 4,247,129 | |
Singapore Exchange Ltd. | 797,090 | 6,259,320 | |
Singapore Technologies Engineering Ltd. | 1,358,897 | 3,941,644 | |
Singapore Telecommunications Ltd. | 7,615,818 | 14,307,379 | |
Suntec (REIT) | 2,003,377 | 2,303,338 | |
United Overseas Bank Ltd. | 1,095,415 | 21,887,721 | |
UOL Group Ltd. | 412,649 | 2,387,674 | |
Venture Corp. Ltd. | 272,570 | 4,127,211 | |
Wilmar International Ltd. | 1,760,980 | 6,907,620 | |
TOTAL SINGAPORE | 174,661,412 | ||
South Africa - 1.1% | |||
Absa Group Ltd. | 656,241 | 5,540,887 | |
African Rainbow Minerals Ltd. | 102,700 | 1,919,876 | |
Anglo American Platinum Ltd. | 48,913 | 6,694,260 | |
AngloGold Ashanti Ltd. | 385,777 | 7,957,519 | |
Aspen Pharmacare Holdings Ltd. (b) | 356,774 | 3,973,039 | |
Bidcorp Ltd. | 313,398 | 6,178,711 | |
Bidvest Group Ltd. | 260,450 | 3,007,948 | |
Capitec Bank Holdings Ltd. | 62,743 | 6,430,698 | |
Clicks Group Ltd. | 237,859 | 3,972,381 | |
Discovery Ltd. (b) | 366,771 | 3,338,305 | |
Exxaro Resources Ltd. (a) | 230,651 | 2,425,394 | |
FirstRand Ltd. | 4,370,625 | 15,381,948 | |
Gold Fields Ltd. | 818,064 | 7,676,632 | |
Growthpoint Properties Ltd. | 2,925,182 | 2,928,712 | |
Harmony Gold Mining Co. Ltd. | 506,703 | 2,283,671 | |
Impala Platinum Holdings Ltd. | 722,540 | 13,501,413 | |
Kumba Iron Ore Ltd. | 60,037 | 2,725,334 | |
Mr Price Group Ltd. | 221,273 | 2,774,743 | |
MTN Group Ltd. | 1,561,090 | 9,862,235 | |
MultiChoice Group Ltd. | 368,052 | 3,166,986 | |
Naspers Ltd. Class N | 402,911 | 91,694,490 | |
Nedbank Group Ltd. | 348,681 | 3,554,971 | |
Northam Platinum Ltd. (b) | 328,919 | 5,669,813 | |
Old Mutual Ltd. | 4,259,468 | 3,715,378 | |
Rand Merchant Insurance Holdings Ltd. | 547,694 | 1,113,327 | |
Remgro Ltd. | 457,476 | 3,469,278 | |
Sanlam Ltd. | 1,611,079 | 6,223,247 | |
Sasol Ltd. (b) | 521,479 | 8,772,842 | |
Shoprite Holdings Ltd. | 462,533 | 4,611,456 | |
Sibanye Stillwater Ltd. | 2,549,131 | 11,859,575 | |
Spar Group Ltd. | 188,305 | 2,382,102 | |
Standard Bank Group Ltd. | 1,167,635 | 9,501,300 | |
Tiger Brands Ltd. | 138,477 | 1,861,956 | |
Vodacom Group Ltd. | 599,173 | 5,194,554 | |
Woolworths Holdings Ltd. (b) | 943,536 | 3,198,361 | |
TOTAL SOUTH AFRICA | 274,563,342 | ||
Spain - 1.5% | |||
ACS Actividades de Construccion y Servicios SA | 219,839 | 7,170,498 | |
Aena Sme SA (b)(d) | 62,485 | 10,870,239 | |
Amadeus IT Holding SA Class A (b) | 417,462 | 28,428,366 | |
Banco Bilbao Vizcaya Argentaria SA | 6,187,987 | 34,746,219 | |
Banco Santander SA (Spain) | 16,068,106 | 62,106,985 | |
Banco Santander SA (Spain) sponsored ADR | 6,726 | 25,626 | |
CaixaBank SA | 4,155,934 | 13,294,689 | |
Cellnex Telecom SA (d) | 409,741 | 23,172,427 | |
Enagas SA | 230,522 | 5,021,869 | |
Endesa SA | 297,263 | 7,812,424 | |
Ferrovial SA | 452,270 | 12,854,052 | |
Grifols SA | 278,015 | 7,537,192 | |
Iberdrola SA | 5,666,408 | 76,575,608 | |
Industria de Diseno Textil SA (a) | 1,011,664 | 36,026,007 | |
Naturgy Energy Group SA | 267,337 | 6,855,588 | |
Red Electrica Corporacion SA | 402,255 | 7,387,159 | |
Repsol SA | 1,395,257 | 16,654,195 | |
Siemens Gamesa Renewable Energy SA | 225,042 | 8,143,758 | |
Telefonica SA | 4,699,110 | 21,777,184 | |
TOTAL SPAIN | 386,460,085 | ||
Sweden - 2.0% | |||
Alfa Laval AB (a) | 290,417 | 9,825,165 | |
ASSA ABLOY AB (B Shares) | 926,278 | 26,402,405 | |
Atlas Copco AB: | |||
(A Shares) | 629,153 | 38,125,755 | |
(B Shares) (a) | 351,481 | 18,247,592 | |
Boliden AB (a) | 254,355 | 9,909,135 | |
Electrolux AB (B Shares) | 204,146 | 5,729,703 | |
Epiroc AB: | |||
(A Shares) | 624,431 | 13,535,221 | |
(B Shares) | 342,275 | 6,715,674 | |
EQT AB | 222,048 | 7,509,535 | |
Ericsson (B Shares) | 2,718,731 | 37,339,427 | |
Essity AB (B Shares) | 563,060 | 18,377,244 | |
Evolution Gaming Group AB (d) | 147,799 | 29,191,243 | |
Fastighets AB Balder (b) | 90,900 | 5,236,745 | |
H&M Hennes & Mauritz AB (B Shares) | 744,029 | 18,351,230 | |
Hexagon AB (B Shares) | 260,316 | 24,827,582 | |
Husqvarna AB (B Shares) | 383,080 | 5,332,905 | |
ICA Gruppen AB | 98,988 | 4,560,285 | |
Industrivarden AB: | |||
(A Shares) (a) | 76,694 | 2,942,539 | |
(C Shares) | 167,464 | 6,045,325 | |
Investor AB (B Shares) | 412,479 | 35,027,984 | |
Kinnevik AB (B Shares) | 221,969 | 12,271,086 | |
L E Lundbergforetagen AB | 67,412 | 3,852,547 | |
Latour Investment AB (B Shares) (a) | 134,394 | 4,111,729 | |
Lundin Petroleum AB | 173,122 | 5,546,088 | |
Nibe Industrier AB (B Shares) | 288,664 | 10,563,768 | |
Sandvik AB (a) | 1,044,302 | 25,819,044 | |
Securitas AB (B Shares) | 289,736 | 4,943,845 | |
Skandinaviska Enskilda Banken AB (A Shares) | 1,499,247 | 19,241,891 | |
Skanska AB (B Shares) | 311,251 | 8,441,652 | |
SKF AB (B Shares) | 349,606 | 9,027,632 | |
Svenska Cellulosa AB SCA (B Shares) | 559,165 | 9,808,696 | |
Svenska Handelsbanken AB (A Shares) | 1,429,210 | 16,550,632 | |
Swedbank AB (A Shares) | 837,050 | 14,706,997 | |
Swedish Match Co. AB | 149,417 | 12,256,163 | |
Tele2 AB (B Shares) (a) | 450,920 | 5,824,560 | |
Telia Co. AB | 2,223,861 | 9,204,847 | |
Volvo AB (B Shares) | 1,316,076 | 32,157,429 | |
TOTAL SWEDEN | 527,561,300 | ||
Switzerland - 5.6% | |||
ABB Ltd. (Reg.) | 1,719,018 | 55,837,440 | |
Adecco SA (Reg.) | 145,147 | 9,828,514 | |
Alcon, Inc. (Switzerland) | 457,611 | 34,323,957 | |
Baloise Holdings AG | 44,272 | 7,484,913 | |
Banque Cantonale Vaudoise | 29,275 | 2,984,399 | |
Barry Callebaut AG | 3,297 | 7,278,130 | |
Clariant AG (Reg.) | 185,754 | 3,887,969 | |
Coca-Cola HBC AG | 185,185 | 6,398,859 | |
Compagnie Financiere Richemont SA Series A | 483,292 | 49,598,699 | |
Credit Suisse Group AG (a) | 2,058,468 | 21,516,710 | |
Credit Suisse Group AG: | |||
rights 5/6/21 (a)(b)(c) | 2,058,468 | 23 | |
sponsored ADR (a) | 211,787 | 2,238,589 | |
Ems-Chemie Holding AG | 7,655 | 7,145,784 | |
Geberit AG (Reg.) | 34,347 | 22,580,825 | |
Givaudan SA | 8,544 | 35,775,807 | |
Julius Baer Group Ltd. | 210,574 | 13,252,990 | |
Kuehne & Nagel International AG | 49,126 | 14,685,352 | |
LafargeHolcim Ltd. (Reg.) | 486,378 | 29,984,212 | |
Lindt & Spruengli AG | 87 | 8,592,828 | |
Lindt & Spruengli AG (participation certificate) | 1,021 | 9,469,335 | |
Logitech International SA (Reg.) | 153,270 | 17,185,708 | |
Lonza Group AG | 69,054 | 43,898,622 | |
Nestle SA (Reg. S) | 2,663,990 | 317,895,801 | |
Novartis AG | 2,055,881 | 175,441,472 | |
Partners Group Holding AG | 17,485 | 24,889,680 | |
Roche Holding AG: | |||
(Bearer) | 25,605 | 8,893,409 | |
(participation certificate) | 654,997 | 213,631,102 | |
Schindler Holding AG: | |||
(participation certificate) | 38,465 | 10,942,466 | |
(Reg.) | 18,126 | 5,041,340 | |
SGS SA (Reg.) | 5,692 | 16,828,251 | |
Siemens Energy AG (b) | 375,044 | 12,534,927 | |
Sika AG | 131,349 | 39,178,174 | |
Sonova Holding AG Class B | 51,290 | 15,169,372 | |
Straumann Holding AG | 9,686 | 13,835,628 | |
Swatch Group AG (Bearer) | 27,616 | 8,454,896 | |
Swatch Group AG (Bearer) (Reg.) | 44,955 | 2,695,085 | |
Swiss Life Holding AG | 28,421 | 13,845,610 | |
Swiss Prime Site AG | 70,520 | 6,853,162 | |
Swiss Re Ltd. | 266,007 | 24,723,432 | |
Swisscom AG | 24,214 | 13,132,433 | |
Temenos Group AG | 61,864 | 9,083,999 | |
UBS Group AG | 3,130,023 | 47,725,782 | |
UBS Group AG (a) | 273,539 | 4,182,411 | |
Vifor Pharma AG | 41,996 | 6,049,355 | |
Zurich Insurance Group Ltd. | 139,548 | 57,250,763 | |
TOTAL SWITZERLAND | 1,452,228,215 | ||
Taiwan - 4.1% | |||
Accton Technology Corp. | 476,000 | 5,416,640 | |
Acer, Inc. | 2,774,060 | 3,404,912 | |
Advantech Co. Ltd. | 365,076 | 4,650,816 | |
ASE Technology Holding Co. Ltd. | 2,992,943 | 12,501,357 | |
Asia Cement Corp. | 2,011,785 | 3,595,944 | |
ASMedia Technology, Inc. | 24,000 | 1,013,419 | |
ASUSTeK Computer, Inc. | 659,422 | 8,872,524 | |
AU Optronics Corp. (b) | 7,907,000 | 9,252,375 | |
Catcher Technology Co. Ltd. | 661,000 | 4,671,587 | |
Cathay Financial Holding Co. Ltd. | 7,314,332 | 13,689,016 | |
Chang Hwa Commercial Bank | 4,806,041 | 3,078,480 | |
Cheng Shin Rubber Industry Co. Ltd. | 1,707,513 | 3,305,652 | |
Chicony Electronics Co. Ltd. | 629,870 | 1,904,599 | |
China Development Finance Holding Corp. | 11,773,819 | 5,498,241 | |
China Life Insurance Co. Ltd. | 1,699,996 | 1,612,091 | |
China Steel Corp. | 10,992,421 | 15,459,014 | |
Chunghwa Picture Tubes, Ltd. (b)(c) | 551 | 0 | |
Chunghwa Telecom Co. Ltd. | 3,505,400 | 14,283,022 | |
Compal Electronics, Inc. | 4,011,394 | 3,588,651 | |
CTBC Financial Holding Co. Ltd. | 16,326,255 | 13,320,401 | |
Delta Electronics, Inc. | 1,808,383 | 19,575,447 | |
E.SUN Financial Holdings Co. Ltd. | 10,484,420 | 10,111,115 | |
ECLAT Textile Co. Ltd. | 181,420 | 3,479,732 | |
Evergreen Marine Corp. (Taiwan) (b) | 2,203,554 | 6,229,407 | |
Far Eastern Textile Ltd. | 2,873,032 | 3,418,440 | |
Far EasTone Telecommunications Co. Ltd. | 1,373,000 | 3,198,508 | |
Feng Tay Enterprise Co. Ltd. | 372,563 | 2,766,392 | |
First Financial Holding Co. Ltd. | 9,685,012 | 7,936,546 | |
Formosa Chemicals & Fibre Corp. | 3,263,620 | 10,615,962 | |
Formosa Petrochemical Corp. | 1,083,000 | 4,011,111 | |
Formosa Plastics Corp. | 3,548,640 | 13,460,578 | |
Foxconn Technology Co. Ltd. | 867,811 | 2,142,743 | |
Fubon Financial Holding Co. Ltd. | 6,175,487 | 14,187,378 | |
Giant Manufacturing Co. Ltd. | 269,042 | 3,427,409 | |
GlobalWafers Co. Ltd. | 200,000 | 6,183,575 | |
Highwealth Construction Corp. | 525,140 | 850,334 | |
HIWIN Technologies Corp. | 243,362 | 3,701,158 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 11,563,593 | 48,000,601 | |
Hotai Motor Co. Ltd. | 282,000 | 6,095,115 | |
Hua Nan Financial Holdings Co. Ltd. | 7,723,670 | 5,251,377 | |
Innolux Corp. | 7,609,819 | 8,196,656 | |
Inventec Corp. | 2,678,209 | 2,602,017 | |
Largan Precision Co. Ltd. | 93,000 | 10,349,973 | |
Lite-On Technology Corp. | 2,082,053 | 4,760,894 | |
MediaTek, Inc. | 1,399,989 | 59,366,147 | |
Mega Financial Holding Co. Ltd. | 10,061,833 | 11,755,908 | |
Micro-Star International Co. Ltd. | 651,000 | 4,298,068 | |
Nan Ya Plastics Corp. | 4,789,980 | 15,118,133 | |
Nan Ya Printed Circuit Board Corp. | 209,000 | 2,382,054 | |
Nanya Technology Corp. | 1,145,000 | 3,753,158 | |
Nien Made Enterprise Co. Ltd. | 150,000 | 2,426,194 | |
Novatek Microelectronics Corp. | 538,000 | 12,013,312 | |
Oneness Biotech Co. Ltd. (b) | 174,000 | 1,469,458 | |
Pegatron Corp. | 1,824,652 | 4,805,668 | |
Phison Electronics Corp. | 137,199 | 2,965,403 | |
Pou Chen Corp. | 2,166,240 | 2,759,640 | |
Powertech Technology, Inc. | 674,700 | 2,692,040 | |
President Chain Store Corp. | 559,000 | 5,420,970 | |
Quanta Computer, Inc. | 2,745,000 | 9,665,700 | |
Realtek Semiconductor Corp. | 453,744 | 8,638,104 | |
Ruentex Development Co. Ltd. | 673,922 | 1,280,560 | |
Shin Kong Financial Holding Co. Ltd. | 10,530,563 | 3,806,001 | |
Sinopac Holdings Co. | 9,509,250 | 4,525,784 | |
Synnex Technology International Corp. | 1,182,920 | 2,357,797 | |
Taishin Financial Holdings Co. Ltd. | 9,102,758 | 4,592,911 | |
Taiwan Business Bank | 5,225,917 | 1,907,474 | |
Taiwan Cement Corp. | 4,636,311 | 8,643,829 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 8,630,076 | 6,608,825 | |
Taiwan High Speed Rail Corp. | 1,573,000 | 1,770,293 | |
Taiwan Mobile Co. Ltd. | 1,523,400 | 5,451,422 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 22,710,000 | 478,058,676 | |
Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR | 17,895 | 2,089,062 | |
The Shanghai Commercial & Savings Bank Ltd. | 3,161,815 | 4,916,116 | |
Unified-President Enterprises Corp. | 4,438,620 | 11,928,444 | |
Unimicron Technology Corp. | 1,123,000 | 4,621,399 | |
United Microelectronics Corp. | 10,939,000 | 21,808,579 | |
Vanguard International Semiconductor Corp. | 839,000 | 3,587,780 | |
Walsin Technology Corp. | 303,000 | 2,629,361 | |
Win Semiconductors Corp. | 316,000 | 4,144,355 | |
Winbond Electronics Corp. | 2,742,000 | 3,502,931 | |
Wistron Corp. | 2,826,291 | 3,307,200 | |
Wiwynn Corp. | 75,000 | 2,453,033 | |
WPG Holding Co. Ltd. | 1,516,378 | 2,794,542 | |
Yageo Corp. | 342,292 | 6,651,084 | |
Yuanta Financial Holding Co. Ltd. | 8,928,248 | 8,306,833 | |
TOTAL TAIWAN | 1,080,945,457 | ||
Thailand - 0.5% | |||
Advanced Info Service PCL (For. Reg.) | 1,018,600 | 5,591,673 | |
Airports of Thailand PCL: | |||
(depositary receipt) | 786,000 | 1,564,430 | |
(For. Reg.) | 3,761,200 | 7,486,177 | |
Asset World Corp. PCL | 8,077,300 | 1,234,284 | |
Asset World Corp. PCL NVDR unit | 2,412,000 | 368,575 | |
B. Grimm Power PCL (For. Reg.) | 794,300 | 1,090,091 | |
Bangkok Bank PCL: | |||
(For. Reg.) | 371,900 | 1,450,589 | |
NVDR | 242,800 | 947,037 | |
Bangkok Commercial Asset Management PCL | 1,802,900 | 1,192,287 | |
Bangkok Dusit Medical Services PCL: | |||
unit | 458,300 | 319,265 | |
(For. Reg.) | 8,284,500 | 5,771,225 | |
Bangkok Expressway and Metro PCL | 5,848,100 | 1,501,920 | |
Berli Jucker PCL: | |||
unit | 277,200 | 315,910 | |
(For. Reg) | 852,800 | 971,891 | |
BTS Group Holdings PCL (For. Reg.) | 6,246,700 | 1,794,798 | |
Bumrungrad Hospital PCL: | |||
NVDR | 92,500 | 397,913 | |
(For. Reg.) | 333,600 | 1,435,069 | |
Central Pattana PCL: | |||
unit | 144,000 | 241,541 | |
(For. Reg.) | 1,878,700 | 3,151,270 | |
Central Retail Corp. PCL | 2,230,350 | 2,506,011 | |
Central Retail Corp. PCL unit | 555,700 | 624,382 | |
Charoen Pokphand Foods PCL (For. Reg.) | 3,517,640 | 3,274,849 | |
CP ALL PCL (For. Reg.) | 4,766,000 | 9,562,600 | |
Delta Electronics PCL (For. Reg.) | 273,200 | 3,104,745 | |
Electricity Generating PCL: | |||
(For. Reg.) | 240,100 | 1,360,438 | |
NVDR | 48,900 | 277,074 | |
Energy Absolute PCL (For. Reg.) | 1,472,600 | 2,883,743 | |
Global Power Synergy Public Co. Ltd. | 596,000 | 1,391,942 | |
Global Power Synergy Public Co. Ltd. unit | 92,500 | 216,031 | |
Gulf Energy Development PCL: | |||
unit | 429,800 | 476,022 | |
(For. Reg.) | 2,272,500 | 2,516,894 | |
Home Product Center PCL: | |||
unit | 498,900 | 225,826 | |
(For. Reg.) | 5,041,347 | 2,281,958 | |
Indorama Ventures PCL (For. Reg.) | 1,678,000 | 2,585,682 | |
Intouch Holdings PCL (For. Reg.) | 2,120,900 | 4,340,526 | |
Kasikornbank PCL: | |||
NVDR | 73,000 | 309,342 | |
(For. Reg.) | 1,525,500 | 6,464,398 | |
Krung Thai Bank PCL: | |||
(For. Reg.) | 2,762,675 | 1,002,190 | |
NVDR | 467,800 | 169,700 | |
Krungthai Card PCL: | |||
(For. Reg.) | 638,800 | 1,563,676 | |
NVDR | 60,700 | 148,583 | |
Land & House PCL (For. Reg.) | 7,055,500 | 1,959,232 | |
Minor International PCL: | |||
unit | 385,200 | 370,979 | |
warrants 9/30/21 (b) | 45,263 | 974 | |
warrants 7/31/23 (b) | 108,381 | 34,793 | |
(For. Reg.) | 3,197,598 | 3,079,549 | |
Muangthai Leasing PCL | 569,191 | 1,169,445 | |
Muangthai Leasing PCL unit | 120,300 | 247,165 | |
Osotspa PCL | 630,600 | 723,722 | |
PTT Exploration and Production PCL (For. Reg.) | 1,224,151 | 4,676,532 | |
PTT Global Chemical PCL (For. Reg.) | 2,006,886 | 4,364,897 | |
PTT Oil & Retail Business PCL NVDR unit | 2,926,700 | 2,865,629 | |
PTT PCL: | |||
(For. Reg.) | 9,828,100 | 12,620,353 | |
NVDR | 848,800 | 1,089,952 | |
Ratchaburi Electric Generating Holding PCL (For. Reg.) | 514,200 | 833,615 | |
Siam Cement PCL: | |||
(For. Reg.) | 648,650 | 9,620,427 | |
NVDR unit | 55,500 | 823,146 | |
Siam Commercial Bank PCL: | |||
unit | 163,200 | 550,112 | |
(For. Reg.) | 702,900 | 2,369,326 | |
Sri Trang Gloves Thailand PCL | 689,200 | 979,040 | |
Sri Trang Gloves Thailand PCL unit | 99,100 | 140,776 | |
Srisawad Corp. PCL: | |||
warrants 8/29/25 (b) | 22,064 | 14,379 | |
(For. Reg.) | 773,200 | 2,066,417 | |
Thai Oil PCL (For. Reg.) | 1,125,100 | 2,140,038 | |
Thai Union Frozen Products PCL (For. Reg.) | 2,880,000 | 1,396,083 | |
Total Access Communication PCL: | |||
(For. Reg.) | 369,700 | 388,689 | |
NVDR | 315,500 | 331,705 | |
True Corp. PCL: | |||
unit | 3,825,600 | 400,368 | |
(For. Reg.) | 7,537,335 | 788,819 | |
TOTAL THAILAND | 140,158,719 | ||
Turkey - 0.1% | |||
Akbank TAS | 2,966,673 | 1,748,738 | |
Aselsan A/S | 723,588 | 1,311,046 | |
Bim Birlesik Magazalar A/S JSC | 434,683 | 3,412,882 | |
Eregli Demir ve Celik Fabrikalari T.A.S. | 1,309,713 | 3,012,162 | |
Ford Otomotiv Sanayi A/S | 65,450 | 1,389,837 | |
Haci Omer Sabanci Holding A/S | 754,308 | 737,110 | |
Koc Holding A/S | 690,676 | 1,527,559 | |
Turk Hava Yollari AO (b) | 406,057 | 599,858 | |
Turk Sise ve Cam Fabrikalari A/S | 1,172,407 | 1,063,539 | |
Turkcell Iletisim Hizmet A/S | 1,156,307 | 2,072,728 | |
Turkiye Garanti Bankasi A/S | 2,332,051 | 2,030,994 | |
Turkiye Is Bankasi A/S Series C | 1,358,673 | 799,244 | |
Turkiye Petrol Rafinerileri A/S (b) | 115,457 | 1,223,778 | |
Yapi ve Kredi Bankasi A/S | 2,718,634 | 689,613 | |
TOTAL TURKEY | 21,619,088 | ||
United Arab Emirates - 0.2% | |||
Abu Dhabi Commercial Bank PJSC | 2,548,292 | 4,349,888 | |
Aldar Properties PJSC | 3,507,757 | 3,351,953 | |
Dubai Islamic Bank Pakistan Ltd. | 1,713,030 | 2,075,326 | |
Emaar Malls Group PJSC (b) | 2,141,502 | 1,072,748 | |
Emaar Properties PJSC (b) | 3,047,443 | 3,094,609 | |
Emirates NBD Bank PJSC | 2,336,987 | 7,921,127 | |
Emirates Telecommunications Corp. | 1,585,486 | 9,142,179 | |
First Abu Dhabi Bank PJSC | 2,519,741 | 9,768,485 | |
TOTAL UNITED ARAB EMIRATES | 40,776,315 | ||
United Kingdom - 8.1% | |||
3i Group PLC | 914,067 | 16,183,612 | |
Admiral Group PLC | 178,968 | 7,733,754 | |
Anglo American PLC (United Kingdom) | 1,138,637 | 48,276,199 | |
Antofagasta PLC | 368,788 | 9,501,265 | |
Ashtead Group PLC | 416,285 | 26,739,083 | |
Associated British Foods PLC | 329,187 | 10,492,715 | |
AstraZeneca PLC (United Kingdom) | 1,215,208 | 129,351,555 | |
Auto Trader Group PLC (b)(d) | 927,950 | 7,305,377 | |
Aveva Group PLC | 105,277 | 5,059,669 | |
Aviva PLC | 3,626,120 | 20,046,436 | |
BAE Systems PLC | 2,964,166 | 20,705,396 | |
Barclays PLC | 16,076,177 | 38,919,954 | |
Barratt Developments PLC | 933,281 | 9,950,368 | |
Berkeley Group Holdings PLC | 115,921 | 7,407,489 | |
BHP Group PLC | 1,958,046 | 58,966,198 | |
BP PLC | 12,644,797 | 52,935,560 | |
BP PLC sponsored ADR | 1,044,269 | 26,273,808 | |
British American Tobacco PLC (United Kingdom) | 2,123,553 | 78,790,947 | |
British Land Co. PLC | 836,446 | 5,988,421 | |
BT Group PLC (b) | 8,276,870 | 18,855,057 | |
Bunzl PLC | 310,881 | 9,990,793 | |
Burberry Group PLC (b) | 373,595 | 10,633,799 | |
Coca-Cola European Partners PLC | 188,548 | 10,713,297 | |
Compass Group PLC (b) | 1,650,805 | 35,912,074 | |
Croda International PLC | 127,574 | 11,917,226 | |
Diageo PLC | 2,167,043 | 97,281,629 | |
Direct Line Insurance Group PLC | 1,255,276 | 4,942,491 | |
Evraz PLC | 465,741 | 4,131,991 | |
Fresnillo PLC | 172,243 | 1,959,148 | |
GlaxoSmithKline PLC | 4,644,077 | 85,821,456 | |
Halma PLC | 353,875 | 12,648,049 | |
Hargreaves Lansdown PLC | 311,871 | 7,406,049 | |
Hikma Pharmaceuticals PLC | 161,354 | 5,437,246 | |
HSBC Holdings PLC (United Kingdom) | 18,866,825 | 117,799,062 | |
Imperial Brands PLC | 876,343 | 18,244,873 | |
Informa PLC (b) | 1,386,532 | 10,765,399 | |
InterContinental Hotel Group PLC (b) | 159,282 | 11,319,069 | |
Intertek Group PLC | 149,750 | 12,694,135 | |
J Sainsbury PLC | 1,717,836 | 5,639,236 | |
JD Sports Fashion PLC (b) | 470,414 | 5,966,526 | |
Johnson Matthey PLC | 179,840 | 8,071,961 | |
Kingfisher PLC | 1,954,628 | 9,649,344 | |
Land Securities Group PLC | 671,728 | 6,686,789 | |
Legal & General Group PLC | 5,541,241 | 20,846,039 | |
Lloyds Banking Group PLC | 65,609,907 | 41,142,660 | |
London Stock Exchange Group PLC | 293,610 | 30,006,267 | |
M&G PLC | 2,396,174 | 7,190,970 | |
Melrose Industries PLC | 4,484,104 | 10,088,025 | |
Mondi PLC | 246,075 | 6,696,498 | |
Mondi PLC | 206,927 | 5,615,509 | |
National Grid PLC | 3,237,972 | 40,816,440 | |
NatWest Group PLC | 4,496,383 | 12,208,329 | |
Next PLC (b) | 124,336 | 13,397,144 | |
NMC Health PLC (b) | 75,611 | 27,220 | |
Ocado Group PLC (b) | 451,967 | 13,089,244 | |
Pearson PLC | 354,037 | 4,061,537 | |
Pearson PLC sponsored ADR (a) | 334,503 | 3,846,785 | |
Persimmon PLC | 295,174 | 12,767,600 | |
Phoenix Group Holdings PLC | 494,374 | 4,857,121 | |
Prudential PLC | 2,417,149 | 51,181,398 | |
Reckitt Benckiser Group PLC | 659,178 | 58,691,673 | |
RELX PLC: | |||
rights (b)(e) | 1,792,254 | 826,714 | |
(London Stock Exchange) | 1,792,254 | 46,521,241 | |
Rentokil Initial PLC | 1,721,441 | 11,896,490 | |
Rio Tinto PLC | 1,040,128 | 87,118,278 | |
Rolls-Royce Holdings PLC | 7,756,713 | 11,207,322 | |
Royal Dutch Shell PLC: | |||
Class A (United Kingdom) | 3,734,307 | 70,265,746 | |
Class B (United Kingdom) | 3,500,692 | 62,640,232 | |
RSA Insurance Group PLC | 950,161 | 8,954,588 | |
Sage Group PLC | 1,006,985 | 8,872,644 | |
Schroders PLC | 120,238 | 5,991,253 | |
Segro PLC | 1,112,938 | 15,454,766 | |
Severn Trent PLC | 223,777 | 7,655,100 | |
Smith & Nephew PLC | 815,562 | 17,651,825 | |
Smiths Group PLC | 364,778 | 8,188,890 | |
Spirax-Sarco Engineering PLC | 67,638 | 11,036,564 | |
SSE PLC | 967,041 | 19,605,609 | |
St. James's Place Capital PLC | 500,513 | 9,411,144 | |
Standard Chartered PLC (United Kingdom) | 2,492,373 | 17,885,109 | |
Standard Life PLC | 2,081,982 | 7,979,016 | |
Taylor Wimpey PLC | 3,343,184 | 8,292,319 | |
Tesco PLC | 7,267,993 | 22,186,042 | |
Unilever PLC | 2,433,766 | 142,562,995 | |
United Utilities Group PLC | 633,060 | 8,467,681 | |
Vodafone Group PLC | 15,592,263 | 29,425,732 | |
Vodafone Group PLC sponsored ADR | 909,183 | 17,229,018 | |
Whitbread PLC (b) | 185,190 | 8,296,746 | |
WM Morrison Supermarkets PLC | 2,389,401 | 5,736,845 | |
TOTAL UNITED KINGDOM | 2,113,004,873 | ||
United States of America - 0.2% | |||
DouYu International Holdings Ltd. ADR (b) | 83,569 | 761,314 | |
Li Auto, Inc. ADR (a)(b) | 162,944 | 3,216,515 | |
NICE Systems Ltd. sponsored ADR (b) | 22,281 | 5,374,846 | |
Southern Copper Corp. (a) | 82,741 | 5,743,053 | |
Yum China Holdings, Inc. | 369,205 | 23,230,379 | |
TOTAL UNITED STATES OF AMERICA | 38,326,107 | ||
TOTAL COMMON STOCKS | |||
(Cost $19,394,336,398) | 24,511,821,177 | ||
Nonconvertible Preferred Stocks - 1.1% | |||
Brazil - 0.4% | |||
Alpargatas SA (PN) (b) | 186,800 | 1,366,255 | |
Ambev SA sponsored ADR | 561,345 | 1,560,539 | |
Banco Bradesco SA: | |||
(PN) | 3,775,586 | 16,577,117 | |
(PN) sponsored ADR (a) | 1,497,686 | 6,514,934 | |
Bradespar SA (PN) | 202,000 | 2,640,627 | |
BRF SA sponsored ADR (a)(b) | 188,537 | 731,524 | |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 249,442 | 1,698,137 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 876,337 | 2,232,767 | |
Companhia Paranaense de Energia-COPEL (PN-B) | 968,000 | 1,115,542 | |
Gerdau SA | 1,010,850 | 6,181,909 | |
Itau Unibanco Holding SA | 3,342,361 | 16,939,314 | |
Itau Unibanco Holding SA sponsored ADR | 1,144,286 | 5,721,430 | |
Itausa-Investimentos Itau SA (PN) | 4,176,407 | 7,734,585 | |
Lojas Americanas SA (PN) | 866,867 | 3,328,917 | |
Petroleo Brasileiro SA - Petrobras: | |||
(PN) (non-vtg.) | 3,007,640 | 13,078,020 | |
(PN) sponsored ADR (non-vtg.) | 902,017 | 7,802,447 | |
sponsored ADR | 283,092 | 2,400,620 | |
TOTAL BRAZIL | 97,624,684 | ||
Chile - 0.1% | |||
Embotelladora Andina SA Class B | 354,635 | 845,759 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (b) | 144,663 | 7,622,423 | |
TOTAL CHILE | 8,468,182 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 488,682 | 3,645,613 | |
France - 0.0% | |||
Air Liquide SA (b) | 41,793 | 7,038,041 | |
Germany - 0.4% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 58,674 | 4,810,884 | |
Fuchs Petrolub AG | 64,135 | 3,418,894 | |
Henkel AG & Co. KGaA | 161,211 | 18,521,050 | |
Porsche Automobil Holding SE (Germany) | 141,666 | 14,933,940 | |
Sartorius AG (non-vtg.) | 33,012 | 18,621,927 | |
Volkswagen AG | 169,899 | 44,263,374 | |
TOTAL GERMANY | 104,570,069 | ||
Korea (South) - 0.2% | |||
AMOREPACIFIC Corp. | 1 | 80 | |
Hyundai Motor Co. | 22,245 | 2,118,515 | |
Hyundai Motor Co. Series 2 | 31,163 | 2,953,892 | |
LG Chemical Ltd. | 8,434 | 3,359,934 | |
LG Household & Health Care Ltd. | 1,040 | 665,880 | |
Samsung Electronics Co. Ltd. | 740,419 | 48,532,311 | |
TOTAL KOREA (SOUTH) | 57,630,612 | ||
Russia - 0.0% | |||
Surgutneftegas OJSC | 7,120,217 | 4,056,320 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $243,740,089) | 283,033,521 | ||
Principal Amount | Value | ||
Nonconvertible Bonds - 0.0% | |||
India - 0.0% | |||
NTPC Ltd. 8.49% 3/25/25 (Cost $46,681) | INR | 233,068 | 42,770 |
U.S. Government and Government Agency Obligations - 0.0% | |||
U.S. Treasury Obligations - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (f) | |||
(Cost $14,999,821) | 15,000,000 | 14,999,994 | |
Shares | Value | ||
Money Market Funds - 5.2% | |||
Fidelity Cash Central Fund 0.04% (g) | 934,205,334 | $934,392,176 | |
Fidelity Securities Lending Cash Central Fund 0.04% (g)(h) | 413,023,899 | 413,065,202 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $1,347,456,970) | 1,347,457,378 | ||
TOTAL INVESTMENT IN SECURITIES - 100.2% | |||
(Cost $21,000,579,959) | 26,157,354,840 | ||
NET OTHER ASSETS (LIABILITIES) - (0.2)% | (44,572,956) | ||
NET ASSETS - 100% | $26,112,781,884 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 7,277 | June 2021 | $821,937,150 | $12,642,659 | $12,642,659 |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 6,059 | June 2021 | 404,922,970 | 1,844,628 | 1,844,628 |
TME S&P/TSX 60 Index Contracts (Canada) | 484 | June 2021 | 89,416,849 | 1,009,861 | 1,009,861 |
TOTAL FUTURES CONTRACTS | $15,497,148 |
The notional amount of futures purchased as a percentage of Net Assets is 5%
Currency Abbreviations
INR – Indian rupee
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Security or a portion of the security is on loan at period end.
(b) Non-income producing
(c) Level 3 security
(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $700,640,566 or 2.7% of net assets.
(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(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 $14,999,994.
(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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $391,294 |
Fidelity Securities Lending Cash Central Fund | 889,649 |
Total | $1,280,943 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $1,746,272,899 | $838,979,577 | $907,293,322 | $-- |
Consumer Discretionary | 3,362,007,495 | 2,483,701,904 | 875,583,770 | 2,721,821 |
Consumer Staples | 2,089,971,055 | 1,148,383,739 | 941,587,315 | 1 |
Energy | 1,083,334,594 | 668,738,856 | 414,595,738 | -- |
Financials | 4,679,875,045 | 3,459,076,837 | 1,219,634,887 | 1,163,321 |
Health Care | 2,218,315,050 | 1,095,764,000 | 1,122,551,050 | -- |
Industrials | 2,878,665,481 | 2,060,732,622 | 808,107,243 | 9,825,616 |
Information Technology | 3,220,211,482 | 1,984,084,137 | 1,236,125,764 | 1,581 |
Materials | 2,101,075,474 | 1,610,524,303 | 490,551,171 | -- |
Real Estate | 643,680,103 | 642,677,918 | 1,002,185 | -- |
Utilities | 771,446,020 | 535,284,123 | 236,161,895 | 2 |
Corporate Bonds | 42,770 | -- | 42,770 | -- |
U.S. Government and Government Agency Obligations | 14,999,994 | -- | 14,999,994 | -- |
Money Market Funds | 1,347,457,378 | 1,347,457,378 | -- | -- |
Total Investments in Securities: | $26,157,354,840 | $17,875,405,394 | $8,268,237,104 | $13,712,342 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $15,497,148 | $15,497,148 | $-- | $-- |
Total Assets | $15,497,148 | $15,497,148 | $-- | $-- |
Total Derivative Instruments: | $15,497,148 | $15,497,148 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $15,497,148 | $0 |
Total Equity Risk | 15,497,148 | 0 |
Total Value of Derivatives | $15,497,148 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $386,077,930) — See accompanying schedule: Unaffiliated issuers (cost $19,653,122,989) | $24,809,897,462 | |
Fidelity Central Funds (cost $1,347,456,970) | 1,347,457,378 | |
Total Investment in Securities (cost $21,000,579,959) | $26,157,354,840 | |
Segregated cash with brokers for derivative instruments | 59,740,536 | |
Cash | 65,322 | |
Foreign currency held at value (cost $37,001,165) | 36,912,728 | |
Receivable for investments sold | 4,364 | |
Receivable for fund shares sold | 243,670,813 | |
Dividends receivable | 80,723,895 | |
Distributions receivable from Fidelity Central Funds | 348,599 | |
Receivable from investment adviser for expense reductions | 154,469 | |
Other receivables | 26,138 | |
Total assets | 26,579,001,704 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $1,300,873 | |
Delayed delivery | 2,094,636 | |
Payable for fund shares redeemed | 14,907,430 | |
Payable for daily variation margin on futures contracts | 14,806,571 | |
Other payables and accrued expenses | 20,025,228 | |
Collateral on securities loaned | 413,085,082 | |
Total liabilities | 466,219,820 | |
Net Assets | $26,112,781,884 | |
Net Assets consist of: | ||
Paid in capital | $21,140,462,960 | |
Total accumulated earnings (loss) | 4,972,318,924 | |
Net Assets | $26,112,781,884 | |
Net Asset Value, offering price and redemption price per share ($26,112,781,884 ÷ 1,710,747,187 shares) | $15.26 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $284,009,540 | |
Income from Fidelity Central Funds (including $889,649 from security lending) | 1,280,943 | |
Income before foreign taxes withheld | 285,290,483 | |
Less foreign taxes withheld | (30,249,969) | |
Total income | 255,040,514 | |
Expenses | ||
Custodian fees and expenses | $2,248,556 | |
Independent trustees' fees and expenses | 32,269 | |
Total expenses before reductions | 2,280,825 | |
Expense reductions | (745,541) | |
Total expenses after reductions | 1,535,284 | |
Net investment income (loss) | 253,505,230 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (99,651,324) | |
Fidelity Central Funds | 25,507 | |
Foreign currency transactions | 818,671 | |
Futures contracts | 175,277,660 | |
Total net realized gain (loss) | 76,470,514 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $14,816,026) | 4,630,600,047 | |
Assets and liabilities in foreign currencies | 25,007 | |
Futures contracts | 29,007,396 | |
Total change in net unrealized appreciation (depreciation) | 4,659,632,450 | |
Net gain (loss) | 4,736,102,964 | |
Net increase (decrease) in net assets resulting from operations | $4,989,608,194 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $253,505,230 | $362,606,481 |
Net realized gain (loss) | 76,470,514 | (350,457,114) |
Change in net unrealized appreciation (depreciation) | 4,659,632,450 | (253,064,207) |
Net increase (decrease) in net assets resulting from operations | 4,989,608,194 | (240,914,840) |
Distributions to shareholders | (362,237,580) | (282,158,115) |
Share transactions | ||
Proceeds from sales of shares | 4,720,210,183 | 9,185,580,728 |
Reinvestment of distributions | 362,237,580 | 282,158,115 |
Cost of shares redeemed | (1,774,485,387) | (2,833,802,250) |
Net increase (decrease) in net assets resulting from share transactions | 3,307,962,376 | 6,633,936,593 |
Total increase (decrease) in net assets | 7,935,332,990 | 6,110,863,638 |
Net Assets | ||
Beginning of period | 18,177,448,894 | 12,066,585,256 |
End of period | $26,112,781,884 | $18,177,448,894 |
Other Information | ||
Shares | ||
Sold | 322,741,769 | 751,055,863 |
Issued in reinvestment of distributions | 25,892,608 | 21,771,460 |
Redeemed | (124,323,869) | (230,734,901) |
Net increase (decrease) | 224,310,508 | 542,092,422 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Series Global ex U.S. Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $12.23 | $12.78 | $11.80 | $13.22 | $10.95 | $11.15 |
Income from Investment Operations | ||||||
Net investment income (loss)A | .16 | .29 | .40 | .37 | .33 | .30 |
Net realized and unrealized gain (loss) | 3.11 | (.56) | .90 | (1.46) | 2.21 | (.23) |
Total from investment operations | 3.27 | (.27) | 1.30 | (1.09) | 2.54 | .07 |
Distributions from net investment income | (.24) | (.26) | (.32) | (.31) | (.27) | (.27) |
Distributions from net realized gain | – | (.01) | – | (.02) | (.01) | – |
Total distributions | (.24) | (.28)B | (.32) | (.33) | (.27)B | (.27) |
Net asset value, end of period | $15.26 | $12.23 | $12.78 | $11.80 | $13.22 | $10.95 |
Total ReturnC,D | 26.92% | (2.27)% | 11.36% | (8.48)% | 23.84% | .71% |
Ratios to Average Net AssetsE,F | ||||||
Expenses before reductions | .02%G | .02% | .04% | .06% | .06% | .16% |
Expenses net of fee waivers, if any | .01%G | .01% | .04% | .06% | .06% | .16% |
Expenses net of all reductions | .01%G | .01% | .04% | .06% | .06% | .16% |
Net investment income (loss) | 2.19%G | 2.42% | 3.27% | 2.82% | 2.74% | 2.84% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $26,112,782 | $18,177,449 | $12,066,585 | $5,946,725 | $4,997,008 | $3,638,463 |
Portfolio turnover rateH | 5%G,I | 5% | 3%I | 2% | 4% | 1% |
A Calculated based on average shares outstanding during the period.
B Total distributions per share do not sum due to rounding.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
G Annualized
H Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
I Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity Series Global ex U.S. Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered only to certain other Fidelity funds and Fidelity managed 529 plans. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds, which are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. Corporate bonds and U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. The Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on the Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, certain foreign taxes, passive foreign investment companies (PFIC), partnerships, market discount, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $6,198,785,299 |
Gross unrealized depreciation | (1,181,511,319) |
Net unrealized appreciation (depreciation) | $5,017,273,980 |
Tax cost | $21,155,578,006 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(93,602,667) |
Long-term | (215,263,079) |
Total capital loss carryforward | $(308,865,746) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity Series Global ex U.S. Index Fund | 3,349,979,961 | 553,784,383 |
Unaffiliated Exchanges In-Kind. During the period, the Fund received investments and cash valued at $209,303,799 in exchange for 13,853,005 shares of the Fund. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets.
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund does not pay a management fee. Under the management contract, the investment adviser or an affiliate pays all ordinary operating expenses of the Fund, except custody fees, fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Series Global ex U.S. Index Fund | $48,513 | $24 | $– |
9. Expense Reductions.
The investment adviser contractually agreed to reimburse the Fund to the extent annual operating expenses exceeded .013% of average net assets. This reimbursement will remain in place through February 29, 2024. Some expenses, for example the compensation of the independent Trustees, and certain other expenses such as interest expense, are excluded from this reimbursement. During the period this reimbursement reduced the Fund's expenses by $745,541.
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
At the end of the period, mutual funds and accounts managed by the investment adviser or its affiliates were the owners of record of all of the outstanding shares of the Fund.
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity Series Global ex U.S. Index Fund | .01% | |||
Actual | $1,000.00 | $1,269.20 | $.06 | |
Hypothetical-C | $1,000.00 | $1,024.74 | $.05 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
SGX-SANN-0621
1.899282.111
Fidelity® Emerging Markets Index Fund
Fidelity® Global ex U.S. Index Fund
Semi-Annual Report
April 30, 2021
Contents
Fidelity® Emerging Markets Index Fund | |
Fidelity® Global ex U.S. Index Fund | |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Funds. This report is not authorized for distribution to prospective investors in the Funds unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Funds nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Fidelity® Emerging Markets Index Fund
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 6.1 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 5.4 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 5.1 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 4.1 |
Meituan Class B (Cayman Islands, Internet & Direct Marketing Retail) | 1.6 |
Naspers Ltd. Class N (South Africa, Internet & Direct Marketing Retail) | 1.2 |
Reliance Industries Ltd. (India, Oil, Gas & Consumable Fuels) | 0.9 |
China Construction Bank Corp. (H Shares) (China, Banks) | 0.9 |
Vale SA (Brazil, Metals & Mining) | 0.9 |
JD.com, Inc. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 0.8 |
27.0 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Information Technology | 20.4 |
Financials | 18.2 |
Consumer Discretionary | 16.0 |
Communication Services | 11.3 |
Materials | 8.5 |
Consumer Staples | 5.7 |
Energy | 4.7 |
Health Care | 4.7 |
Industrials | 3.6 |
Real Estate | 1.7 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Cayman Islands | 23.8% | |
Taiwan | 13.7% | |
Korea (South) | 13.0% | |
China | 10.7% | |
India | 9.0% | |
Brazil | 4.5% | |
United States of America* | 3.9% | |
South Africa | 3.5% | |
Saudi Arabia | 2.8% | |
Other | 15.1% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Fidelity® Emerging Markets Index Fund
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 94.5% | |||
Shares | Value | ||
Argentina - 0.0% | |||
Telecom Argentina SA Class B sponsored ADR (a) | 60,057 | $278,064 | |
YPF SA Class D sponsored ADR (b) | 111,137 | 420,098 | |
TOTAL ARGENTINA | 698,162 | ||
Bailiwick of Jersey - 0.1% | |||
Polymetal International PLC | 151,697 | 3,131,262 | |
Bermuda - 0.7% | |||
Alibaba Health Information Technology Ltd. (b) | 2,594,000 | 7,914,493 | |
Alibaba Pictures Group Ltd. (b) | 7,710,000 | 1,121,599 | |
Beijing Enterprises Water Group Ltd. | 3,360,000 | 1,284,696 | |
Brilliance China Automotive Holdings Ltd. (c) | 1,908,000 | 1,793,106 | |
China Gas Holdings Ltd. | 1,674,800 | 6,047,844 | |
China Resource Gas Group Ltd. | 594,000 | 3,223,211 | |
China Youzan Ltd. (b) | 8,864,000 | 2,864,232 | |
Cosco Shipping Ports Ltd. | 1,192,977 | 1,002,882 | |
Credicorp Ltd. | 4,359 | 522,208 | |
Credicorp Ltd. (United States) | 38,767 | 4,628,780 | |
GOME Electrical Appliances Holdings Ltd. (a)(b) | 7,646,802 | 1,260,070 | |
Hopson Development Holdings Ltd. | 422,000 | 1,659,696 | |
Kunlun Energy Co. Ltd. | 2,500,000 | 2,684,175 | |
Nine Dragons Paper (Holdings) Ltd. | 1,047,000 | 1,439,537 | |
Shenzhen International Holdings Ltd. | 714,674 | 1,190,548 | |
TOTAL BERMUDA | 38,637,077 | ||
Brazil - 3.4% | |||
Ambev SA | 3,027,100 | 8,325,563 | |
Atacadao SA | 265,600 | 1,061,999 | |
B2W Companhia Global do Varejo (b) | 143,887 | 1,783,208 | |
B3 SA - Brasil Bolsa Balcao | 1,323,914 | 12,551,720 | |
Banco Bradesco SA | 1,186,164 | 4,513,583 | |
Banco do Brasil SA | 552,600 | 3,015,264 | |
Banco Inter SA unit | 65,500 | 2,793,853 | |
Banco Santander SA (Brasil) unit | 265,400 | 1,882,505 | |
BB Seguridade Participacoes SA | 448,300 | 1,842,866 | |
BRF SA (b) | 365,700 | 1,399,638 | |
BTG Pactual Participations Ltd. unit | 152,200 | 3,019,035 | |
CCR SA | 772,700 | 1,712,670 | |
Centrais Eletricas Brasileiras SA (Electrobras) | 211,465 | 1,432,203 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 219,800 | 1,731,030 | |
Companhia Siderurgica Nacional SA (CSN) | 446,100 | 4,039,664 | |
Cosan SA | 164,699 | 2,730,607 | |
CPFL Energia SA | 145,500 | 786,153 | |
Energisa SA unit | 116,300 | 943,323 | |
ENGIE Brasil Energia SA | 138,650 | 1,038,079 | |
Equatorial Energia SA | 582,500 | 2,690,499 | |
Hapvida Participacoes e Investimentos SA (d) | 716,100 | 1,903,606 | |
Hypermarcas SA | 244,100 | 1,557,516 | |
Itausa-Investimentos Itau SA | 19,812 | 40,302 | |
JBS SA | 685,300 | 3,799,898 | |
Klabin SA unit (b) | 459,700 | 2,357,718 | |
Localiza Rent A Car SA | 390,049 | 4,617,069 | |
Lojas Renner SA | 511,359 | 3,803,150 | |
Magazine Luiza SA | 1,879,624 | 6,930,877 | |
Natura & Co. Holding SA (b) | 576,290 | 5,170,861 | |
Notre Dame Intermedica Participacoes SA | 333,218 | 4,985,342 | |
Petrobras Distribuidora SA | 485,300 | 2,011,046 | |
Petroleo Brasileiro SA - Petrobras (ON) | 2,399,697 | 10,204,803 | |
Raia Drogasil SA | 692,900 | 3,354,768 | |
Rumo SA (b) | 833,500 | 3,068,823 | |
Sul America SA unit | 202,549 | 1,219,683 | |
Suzano Papel e Celulose SA (b) | 481,217 | 6,083,370 | |
Telefonica Brasil SA | 325,700 | 2,590,227 | |
TIM SA | 542,500 | 1,217,418 | |
Totvs SA | 315,400 | 1,805,753 | |
Ultrapar Participacoes SA | 461,400 | 1,793,090 | |
Vale SA | 2,378,484 | 47,735,629 | |
Via Varejo SA (b) | 820,800 | 1,787,551 | |
Weg SA | 1,078,864 | 6,953,365 | |
TOTAL BRAZIL | 184,285,327 | ||
British Virgin Islands - 0.0% | |||
Mail.Ru Group Ltd. unit (b) | 73,128 | 1,637,243 | |
Tianhe Chemicals Group Ltd. (c) | 376,000 | 0 | |
TOTAL BRITISH VIRGIN ISLANDS | 1,637,243 | ||
Cayman Islands - 23.8% | |||
21Vianet Group, Inc. ADR (b) | 54,280 | 1,514,955 | |
3SBio, Inc. (b)(d) | 824,000 | 780,746 | |
51job, Inc. sponsored ADR (b) | 18,493 | 1,138,244 | |
AAC Technology Holdings, Inc. | 477,500 | 2,650,689 | |
Abu Dhabi Islamic Bank | 912,805 | 1,200,291 | |
Agile Property Holdings Ltd. | 740,000 | 1,160,336 | |
Airtac International Group | 79,000 | 3,335,838 | |
AK Medical Holdings Ltd. (d) | 266,000 | 414,354 | |
Alibaba Group Holding Ltd. sponsored ADR (b) | 1,217,571 | 281,198,022 | |
Anta Sports Products Ltd. | 695,000 | 12,481,414 | |
Autohome, Inc. ADR Class A | 38,174 | 3,539,875 | |
Baidu.com, Inc. sponsored ADR (b) | 173,303 | 36,450,820 | |
Baozun, Inc. sponsored ADR (b) | 37,657 | 1,307,074 | |
BeiGene Ltd. ADR (b) | 29,234 | 10,043,048 | |
Bilibili, Inc. ADR (a)(b) | 103,824 | 11,509,929 | |
Bosideng International Holdings Ltd. | 2,072,000 | 1,053,638 | |
Chailease Holding Co. Ltd. | 798,404 | 5,771,251 | |
China Aoyuan Group Ltd. | 767,000 | 797,832 | |
China Conch Venture Holdings Ltd. | 1,038,000 | 4,910,882 | |
China East Education Holdings Ltd. (d) | 348,000 | 812,683 | |
China Education Group Holdings Ltd. | 509,000 | 1,229,293 | |
China Evergrande Group | 1,276,000 | 2,161,779 | |
China Feihe Ltd. (d) | 744,000 | 2,121,541 | |
China Hongqiao Group Ltd. | 1,100,500 | 1,742,609 | |
China Huishan Dairy Holdings Co. Ltd. (c) | 888,000 | 1 | |
China Liansu Group Holdings Ltd. | 704,000 | 1,774,558 | |
China Literature Ltd. (b)(d) | 195,800 | 2,041,750 | |
China Medical System Holdings Ltd. | 872,000 | 2,020,662 | |
China Meidong Auto Holding Ltd. | 358,000 | 1,790,518 | |
China Mengniu Dairy Co. Ltd. | 1,775,000 | 9,505,970 | |
China Overseas Property Holdings Ltd. | 840,000 | 852,139 | |
China Resources Cement Holdings Ltd. | 1,590,000 | 1,733,745 | |
China Resources Land Ltd. | 2,060,744 | 9,669,997 | |
China State Construction International Holdings Ltd. | 1,277,000 | 897,611 | |
China Yuhua Education Corp. Ltd. (d) | 744,000 | 705,903 | |
CIFI Holdings Group Co. Ltd. | 2,091,236 | 1,871,081 | |
Country Garden Holdings Co. Ltd. | 4,938,656 | 5,881,055 | |
Country Garden Services Holdings Co. Ltd. | 942,000 | 9,883,557 | |
Dali Foods Group Co. Ltd. (d) | 1,418,500 | 843,677 | |
Daqo New Energy Corp. ADR (b) | 33,500 | 2,696,415 | |
ENN Energy Holdings Ltd. | 507,300 | 8,646,844 | |
Ever Sunshine Lifestyle Services Group Ltd. | 434,000 | 1,073,861 | |
GDS Holdings Ltd. ADR (b) | 57,273 | 4,751,941 | |
Geely Automobile Holdings Ltd. | 3,785,000 | 9,818,512 | |
Genscript Biotech Corp. | 678,000 | 1,571,111 | |
Greentown China Holdings Ltd. | 553,500 | 666,958 | |
Greentown Service Group Co. Ltd. | 1,014,000 | 1,616,082 | |
GSX Techedu, Inc. ADR (a)(b) | 49,638 | 1,585,934 | |
Haidilao International Holding Ltd. (d) | 509,000 | 3,299,302 | |
Haitian International Holdings Ltd. | 411,000 | 1,674,636 | |
Hansoh Pharmaceutical Group Co. Ltd. (d) | 760,000 | 3,282,546 | |
Hengan International Group Co. Ltd. | 419,000 | 2,715,928 | |
Huazhu Group Ltd. ADR (b) | 102,746 | 6,057,904 | |
Hutchison China Meditech Ltd. sponsored ADR (b) | 46,528 | 1,316,277 | |
HUYA, Inc. ADR (a)(b) | 51,525 | 907,871 | |
Innovent Biologics, Inc. (b)(d) | 630,500 | 6,850,658 | |
iQIYI, Inc. ADR (b) | 179,549 | 2,641,166 | |
JD Health International, Inc. (d) | 184,150 | 2,868,546 | |
JD.com, Inc. sponsored ADR (b) | 555,704 | 42,989,261 | |
Jinxin Fertility Group Ltd. (d) | 856,000 | 2,203,984 | |
Jiumaojiu International Holdings Ltd. (d) | 418,000 | 1,748,898 | |
JOYY, Inc. ADR | 37,383 | 3,553,628 | |
Kaisa Group Holdings Ltd. | 1,977,142 | 860,319 | |
KE Holdings, Inc. ADR (b) | 79,484 | 4,137,142 | |
Kingboard Chemical Holdings Ltd. | 425,500 | 2,519,777 | |
Kingboard Laminates Holdings Ltd. | 700,500 | 1,751,306 | |
Kingdee International Software Group Co. Ltd. | 1,559,000 | 5,158,032 | |
Kingsoft Cloud Holdings Ltd. ADR | 35,014 | 1,537,815 | |
Kingsoft Corp. Ltd. | 529,000 | 3,745,615 | |
Koolearn Technology Holding Ltd. (a)(b)(d) | 162,500 | 312,542 | |
Kuaishou Technology Class B (d) | 128,700 | 4,357,517 | |
KWG Property Holding Ltd. | 810,500 | 1,302,184 | |
Lee & Man Paper Manufacturing Ltd. | 851,000 | 741,691 | |
Legend Biotech Corp. ADR (b) | 85 | 2,559 | |
Li Ning Co. Ltd. | 1,359,500 | 11,096,173 | |
Logan Property Holdings Co. Ltd. | 866,000 | 1,377,974 | |
Longfor Properties Co. Ltd. (d) | 1,156,500 | 7,213,469 | |
Lufax Holding Ltd. ADR (a)(b) | 109,534 | 1,303,455 | |
Meituan Class B (b)(d) | 2,316,500 | 88,869,621 | |
Microport Scientific Corp. | 465,000 | 3,358,308 | |
Ming Yuan Cloud Group Holdings Ltd. | 247,000 | 1,147,913 | |
Minth Group Ltd. | 480,000 | 1,949,599 | |
Momo, Inc. ADR | 100,147 | 1,468,155 | |
NetEase, Inc. ADR | 266,476 | 29,861,301 | |
New Oriental Education & Technology Group, Inc. sponsored ADR | 984,221 | 15,019,212 | |
NIO, Inc. sponsored ADR (b) | 824,250 | 32,838,120 | |
Noah Holdings Ltd. sponsored ADR (b) | 22,845 | 1,006,322 | |
Pinduoduo, Inc. ADR (b) | 252,824 | 33,860,718 | |
Ping An Healthcare and Technology Co. Ltd. (b)(d) | 331,300 | 3,881,214 | |
RLX Technology, Inc. ADR (a) | 76,200 | 829,818 | |
Seazen Group Ltd. | 1,388,000 | 1,483,106 | |
Shenzhou International Group Holdings Ltd. | 531,400 | 11,690,266 | |
Shimao Property Holdings Ltd. | 792,500 | 2,295,549 | |
Silergy Corp. | 48,000 | 5,024,155 | |
Sino Biopharmaceutical Ltd. | 6,665,000 | 7,181,751 | |
Smoore International Holdings Ltd. (d) | 414,000 | 2,934,016 | |
SSY Group Ltd. | 1,018,000 | 627,752 | |
Sunac China Holdings Ltd. | 1,644,000 | 6,402,240 | |
Sunny Optical Technology Group Co. Ltd. | 457,900 | 11,164,914 | |
TAL Education Group ADR (b) | 243,924 | 13,891,472 | |
Tencent Holdings Ltd. | 3,697,000 | 294,917,229 | |
Tencent Music Entertainment Group ADR (b) | 237,268 | 4,133,209 | |
Tingyi (Cayman Islands) Holding Corp. | 1,260,000 | 2,267,684 | |
Tongcheng-Elong Holdings Ltd. (b) | 555,600 | 1,393,336 | |
Topsports International Holdings Ltd. (d) | 801,000 | 1,082,746 | |
Trip.com Group Ltd. ADR (b) | 325,330 | 12,713,896 | |
Uni-President China Holdings Ltd. | 837,000 | 1,019,345 | |
Vinda International Holdings Ltd. | 235,000 | 836,503 | |
Vipshop Holdings Ltd. ADR (b) | 286,848 | 8,826,313 | |
Want Want China Holdings Ltd. | 3,131,000 | 2,269,323 | |
Weibo Corp. sponsored ADR (a)(b) | 36,363 | 1,832,695 | |
Weimob, Inc. (b)(d) | 1,023,000 | 2,259,944 | |
Wuxi Biologics (Cayman), Inc. (b)(d) | 2,100,500 | 29,486,388 | |
Xiaomi Corp. Class B (b)(d) | 9,202,600 | 29,144,084 | |
Xinyi Solar Holdings Ltd. | 2,735,499 | 4,578,094 | |
XPeng, Inc. ADR (a)(b) | 109,266 | 3,268,146 | |
Yadea Group Holdings Ltd. (d) | 672,000 | 1,470,696 | |
Yihai International Holding Ltd. | 303,000 | 2,952,863 | |
Zai Lab Ltd. ADR (b) | 48,379 | 8,041,074 | |
Zhen Ding Technology Holding Ltd. | 396,000 | 1,502,093 | |
Zhenro Properties Group Ltd. | 944,000 | 636,807 | |
Zhongsheng Group Holdings Ltd. Class H | 364,500 | 2,761,524 | |
ZTO Express, Inc. sponsored ADR | 262,871 | 8,453,931 | |
TOTAL CAYMAN ISLANDS | 1,303,388,645 | ||
Chile - 0.4% | |||
Banco de Chile | 28,923,784 | 3,096,957 | |
Banco de Credito e Inversiones | 33,148 | 1,539,332 | |
Banco Santander Chile | 42,112,302 | 2,310,835 | |
Cencosud SA | 936,447 | 1,944,096 | |
Cencosud Shopping SA | 320,057 | 522,373 | |
Colbun SA | 5,441,198 | 934,006 | |
Compania Cervecerias Unidas SA | 94,603 | 870,519 | |
Empresas CMPC SA | 716,491 | 1,991,009 | |
Empresas COPEC SA | 248,500 | 2,676,148 | |
Enel Americas SA | 13,698,310 | 1,949,908 | |
Enel Chile SA | 17,511,879 | 1,195,005 | |
Falabella SA | 482,131 | 2,177,536 | |
Sociedad Quimica y Minera de Chile SA (PN-B) sponsored ADR | 2,792 | 147,250 | |
TOTAL CHILE | 21,354,974 | ||
China - 10.7% | |||
360 Security Technology, Inc. (A Shares) | 179,900 | 350,435 | |
A-Living Services Co. Ltd. (H Shares) (d) | 298,250 | 1,374,574 | |
Accelink Technologies Co. Ltd. (A Shares) | 25,300 | 86,880 | |
Addsino Co. Ltd. (A Shares) | 61,600 | 161,767 | |
AECC Aero-Engine Control Co. Ltd. (A Shares) | 42,600 | 119,373 | |
AECC Aviation Power Co. Ltd. | 103,000 | 602,869 | |
Agricultural Bank of China Ltd.: | |||
(A Shares) | 3,030,400 | 1,497,996 | |
(H Shares) | 17,583,000 | 6,836,041 | |
Aier Eye Hospital Group Co. Ltd. (A Shares) | 158,901 | 1,828,214 | |
Air China Ltd.: | |||
(A Shares) | 179,000 | 226,187 | |
(H Shares) | 1,278,000 | 1,013,483 | |
Aluminum Corp. of China Ltd.: | |||
(A shares) (b) | 602,300 | 413,101 | |
(H Shares) (b) | 2,444,000 | 1,262,903 | |
Angel Yeast Co. Ltd. (A Shares) | 30,900 | 280,289 | |
Anhui Conch Cement Co. Ltd.: | |||
(A Shares) | 103,000 | 780,117 | |
(H Shares) | 853,000 | 5,100,814 | |
Anhui Gujing Distillery Co. Ltd.: | |||
(A Shares) | 7,000 | 245,819 | |
(B Shares) | 123,900 | 1,663,165 | |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | 21,900 | 210,559 | |
Apeloa Pharmaceutical Co. Ltd. A Shares | 44,800 | 215,228 | |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | 9,300 | 472,506 | |
Autobio Diagnostics Co. Ltd. | 11,300 | 213,275 | |
AVIC Aircraft Co. Ltd. (A Shares) | 106,300 | 394,920 | |
Avic Aviation High-Technology Co. Ltd. (A Series) | 53,500 | 198,430 | |
AVIC Capital Co. Ltd. (A Shares) | 294,100 | 176,274 | |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | 148,100 | 223,059 | |
AVIC Jonhon OptronicTechnology Co. Ltd. | 42,000 | 442,351 | |
AVIC Shenyang Aircraft Co. Ltd. (A Shares) | 45,100 | 402,267 | |
AviChina Industry & Technology Co. Ltd. (H Shares) | 1,593,000 | 1,025,393 | |
Avicopter PLC (A Shares) | 21,900 | 172,196 | |
Bank of Beijing Co. Ltd. (A Shares) | 779,180 | 572,935 | |
Bank of Chengdu Co. Ltd. (A Shares) | 137,100 | 252,661 | |
Bank of China Ltd.: | |||
(A Shares) | 880,800 | 442,203 | |
(H Shares) | 51,551,000 | 20,506,915 | |
Bank of Communications Co. Ltd.: | |||
(A Shares) | 1,078,000 | 800,986 | |
(H Shares) | 6,032,000 | 3,859,424 | |
Bank of Hangzhou Co. Ltd. (A Shares) | 226,520 | 578,766 | |
Bank of Jiangsu Co. Ltd. (A Shares) | 566,500 | 618,700 | |
Bank of Nanjing Co. Ltd. (A Shares) | 378,700 | 536,445 | |
Bank of Ningbo Co. Ltd. (A Shares) | 230,600 | 1,504,323 | |
Bank of Shanghai Co. Ltd. (A Shares) | 534,177 | 674,993 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 857,800 | 1,143,557 | |
BBMG Corp.: | |||
(A Shares) | 251,700 | 108,091 | |
(H Shares) | 285,000 | 58,704 | |
Beijing BDStar Navigation Co. Ltd. (A Shares) (b) | 19,500 | 122,359 | |
Beijing Capital International Airport Co. Ltd. (H Shares) | 1,206,000 | 877,204 | |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | 160,800 | 202,444 | |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | 23,340 | 88,658 | |
Beijing Enlight Media Co. Ltd. (A Shares) | 109,100 | 219,262 | |
Beijing Kunlun Tech Co. Ltd. (A Shares) | 44,900 | 128,662 | |
Beijing New Building Materials PLC (A Shares) | 64,300 | 458,498 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 96,600 | 861,916 | |
Beijing Originwater Technology Co. Ltd. (A Shares) | 111,100 | 120,651 | |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | 46,200 | 203,755 | |
Beijing Shunxin Agriculture Co. Ltd. | 26,400 | 202,481 | |
Beijing Sinnet Technology Co. Ltd. (A Shares) | 56,800 | 123,717 | |
Beijing Thunisoft Corp. Ltd. (A Shares) | 28,800 | 79,635 | |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | 47,900 | 266,970 | |
Beijing Yanjing Brewery Co. Ltd. (A Shares) | 91,100 | 103,998 | |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | 459,500 | 417,372 | |
Betta Pharmaceuticals Co. Ltd. (A Shares) | 15,300 | 252,893 | |
BGI Genomics Co. Ltd. | 15,300 | 305,433 | |
BOE Technology Group Co. Ltd. (A Shares) | 1,305,000 | 1,477,663 | |
By-Health Co. Ltd. (A Shares) | 61,000 | 308,133 | |
BYD Co. Ltd.: | |||
(A Shares) | 74,000 | 1,812,648 | |
(H Shares) | 501,000 | 10,418,060 | |
C&S Paper Co. Ltd. (A Shares) | 49,700 | 236,773 | |
Caitong Securities Co. Ltd. | 131,600 | 203,087 | |
Cansino Biologics, Inc. (H Shares) (b)(d) | 46,800 | 2,343,690 | |
CGN Power Co. Ltd. (H Shares) (d) | 6,367,000 | 1,467,211 | |
Chacha Food Co. Ltd. (A Shares) | 18,200 | 151,678 | |
Changchun High & New Technology Industry Group, Inc. (A Shares) | 15,600 | 1,199,129 | |
Changjiang Securities Co. Ltd. (A Shares) | 186,500 | 208,583 | |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | 10,500 | 315,284 | |
Chaozhou Three-Circle Group Co. (A Shares) | 70,000 | 468,217 | |
Chengdu Kanghong Pharmaceutical Group Co. Ltd. (A Shares) | 29,700 | 99,054 | |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (b) | 61,600 | 144,258 | |
China Aerospace Times Electronics Co. Ltd. (A Shares) | 101,800 | 107,406 | |
China Avionics Systems Co. Ltd. (A Shares) | 84,300 | 195,726 | |
China Bohai Bank Co. Ltd. (H Shares) (d) | 1,598,500 | 722,311 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 5,889,000 | 1,159,946 | |
China CITIC Bank Corp. Ltd.: | |||
(A Shares) | 212,900 | 170,359 | |
(H Shares) | 5,413,000 | 2,836,202 | |
China Communications Services Corp. Ltd. (H Shares) | 1,572,000 | 682,004 | |
China Construction Bank Corp.: | |||
(A Shares) | 576,000 | 598,823 | |
(H Shares) | 61,535,000 | 48,572,138 | |
China Eastern Airlines Corp. Ltd. (A Shares) | 343,400 | 276,906 | |
China Everbright Bank Co. Ltd.: | |||
(A Shares) | 1,606,800 | 938,241 | |
(H Shares) | 1,943,000 | 812,945 | |
China Film Co. Ltd. (A Shares) | 54,900 | 119,918 | |
China Fortune Land Development Co. Ltd. (A Shares) | 146,590 | 126,131 | |
China Galaxy Securities Co. Ltd.: | |||
(A Shares) | 136,500 | 210,438 | |
(H Shares) | 2,384,500 | 1,421,291 | |
China Gezhouba Group Co. Ltd. (A Shares) | 168,200 | 184,738 | |
China Great Wall Securities Co. Ltd. (A Shares) | 67,500 | 105,001 | |
China Greatwall Technology Group Co. Ltd. (A Shares) | 109,500 | 199,768 | |
China Huarong Asset Management Co. Ltd. (c)(d) | 6,661,000 | 874,670 | |
China International Capital Corp. Ltd. (b) | 9,400 | 72,502 | |
China International Capital Corp. Ltd. (H Shares) (d) | 958,000 | 2,407,410 | |
China International Travel Service Corp. Ltd. (A Shares) | 75,300 | 3,629,080 | |
China Jushi Co. Ltd. (A Shares) | 133,600 | 371,897 | |
China Life Insurance Co. Ltd.: | |||
(A Shares) | 113,300 | 578,795 | |
(H Shares) | 4,771,000 | 9,671,534 | |
China Longyuan Power Grid Corp. Ltd. (H Shares) | 2,034,000 | 2,995,586 | |
China Merchants Bank Co. Ltd.: | |||
(A Shares) | 816,900 | 6,650,287 | |
(H Shares) | 2,489,346 | 20,077,568 | |
China Merchants Energy Shipping Co. Ltd. (A Shares) | 238,700 | 181,048 | |
China Merchants Property Operation & Service Co. Ltd. (A Shares) | 37,600 | 122,555 | |
China Merchants Securities Co. Ltd. (A Shares) | 283,400 | 819,533 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 241,600 | 433,675 | |
China Minsheng Banking Corp. Ltd.: | |||
(A Shares) | 1,399,200 | 1,015,871 | |
(H Shares) | 3,690,040 | 1,895,434 | |
China Molybdenum Co. Ltd.: | |||
(A Shares) | 673,400 | 604,380 | |
(H Shares) | 2,166,000 | 1,469,514 | |
China National Accord Medicines Corp. Ltd. (A Shares) | 12,300 | 79,422 | |
China National Building Materials Co. Ltd. (H Shares) | 2,482,000 | 3,597,866 | |
China National Chemical Engineering Co. Ltd. (A Shares) | 184,300 | 179,360 | |
China National Medicines Corp. Ltd. (A Shares) | 27,900 | 158,905 | |
China National Nuclear Power Co. Ltd. (A Shares) | 531,300 | 428,421 | |
China National Software & Service Co. Ltd. (A Shares) | 18,400 | 131,260 | |
China Northern Rare Earth Group High-Tech Co. Ltd. (b) | 139,800 | 439,473 | |
China Oilfield Services Ltd. (H Shares) | 1,142,000 | 1,052,650 | |
China Pacific Insurance (Group) Co. Ltd. | 269,800 | 1,370,777 | |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | 1,777,000 | 6,428,335 | |
China Petroleum & Chemical Corp.: | |||
(A Shares) | 990,500 | 654,876 | |
(H Shares) | 15,541,000 | 7,664,910 | |
China Railway Group Ltd.: | |||
(A Shares) | 701,500 | 584,087 | |
(H Shares) | 2,550,000 | 1,319,687 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | 34,400 | 132,796 | |
China Shenhua Energy Co. Ltd.: | |||
(A Shares) | 142,500 | 422,866 | |
(H Shares) | 2,278,000 | 4,744,831 | |
China Shipbuilding Industry Co. (A Shares) (b) | 848,200 | 535,898 | |
China South Publishing & Media Group Co. Ltd. (A Shares) | 60,800 | 95,894 | |
China Southern Airlines Ltd.: | |||
(A Shares) (b) | 236,600 | 232,086 | |
(H Shares) (b) | 1,242,000 | 844,229 | |
China State Construction Engineering Corp. Ltd. (A Shares) | 1,607,180 | 1,226,457 | |
China Tower Corp. Ltd. (H Shares) (d) | 28,434,000 | 4,099,782 | |
China TransInfo Technology Co. Ltd. (A Shares) | 57,500 | 132,969 | |
China Vanke Co. Ltd.: | |||
(A Shares) | 377,200 | 1,641,419 | |
(H Shares) | 1,090,500 | 3,818,558 | |
China Yangtze Power Co. Ltd. (A Shares) | 838,300 | 2,586,059 | |
China Zheshang Bank Co. Ltd. | 622,900 | 380,081 | |
Chongqing Brewery Co. Ltd. (A Shares) | 18,000 | 437,606 | |
Chongqing Changan Automobile Co. Ltd. (A Shares) (b) | 171,300 | 433,179 | |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | 28,900 | 178,351 | |
Chongqing Rural Commercial Bank Co. Ltd.: | |||
(A Shares) | 43,500 | 27,887 | |
(H Shares) | 1,897,000 | 805,909 | |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | 61,800 | 2,152,284 | |
CITIC Securities Co. Ltd.: | |||
(A Shares) | 253,700 | 934,695 | |
(H Shares) | 1,634,500 | 3,943,295 | |
Contemporary Amperex Technology Co. Ltd. | 89,800 | 5,384,671 | |
COSCO Shipping Energy Transportation Co. Ltd.: | |||
(A Shares) | 53,900 | 50,707 | |
(H Shares) | 276,000 | 120,807 | |
COSCO SHIPPING Holdings Co. Ltd.: | |||
(A Shares) (b) | 308,200 | 870,301 | |
(H Shares) (b) | 1,751,000 | 3,133,327 | |
CSC Financial Co. Ltd. (A Shares) | 104,500 | 461,844 | |
Da An Gene Co. Ltd. of Sun Yat-Sen University (A Shares) | 33,560 | 173,827 | |
Daqin Railway Co. Ltd. (A Shares) | 556,300 | 591,233 | |
DaShenLin Pharmaceutical Group Co. Ltd. | 25,400 | 296,709 | |
DHC Software Co. Ltd. (A Shares) | 104,400 | 110,149 | |
Dong E-E-Jiao Co. Ltd. (A Shares) | 24,300 | 133,446 | |
Dongfang Electric Corp. Ltd. (A Shares) | 108,300 | 190,552 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 1,738,000 | 1,510,283 | |
Dongxing Securities Co. Ltd. (A Shares) | 97,400 | 155,124 | |
East Group Co. Ltd. (A Shares) | 81,400 | 78,715 | |
East Money Information Co. Ltd. (A Shares) | 331,860 | 1,652,764 | |
Ecovacs Robotics Co. Ltd. Class A (b) | 17,200 | 435,772 | |
Eve Energy Co. Ltd. (A shares) | 72,555 | 993,814 | |
Everbright Securities Co. Ltd. (A Shares) | 149,200 | 345,487 | |
Fangda Carbon New Material Co. Ltd. (A Shares) | 145,281 | 199,513 | |
FAW Jiefang Group Co. Ltd. (A Shares) (b) | 110,400 | 188,619 | |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | 42,600 | 117,465 | |
Financial Street Holdings Co. Ltd. (A Shares) | 100,200 | 95,967 | |
First Capital Securities Co. Ltd. (A Shares) | 155,000 | 156,353 | |
Focus Media Information Technology Co. Ltd. (A Shares) | 566,420 | 943,231 | |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | 103,940 | 2,721,531 | |
Founder Securities Co. Ltd. (A Shares) (b) | 313,700 | 446,308 | |
Foxconn Industrial Internet Co. Ltd. (A Shares) | 277,196 | 589,205 | |
Fu Jian Anjoy Foods Co. Ltd. (A Shares) | 9,000 | 350,351 | |
Fujian Sunner Development Co. Ltd. A Shares | 46,900 | 191,556 | |
Fuyao Glass Industries Group Co. Ltd.: | |||
(A Shares) | 141,500 | 1,121,989 | |
(H Shares) (d) | 248,400 | 1,443,824 | |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | 2,700 | 191,025 | |
GCL System Integration Technology Co. Ltd. (b) | 216,600 | 104,059 | |
GEM Co. Ltd. (A Shares) | 183,200 | 283,000 | |
Gemdale Corp. (A Shares) | 165,700 | 301,017 | |
GF Securities Co. Ltd.: | |||
(A Shares) | 190,500 | 437,001 | |
(H Shares) | 919,800 | 1,333,327 | |
Giant Network Group Co. Ltd. (A Shares) | 56,300 | 119,149 | |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | 18,060 | 539,080 | |
GoerTek, Inc. (A Shares) | 124,600 | 725,638 | |
Great Wall Motor Co. Ltd.: | |||
(A Shares) | 97,400 | 502,986 | |
(H Shares) | 1,975,000 | 4,886,808 | |
Greenland Holdings Corp. Ltd. (A Shares) | 285,533 | 250,092 | |
GRG Banking Equipment Co. Ltd. (A Shares) | 90,200 | 180,024 | |
Guangdong Haid Group Co. Ltd. (A Shares) | 62,600 | 806,494 | |
Guangdong HEC Technology Holding Co. Ltd. (A Shares) (b) | 94,700 | 68,609 | |
Guangdong Hongda Blasting Co. Ltd. (A Shares) | 26,900 | 115,437 | |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | 12,300 | 359,832 | |
Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. | 23,800 | 137,649 | |
Guanghui Energy Co. Ltd. (A Shares) (b) | 227,600 | 107,234 | |
Guangzhou Automobile Group Co. Ltd. | 84,200 | 145,157 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 1,730,000 | 1,476,605 | |
Guangzhou Baiyun International Airport Co. Ltd. (A Shares) | 85,300 | 160,230 | |
Guangzhou Baiyunshan Pharma Health (A Shares) | 49,200 | 232,871 | |
Guangzhou Haige Communications Group (A Shares) | 85,500 | 131,152 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | 17,500 | 390,009 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 1,049,200 | 1,342,609 | |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | 25,400 | 523,106 | |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | 35,700 | 371,697 | |
Guangzhou Wondfo Biotech Co. Ltd. (A Shares) | 12,391 | 194,148 | |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | 67,900 | 135,202 | |
Guolian Securities Co. Ltd. (b) | 62,200 | 133,365 | |
Guosen Securities Co. Ltd. (A Shares) | 149,700 | 242,813 | |
Guotai Junan Securities Co. Ltd. (A Shares) | 287,600 | 735,716 | |
Guoxuan High Tech Co. Ltd. (A Shares) (b) | 48,800 | 261,885 | |
Guoyuan Securities Co. Ltd. (A Shares) | 146,610 | 173,934 | |
Haier Smart Home Co. Ltd. (b) | 1,250,200 | 5,407,836 | |
Haier Smart Home Co. Ltd. (A Shares) | 248,000 | 1,269,211 | |
Haitong Securities Co. Ltd.: | |||
(A Shares) | 210,600 | 360,136 | |
(H Shares) | 2,046,400 | 1,830,965 | |
Hanergy Mobile Energy Holding (b)(c) | 1,618,000 | 2 | |
Hangzhou First Applied Material Co. Ltd. (A Shares) | 24,500 | 346,145 | |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | 34,200 | 202,712 | |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | 50,200 | 279,246 | |
Hangzhou Tigermed Consulting Co. Ltd.: | |||
(A Shares) | 22,300 | 539,148 | |
(H Shares) (b)(d) | 70,700 | 1,388,925 | |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | 25,100 | 186,190 | |
Heilongjiang Agriculture Co. Ltd. (A Shares) | 63,200 | 147,908 | |
Henan Billions Chemicals Co. Ltd. (A Shares) | 86,073 | 450,077 | |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | 110,223 | 623,862 | |
Hengli Petrochemical Co. Ltd. (A Shares) | 225,840 | 1,034,395 | |
Hengtong Optic-electric Co. Ltd. (A Shares) | 86,280 | 154,207 | |
Hengyi Petrochemical Co. Ltd. (A Shares) | 141,820 | 288,525 | |
Hesteel Co. Ltd. (A Shares) (b) | 386,600 | 152,287 | |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | 20,300 | 340,555 | |
Hongfa Technology Co. Ltd. (A Shares) | 27,000 | 233,234 | |
Huaan Securities Co. Ltd. (A Shares) | 123,500 | 116,184 | |
Huadian Power International Corp. Ltd. (A Shares) | 213,900 | 112,344 | |
Huadong Medicine Co. Ltd. (A Shares) | 67,480 | 548,721 | |
Huagong Tech Co. Ltd. (A Shares) | 37,000 | 115,341 | |
Hualan Biological Engineer, Inc. (A Shares) | 70,160 | 456,064 | |
Huaneng Power International, Inc.: | |||
(A Shares) | 217,400 | 141,721 | |
(H Shares) | 2,428,000 | 875,208 | |
Huatai Securities Co. Ltd.: | |||
(A Shares) | 180,800 | 444,634 | |
(H Shares) (d) | 1,165,600 | 1,665,625 | |
HUAXI Securities Co. Ltd. | 96,900 | 139,808 | |
Huaxia Bank Co. Ltd. (A Shares) | 479,200 | 461,915 | |
Huaxin Cement Co. Ltd. (A Shares) | 47,200 | 160,116 | |
Huayu Automotive Systems Co. Ltd. (A Shares) | 119,400 | 481,768 | |
Hubei Biocause Pharmaceutical Co. Ltd. (A Shares) | 163,600 | 96,540 | |
Hubei Jumpcan Pharmaceutical Co. Ltd. (A Shares) | 29,000 | 86,371 | |
Hunan Valin Steel Co. Ltd. (A Shares) | 235,900 | 286,425 | |
Hundsun Technologies, Inc. (A Shares) | 39,857 | 565,762 | |
iFlytek Co. Ltd. (A Shares) | 84,600 | 666,110 | |
Industrial & Commercial Bank of China Ltd.: | |||
(A Shares) | 2,268,700 | 1,797,858 | |
(H Shares) | 38,844,000 | 25,303,420 | |
Industrial Bank Co. Ltd. (A Shares) | 801,200 | 2,690,676 | |
Industrial Securities Co. Ltd. (A Shares) | 251,100 | 352,591 | |
Ingenic Semiconductor Co. Ltd. (A Shares) (b) | 14,500 | 157,913 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 233,700 | 1,478,337 | |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (b) | 1,751,700 | 397,775 | |
Inner Mongolia First Machinery Group Co. Ltd. (A Shares) | 60,500 | 96,822 | |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | 325,100 | 290,775 | |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | 54,896 | 229,048 | |
Intco Medical Technology Co. Ltd. (A Shares) | 13,600 | 358,304 | |
JA Solar Technology Co. Ltd. (A Shares) (b) | 40,500 | 162,976 | |
Jafron Biomedical Co. Ltd. (A Shares) | 30,390 | 453,022 | |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | 23,500 | 291,322 | |
JCET Group Co. Ltd. (A Shares) (b) | 70,300 | 399,635 | |
Jiangsu Changshu Rural Commercial Bank Co. Ltd. | 100,600 | 107,850 | |
Jiangsu Expressway Co. Ltd. (H Shares) | 774,000 | 912,728 | |
Jiangsu Hengli Hydraulic Co. Ltd. | 50,076 | 665,256 | |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | 205,796 | 2,673,584 | |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | 46,700 | 385,445 | |
Jiangsu Shagang Co. Ltd. (A Shares) | 83,200 | 126,468 | |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | 57,700 | 1,715,803 | |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | 11,600 | 200,731 | |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | 37,900 | 186,177 | |
Jiangsu Zhongnan Construction Group Co. Ltd. (A Shares) | 124,900 | 136,602 | |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | 111,900 | 176,661 | |
Jiangxi Copper Co. Ltd.: | |||
(A Shares) | 92,000 | 377,465 | |
(H Shares) | 738,000 | 1,805,156 | |
Jiangxi Ganfeng Lithium Co. Ltd. | 42,100 | 712,061 | |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | 116,800 | 265,770 | |
Jilin Aodong Pharmaceutical Group Co. Ltd. (A Shares) | 34,300 | 80,644 | |
Jinke Properties Group Co. Ltd. (A Shares) | 193,400 | 197,179 | |
Jinyu Bio-Technology Co. Ltd. (A Shares) | 42,100 | 141,905 | |
JiuGui Liquor Co. Ltd. (A Shares) | 12,300 | 377,579 | |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | 71,900 | 163,270 | |
Jointown Pharmaceutical Group (A Shares) (b) | 66,300 | 173,598 | |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | 29,900 | 215,607 | |
Joyoung Co. Ltd. (A Shares) | 28,100 | 138,037 | |
Juewei Food Co. Ltd. | 23,000 | 306,655 | |
Kingfa Sci & Tech Co. Ltd. (A Shares) | 98,900 | 348,025 | |
Kuang-Chi Technologies Co. Ltd. (A Shares) (b) | 81,200 | 235,942 | |
Kweichow Moutai Co. Ltd. (A Shares) | 48,400 | 15,003,963 | |
Lakala Payment Co. Ltd. (A Shares) | 29,600 | 149,337 | |
Laobaixing Pharmacy Chain JSC (A Shares) | 15,420 | 127,795 | |
Legend Holdings Corp. rights (b)(c) | 12,238 | 2,048 | |
Lens Technology Co. Ltd. (A Shares) | 190,100 | 767,330 | |
Leo Group Co. Ltd. (A Shares) | 247,800 | 94,167 | |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | 67,200 | 333,119 | |
Leyard Optoelectronic Co. Ltd. (A Shares) | 94,300 | 104,446 | |
Liaoning Chengda Co. Ltd. (A Shares) | 55,500 | 193,245 | |
Lingyi iTech Guangdong Co. (A Shares) | 265,900 | 338,459 | |
Livzon Pharmaceutical Group, Inc. (A Shares) | 23,300 | 169,167 | |
LONGi Green Energy Technology Co. Ltd. | 145,600 | 2,235,675 | |
Luenmei Quantum Co. Ltd. (A Shares) | 51,086 | 71,734 | |
Luxshare Precision Industry Co. Ltd. (A Shares) | 268,728 | 1,534,284 | |
Luzhou Laojiao Co. Ltd. (A Shares) | 56,300 | 2,222,778 | |
Maccura Biotechnology Co. Ltd. (A Shares) | 20,600 | 151,282 | |
Mango Excellent Media Co. Ltd. (A Shares) | 68,007 | 714,896 | |
Maxscend Microelectronics Co. Ltd. (A Shares) | 10,260 | 677,111 | |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (b) | 150,460 | 285,882 | |
Metallurgical Corp. China Ltd. (A Shares) | 679,700 | 323,392 | |
Midea Group Co. Ltd. (A Shares) | 135,100 | 1,673,124 | |
Muyuan Foodstuff Co. Ltd. (A Shares) | 144,500 | 2,524,816 | |
Nanji E-Commerce Co. Ltd. (A Shares) | 93,700 | 116,953 | |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 29,400 | 209,140 | |
Nanjing Securities Co. Ltd. (A Shares) | 124,300 | 188,365 | |
Nanyang Topsec Technologies Group, Inc. (b) | 42,400 | 118,682 | |
NARI Technology Co. Ltd. (A Shares) | 176,500 | 871,935 | |
NAURA Technology Group Co. Ltd. | 18,900 | 483,543 | |
NavInfo Co. Ltd. (A Shares) | 83,800 | 184,209 | |
New China Life Insurance Co. Ltd. | 67,900 | 509,866 | |
New China Life Insurance Co. Ltd. (H Shares) | 550,000 | 2,120,627 | |
New Hope Liuhe Co. Ltd. (A Shares) | 172,100 | 441,848 | |
Ninestar Corp. (A Shares) | 37,800 | 148,199 | |
Ningbo Joyson Electronic Corp. (A shares) | 49,700 | 139,192 | |
Ningbo Tuopu Group Co. Ltd. (A Shares) | 39,300 | 205,804 | |
Nongfu Spring Co. Ltd. (H Shares) (a)(d) | 197,600 | 1,046,795 | |
Northeast Securities Co. Ltd. (A Shares) | 91,600 | 116,313 | |
O-film Tech Co. Ltd. (A Shares) | 99,500 | 130,341 | |
Oceanwide Holdings Co., Ltd. (A Shares) | 134,700 | 57,222 | |
Offcn Education Technology Co. A Shares | 61,481 | 242,182 | |
Offshore Oil Enginering Co. Ltd. (A Shares) | 156,000 | 104,827 | |
Oppein Home Group, Inc. (A Shares) | 15,060 | 388,045 | |
Orient Securities Co. Ltd. (A Shares) | 218,800 | 297,772 | |
Ovctek China, Inc. (A Shares) | 23,300 | 418,093 | |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (b) | 306,300 | 105,515 | |
People's Insurance Co. of China Group Ltd.: | |||
(A Shares) | 195,400 | 182,919 | |
(H Shares) | 5,444,000 | 1,864,252 | |
Perfect World Co. Ltd. (A Shares) | 73,600 | 242,283 | |
PetroChina Co. Ltd.: | |||
(A Shares) | 632,000 | 414,922 | |
(H Shares) | 13,814,000 | 5,032,811 | |
Pharmaron Beijing Co. Ltd. (H Shares) (d) | 81,700 | 1,694,425 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 4,425,840 | 4,347,354 | |
Ping An Bank Co. Ltd. (A Shares) | 747,300 | 2,688,595 | |
Ping An Insurance Group Co. of China Ltd.: | |||
(A Shares) | 459,394 | 5,144,986 | |
(H Shares) | 3,792,500 | 41,346,873 | |
Poly Developments & Holdings (A Shares) | 454,300 | 982,498 | |
Poly Property Development Co. Ltd. (H Shares) | 72,600 | 531,339 | |
Postal Savings Bank of China Co. Ltd. | 1,017,100 | 799,728 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (d) | 6,387,000 | 4,160,564 | |
Power Construction Corp. of China Ltd. (A Shares) | 569,100 | 335,825 | |
Proya Cosmetics Co. Ltd. (A Shares) | 7,600 | 214,552 | |
Qianhe Condiment and Food Co. Ltd. (A Shares) | 24,700 | 125,532 | |
Qingdao Rural Commercial Bank Corp. (A Shares) | 182,800 | 121,142 | |
Risesun Real Estate Development Co. Ltd. (A Shares) | 140,600 | 133,791 | |
Rongsheng Petrochemical Co. Ltd. (A Shares) | 216,700 | 948,345 | |
SAIC Motor Corp. Ltd. (A Shares) | 299,200 | 927,157 | |
Sanan Optoelectronics Co. Ltd. (A Shares) | 172,200 | 667,679 | |
Sangfor Technologies, Inc. | 15,600 | 659,063 | |
Sanquan Food Co. Ltd. (A Shares) | 29,300 | 90,070 | |
Sany Heavy Industry Co. Ltd. (A Shares) | 327,400 | 1,561,769 | |
SDIC Capital Co. Ltd. | 169,400 | 338,879 | |
SDIC Power Holdings Co. Ltd. (A Shares) | 244,400 | 373,764 | |
Sealand Securities Co. Ltd. (A Shares) | 193,200 | 125,646 | |
Seazen Holdings Co. Ltd. (A Shares) | 85,600 | 595,570 | |
SF Holding Co. Ltd. (A Shares) | 175,900 | 1,748,539 | |
SG Micro Corp. (A Shares) | 5,900 | 239,062 | |
Shaanxi Coal Industry Co. Ltd. (A Shares) | 315,800 | 548,814 | |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | 40,743 | 143,751 | |
Shandong Gold Mining Co. Ltd.: | |||
(A Shares) | 385,184 | 1,151,952 | |
(H Shares) (d) | 81,750 | 150,076 | |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | 62,400 | 376,029 | |
Shandong Linglong Tyre Co. Ltd. (A Shares) | 52,000 | 446,380 | |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | 452,400 | 266,960 | |
Shandong Pharmaceutical Glass Co. Ltd. (A Shares) | 22,600 | 142,998 | |
Shandong Sinocera Functional Material Co. Ltd. (A Shares) | 36,100 | 276,041 | |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | 99,300 | 245,738 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 1,616,000 | 3,624,051 | |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | 20,200 | 388,554 | |
Shanghai Baosight Software Co. Ltd. (A Shares) | 32,100 | 314,380 | |
Shanghai Construction Group Co. Ltd. (A Shares) | 282,800 | 126,689 | |
Shanghai Electric Group Co. Ltd. (A Shares) (b) | 403,000 | 318,117 | |
Shanghai Electric Power Co. Ltd. (A Shares) | 143,000 | 155,514 | |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | |||
(A Shares) | 67,000 | 623,477 | |
(H Shares) | 349,000 | 2,217,264 | |
Shanghai International Airport Co. Ltd. (A Shares) | 36,100 | 274,033 | |
Shanghai International Port Group Co. Ltd. (A Shares) | 325,400 | 232,734 | |
Shanghai Jahwa United Co. Ltd. (A Shares) | 25,700 | 234,232 | |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | 33,900 | 320,488 | |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | 45,100 | 143,378 | |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | 2,437,041 | 2,200,648 | |
Shanghai M&G Stationery, Inc. (A Shares) | 34,700 | 489,933 | |
Shanghai Oriental Pearl Media Co. Ltd. | 118,090 | 160,530 | |
Shanghai Pharmaceuticals Holding Co. Ltd.: | |||
(A Shares) | 99,400 | 343,643 | |
(H Shares) | 499,400 | 1,136,673 | |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | 1,126,600 | 1,749,028 | |
Shanghai Putailai New Energy Technology Co. Ltd. | 24,812 | 310,730 | |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | 207,100 | 255,616 | |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 122,200 | 222,559 | |
Shanghai Zhangjiang High Ltd. (A Shares) | 50,600 | 142,025 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | 101,200 | 139,915 | |
Shanxi Meijin Energy Co. Ltd. (A Shares) (b) | 151,400 | 183,827 | |
Shanxi Securities Co. Ltd. (A Shares) | 118,230 | 122,184 | |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | 217,300 | 213,826 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | 33,500 | 2,123,021 | |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | 142,660 | 124,071 | |
Shenergy Co. Ltd. (A Shares) | 229,300 | 200,839 | |
Shengyi Technology Co. Ltd. | 85,700 | 308,856 | |
Shennan Circuits Co. Ltd. (A Shares) | 18,240 | 223,664 | |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | 823,900 | 575,273 | |
Shenzhen Airport Co. Ltd. (A Shares) | 66,800 | 88,021 | |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | 15,500 | 184,415 | |
Shenzhen Energy Group Co. Ltd. (A Shares) | 170,860 | 223,555 | |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | 17,200 | 302,365 | |
Shenzhen Hepalink Pharmaceutical Group Co. Ltd. (A Shares) | 34,400 | 86,086 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 66,300 | 916,125 | |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | 53,200 | 141,927 | |
Shenzhen Kangtai Biological Products Co. Ltd. | 26,400 | 736,924 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 39,000 | 2,809,554 | |
Shenzhen MTC Co. Ltd. (A Shares) (b) | 165,000 | 147,833 | |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | 308,900 | 444,251 | |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | 39,900 | 225,526 | |
Shenzhen SC New Energy Technology Corp. (A Shares) | 12,200 | 208,174 | |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | 36,900 | 160,232 | |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | 45,000 | 194,987 | |
Siasun Robot & Automation Co. Ltd. (A Shares) (b) | 54,000 | 80,497 | |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | 153,900 | 267,694 | |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | 54,200 | 181,937 | |
Sichuan Swellfun Co. Ltd. (A Shares) | 18,500 | 292,353 | |
Sinolink Securities Co. Ltd. (A Shares) | 115,200 | 215,149 | |
Sinoma Science & Technology Co. Ltd. (A Shares) | 64,000 | 217,107 | |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | 255,100 | 144,623 | |
Sinopharm Group Co. Ltd. (H Shares) | 878,400 | 2,725,299 | |
Sinotrans Ltd. | 74,500 | 56,161 | |
Sinotrans Ltd. (H Shares) | 290,000 | 132,535 | |
SKSHU Paint Co. Ltd. (A Shares) | 10,300 | 376,996 | |
Songcheng Performance Development Co. Ltd. (A Shares) | 97,380 | 326,882 | |
Soochow Securities Co. Ltd. (A Shares) | 139,750 | 170,977 | |
Southwest Securities Co. Ltd. (A Shares) | 235,400 | 163,636 | |
Spring Airlines Co. Ltd. (A Shares) | 34,487 | 342,553 | |
STO Express Co. Ltd. | 49,900 | 66,292 | |
Sungrow Power Supply Co. Ltd. (A Shares) | 56,200 | 780,471 | |
Suning.com Co. Ltd. (A Shares) | 348,200 | 358,232 | |
Sunshine City Group Co. Ltd. (A Shares) | 136,400 | 120,734 | |
Sunwoda Electronic Co. Ltd. (A Shares) | 58,900 | 195,803 | |
Suofeiya Home Collection Co. Ltd. (A Shares) | 23,900 | 107,510 | |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | 62,300 | 167,840 | |
Suzhou Gold Mantis Consolidated Co. Ltd. | 98,200 | 140,318 | |
Tangshan Jidong Cement Co. Ltd. A Shares | 61,000 | 132,111 | |
TBEA Co. Ltd. (A Shares) | 140,100 | 266,847 | |
TCL Corp. (A Shares) | 541,600 | 752,978 | |
The Pacific Securities Co. Ltd. (A Shares) (b) | 249,000 | 142,703 | |
Thunder Software Technology Co. Ltd. (A Shares) | 16,200 | 336,212 | |
Tianfeng Securities Co. Ltd. (A Shares) | 228,500 | 166,252 | |
Tianjin 712 Communication & Broadcasting Co. Ltd. | 29,200 | 139,200 | |
Tianjin Chase Sun Pharmaceutical Co. Ltd. (A Shares) | 96,600 | 65,211 | |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | 116,500 | 497,242 | |
Tianma Microelectronics Co. Ltd. (A Shares) | 88,400 | 189,814 | |
Tianshui Huatian Technology Co. Ltd. (A Shares) | 103,000 | 203,661 | |
Toly Bread Co. Ltd. | 20,700 | 157,484 | |
TongFu Microelectronics Co. Ltd. (A Shares) (b) | 49,700 | 164,067 | |
Tonghua Dongbao Pharmaceutical Co. Ltd. (A Shares) | 71,400 | 146,142 | |
Tongkun Group Co. Ltd. (A Shares) | 82,400 | 291,363 | |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | 395,300 | 174,033 | |
Tongwei Co. Ltd. (A Shares) | 165,500 | 900,682 | |
Topchoice Medical Corp. (b) | 12,300 | 595,097 | |
Transfar Zhilian Co. Ltd. | 122,500 | 115,621 | |
TravelSky Technology Ltd. (H Shares) | 596,000 | 1,308,971 | |
Tsingtao Brewery Co. Ltd.: | |||
(A Shares) | 59,300 | 833,690 | |
(H Shares) | 250,000 | 2,268,997 | |
Unigroup Guoxin Microelectronics Co. Ltd. | 23,100 | 417,895 | |
Unisplendour Corp. Ltd. (A Shares) | 106,303 | 300,016 | |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | 52,500 | 131,382 | |
Visionox Technology, Inc. (A Shares) (b) | 47,900 | 69,554 | |
Walvax Biotechnology Co. Ltd. (A Shares) | 59,500 | 574,457 | |
Wangfujing Group Co. Ltd. | 33,900 | 174,855 | |
Wangsu Science & Technology Co. Ltd. (A Shares) | 78,600 | 67,387 | |
Wanhua Chemical Group Co. Ltd. (A Shares) | 121,200 | 1,923,548 | |
Weichai Power Co. Ltd.: | |||
(A Shares) | 251,800 | 704,425 | |
(H Shares) | 1,225,200 | 2,835,954 | |
Weifu High-Technology Group Co. Ltd. (A Shares) | 33,600 | 126,542 | |
Weihai Guangwei Composites Co. Ltd. (A Shares) | 19,300 | 188,275 | |
Wens Foodstuffs Group Co. Ltd. (A Shares) | 241,380 | 536,566 | |
Western Securities Co. Ltd. (A Shares) | 178,800 | 232,839 | |
Will Semiconductor Ltd. | 33,200 | 1,551,453 | |
Wingtech Technology Co. Ltd. (A Shares) | 47,500 | 625,898 | |
Winning Health Technology Group Co. Ltd. (A Shares) | 80,480 | 188,348 | |
Wuchan Zhongda Group Co. Ltd. | 180,600 | 128,890 | |
Wuhan Guide Infrared Co. Ltd. (A Shares) | 59,040 | 318,023 | |
Wuhan Humanwell Hi-Tech Industry Co. Ltd. | 62,700 | 318,851 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 80,700 | 275,005 | |
Wuhu Token Science Co. Ltd. (A Shares) | 85,300 | 99,617 | |
Wuliangye Yibin Co. Ltd. (A Shares) | 149,300 | 6,573,029 | |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | 59,700 | 133,538 | |
WuXi AppTec Co. Ltd. | 66,820 | 1,638,631 | |
WuXi AppTec Co. Ltd. (H Shares) (d) | 192,552 | 4,553,674 | |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | 34,500 | 471,121 | |
Wuxi Taiji Industry Co. Ltd. (A Shares) | 82,800 | 99,383 | |
XCMG Construction Machinery Co. Ltd. (A Shares) | 300,100 | 342,124 | |
Xiamen C&D, Inc. (A Shares) | 100,200 | 125,531 | |
Xiamen Intretech, Inc. | 38,930 | 244,639 | |
Xiamen Tungsten Co. Ltd. (A Shares) | 52,900 | 157,797 | |
Xinhu Zhongbao Co. Ltd. (A Shares) | 267,500 | 127,273 | |
Xinjiang Goldwind Science & Technology Co. Ltd.: | |||
(A Shares) | 160,200 | 301,666 | |
(H Shares) | 461,810 | 760,988 | |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | 22,200 | 209,603 | |
Yantai Jereh Oilfield Services (A Shares) | 34,500 | 175,924 | |
Yanzhou Coal Mining Co. Ltd.: | |||
(A Shares) | 115,300 | 231,366 | |
(H Shares) | 946,000 | 1,128,952 | |
Yealink Network Technology Corp. Ltd. | 28,550 | 308,764 | |
Yifan Pharmaceutical Co. Ltd. (A Shares) | 46,800 | 129,335 | |
Yifeng Pharmacy Chain Co. Ltd. | 20,360 | 282,590 | |
Yihai Kerry Arawana Holdings Co. Ltd. (A Series) | 48,700 | 591,156 | |
Yintai Gold Co. Ltd. (A Shares) | 99,180 | 131,300 | |
Yonghui Superstores Co. Ltd. (A Shares) | 362,400 | 311,820 | |
Yonyou Network Technology Co. Ltd. (A Shares) | 125,338 | 642,809 | |
Youngor Group Co. Ltd. (A Shares) | 152,789 | 175,365 | |
YTO Express Group Co. Ltd. (A Shares) | 113,600 | 206,721 | |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (b) | 47,100 | 122,961 | |
Yunda Holding Co. Ltd. (A Shares) | 96,690 | 240,474 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 49,200 | 817,403 | |
Yunnan Energy New Material Co. Ltd. | 33,700 | 700,446 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | 23,200 | 1,216,033 | |
Zhaojin Mining Industry Co. Ltd. (H Shares) | 731,500 | 663,908 | |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) | 283,597 | 290,453 | |
Zhejiang Chint Electric Co. Ltd. (A Shares) | 79,500 | 408,829 | |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | 114,200 | 413,861 | |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | 18,360 | 208,147 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 944,000 | 821,530 | |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | 47,820 | 160,447 | |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) (b) | 46,616 | 588,830 | |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | 48,300 | 288,599 | |
Zhejiang Juhua Co. Ltd. (A Shares) | 100,500 | 135,687 | |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | 122,300 | 256,748 | |
Zhejiang NHU Co. Ltd. (A Shares) | 81,700 | 493,595 | |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | 135,790 | 449,312 | |
Zhejiang Semir Garment Co. Ltd. (A Shares) | 83,600 | 151,225 | |
Zhejiang Supor Co. Ltd. | 19,300 | 224,796 | |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | 60,000 | 217,996 | |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 19,900 | 225,545 | |
Zhengzhou Yutong Bus Co. Ltd. (A Shares) | 84,100 | 176,813 | |
Zheshang Securities Co. Ltd. | 134,000 | 235,563 | |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (b)(d) | 241,100 | 1,427,775 | |
Zhongji Innolight Co. Ltd. (A Shares) | 26,600 | 140,571 | |
Zhongjin Gold Co. Ltd. (A Shares) | 176,700 | 233,653 | |
Zhongtian Financial Group Co. Ltd. (A Shares) (b) | 226,995 | 97,131 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 353,300 | 1,409,971 | |
Zijin Mining Group Co. Ltd.: | |||
(A Shares) | 820,900 | 1,398,707 | |
(H Shares) | 3,622,000 | 5,101,179 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 693,800 | 1,265,742 | |
(H Shares) | 294,400 | 407,807 | |
ZTE Corp.: | |||
(A Shares) | 92,400 | 413,220 | |
(H Shares) | 585,880 | 1,466,256 | |
TOTAL CHINA | 586,042,661 | ||
Colombia - 0.1% | |||
Bancolombia SA | 158,208 | 1,176,874 | |
Bancolombia SA sponsored ADR | 5,281 | 158,060 | |
Ecopetrol SA | 3,152,362 | 1,856,156 | |
Grupo de Inversiones Suramerica SA | 148,511 | 758,124 | |
Interconexion Electrica SA ESP | 284,316 | 1,619,553 | |
TOTAL COLOMBIA | 5,568,767 | ||
Cyprus - 0.1% | |||
TCS Group Holding PLC unit | 76,937 | 4,447,784 | |
Czech Republic - 0.1% | |||
CEZ A/S | 100,453 | 2,799,578 | |
Komercni Banka A/S (b) | 46,930 | 1,423,546 | |
MONETA Money Bank A/S (b)(d) | 321,646 | 1,196,213 | |
TOTAL CZECH REPUBLIC | 5,419,337 | ||
Egypt - 0.1% | |||
Commercial International Bank SAE | 935,702 | 3,405,812 | |
Eastern Tobacco Co. | 755,318 | 569,624 | |
Elsewedy Electric Co. | 651,917 | 335,117 | |
TOTAL EGYPT | 4,310,553 | ||
Greece - 0.1% | |||
Ff Group (b)(c) | 1,035 | 1,493 | |
Hellenic Telecommunications Organization SA | 151,760 | 2,574,418 | |
Jumbo SA | 70,086 | 1,310,257 | |
OPAP SA | 130,700 | 2,003,459 | |
TOTAL GREECE | 5,889,627 | ||
Hong Kong - 1.1% | |||
Beijing Enterprises Holdings Ltd. | 321,000 | 1,049,648 | |
BYD Electronic International Co. Ltd. | 434,500 | 2,312,970 | |
China Everbright International Ltd. | 2,388,333 | 1,503,518 | |
China Everbright Ltd. | 686,000 | 821,319 | |
China Jinmao Holdings Group Ltd. | 3,644,000 | 1,383,901 | |
China Merchants Holdings International Co. Ltd. | 922,105 | 1,479,119 | |
China Overseas Land and Investment Ltd. | 2,460,000 | 6,226,205 | |
China Power International Development Ltd. | 3,384,000 | 775,452 | |
China Resources Beer Holdings Co. Ltd. | 934,878 | 7,552,199 | |
China Resources Pharmaceutical Group Ltd. (d) | 1,018,500 | 688,375 | |
China Resources Power Holdings Co. Ltd. | 1,251,691 | 1,643,622 | |
China Taiping Insurance Group Ltd. | 1,036,777 | 1,927,335 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 1,778,000 | 1,016,294 | |
CITIC Pacific Ltd. | 3,735,000 | 3,933,224 | |
CSPC Pharmaceutical Group Ltd. | 5,769,840 | 7,145,681 | |
Far East Horizon Ltd. | 1,259,000 | 1,442,516 | |
Fosun International Ltd. | 1,628,500 | 2,343,874 | |
Guangdong Investment Ltd. | 1,888,000 | 2,906,952 | |
Hua Hong Semiconductor Ltd. (b)(d) | 334,000 | 2,087,567 | |
Lenovo Group Ltd. | 4,632,000 | 6,368,609 | |
Shenzhen Investment Ltd. | 1,898,137 | 696,430 | |
Sinotruk Hong Kong Ltd. | 450,000 | 1,107,657 | |
Sun Art Retail Group Ltd. | 1,276,500 | 1,176,626 | |
Wharf Holdings Ltd. | 975,000 | 2,962,248 | |
Yuexiu Property Co. Ltd. | 4,300,000 | 996,428 | |
TOTAL HONG KONG | 61,547,769 | ||
Hungary - 0.2% | |||
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (b) | 258,684 | 1,788,390 | |
OTP Bank PLC (b) | 143,461 | 6,453,924 | |
Richter Gedeon PLC | 89,340 | 2,557,109 | |
TOTAL HUNGARY | 10,799,423 | ||
India - 9.0% | |||
ACC Ltd. | 48,526 | 1,233,709 | |
Adani Green Energy Ltd. (b) | 250,856 | 3,451,620 | |
Adani Ports & Special Economic Zone Ltd. (b) | 326,085 | 3,214,616 | |
Ambuja Cements Ltd. | 442,216 | 1,845,478 | |
Apollo Hospitals Enterprise Ltd. (b) | 58,013 | 2,504,849 | |
Asian Paints Ltd. | 246,574 | 8,445,214 | |
Aurobindo Pharma Ltd. | 187,773 | 2,487,032 | |
Avenue Supermarts Ltd. (b)(d) | 104,231 | 4,015,402 | |
Axis Bank Ltd. (b) | 1,455,246 | 14,048,415 | |
Bajaj Auto Ltd. | 44,415 | 2,299,318 | |
Bajaj Finance Ltd. | 174,325 | 12,833,738 | |
Bajaj Finserv Ltd. | 24,522 | 3,656,247 | |
Balkrishna Industries Ltd. | 55,202 | 1,319,354 | |
Bandhan Bank Ltd. (b)(d) | 463,965 | 2,065,930 | |
Berger Paints India Ltd. (b) | 154,052 | 1,464,487 | |
Bharat Forge Ltd. (b) | 147,895 | 1,219,028 | |
Bharat Petroleum Corp. Ltd. | 548,091 | 3,121,798 | |
Bharti Airtel Ltd. | 1,577,183 | 11,431,409 | |
Biocon Ltd. (b) | 269,237 | 1,380,269 | |
Britannia Industries Ltd. | 69,247 | 3,225,075 | |
Cipla Ltd. (b) | 284,596 | 3,498,507 | |
Coal India Ltd. | 786,551 | 1,413,147 | |
Colgate-Palmolive Ltd. | 77,984 | 1,560,522 | |
Container Corp. of India Ltd. | 175,407 | 1,397,240 | |
Dabur India Ltd. | 338,555 | 2,459,787 | |
Divi's Laboratories Ltd. (b) | 85,210 | 4,674,267 | |
DLF Ltd. | 395,169 | 1,319,631 | |
Dr. Reddy's Laboratories Ltd. | 74,772 | 5,205,043 | |
Eicher Motors Ltd. | 87,511 | 2,861,671 | |
GAIL India Ltd. | 1,016,549 | 1,883,337 | |
Godrej Consumer Products Ltd. (b) | 262,204 | 2,449,256 | |
Grasim Industries Ltd. | 189,612 | 3,589,071 | |
Havells India Ltd. | 141,453 | 1,891,484 | |
HCL Technologies Ltd. | 697,714 | 8,469,516 | |
HDFC Asset Management Co. Ltd. (d) | 35,400 | 1,327,159 | |
HDFC Standard Life Insurance Co. Ltd. (b)(d) | 518,226 | 4,654,272 | |
Hero Motocorp Ltd. | 76,815 | 2,924,219 | |
Hindalco Industries Ltd. | 1,010,420 | 4,971,940 | |
Hindustan Petroleum Corp. Ltd. | 432,603 | 1,370,742 | |
Hindustan Unilever Ltd. | 528,772 | 16,806,388 | |
Housing Development Finance Corp. Ltd. | 1,097,919 | 35,879,735 | |
ICICI Bank Ltd. (b) | 3,281,769 | 26,590,159 | |
ICICI Lombard General Insurance Co. Ltd. (d) | 142,130 | 2,713,818 | |
ICICI Prudential Life Insurance Co. Ltd. (b)(d) | 228,313 | 1,609,182 | |
Indian Oil Corp. Ltd. | 1,182,800 | 1,451,048 | |
Indraprastha Gas Ltd. | 201,562 | 1,385,254 | |
Indus Towers Ltd. | 431,887 | 1,472,574 | |
Info Edge India Ltd. (b) | 45,369 | 3,010,938 | |
Infosys Ltd. | 2,190,786 | 39,824,107 | |
InterGlobe Aviation Ltd. (b)(d) | 61,321 | 1,360,812 | |
Ipca Laboratories Ltd. | 44,521 | 1,265,682 | |
ITC Ltd. | 1,893,859 | 5,181,228 | |
JSW Steel Ltd. | 543,292 | 5,266,385 | |
Jubilant Foodworks Ltd. (b) | 50,110 | 1,956,696 | |
Kotak Mahindra Bank Ltd. (b) | 356,030 | 8,407,606 | |
Larsen & Toubro Infotech Ltd. (d) | 33,646 | 1,767,488 | |
Larsen & Toubro Ltd. | 441,986 | 8,000,272 | |
Lupin Ltd. (b) | 145,092 | 2,095,414 | |
Mahindra & Mahindra Ltd. | 518,838 | 5,272,453 | |
Marico Ltd. | 330,101 | 1,834,043 | |
Maruti Suzuki India Ltd. | 87,303 | 7,610,527 | |
Motherson Sumi Systems Ltd. (b) | 811,022 | 2,351,312 | |
MRF Ltd. | 1,215 | 1,324,360 | |
Muthoot Finance Ltd. | 76,305 | 1,192,565 | |
Nestle India Ltd. | 21,647 | 4,767,353 | |
NTPC Ltd. | 2,834,545 | 3,921,398 | |
Oil & Natural Gas Corp. Ltd. | 1,605,728 | 2,345,007 | |
Page Industries Ltd. | 3,573 | 1,431,062 | |
Petronet LNG Ltd. | 475,159 | 1,539,591 | |
PI Industries Ltd. | 53,327 | 1,808,639 | |
Pidilite Industries Ltd. (b) | 97,254 | 2,384,631 | |
Piramal Enterprises Ltd. | 64,979 | 1,474,279 | |
Power Grid Corp. of India Ltd. | 1,341,810 | 3,987,108 | |
Rec Ltd. | 564,176 | 975,909 | |
Reliance Industries Ltd. | 1,833,409 | 49,378,627 | |
SBI Life Insurance Co. Ltd. (d) | 285,343 | 3,578,395 | |
Shree Cement Ltd. (b) | 6,902 | 2,601,286 | |
Shriram Transport Finance Co. Ltd. | 121,852 | 2,213,180 | |
Siemens India Ltd. | 45,365 | 1,152,549 | |
State Bank of India (b) | 1,147,607 | 5,478,078 | |
Sun Pharmaceutical Industries Ltd. | 539,079 | 4,764,030 | |
Tata Consultancy Services Ltd. | 603,144 | 24,723,977 | |
Tata Consumer Products Ltd. (b) | 383,582 | 3,467,803 | |
Tata Motors Ltd. (b) | 1,093,278 | 4,298,411 | |
Tata Steel Ltd. | 434,634 | 6,068,619 | |
Tech Mahindra Ltd. | 403,810 | 5,236,907 | |
Titan Co. Ltd. | 228,054 | 4,593,569 | |
Torrent Pharmaceuticals Ltd. | 32,226 | 1,091,933 | |
Trent Ltd. | 116,920 | 1,226,275 | |
Ultratech Cemco Ltd. | 74,044 | 6,278,017 | |
United Spirits Ltd. (b) | 193,276 | 1,355,973 | |
UPL Ltd. | 319,087 | 2,615,001 | |
Vedanta Ltd. | 1,194,148 | 4,148,195 | |
Wipro Ltd. | 734,582 | 4,859,454 | |
Yes Bank Ltd. (b) | 6,409,235 | 1,259,258 | |
Zee Entertainment Enterprises Ltd. | 554,713 | 1,390,247 | |
TOTAL INDIA | 495,228,606 | ||
Indonesia - 1.1% | |||
PT Adaro Energy Tbk | 9,362,800 | 806,970 | |
PT Aneka Tambang Tbk | 5,412,500 | 932,996 | |
PT Astra International Tbk | 13,019,700 | 4,957,310 | |
PT Bank Central Asia Tbk | 6,341,700 | 14,059,740 | |
PT Bank Mandiri (Persero) Tbk | 12,001,200 | 5,109,644 | |
PT Bank Negara Indonesia (Persero) Tbk | 4,804,200 | 1,895,738 | |
PT Bank Rakyat Indonesia Tbk | 35,702,900 | 10,010,159 | |
PT Barito Pacific Tbk (b) | 18,018,700 | 1,247,400 | |
PT Charoen Pokphand Indonesia Tbk | 4,745,500 | 2,316,080 | |
PT Gudang Garam Tbk (b) | 304,500 | 760,987 | |
PT Indah Kiat Pulp & Paper Tbk | 1,759,200 | 1,108,253 | |
PT Indocement Tunggal Prakarsa Tbk | 947,400 | 842,789 | |
PT Indofood CBP Sukses Makmur Tbk | 1,507,400 | 907,884 | |
PT Indofood Sukses Makmur Tbk | 2,820,000 | 1,273,832 | |
PT Kalbe Farma Tbk | 13,577,600 | 1,353,530 | |
PT Merdeka Copper Gold Tbk (b) | 6,322,600 | 1,146,778 | |
PT Perusahaan Gas Negara Tbk Series B | 7,052,600 | 598,092 | |
PT Sarana Menara Nusantara Tbk | 14,697,400 | 1,159,919 | |
PT Semen Gresik (Persero) Tbk | 1,902,700 | 1,373,184 | |
PT Telekomunikasi Indonesia Tbk Series B | 31,842,600 | 7,035,454 | |
PT Unilever Indonesia Tbk | 4,925,900 | 2,046,064 | |
PT United Tractors Tbk | 1,073,300 | 1,573,356 | |
TOTAL INDONESIA | 62,516,159 | ||
Isle of Man - 0.0% | |||
NEPI Rockcastle PLC | 258,354 | 1,740,471 | |
Korea (South) - 12.2% | |||
Alteogen, Inc. | 17,620 | 1,271,537 | |
AMOREPACIFIC Corp. | 19,633 | 4,749,013 | |
AMOREPACIFIC Group, Inc. | 18,532 | 1,218,033 | |
BGF Retail Co. Ltd. | 5,238 | 716,649 | |
Celltrion Healthcare Co. Ltd. | 44,795 | 4,494,401 | |
Celltrion Pharm, Inc. | 10,564 | 1,256,404 | |
Celltrion, Inc. (b) | 61,978 | 14,742,415 | |
Cheil Worldwide, Inc. | 43,599 | 855,777 | |
CJ CheilJedang Corp. | 5,320 | 1,881,514 | |
CJ Corp. | 10,218 | 872,607 | |
CJ ENM Co. Ltd. | 6,842 | 881,039 | |
CJ Logistics Corp. (b) | 5,824 | 893,172 | |
Coway Co. Ltd. | 30,535 | 1,826,726 | |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (b) | 24,753 | 812,350 | |
Db Insurance Co. Ltd. | 31,702 | 1,387,678 | |
Doosan Bobcat, Inc. | 32,141 | 1,312,048 | |
Doosan Heavy Industries & Construction Co. Ltd. (b) | 135,464 | 1,689,848 | |
DuzonBizon Co. Ltd. | 12,501 | 942,371 | |
E-Mart Co. Ltd. | 12,618 | 1,895,611 | |
Fila Holdings Corp. | 31,166 | 1,270,853 | |
GS Engineering & Construction Corp. | 38,569 | 1,522,715 | |
GS Holdings Corp. | 32,220 | 1,240,361 | |
GS Retail Co. Ltd. | 20,183 | 646,127 | |
Hana Financial Group, Inc. | 193,010 | 7,878,981 | |
Hankook Tire Co. Ltd. | 47,732 | 2,053,072 | |
Hanmi Pharm Co. Ltd. | 4,260 | 1,287,585 | |
Hanon Systems | 120,003 | 1,738,427 | |
Hanwha Corp. | 26,081 | 718,331 | |
Hanwha Solutions Corp. | 77,391 | 3,186,908 | |
HLB, Inc. | 57,841 | 1,712,037 | |
Hotel Shilla Co. | 20,008 | 1,547,637 | |
Hyundai Engineering & Construction Co. Ltd. | 49,959 | 2,251,613 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 39,800 | 866,626 | |
Hyundai Glovis Co. Ltd. | 12,056 | 2,069,922 | |
Hyundai Mobis | 42,779 | 10,328,657 | |
Hyundai Motor Co. | 95,819 | 18,165,064 | |
Hyundai Robotics Co. Ltd. | 30,411 | 1,914,489 | |
Hyundai Steel Co. | 55,803 | 2,769,491 | |
Industrial Bank of Korea | 164,800 | 1,428,007 | |
Kakao Corp. | 184,405 | 18,716,214 | |
Kangwon Land, Inc. | 67,512 | 1,527,394 | |
KB Financial Group, Inc. | 253,942 | 12,434,920 | |
Kia Corp. | 169,435 | 11,666,573 | |
KMW Co. Ltd. (b) | 17,140 | 879,776 | |
Korea Aerospace Industries Ltd. | 47,049 | 1,371,568 | |
Korea Electric Power Corp. | 164,965 | 3,482,401 | |
Korea Gas Corp. | 17,801 | 555,545 | |
Korea Investment Holdings Co. Ltd. | 26,789 | 2,683,020 | |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (b) | 25,024 | 3,434,904 | |
Korea Zinc Co. Ltd. | 5,473 | 2,182,779 | |
Korean Air Lines Co. Ltd. (b) | 100,132 | 2,408,655 | |
KT&G Corp. | 74,617 | 5,498,123 | |
Kumho Petro Chemical Co. Ltd. | 11,764 | 2,735,129 | |
LG Chemical Ltd. | 29,389 | 24,493,461 | |
LG Corp. (c) | 61,007 | 6,901,121 | |
LG Display Co. Ltd. (b) | 149,469 | 3,247,931 | |
LG Electronics, Inc. | 68,396 | 9,632,981 | |
LG Household & Health Care Ltd. | 5,982 | 8,232,552 | |
LG Innotek Co. Ltd. | 9,097 | 1,635,098 | |
LG Telecom Ltd. | 136,365 | 1,609,631 | |
Lotte Chemical Corp. | 11,023 | 2,996,559 | |
Lotte Confectionery Co. Ltd. | 17,917 | 586,403 | |
Lotte Shopping Co. Ltd. | 7,212 | 799,700 | |
Meritz Securities Co. Ltd. | 170,339 | 735,717 | |
Mirae Asset Securities Co. Ltd. | 185,426 | 1,658,136 | |
NAVER Corp. | 79,189 | 25,457,350 | |
NCSOFT Corp. | 10,588 | 7,858,533 | |
Netmarble Corp. (d) | 13,767 | 1,594,258 | |
NH Investment & Securities Co. Ltd. | 71,185 | 817,977 | |
Orion Corp./Republic of Korea | 15,218 | 1,592,183 | |
Ottogi Corp. | 983 | 487,861 | |
Pan Ocean Co., Ltd. (Korea) | 172,127 | 1,129,782 | |
Pearl Abyss Corp. (b) | 18,895 | 952,962 | |
POSCO | 47,635 | 15,485,267 | |
POSCO Chemtech Co. Ltd. | 16,978 | 2,262,154 | |
S-Oil Corp. | 28,652 | 2,231,632 | |
S1 Corp. | 10,948 | 797,888 | |
Samsung Biologics Co. Ltd. (b)(d) | 10,634 | 7,645,434 | |
Samsung C&T Corp. | 54,063 | 6,574,890 | |
Samsung Card Co. Ltd. | 18,170 | 573,560 | |
Samsung Electro-Mechanics Co. Ltd. | 35,983 | 5,759,700 | |
Samsung Electronics Co. Ltd. | 3,075,466 | 224,139,284 | |
Samsung Engineering Co. Ltd. (b) | 100,344 | 1,556,827 | |
Samsung Fire & Marine Insurance Co. Ltd. | 19,770 | 3,500,429 | |
Samsung Heavy Industries Co. Ltd. (b) | 304,084 | 2,039,409 | |
Samsung Life Insurance Co. Ltd. | 45,032 | 3,289,976 | |
Samsung SDI Co. Ltd. | 35,368 | 20,684,151 | |
Samsung SDS Co. Ltd. | 22,370 | 3,660,720 | |
Samsung Securities Co. Ltd. | 39,852 | 1,519,913 | |
Seegene, Inc. | 23,195 | 1,941,421 | |
Shin Poong Pharmaceutical Co. | 18,750 | 1,170,324 | |
Shinhan Financial Group Co. Ltd. | 282,090 | 10,083,294 | |
Shinsegae Co. Ltd. | 4,978 | 1,355,475 | |
SK Biopharmaceuticals Co. Ltd. (b) | 17,602 | 1,715,687 | |
SK Chemicals Co. Ltd. | 4,909 | 1,169,876 | |
SK Holdings Co., Ltd. | 22,612 | 5,580,813 | |
SK Hynix, Inc. | 351,069 | 40,183,882 | |
SK Innovation Co., Ltd. | 35,656 | 8,624,806 | |
SK Telecom Co. Ltd. | 25,426 | 6,888,662 | |
Woori Financial Group, Inc. | 347,429 | 3,324,293 | |
Yuhan Corp. | 31,503 | 1,811,392 | |
TOTAL KOREA (SOUTH) | 665,864,452 | ||
Kuwait - 0.5% | |||
Agility Public Warehousing Co. KSC | 737,154 | 2,318,587 | |
Boubyan Bank KSC | 703,595 | 1,529,047 | |
Gulf Bank | 983,082 | 707,793 | |
Kuwait Finance House KSCP | 2,977,214 | 7,141,758 | |
Mabanee Co. SAKC | 353,304 | 819,375 | |
Mobile Telecommunication Co. | 1,386,808 | 2,774,536 | |
National Bank of Kuwait | 4,386,160 | 11,976,807 | |
TOTAL KUWAIT | 27,267,903 | ||
Luxembourg - 0.1% | |||
Globant SA (b) | 24,136 | 5,531,488 | |
Reinet Investments SCA | 96,271 | 1,858,374 | |
TOTAL LUXEMBOURG | 7,389,862 | ||
Malaysia - 1.3% | |||
AMMB Holdings Bhd | 1,163,900 | 846,886 | |
Axiata Group Bhd | 1,766,541 | 1,669,274 | |
CIMB Group Holdings Bhd | 4,142,743 | 4,187,756 | |
Dialog Group Bhd | 2,613,400 | 1,939,870 | |
DiGi.com Bhd | 1,994,200 | 2,040,214 | |
Fraser & Neave Holdings Bhd | 94,500 | 692,223 | |
Gamuda Bhd (b) | 1,123,300 | 968,197 | |
Genting Bhd | 1,360,900 | 1,654,812 | |
Genting Malaysia Bhd | 1,872,700 | 1,316,903 | |
Genting Plantations Bhd | 165,100 | 351,928 | |
Hap Seng Consolidated Bhd | 389,400 | 763,492 | |
Hartalega Holdings Bhd | 1,101,800 | 2,765,597 | |
Hong Leong Bank Bhd | 416,300 | 1,811,370 | |
Hong Leong Credit Bhd | 145,700 | 589,844 | |
IHH Healthcare Bhd | 1,405,800 | 1,846,711 | |
IOI Corp. Bhd | 1,598,100 | 1,595,954 | |
Kossan Rubber Industries Bhd | 835,300 | 905,563 | |
Kuala Lumpur Kepong Bhd | 277,147 | 1,488,764 | |
Malayan Banking Bhd | 2,525,452 | 5,074,953 | |
Malaysia Airports Holdings Bhd | 689,506 | 1,008,458 | |
Maxis Bhd | 1,501,000 | 1,685,899 | |
MISC Bhd | 863,400 | 1,429,338 | |
Nestle (Malaysia) Bhd | 44,800 | 1,484,400 | |
Petronas Chemicals Group Bhd | 1,545,300 | 3,093,996 | |
Petronas Dagangan Bhd | 192,000 | 945,115 | |
Petronas Gas Bhd | 509,630 | 1,958,632 | |
PPB Group Bhd | 411,220 | 1,857,544 | |
Press Metal Bhd | 1,816,700 | 2,306,639 | |
Public Bank Bhd | 9,355,700 | 9,480,199 | |
QL Resources Bhd | 688,050 | 1,016,409 | |
RHB Capital Bhd | 1,022,889 | 1,301,246 | |
Sime Darby Bhd | 1,743,849 | 962,300 | |
Sime Darby Plantation Bhd | 1,329,549 | 1,473,850 | |
Supermax Corp. Bhd | 962,375 | 1,416,951 | |
Telekom Malaysia Bhd | 725,880 | 1,012,031 | |
Tenaga Nasional Bhd | 1,464,800 | 3,562,302 | |
Top Glove Corp. Bhd | 3,162,900 | 4,363,420 | |
Westports Holdings Bhd | 537,600 | 564,444 | |
TOTAL MALAYSIA | 73,433,484 | ||
Mexico - 1.7% | |||
America Movil S.A.B. de CV Series L | 22,110,500 | 15,444,714 | |
Arca Continental S.A.B. de CV | 293,400 | 1,570,922 | |
Becle S.A.B. de CV | 370,900 | 884,543 | |
CEMEX S.A.B. de CV unit (b) | 9,729,118 | 7,727,774 | |
Coca-Cola FEMSA S.A.B. de CV unit | 338,125 | 1,582,880 | |
Fibra Uno Administracion SA de CV | 2,004,400 | 2,474,702 | |
Fomento Economico Mexicano S.A.B. de CV unit | 1,247,400 | 9,661,084 | |
Gruma S.A.B. de CV Series B | 140,110 | 1,523,663 | |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B (b) | 243,100 | 2,499,044 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 132,820 | 2,246,407 | |
Grupo Bimbo S.A.B. de CV Series A | 1,015,700 | 2,032,704 | |
Grupo Carso SA de CV Series A1 | 292,100 | 832,738 | |
Grupo Financiero Banorte S.A.B. de CV Series O | 1,667,900 | 9,489,336 | |
Grupo Financiero Inbursa S.A.B. de CV Series O (b) | 1,463,700 | 1,359,867 | |
Grupo Mexico SA de CV Series B | 2,002,707 | 9,053,062 | |
Grupo Televisa SA de CV | 1,545,200 | 3,833,823 | |
Industrias Penoles SA de CV (b) | 89,020 | 1,146,401 | |
Infraestructura Energetica Nova S.A.B. de CV (b) | 343,400 | 1,470,939 | |
Kimberly-Clark de Mexico SA de CV Series A | 976,700 | 1,687,540 | |
Megacable Holdings S.A.B. de CV unit | 189,200 | 692,186 | |
Orbia Advance Corp. S.A.B. de CV | 674,455 | 1,881,162 | |
Promotora y Operadora de Infraestructura S.A.B. de CV | 145,665 | 1,125,655 | |
Telesites S.A.B. de C.V. (b) | 844,600 | 797,611 | |
Wal-Mart de Mexico SA de CV Series V | 3,373,100 | 11,041,628 | |
TOTAL MEXICO | 92,060,385 | ||
Netherlands - 0.3% | |||
X5 Retail Group NV: | |||
GDR | 73,913 | 2,272,696 | |
GDR (Reg. S) | 4,876 | 149,693 | |
Yandex NV Class A (b) | 193,450 | 12,746,878 | |
TOTAL NETHERLANDS | 15,169,267 | ||
Pakistan - 0.0% | |||
Habib Bank Ltd. | 495,036 | 402,771 | |
MCB Bank Ltd. | 376,161 | 397,659 | |
Oil & Gas Development Co. Ltd. | 476,465 | 284,140 | |
TOTAL PAKISTAN | 1,084,570 | ||
Peru - 0.0% | |||
Compania de Minas Buenaventura SA (b) | 1,294 | 12,649 | |
Compania de Minas Buenaventura SA sponsored ADR (b) | 137,550 | 1,336,986 | |
TOTAL PERU | 1,349,635 | ||
Philippines - 0.6% | |||
Aboitiz Equity Ventures, Inc. | 1,261,570 | 926,953 | |
Aboitiz Power Corp. | 1,061,600 | 505,367 | |
Ayala Corp. | 181,055 | 2,776,814 | |
Ayala Land, Inc. | 5,159,640 | 3,438,692 | |
Bank of the Philippine Islands (BPI) | 1,153,697 | 1,977,152 | |
BDO Unibank, Inc. | 1,259,456 | 2,687,569 | |
Globe Telecom, Inc. | 21,770 | 825,922 | |
GT Capital Holdings, Inc. | 61,454 | 667,771 | |
International Container Terminal Services, Inc. | 646,510 | 1,738,211 | |
JG Summit Holdings, Inc. | 1,932,146 | 2,109,504 | |
Jollibee Food Corp. | 273,940 | 997,898 | |
Manila Electric Co. | 150,990 | 852,532 | |
Megaworld Corp. | 6,890,800 | 449,260 | |
Metro Pacific Investments Corp. | 8,601,500 | 721,020 | |
Metropolitan Bank & Trust Co. | 1,174,917 | 1,069,985 | |
PLDT, Inc. | 55,120 | 1,449,972 | |
PUREGOLD Price Club, Inc. | 785,000 | 606,033 | |
SM Investments Corp. | 154,880 | 3,080,610 | |
SM Prime Holdings, Inc. | 6,464,000 | 4,609,020 | |
Universal Robina Corp. | 564,020 | 1,598,144 | |
TOTAL PHILIPPINES | 33,088,429 | ||
Poland - 0.7% | |||
Allegro.eu SA (b)(d) | 229,930 | 3,525,165 | |
Bank Polska Kasa Opieki SA (b) | 117,646 | 2,483,093 | |
CD Projekt RED SA | 43,283 | 1,981,522 | |
Cyfrowy Polsat SA | 184,212 | 1,433,980 | |
Dino Polska SA (b)(d) | 31,602 | 2,051,688 | |
KGHM Polska Miedz SA (Bearer) (b) | 89,989 | 4,617,863 | |
LPP SA (b) | 833 | 2,152,682 | |
Orange Polska SA (b) | 414,811 | 745,461 | |
PGE Polska Grupa Energetyczna SA (b) | 539,379 | 1,436,561 | |
Polish Oil & Gas Co. SA | 1,102,888 | 1,913,666 | |
Polski Koncern Naftowy Orlen SA | 191,540 | 3,369,956 | |
Powszechna Kasa Oszczednosci Bank SA (b) | 562,345 | 5,230,185 | |
Powszechny Zaklad Ubezpieczen SA (b) | 388,701 | 3,348,679 | |
Santander Bank Polska SA (b) | 22,934 | 1,357,099 | |
TOTAL POLAND | 35,647,600 | ||
Qatar - 0.7% | |||
Barwa Real Estate Co. | 1,175,878 | 1,045,404 | |
Industries Qatar QSC (b) | 1,168,556 | 4,326,321 | |
Masraf al Rayan | 2,371,719 | 2,910,420 | |
Mesaieed Petrochemical Holding Co. (b) | 2,880,519 | 1,526,889 | |
Ooredoo QSC (b) | 511,784 | 999,391 | |
Qatar Electricity & Water Co. (b) | 341,036 | 1,611,046 | |
Qatar Fuel Co. | 314,024 | 1,569,689 | |
Qatar Gas Transport Co. Ltd. (Nakilat) (b) | 1,569,803 | 1,362,422 | |
Qatar International Islamic Bank QSC (b) | 507,523 | 1,289,368 | |
Qatar Islamic Bank (b) | 743,078 | 3,551,101 | |
Qatar National Bank SAQ (b) | 2,908,562 | 14,299,165 | |
The Commercial Bank of Qatar (b) | 1,268,128 | 1,880,772 | |
TOTAL QATAR | 36,371,988 | ||
Russia - 2.4% | |||
Alrosa Co. Ltd. | 1,659,173 | 2,397,839 | |
Gazprom OAO | 5,879,576 | 17,926,061 | |
Gazprom OAO sponsored ADR (Reg. S) | 863,533 | 5,229,556 | |
Inter Rao Ues JSC | 23,480,744 | 1,531,872 | |
Lukoil PJSC | 244,368 | 18,844,334 | |
Lukoil PJSC sponsored ADR | 22,773 | 1,746,234 | |
Magnit OJSC GDR (Reg. S) | 230,928 | 3,252,621 | |
MMC Norilsk Nickel PJSC | 34,646 | 11,819,855 | |
MMC Norilsk Nickel PJSC sponsored ADR | 59,247 | 2,010,251 | |
Mobile TeleSystems OJSC sponsored ADR | 289,870 | 2,455,199 | |
Moscow Exchange MICEX-RTS OAO | 878,811 | 2,067,804 | |
NOVATEK OAO GDR (Reg. S) | 58,531 | 10,538,507 | |
Novolipetsk Steel OJSC | 734,382 | 2,593,907 | |
Novolipetsk Steel OJSC GDR (Reg. S) | 3,783 | 132,935 | |
PhosAgro OJSC GDR (Reg. S) | 87,675 | 1,610,590 | |
Polyus PJSC | 21,162 | 3,902,902 | |
Polyus PJSC unit | 817 | 75,695 | |
Rosneft Oil Co. OJSC | 596,774 | 4,170,257 | |
Rosneft Oil Co. OJSC GDR (Reg. S) | 150,200 | 1,038,483 | |
Sberbank of Russia | 6,946,436 | 27,443,526 | |
Severstal PAO | 108,532 | 2,560,349 | |
Severstal PAO GDR (Reg. S) | 26,165 | 615,924 | |
Surgutneftegas OJSC | 3,895,949 | 1,764,399 | |
Surgutneftegas OJSC sponsored ADR | 64,792 | 290,268 | |
Tatneft PAO | 796,855 | 5,373,997 | |
Tatneft PAO sponsored ADR | 18,698 | 752,781 | |
VTB Bank OJSC | 1,887,665,800 | 1,290,613 | |
VTB Bank OJSC sponsored GDR (Reg. S) | 99,110 | 131,420 | |
TOTAL RUSSIA | 133,568,179 | ||
Saudi Arabia - 2.8% | |||
Abdullah Al Othaim Markets Co. | 31,109 | 1,114,887 | |
Advanced Polypropylene Co. | 68,019 | 1,472,760 | |
Al Rajhi Bank | 787,763 | 20,774,828 | |
Alinma Bank | 627,615 | 3,320,325 | |
Almarai Co. Ltd. | 160,753 | 2,306,147 | |
Arab National Bank | 383,279 | 2,326,124 | |
Bank Al-Jazira | 260,934 | 1,330,345 | |
Bank Albilad | 235,678 | 2,353,512 | |
Banque Saudi Fransi | 379,116 | 3,942,596 | |
Bupa Arabia for Cooperative Insurance Co. (b) | 38,436 | 1,184,791 | |
Dar Al Arkan Real Estate Development Co. (b) | 351,860 | 972,020 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 33,643 | 1,356,413 | |
Emaar The Economic City (b) | 242,016 | 691,806 | |
Etihad Etisalat Co. (b) | 241,283 | 1,991,283 | |
Jarir Marketing Co. | 37,320 | 1,980,342 | |
Mobile Telecommunications Co. Saudi Arabia (b) | 282,149 | 1,139,069 | |
National Industrialization Co. (b) | 211,039 | 1,080,462 | |
Rabigh Refining & Petrochemical Co. (b) | 137,848 | 754,264 | |
Riyad Bank | 867,132 | 6,162,089 | |
Sabic Agriculture-Nutrients Co. | 131,282 | 3,675,700 | |
Sahara International Petrochemical Co. | 229,750 | 1,666,364 | |
Saudi Airlines Catering Co. | 23,221 | 472,445 | |
Saudi Arabian Mining Co. (b) | 276,801 | 4,229,294 | |
Saudi Arabian Oil Co. | 1,414,483 | 13,352,007 | |
Saudi Basic Industries Corp. | 579,347 | 19,156,052 | |
Saudi Cement Co. | 46,146 | 796,130 | |
Saudi Electricity Co. | 535,656 | 3,713,684 | |
Saudi Industrial Investment Group | 141,409 | 1,338,600 | |
Saudi Kayan Petrochemical Co. (b) | 472,959 | 2,295,305 | |
Saudi Telecom Co. | 386,043 | 13,073,292 | |
The Co. for Cooperative Insurance | 38,916 | 805,259 | |
The Saudi British Bank | 527,776 | 4,327,532 | |
The Saudi National Bank | 1,410,765 | 21,367,248 | |
The Savola Group | 167,838 | 1,787,939 | |
Yanbu National Petrochemical Co. | 162,896 | 3,175,217 | |
TOTAL SAUDI ARABIA | 151,486,131 | ||
Singapore - 0.0% | |||
BOC Aviation Ltd. Class A (d) | 134,200 | 1,211,087 | |
South Africa - 3.5% | |||
Absa Group Ltd. | 463,210 | 3,911,054 | |
African Rainbow Minerals Ltd. | 71,847 | 1,343,109 | |
Anglo American Platinum Ltd. | 34,169 | 4,676,388 | |
AngloGold Ashanti Ltd. | 268,067 | 5,529,485 | |
Aspen Pharmacare Holdings Ltd. (b) | 249,818 | 2,781,976 | |
Bidcorp Ltd. | 216,237 | 4,263,160 | |
Bidvest Group Ltd. | 185,749 | 2,145,223 | |
Capitec Bank Holdings Ltd. | 44,580 | 4,569,123 | |
Clicks Group Ltd. | 160,992 | 2,688,658 | |
Discovery Ltd. (b) | 254,252 | 2,314,171 | |
Exxaro Resources Ltd. (a) | 160,488 | 1,687,600 | |
FirstRand Ltd. | 3,065,525 | 10,788,788 | |
Gold Fields Ltd. | 568,026 | 5,330,300 | |
Growthpoint Properties Ltd. | 2,157,202 | 2,159,805 | |
Harmony Gold Mining Co. Ltd. | 349,335 | 1,574,425 | |
Impala Platinum Holdings Ltd. | 502,838 | 9,396,052 | |
Kumba Iron Ore Ltd. | 41,458 | 1,881,955 | |
Mr Price Group Ltd. | 164,034 | 2,056,971 | |
MTN Group Ltd. | 1,090,718 | 6,890,645 | |
MultiChoice Group Ltd. | 284,651 | 2,449,343 | |
Naspers Ltd. Class N | 280,041 | 63,731,734 | |
Nedbank Group Ltd. | 241,782 | 2,465,084 | |
Northam Platinum Ltd. (b) | 229,562 | 3,957,125 | |
Old Mutual Ltd. | 3,031,073 | 2,643,894 | |
Rand Merchant Insurance Holdings Ltd. | 490,476 | 997,017 | |
Remgro Ltd. | 338,354 | 2,565,914 | |
Sanlam Ltd. | 1,147,204 | 4,431,399 | |
Sasol Ltd. (b) | 363,266 | 6,111,224 | |
Shoprite Holdings Ltd. | 324,528 | 3,235,546 | |
Sibanye Stillwater Ltd. | 1,787,222 | 8,314,870 | |
Spar Group Ltd. | 125,136 | 1,583,000 | |
Standard Bank Group Ltd. | 833,341 | 6,781,077 | |
Tiger Brands Ltd. | 103,750 | 1,395,018 | |
Vodacom Group Ltd. | 413,832 | 3,587,733 | |
Woolworths Holdings Ltd. (b) | 638,403 | 2,164,033 | |
TOTAL SOUTH AFRICA | 192,402,899 | ||
Taiwan - 13.7% | |||
Accton Technology Corp. | 324,000 | 3,686,957 | |
Acer, Inc. | 1,861,994 | 2,285,432 | |
Advantech Co. Ltd. | 247,681 | 3,155,285 | |
ASE Technology Holding Co. Ltd. | 2,092,927 | 8,742,040 | |
Asia Cement Corp. | 1,392,153 | 2,488,389 | |
ASMedia Technology, Inc. | 18,000 | 760,064 | |
ASUSTeK Computer, Inc. | 454,000 | 6,108,570 | |
AU Optronics Corp. (b) | 5,570,000 | 6,517,735 | |
Catcher Technology Co. Ltd. | 440,000 | 3,109,680 | |
Cathay Financial Holding Co. Ltd. | 5,088,832 | 9,523,919 | |
Chang Hwa Commercial Bank | 3,306,269 | 2,117,811 | |
Cheng Shin Rubber Industry Co. Ltd. | 1,140,937 | 2,208,792 | |
Chicony Electronics Co. Ltd. | 406,766 | 1,229,978 | |
China Development Finance Holding Corp. | 8,177,800 | 3,818,940 | |
China Life Insurance Co. Ltd. | 1,217,334 | 1,154,387 | |
China Steel Corp. | 7,585,204 | 10,667,329 | |
Chunghwa Telecom Co. Ltd. | 2,443,000 | 9,954,192 | |
Compal Electronics, Inc. | 2,717,000 | 2,430,667 | |
CTBC Financial Holding Co. Ltd. | 11,269,826 | 9,194,920 | |
Delta Electronics, Inc. | 1,252,381 | 13,556,817 | |
E.SUN Financial Holdings Co. Ltd. | 7,246,881 | 6,988,851 | |
ECLAT Textile Co. Ltd. | 123,613 | 2,370,963 | |
Evergreen Marine Corp. (Taiwan) (b) | 1,548,908 | 4,378,734 | |
Far Eastern Textile Ltd. | 1,886,705 | 2,244,872 | |
Far EasTone Telecommunications Co. Ltd. | 1,017,000 | 2,369,179 | |
Feng Tay Enterprise Co. Ltd. | 255,686 | 1,898,545 | |
First Financial Holding Co. Ltd. | 6,579,025 | 5,391,293 | |
Formosa Chemicals & Fibre Corp. | 2,262,760 | 7,360,347 | |
Formosa Petrochemical Corp. | 726,000 | 2,688,889 | |
Formosa Plastics Corp. | 2,456,520 | 9,317,986 | |
Foxconn Technology Co. Ltd. | 590,587 | 1,458,240 | |
Fubon Financial Holding Co. Ltd. | 4,282,334 | 9,838,105 | |
Giant Manufacturing Co. Ltd. | 192,000 | 2,445,947 | |
GlobalWafers Co. Ltd. | 141,000 | 4,359,420 | |
Highwealth Construction Corp. | 487,500 | 789,385 | |
HIWIN Technologies Corp. | 169,320 | 2,575,094 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 8,022,869 | 33,303,017 | |
Hotai Motor Co. Ltd. | 192,000 | 4,149,866 | |
Hua Nan Financial Holdings Co. Ltd. | 5,329,547 | 3,623,596 | |
Innolux Corp. | 5,308,347 | 5,717,704 | |
Inventec Corp. | 1,710,865 | 1,662,193 | |
Largan Precision Co. Ltd. | 65,000 | 7,233,852 | |
Lite-On Technology Corp. | 1,369,279 | 3,131,041 | |
MediaTek, Inc. | 971,292 | 41,187,369 | |
Mega Financial Holding Co. Ltd. | 6,980,413 | 8,155,680 | |
Micro-Star International Co. Ltd. | 435,000 | 2,871,981 | |
Nan Ya Plastics Corp. | 3,314,860 | 10,462,360 | |
Nan Ya Printed Circuit Board Corp. | 146,000 | 1,664,019 | |
Nanya Technology Corp. | 797,000 | 2,612,460 | |
Nien Made Enterprise Co. Ltd. | 103,000 | 1,665,987 | |
Novatek Microelectronics Corp. | 372,000 | 8,306,602 | |
Oneness Biotech Co. Ltd. (b) | 126,000 | 1,064,090 | |
Pegatron Corp. | 1,258,000 | 3,313,251 | |
Phison Electronics Corp. | 96,000 | 2,074,933 | |
Pou Chen Corp. | 1,517,000 | 1,932,553 | |
Powertech Technology, Inc. | 475,000 | 1,895,241 | |
President Chain Store Corp. | 370,000 | 3,588,120 | |
Quanta Computer, Inc. | 1,860,000 | 6,549,436 | |
Realtek Semiconductor Corp. | 312,401 | 5,947,301 | |
Ruentex Development Co. Ltd. | 515,220 | 979,001 | |
Shin Kong Financial Holding Co. Ltd. | 7,118,094 | 2,572,652 | |
Sinopac Holdings Co. | 6,476,591 | 3,082,436 | |
Synnex Technology International Corp. | 851,500 | 1,697,211 | |
Taishin Financial Holdings Co. Ltd. | 6,277,547 | 3,167,415 | |
Taiwan Business Bank | 3,533,714 | 1,289,815 | |
Taiwan Cement Corp. | 3,130,887 | 5,837,152 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 5,966,322 | 4,568,949 | |
Taiwan High Speed Rail Corp. | 1,231,000 | 1,385,398 | |
Taiwan Mobile Co. Ltd. | 1,057,900 | 3,785,650 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 15,837,000 | 333,378,047 | |
The Shanghai Commercial & Savings Bank Ltd. | 2,150,246 | 3,343,288 | |
Unified-President Enterprises Corp. | 3,104,983 | 8,344,399 | |
Unimicron Technology Corp. | 774,000 | 3,185,185 | |
United Microelectronics Corp. | 7,591,000 | 15,133,826 | |
Vanguard International Semiconductor Corp. | 580,000 | 2,480,229 | |
Walsin Technology Corp. | 203,000 | 1,761,585 | |
Win Semiconductors Corp. | 218,000 | 2,859,080 | |
Winbond Electronics Corp. | 1,921,000 | 2,454,096 | |
Wistron Corp. | 1,848,008 | 2,162,457 | |
Wiwynn Corp. | 50,756 | 1,660,082 | |
WPG Holding Co. Ltd. | 1,016,200 | 1,872,761 | |
Yageo Corp. | 239,085 | 4,645,667 | |
Yuanta Financial Holding Co. Ltd. | 6,222,750 | 5,789,640 | |
TOTAL TAIWAN | 748,736,427 | ||
Thailand - 1.8% | |||
Advanced Info Service PCL | 23,100 | 126,809 | |
Advanced Info Service PCL (For. Reg.) | 694,100 | 3,810,308 | |
Airports of Thailand PCL | 247,600 | 492,815 | |
Airports of Thailand PCL (For. Reg.) | 2,669,100 | 5,312,494 | |
Asset World Corp. PCL | 6,308,100 | 963,934 | |
B. Grimm Power PCL (For. Reg.) | 595,100 | 816,710 | |
Bangkok Bank PCL: | |||
(For. Reg.) | 320,500 | 1,250,104 | |
NVDR | 47,300 | 184,493 | |
Bangkok Commercial Asset Management PCL | 1,082,200 | 715,676 | |
Bangkok Dusit Medical Services PCL | 113,700 | 79,207 | |
Bangkok Dusit Medical Services PCL (For. Reg.) | 6,192,600 | 4,313,946 | |
Bangkok Expressway and Metro PCL | 4,397,100 | 1,129,271 | |
Bangkok Expressway and Metro PCL | 129,800 | 33,335 | |
Berli Jucker PCL | 19,600 | 22,337 | |
Berli Jucker PCL (For. Reg) | 752,400 | 857,470 | |
BTS Group Holdings PCL | 282,700 | 81,225 | |
BTS Group Holdings PCL (For. Reg.) | 4,709,400 | 1,353,102 | |
Bumrungrad Hospital PCL | 3,400 | 14,626 | |
Bumrungrad Hospital PCL (For. Reg.) | 279,900 | 1,204,064 | |
Central Pattana PCL | 79,200 | 132,848 | |
Central Pattana PCL (For. Reg.) | 1,385,700 | 2,324,328 | |
Central Retail Corp. PCL | 2,041,516 | 2,293,838 | |
Charoen Pokphand Foods PCL | 116,600 | 108,552 | |
Charoen Pokphand Foods PCL (For. Reg.) | 2,342,020 | 2,180,372 | |
CP ALL PCL | 62,600 | 125,602 | |
CP ALL PCL (For. Reg.) | 3,164,300 | 6,348,917 | |
Delta Electronics PCL | 7,700 | 87,506 | |
Delta Electronics PCL (For. Reg.) | 185,200 | 2,104,681 | |
Electricity Generating PCL (For. Reg.) | 193,900 | 1,098,663 | |
Energy Absolute PCL (For. Reg.) | 1,018,900 | 1,995,278 | |
Global Power Synergy Public Co. Ltd. | 454,300 | 1,061,006 | |
Gulf Energy Development PCL (For. Reg.) | 1,766,300 | 1,956,255 | |
Home Product Center PCL | 150,400 | 68,078 | |
Home Product Center PCL (For. Reg.) | 3,717,106 | 1,682,542 | |
Indorama Ventures PCL | 83,800 | 129,130 | |
Indorama Ventures PCL (For. Reg.) | 1,087,800 | 1,676,225 | |
Intouch Holdings PCL (For. Reg.) | 1,460,300 | 2,988,575 | |
Kasikornbank PCL | 33,000 | 139,839 | |
Kasikornbank PCL (For. Reg.) | 1,087,700 | 4,609,194 | |
Krung Thai Bank PCL (For. Reg.) | 2,182,170 | 791,606 | |
Krungthai Card PCL | 5,100 | 12,484 | |
Krungthai Card PCL (For. Reg.) | 470,800 | 1,152,440 | |
Land & House PCL | 36,100 | 10,025 | |
Land & House PCL (For. Reg.) | 4,855,000 | 1,348,178 | |
Minor International PCL | 83,500 | 80,417 | |
Minor International PCL: | |||
warrants 9/30/21 (b) | 54,189 | 1,166 | |
warrants 7/31/23 (b) | 67,729 | 21,743 | |
(For. Reg.) | 2,368,840 | 2,281,387 | |
Muangthai Leasing PCL | 468,300 | 962,157 | |
Osotspa PCL | 475,600 | 545,833 | |
PTT Exploration and Production PCL | 2,700 | 10,315 | |
PTT Exploration and Production PCL (For. Reg.) | 847,939 | 3,239,318 | |
PTT Global Chemical PCL | 40,400 | 87,868 | |
PTT Global Chemical PCL (For. Reg.) | 1,413,639 | 3,074,608 | |
PTT Oil & Retail Business PCL (d) | 35,000 | 34,270 | |
PTT Oil & Retail Business PCL: | |||
(For. Reg.) | 173,700 | 170,075 | |
NVDR unit | 1,647,900 | 1,613,514 | |
PTT PCL (For. Reg.) | 7,423,700 | 9,532,841 | |
Ratchaburi Electric Generating Holding PCL (For. Reg.) | 419,700 | 680,413 | |
Siam Cement PCL | 2,700 | 40,045 | |
Siam Cement PCL (For. Reg.) | 497,550 | 7,379,393 | |
Siam Commercial Bank PCL | 37,100 | 125,056 | |
Siam Commercial Bank PCL (For. Reg.) | 603,900 | 2,035,618 | |
Sri Trang Gloves Thailand PCL | 22,900 | 32,531 | |
Sri Trang Gloves Thailand PCL | 524,200 | 744,650 | |
Srisawad Corp. PCL: | |||
warrants 8/29/25 (b) | 14,528 | 9,468 | |
(For. Reg.) | 452,500 | 1,209,330 | |
Thai Oil PCL (For. Reg.) | 708,600 | 1,347,819 | |
Thai Union Frozen Products PCL | 23,400 | 11,343 | |
Thai Union Frozen Products PCL (For. Reg.) | 1,773,320 | 859,619 | |
Total Access Communication PCL (For. Reg.) | 464,600 | 488,464 | |
True Corp. PCL | 1,474,700 | 154,335 | |
True Corp. PCL (For. Reg.) | 6,640,919 | 695,005 | |
TOTAL THAILAND | 96,656,689 | ||
Turkey - 0.3% | |||
Akbank TAS | 1,997,589 | 1,177,501 | |
Aselsan A/S | 436,009 | 789,991 | |
Bim Birlesik Magazalar A/S JSC | 295,904 | 2,323,269 | |
Eregli Demir ve Celik Fabrikalari T.A.S. | 898,199 | 2,065,736 | |
Ford Otomotiv Sanayi A/S | 45,146 | 958,679 | |
Haci Omer Sabanci Holding A/S | 582,183 | 568,910 | |
Koc Holding A/S | 487,414 | 1,078,007 | |
Turk Hava Yollari AO (b) | 348,009 | 514,105 | |
Turk Sise ve Cam Fabrikalari A/S | 914,773 | 829,829 | |
Turkcell Iletisim Hizmet A/S | 768,084 | 1,376,822 | |
Turkiye Garanti Bankasi A/S | 1,481,879 | 1,290,575 | |
Turkiye Is Bankasi A/S Series C | 1,001,365 | 589,056 | |
Turkiye Petrol Rafinerileri A/S (b) | 80,178 | 849,841 | |
Yapi ve Kredi Bankasi A/S | 1,889,538 | 479,303 | |
TOTAL TURKEY | 14,891,624 | ||
United Arab Emirates - 0.5% | |||
Abu Dhabi Commercial Bank PJSC | 1,771,945 | 3,024,678 | |
Aldar Properties PJSC | 2,465,659 | 2,356,142 | |
Dubai Islamic Bank Pakistan Ltd. | 1,136,936 | 1,377,391 | |
Emaar Malls Group PJSC (b) | 1,620,709 | 811,866 | |
Emaar Properties PJSC (b) | 2,229,721 | 2,264,231 | |
Emirates NBD Bank PJSC | 1,618,757 | 5,486,714 | |
Emirates Telecommunications Corp. | 1,116,569 | 6,438,324 | |
First Abu Dhabi Bank PJSC | 1,749,096 | 6,780,863 | |
TOTAL UNITED ARAB EMIRATES | 28,540,209 | ||
United States of America - 0.4% | |||
DouYu International Holdings Ltd. ADR (b) | 61,551 | 560,730 | |
Li Auto, Inc. ADR (a)(b) | 115,614 | 2,282,220 | |
Southern Copper Corp. | 54,612 | 3,790,619 | |
Yum China Holdings, Inc. | 255,472 | 16,074,298 | |
TOTAL UNITED STATES OF AMERICA | 22,707,867 | ||
TOTAL COMMON STOCKS | |||
(Cost $3,923,570,529) | 5,175,572,534 | ||
Nonconvertible Preferred Stocks - 2.0% | |||
Brazil - 1.1% | |||
Alpargatas SA (PN) (b) | 119,400 | 873,291 | |
Banco Bradesco SA (PN) | 2,925,595 | 12,845,140 | |
Bradespar SA (PN) | 145,600 | 1,903,343 | |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 157,506 | 1,072,260 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 614,520 | 1,565,699 | |
Companhia Paranaense de Energia-COPEL (PN-B) | 658,800 | 759,214 | |
Gerdau SA | 700,100 | 4,281,500 | |
Itau Unibanco Holding SA | 3,116,431 | 15,794,285 | |
Itausa-Investimentos Itau SA (PN) | 2,815,428 | 5,214,091 | |
Lojas Americanas SA (PN) | 590,105 | 2,266,104 | |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | 3,053,100 | 13,275,692 | |
TOTAL BRAZIL | 59,850,619 | ||
Chile - 0.1% | |||
Embotelladora Andina SA Class B | 233,261 | 556,298 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (b) | 96,680 | 5,094,156 | |
TOTAL CHILE | 5,650,454 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 274,432 | 2,047,288 | |
Korea (South) - 0.8% | |||
AMOREPACIFIC Corp. | 3,174 | 252,608 | |
Hyundai Motor Co. | 14,878 | 1,416,914 | |
Hyundai Motor Co. Series 2 | 24,253 | 2,298,904 | |
LG Chemical Ltd. | 5,205 | 2,073,566 | |
LG Household & Health Care Ltd. | 1,457 | 932,872 | |
Samsung Electronics Co. Ltd. | 523,799 | 34,333,500 | |
TOTAL KOREA (SOUTH) | 41,308,364 | ||
Russia - 0.0% | |||
Surgutneftegas OJSC | 4,459,640 | 2,540,615 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $108,724,542) | 111,397,340 | ||
Principal Amount(e) | Value | ||
Nonconvertible Bonds - 0.0% | |||
India - 0.0% | |||
NTPC Ltd. 8.49% 3/25/25 (Cost $52,909) | INR | 264,162 | 48,476 |
Government Obligations - 0.1% | |||
United States of America - 0.1% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $4,999,940)(f) | 5,000,000 | 4,999,998 | |
Shares | Value | ||
Money Market Funds - 3.7% | |||
Fidelity Cash Central Fund 0.04% (g) | 172,318,565 | 172,353,029 | |
Fidelity Securities Lending Cash Central Fund 0.04% (g)(h) | 28,959,026 | 28,961,922 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $201,314,951) | 201,314,951 | ||
TOTAL INVESTMENT IN SECURITIES - 100.3% | |||
(Cost $4,238,662,871) | 5,493,333,299 | ||
NET OTHER ASSETS (LIABILITIES) - (0.3)% | (14,948,884) | ||
NET ASSETS - 100% | $5,478,384,415 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 2,839 | June 2021 | $189,730,370 | $3,180,345 | $3,180,345 |
The notional amount of futures purchased as a percentage of Net Assets is 3.5%
Currency Abbreviations
INR – Indian rupee
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Security or a portion of the security is on loan at period end.
(b) Non-income producing
(c) Level 3 security
(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $274,838,277 or 5.0% of net assets.
(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 $4,999,998.
(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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $85,311 |
Fidelity Securities Lending Cash Central Fund | 106,005 |
Total | $191,316 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $618,347,623 | $296,120,592 | $322,227,031 | $-- |
Consumer Discretionary | 921,727,036 | 829,793,966 | 90,138,471 | 1,794,599 |
Consumer Staples | 291,696,867 | 291,696,866 | -- | 1 |
Energy | 247,990,671 | 198,810,535 | 49,180,136 | -- |
Financials | 949,940,333 | 767,813,575 | 181,252,088 | 874,670 |
Health Care | 247,303,245 | 212,611,814 | 34,691,431 | -- |
Industrials | 232,413,748 | 222,676,673 | 2,835,954 | 6,901,121 |
Information Technology | 1,113,748,145 | 702,640,199 | 411,105,898 | 2,048 |
Materials | 453,938,591 | 389,114,210 | 64,824,381 | -- |
Real Estate | 107,668,994 | 107,668,994 | -- | -- |
Utilities | 102,194,621 | 98,712,218 | 3,482,401 | 2 |
Corporate Bonds | 48,476 | -- | 48,476 | -- |
Government Obligations | 4,999,998 | -- | 4,999,998 | -- |
Money Market Funds | 201,314,951 | 201,314,951 | -- | -- |
Total Investments in Securities: | $5,493,333,299 | $4,318,974,593 | $1,164,786,265 | $9,572,441 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $3,180,345 | $3,180,345 | $-- | $-- |
Total Assets | $3,180,345 | $3,180,345 | $-- | $-- |
Total Derivative Instruments: | $3,180,345 | $3,180,345 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $3,180,345 | $0 |
Total Equity Risk | 3,180,345 | 0 |
Total Value of Derivatives | $3,180,345 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Fidelity® Emerging Markets Index Fund
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $25,461,791) — See accompanying schedule: Unaffiliated issuers (cost $4,037,347,920) | $5,292,018,348 | |
Fidelity Central Funds (cost $201,314,951) | 201,314,951 | |
Total Investment in Securities (cost $4,238,662,871) | $5,493,333,299 | |
Segregated cash with brokers for derivative instruments | 8,340,216 | |
Cash | 206,246 | |
Foreign currency held at value (cost $9,486,657) | 9,459,832 | |
Receivable for investments sold | 1,201 | |
Receivable for fund shares sold | 9,152,563 | |
Dividends receivable | 4,680,268 | |
Interest receivable | 31 | |
Distributions receivable from Fidelity Central Funds | 42,526 | |
Other receivables | 53,406 | |
Total assets | 5,525,269,588 | |
Liabilities | ||
Payable for investments purchased | $141,109 | |
Payable for fund shares redeemed | 4,148,410 | |
Accrued management fee | 336,563 | |
Payable for daily variation margin on futures contracts | 3,229,521 | |
Other payables and accrued expenses | 10,071,130 | |
Collateral on securities loaned | 28,958,440 | |
Total liabilities | 46,885,173 | |
Net Assets | $5,478,384,415 | |
Net Assets consist of: | ||
Paid in capital | $4,480,889,108 | |
Total accumulated earnings (loss) | 997,495,307 | |
Net Assets | $5,478,384,415 | |
Net Asset Value, offering price and redemption price per share ($5,478,384,415 ÷ 411,372,918 shares) | $13.32 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $36,680,123 | |
Interest | 8,935 | |
Income from Fidelity Central Funds (including $106,005 from security lending) | 191,316 | |
Income before foreign taxes withheld | 36,880,374 | |
Less foreign taxes withheld | (4,203,045) | |
Total income | 32,677,329 | |
Expenses | ||
Management fee | $1,743,649 | |
Independent trustees' fees and expenses | 6,316 | |
Total expenses before reductions | 1,749,965 | |
Expense reductions | (9,203) | |
Total expenses after reductions | 1,740,762 | |
Net investment income (loss) | 30,936,567 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (44,275,609) | |
Fidelity Central Funds | (3,624) | |
Foreign currency transactions | (488,606) | |
Futures contracts | 27,607,990 | |
Total net realized gain (loss) | (17,159,849) | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $8,491,483) | 753,269,116 | |
Assets and liabilities in foreign currencies | (146,620) | |
Futures contracts | 2,059,877 | |
Total change in net unrealized appreciation (depreciation) | 755,182,373 | |
Net gain (loss) | 738,022,524 | |
Net increase (decrease) in net assets resulting from operations | $768,959,091 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $30,936,567 | $66,901,449 |
Net realized gain (loss) | (17,159,849) | (137,889,923) |
Change in net unrealized appreciation (depreciation) | 755,182,373 | 309,441,291 |
Net increase (decrease) in net assets resulting from operations | 768,959,091 | 238,452,817 |
Distributions to shareholders | (60,657,681) | (80,764,390) |
Share transactions | ||
Proceeds from sales of shares | 1,913,558,130 | 1,641,501,791 |
Reinvestment of distributions | 45,982,262 | 65,709,713 |
Cost of shares redeemed | (590,221,967) | (1,402,156,539) |
Net increase (decrease) in net assets resulting from share transactions | 1,369,318,425 | 305,054,965 |
Total increase (decrease) in net assets | 2,077,619,835 | 462,743,392 |
Net Assets | ||
Beginning of period | 3,400,764,580 | 2,938,021,188 |
End of period | $5,478,384,415 | $3,400,764,580 |
Other Information | ||
Shares | ||
Sold | 145,633,143 | 165,785,711 |
Issued in reinvestment of distributions | 3,723,260 | 6,367,220 |
Redeemed | (45,067,451) | (145,340,003) |
Net increase (decrease) | 104,288,952 | 26,812,928 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Emerging Markets Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $11.07 | $10.48 | $9.62 | $11.23 | $9.04 | $8.43 |
Income from Investment Operations | ||||||
Net investment income (loss)A | .09 | .22 | .35B | .27 | .24 | .19 |
Net realized and unrealized gain (loss) | 2.35 | .65 | .72 | (1.66) | 2.09 | .61 |
Total from investment operations | 2.44 | .87 | 1.07 | (1.39) | 2.33 | .80 |
Distributions from net investment income | (.19) | (.28) | (.21) | (.20) | (.14) | (.19) |
Distributions from net realized gain | – | – | – | (.01) | – | – |
Total distributions | (.19) | (.28) | (.21) | (.22)C | (.14) | (.19) |
Redemption fees added to paid in capitalA | – | – | – | –D | –D | –D |
Net asset value, end of period | $13.32 | $11.07 | $10.48 | $9.62 | $11.23 | $9.04 |
Total ReturnE,F | 22.19% | 8.54% | 11.33% | (12.65)% | 26.29% | 9.98% |
Ratios to Average Net AssetsG,H | ||||||
Expenses before reductions | .08%I | .08% | .08% | .08% | .09% | .19% |
Expenses net of fee waivers, if any | .08%I | .08% | .08% | .08% | .09% | .10% |
Expenses net of all reductions | .07%I | .07% | .08% | .08% | .09% | .10% |
Net investment income (loss) | 1.33%I | 2.20% | 3.40%B | 2.46% | 2.36% | 2.26% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $5,478,384 | $3,400,765 | $2,938,021 | $593,466 | $192,681 | $269 |
Portfolio turnover rateJ | 4%I | 10% | 3% | 4% | 4% | 25% |
A Calculated based on average shares outstanding during the period.
B Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $.08 per share. Such dividends are not annualized in the ratio of net investment income (loss) to average net assets. Excluding such non-recurring dividend(s) the ratio of net investment income (loss) to average net assets would have been 2.66%.
C Total distributions per share do not sum due to rounding.
D Amount represents less than $.005 per share.
E Total returns for periods of less than one year are not annualized.
F Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
G Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
H Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
I Annualized
J Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Fidelity® Global ex U.S. Index Fund
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.8 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.7 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 1.6 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.3 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.2 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.0 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 0.8 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 0.8 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.7 |
Toyota Motor Corp. (Japan, Automobiles) | 0.6 |
11.5 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 19.6 |
Consumer Discretionary | 13.2 |
Information Technology | 12.7 |
Industrials | 10.6 |
Health Care | 9.0 |
Materials | 8.1 |
Consumer Staples | 7.6 |
Communication Services | 6.7 |
Energy | 4.1 |
Utilities | 2.3 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 14.3% | |
United Kingdom | 8.2% | |
Cayman Islands | 7.6% | |
Canada | 6.9% | |
France | 6.3% | |
Switzerland | 5.6% | |
Germany | 5.6% | |
Taiwan | 4.2% | |
Australia | 4.2% | |
Other* | 37.1% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Fidelity® Global ex U.S. Index Fund
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 94.8% | |||
Shares | Value | ||
Argentina - 0.0% | |||
Telecom Argentina SA Class B sponsored ADR (a) | 22,271 | $103,115 | |
YPF SA Class D sponsored ADR (b) | 45,420 | 171,688 | |
TOTAL ARGENTINA | 274,803 | ||
Australia - 4.2% | |||
Afterpay Ltd. (b) | 62,010 | 5,620,070 | |
AGL Energy Ltd. | 177,298 | 1,219,673 | |
AMP Ltd. | 964,594 | 828,529 | |
Ampol Ltd. | 71,141 | 1,402,421 | |
APA Group unit | 331,406 | 2,560,645 | |
Aristocrat Leisure Ltd. | 166,558 | 4,769,207 | |
ASX Ltd. | 57,910 | 3,255,708 | |
Aurizon Holdings Ltd. | 563,491 | 1,627,820 | |
AusNet Services | 498,504 | 727,723 | |
Australia & New Zealand Banking Group Ltd. | 820,016 | 18,155,039 | |
BHP Billiton Ltd. | 854,428 | 31,097,655 | |
BlueScope Steel Ltd. | 148,684 | 2,476,327 | |
Brambles Ltd. | 436,743 | 3,499,028 | |
Cimic Group Ltd. | 25,183 | 376,355 | |
Coca-Cola Amatil Ltd. | 141,051 | 1,418,973 | |
Cochlear Ltd. | 19,394 | 3,324,187 | |
Coles Group Ltd. | 391,932 | 4,927,413 | |
Commonwealth Bank of Australia | 512,126 | 35,127,728 | |
Computershare Ltd. | 172,978 | 1,881,541 | |
Crown Ltd. | 105,843 | 996,372 | |
CSL Ltd. | 132,062 | 27,586,181 | |
DEXUS Property Group unit | 327,466 | 2,565,519 | |
Evolution Mining Ltd. | 483,626 | 1,724,959 | |
Fortescue Metals Group Ltd. | 491,809 | 8,558,562 | |
Goodman Group unit | 484,753 | 7,061,551 | |
Insurance Australia Group Ltd. | 694,563 | 2,621,777 | |
Lendlease Group unit | 187,849 | 1,839,257 | |
Macquarie Group Ltd. | 99,609 | 12,315,006 | |
Magellan Financial Group Ltd. | 37,756 | 1,410,639 | |
Medibank Private Ltd. | 767,609 | 1,821,289 | |
Mirvac Group unit | 1,175,786 | 2,436,513 | |
National Australia Bank Ltd. | 947,449 | 19,458,263 | |
Newcrest Mining Ltd. | 238,997 | 4,882,633 | |
Northern Star Resources Ltd. | 312,243 | 2,528,038 | |
Orica Ltd. | 115,408 | 1,205,546 | |
Origin Energy Ltd. | 492,424 | 1,578,050 | |
Qantas Airways Ltd. | 233,044 | 888,651 | |
QBE Insurance Group Ltd. | 430,428 | 3,269,381 | |
Ramsay Health Care Ltd. | 53,499 | 2,774,456 | |
REA Group Ltd. | 15,144 | 1,847,340 | |
Rio Tinto Ltd. | 107,988 | 10,078,294 | |
Santos Ltd. | 549,854 | 2,956,589 | |
Scentre Group unit | 1,525,917 | 3,197,333 | |
SEEK Ltd. | 100,047 | 2,386,895 | |
Sonic Healthcare Ltd. | 127,403 | 3,521,439 | |
South32 Ltd. | 1,381,858 | 3,065,801 | |
Stockland Corp. Ltd. unit | 711,183 | 2,563,984 | |
Suncorp Group Ltd. | 363,117 | 2,939,933 | |
Sydney Airport unit (b) | 386,260 | 1,841,868 | |
Tabcorp Holdings Ltd. | 629,032 | 2,408,337 | |
Telstra Corp. Ltd. | 1,196,851 | 3,125,560 | |
The GPT Group unit | 581,659 | 2,070,134 | |
TPG Telecom Ltd. | 94,747 | 402,166 | |
Transurban Group unit | 799,593 | 8,728,245 | |
Treasury Wine Estates Ltd. | 200,957 | 1,554,265 | |
Vicinity Centres unit | 1,086,729 | 1,326,901 | |
Washington H. Soul Pattinson & Co. Ltd. | 27,380 | 638,460 | |
Wesfarmers Ltd. | 327,666 | 13,658,311 | |
Westpac Banking Corp. | 1,043,775 | 20,114,256 | |
WiseTech Global Ltd. | 42,159 | 1,020,758 | |
Woodside Petroleum Ltd. | 280,891 | 4,946,547 | |
Woolworths Group Ltd. | 368,373 | 11,152,402 | |
TOTAL AUSTRALIA | 337,364,503 | ||
Austria - 0.1% | |||
Erste Group Bank AG | 83,326 | 2,965,289 | |
OMV AG | 41,548 | 2,048,494 | |
Raiffeisen International Bank-Holding AG | 48,225 | 1,054,629 | |
Verbund AG | 19,229 | 1,578,964 | |
Voestalpine AG | 33,193 | 1,440,617 | |
TOTAL AUSTRIA | 9,087,993 | ||
Bailiwick of Jersey - 0.5% | |||
Experian PLC | 266,813 | 10,286,064 | |
Ferguson PLC | 64,912 | 8,186,538 | |
Glencore Xstrata PLC | 2,902,312 | 11,822,346 | |
Polymetal International PLC | 68,796 | 1,420,057 | |
WPP PLC | 352,612 | 4,753,957 | |
TOTAL BAILIWICK OF JERSEY | 36,468,962 | ||
Belgium - 0.5% | |||
Ageas | 51,212 | 3,100,646 | |
Anheuser-Busch InBev SA NV | 221,159 | 15,665,248 | |
Colruyt NV | 16,530 | 980,345 | |
Elia System Operator SA/NV | 9,395 | 1,016,562 | |
Galapagos Genomics NV (b) | 12,198 | 949,678 | |
Groupe Bruxelles Lambert SA | 31,211 | 3,413,881 | |
KBC Groep NV | 72,714 | 5,649,107 | |
Proximus | 43,813 | 933,913 | |
Sofina SA | 4,376 | 1,663,543 | |
Solvay SA Class A | 20,839 | 2,650,680 | |
UCB SA | 37,441 | 3,468,736 | |
Umicore SA | 57,886 | 3,517,305 | |
TOTAL BELGIUM | 43,009,644 | ||
Bermuda - 0.3% | |||
Alibaba Health Information Technology Ltd. (b) | 1,184,000 | 3,612,475 | |
Alibaba Pictures Group Ltd. (b) | 2,990,000 | 434,965 | |
Beijing Enterprises Water Group Ltd. | 1,832,000 | 700,465 | |
Brilliance China Automotive Holdings Ltd. (c) | 910,000 | 855,203 | |
China Gas Holdings Ltd. | 771,600 | 2,786,313 | |
China Oriental Group Co. Ltd. (H Shares) | 107 | 36 | |
China Resource Gas Group Ltd. | 270,000 | 1,465,096 | |
China Youzan Ltd. (b) | 3,952,000 | 1,277,013 | |
CK Infrastructure Holdings Ltd. | 200,636 | 1,229,477 | |
Cosco Shipping Ports Ltd. | 454,344 | 381,947 | |
Credicorp Ltd. (United States) | 20,765 | 2,479,341 | |
GOME Electrical Appliances Holdings Ltd. (b) | 3,299,104 | 543,639 | |
Hongkong Land Holdings Ltd. | 322,667 | 1,597,202 | |
Hopson Development Holdings Ltd. | 196,000 | 770,854 | |
Jardine Matheson Holdings Ltd. | 63,219 | 4,250,846 | |
Kunlun Energy Co. Ltd. | 1,152,000 | 1,236,868 | |
Nine Dragons Paper (Holdings) Ltd. | 475,000 | 653,085 | |
Shenzhen International Holdings Ltd. | 284,018 | 473,135 | |
TOTAL BERMUDA | 24,747,960 | ||
Brazil - 1.0% | |||
Ambev SA | 1,391,100 | 3,826,002 | |
Atacadao SA | 126,300 | 505,009 | |
B2W Companhia Global do Varejo (b) | 66,677 | 826,335 | |
B3 SA - Brasil Bolsa Balcao | 604,266 | 5,728,905 | |
Banco Bradesco SA | 436,923 | 1,662,576 | |
Banco do Brasil SA | 258,400 | 1,409,961 | |
Banco Inter SA unit | 29,700 | 1,266,831 | |
Banco Santander SA (Brasil) unit | 124,300 | 881,671 | |
BB Seguridade Participacoes SA | 177,500 | 729,665 | |
BRF SA (b) | 145,200 | 555,722 | |
BTG Pactual Participations Ltd. unit | 65,100 | 1,291,322 | |
CCR SA | 376,300 | 834,059 | |
Centrais Eletricas Brasileiras SA (Electrobras) | 129,180 | 874,906 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 110,400 | 869,453 | |
Companhia Siderurgica Nacional SA (CSN) | 196,900 | 1,783,031 | |
Cosan SA | 77,841 | 1,290,555 | |
CPFL Energia SA | 57,900 | 312,840 | |
Energisa SA unit | 46,200 | 374,734 | |
ENGIE Brasil Energia SA | 79,250 | 593,348 | |
Equatorial Energia SA | 275,000 | 1,270,193 | |
Hapvida Participacoes e Investimentos SA (d) | 328,600 | 873,516 | |
Hypermarcas SA | 97,700 | 623,389 | |
JBS SA | 303,700 | 1,683,976 | |
Klabin SA unit (b) | 205,400 | 1,053,459 | |
Localiza Rent A Car SA | 177,080 | 2,096,123 | |
Lojas Renner SA | 227,518 | 1,692,129 | |
Magazine Luiza SA | 860,552 | 3,173,177 | |
Natura & Co. Holding SA (b) | 251,303 | 2,254,859 | |
Notre Dame Intermedica Participacoes SA | 146,878 | 2,197,472 | |
Petrobras Distribuidora SA | 229,400 | 950,616 | |
Petroleo Brasileiro SA - Petrobras (ON) | 1,061,709 | 4,514,958 | |
Raia Drogasil SA | 328,300 | 1,589,509 | |
Rumo SA (b) | 385,300 | 1,418,617 | |
Sul America SA unit | 80,432 | 484,335 | |
Suzano Papel e Celulose SA (b) | 212,138 | 2,681,771 | |
Telefonica Brasil SA | 149,900 | 1,192,125 | |
TIM SA | 216,100 | 484,947 | |
Totvs SA | 150,500 | 861,654 | |
Ultrapar Participacoes SA | 187,200 | 727,496 | |
Vale SA | 1,072,945 | 21,533,761 | |
Via Varejo SA (b) | 402,900 | 877,442 | |
Weg SA | 495,300 | 3,192,248 | |
TOTAL BRAZIL | 83,044,697 | ||
British Virgin Islands - 0.0% | |||
Mail.Ru Group Ltd. unit (b) | 35,981 | 805,569 | |
Canada - 6.6% | |||
Agnico Eagle Mines Ltd. (Canada) | 71,583 | 4,473,828 | |
Air Canada (b) | 42,518 | 856,829 | |
Algonquin Power & Utilities Corp. | 174,344 | 2,812,709 | |
Alimentation Couche-Tard, Inc. Class B (sub. vtg.) | 251,859 | 8,534,294 | |
AltaGas Ltd. | 82,841 | 1,548,109 | |
ATCO Ltd. Class I (non-vtg.) | 20,320 | 697,475 | |
B2Gold Corp. | 297,696 | 1,433,804 | |
Ballard Power Systems, Inc. (b) | 64,436 | 1,407,039 | |
Bank of Montreal | 185,878 | 17,543,593 | |
Bank of Nova Scotia | 349,993 | 22,286,907 | |
Barrick Gold Corp. (Canada) | 519,566 | 11,070,605 | |
Bausch Health Cos., Inc. (Canada) (b) | 95,049 | 3,059,910 | |
BCE, Inc. | 44,402 | 2,098,813 | |
BlackBerry Ltd. (b) | 149,005 | 1,317,727 | |
Brookfield Asset Management, Inc. (Canada) Class A | 372,745 | 16,991,337 | |
Brookfield Renewable Corp. | 37,237 | 1,543,526 | |
CAE, Inc. | 82,900 | 2,596,632 | |
Cameco Corp. | 116,847 | 1,964,007 | |
Canadian Apartment Properties (REIT) unit | 28,489 | 1,266,435 | |
Canadian Imperial Bank of Commerce | 128,199 | 13,327,314 | |
Canadian National Railway Co. | 206,566 | 22,238,847 | |
Canadian Natural Resources Ltd. | 343,601 | 10,429,771 | |
Canadian Pacific Railway Ltd. | 39,241 | 14,644,461 | |
Canadian Tire Ltd. Class A (non-vtg.) (a) | 17,127 | 2,729,953 | |
Canadian Utilities Ltd. Class A (non-vtg.) | 33,786 | 965,628 | |
CCL Industries, Inc. Class B | 44,617 | 2,532,586 | |
Cenovus Energy, Inc. (Canada) | 387,355 | 3,015,895 | |
CGI, Inc. Class A (sub. vtg.) (b) | 66,926 | 5,921,330 | |
Constellation Software, Inc. | 5,845 | 8,578,262 | |
Dollarama, Inc. | 86,868 | 4,048,163 | |
Emera, Inc. | 71,968 | 3,271,246 | |
Empire Co. Ltd. Class A (non-vtg.) | 54,988 | 1,729,517 | |
Enbridge, Inc. | 587,337 | 22,654,393 | |
Fairfax Financial Holdings Ltd. (sub. vtg.) | 7,710 | 3,522,582 | |
First Quantum Minerals Ltd. | 171,291 | 3,947,992 | |
FirstService Corp. | 10,941 | 1,777,228 | |
Fortis, Inc. | 137,000 | 6,111,305 | |
Franco-Nevada Corp. | 55,935 | 7,792,173 | |
George Weston Ltd. | 23,768 | 2,098,638 | |
GFL Environmental, Inc. | 54,253 | 1,787,615 | |
Gildan Activewear, Inc. | 55,630 | 1,930,745 | |
Great-West Lifeco, Inc. | 78,774 | 2,284,103 | |
Hydro One Ltd. (d) | 95,574 | 2,291,474 | |
iA Financial Corp, Inc. | 31,029 | 1,747,409 | |
IGM Financial, Inc. | 28,439 | 1,015,257 | |
Imperial Oil Ltd. | 73,210 | 2,114,433 | |
Intact Financial Corp. | 41,730 | 5,546,799 | |
Inter Pipeline Ltd. | 120,601 | 1,758,264 | |
Keyera Corp. | 64,041 | 1,464,583 | |
Kinross Gold Corp. | 374,420 | 2,634,937 | |
Kirkland Lake Gold Ltd. | 77,723 | 2,887,857 | |
Loblaw Companies Ltd. | 54,913 | 3,049,109 | |
Lundin Mining Corp. | 197,040 | 2,380,543 | |
Magna International, Inc. Class A (sub. vtg.) | 82,885 | 7,827,597 | |
Manulife Financial Corp. | 563,154 | 12,297,159 | |
Metro, Inc. Class A (sub. vtg.) | 78,729 | 3,607,385 | |
National Bank of Canada | 97,313 | 7,074,718 | |
Northland Power, Inc. | 59,496 | 2,049,433 | |
Nutrien Ltd. | 165,815 | 9,153,112 | |
Onex Corp. (sub. vtg.) | 21,258 | 1,423,196 | |
Open Text Corp. | 77,377 | 3,643,641 | |
Pan American Silver Corp. | 62,431 | 1,986,554 | |
Parkland Corp. | 43,276 | 1,390,015 | |
Pembina Pipeline Corp. | 161,994 | 5,000,246 | |
Power Corp. of Canada (sub. vtg.) | 164,706 | 4,797,197 | |
Quebecor, Inc. Class B (sub. vtg.) | 51,536 | 1,385,726 | |
Restaurant Brands International, Inc. | 69,980 | 4,805,770 | |
Restaurant Brands International, Inc. (a) | 14,604 | 1,001,980 | |
RioCan (REIT) | 55,914 | 956,199 | |
Ritchie Bros. Auctioneers, Inc. | 31,171 | 1,982,883 | |
Rogers Communications, Inc. Class B (non-vtg.) | 104,015 | 5,123,108 | |
Royal Bank of Canada | 410,390 | 39,167,596 | |
Saputo, Inc. | 72,734 | 2,311,345 | |
Shaw Communications, Inc. Class B | 135,374 | 3,920,851 | |
Shopify, Inc. Class A (b) | 31,922 | 37,681,023 | |
SSR Mining, Inc. | 63,829 | 1,013,142 | |
Sun Life Financial, Inc. | 170,427 | 9,194,170 | |
Suncor Energy, Inc. | 445,237 | 9,523,069 | |
TC Energy Corp. | 274,033 | 13,557,293 | |
Teck Resources Ltd. Class B (sub. vtg.) | 139,934 | 2,961,138 | |
TELUS Corp. | 126,364 | 2,621,553 | |
The Toronto-Dominion Bank | 523,218 | 35,969,508 | |
Thomson Reuters Corp. | 51,649 | 4,789,871 | |
TMX Group Ltd. | 16,811 | 1,852,540 | |
Toromont Industries Ltd. | 23,675 | 1,887,605 | |
West Fraser Timber Co. Ltd. | 25,126 | 1,939,924 | |
Wheaton Precious Metals Corp. | 132,129 | 5,481,233 | |
WSP Global, Inc. | 33,209 | 3,448,289 | |
Yamana Gold, Inc. | 276,216 | 1,265,180 | |
TOTAL CANADA | 531,825,240 | ||
Cayman Islands - 7.6% | |||
21Vianet Group, Inc. ADR (b) | 25,787 | 719,715 | |
3SBio, Inc. (b)(d) | 325,000 | 307,940 | |
51job, Inc. sponsored ADR (b) | 10,011 | 616,177 | |
AAC Technology Holdings, Inc. | 230,000 | 1,276,772 | |
Abu Dhabi Islamic Bank | 467,063 | 614,163 | |
Agile Property Holdings Ltd. | 362,000 | 567,624 | |
Airtac International Group | 36,000 | 1,520,129 | |
AK Medical Holdings Ltd. (d) | 98,000 | 152,657 | |
Alibaba Group Holding Ltd. sponsored ADR (b) | 548,970 | 126,784,622 | |
Anta Sports Products Ltd. | 317,000 | 5,692,961 | |
ASM Pacific Technology Ltd. | 84,303 | 1,278,477 | |
Autohome, Inc. ADR Class A | 17,350 | 1,608,866 | |
Baidu.com, Inc. sponsored ADR (b) | 78,358 | 16,481,038 | |
Baozun, Inc. sponsored ADR (a)(b) | 17,429 | 604,961 | |
BeiGene Ltd. ADR (b) | 13,312 | 4,573,204 | |
Bilibili, Inc. ADR (a)(b) | 47,045 | 5,215,409 | |
Bosideng International Holdings Ltd. | 836,000 | 425,117 | |
Budweiser Brewing Co. APAC Ltd. (d) | 477,993 | 1,510,698 | |
Chailease Holding Co. Ltd. | 347,476 | 2,511,725 | |
China Aoyuan Group Ltd. | 299,000 | 311,019 | |
China Conch Venture Holdings Ltd. | 459,500 | 2,173,940 | |
China East Education Holdings Ltd. (d) | 137,000 | 319,936 | |
China Education Group Holdings Ltd. | 231,000 | 557,891 | |
China Evergrande Group | 578,000 | 979,239 | |
China Feihe Ltd. (d) | 357,000 | 1,017,997 | |
China Hongqiao Group Ltd. | 494,000 | 782,234 | |
China Huishan Dairy Holdings Co. Ltd. (c) | 397,000 | 1 | |
China Liansu Group Holdings Ltd. | 333,000 | 839,386 | |
China Literature Ltd. (b)(d) | 84,400 | 880,100 | |
China Medical System Holdings Ltd. | 406,000 | 940,813 | |
China Meidong Auto Holding Ltd. | 164,000 | 820,238 | |
China Mengniu Dairy Co. Ltd. | 811,000 | 4,343,291 | |
China Overseas Property Holdings Ltd. | 330,000 | 334,769 | |
China Resources Cement Holdings Ltd. | 806,000 | 878,867 | |
China Resources Land Ltd. | 938,634 | 4,404,520 | |
China State Construction International Holdings Ltd. | 499,250 | 350,926 | |
China Yuhua Education Corp. Ltd. (d) | 294,000 | 278,946 | |
CIFI Holdings Group Co. Ltd. | 1,002,696 | 897,137 | |
CK Asset Holdings Ltd. | 749,788 | 4,705,631 | |
CK Hutchison Holdings Ltd. | 786,893 | 6,452,973 | |
Country Garden Holdings Co. Ltd. | 2,279,376 | 2,714,329 | |
Country Garden Services Holdings Co. Ltd. | 428,000 | 4,490,618 | |
Dali Foods Group Co. Ltd. (d) | 765,500 | 455,294 | |
Daqo New Energy Corp. ADR (b) | 14,806 | 1,191,735 | |
ENN Energy Holdings Ltd. | 232,600 | 3,964,628 | |
ESR Cayman Ltd. (b)(d) | 535,659 | 1,830,871 | |
Ever Sunshine Lifestyle Services Group Ltd. | 172,000 | 425,585 | |
GDS Holdings Ltd. ADR (b) | 25,726 | 2,134,486 | |
Geely Automobile Holdings Ltd. | 1,724,000 | 4,472,157 | |
Genscript Biotech Corp. | 316,000 | 732,258 | |
Greentown China Holdings Ltd. | 211,500 | 254,854 | |
Greentown Service Group Co. Ltd. | 440,000 | 701,258 | |
GSX Techedu, Inc. ADR (a)(b) | 21,791 | 696,222 | |
Haidilao International Holding Ltd. (d) | 237,000 | 1,536,217 | |
Haitian International Holdings Ltd. | 196,000 | 798,610 | |
Hansoh Pharmaceutical Group Co. Ltd. (d) | 362,000 | 1,563,529 | |
Hengan International Group Co. Ltd. | 193,500 | 1,254,253 | |
Huazhu Group Ltd. ADR (b) | 47,160 | 2,780,554 | |
Hutchison China Meditech Ltd. sponsored ADR (b) | 22,906 | 648,011 | |
HUYA, Inc. ADR (a)(b) | 20,422 | 359,836 | |
Innovent Biologics, Inc. (b)(d) | 289,500 | 3,145,544 | |
iQIYI, Inc. ADR (b) | 83,069 | 1,221,945 | |
JD Health International, Inc. (d) | 82,400 | 1,283,563 | |
JD.com, Inc. sponsored ADR (b) | 251,061 | 19,422,079 | |
Jinxin Fertility Group Ltd. (d) | 378,000 | 973,255 | |
Jiumaojiu International Holdings Ltd. (d) | 199,000 | 832,609 | |
JOYY, Inc. ADR | 17,603 | 1,673,341 | |
Kaisa Group Holdings Ltd. | 1,044,571 | 454,527 | |
KE Holdings, Inc. ADR (b) | 34,958 | 1,819,564 | |
Kingboard Chemical Holdings Ltd. | 203,500 | 1,205,111 | |
Kingboard Laminates Holdings Ltd. | 322,500 | 806,276 | |
Kingdee International Software Group Co. Ltd. | 685,000 | 2,266,358 | |
Kingsoft Cloud Holdings Ltd. ADR | 14,928 | 655,638 | |
Kingsoft Corp. Ltd. | 239,000 | 1,692,253 | |
Koolearn Technology Holding Ltd. (b)(d) | 59,000 | 113,477 | |
Kuaishou Technology Class B (d) | 57,300 | 1,940,060 | |
KWG Property Holding Ltd. | 389,000 | 624,984 | |
Lee & Man Paper Manufacturing Ltd. | 438,000 | 381,740 | |
Legend Biotech Corp. ADR (b) | 44 | 1,324 | |
Li Ning Co. Ltd. | 621,500 | 5,072,653 | |
Logan Property Holdings Co. Ltd. | 441,000 | 701,717 | |
Longfor Properties Co. Ltd. (d) | 528,000 | 3,293,309 | |
Lufax Holding Ltd. ADR (a)(b) | 49,414 | 588,027 | |
Meituan Class B (b)(d) | 1,045,000 | 40,090,116 | |
Melco Crown Entertainment Ltd. sponsored ADR (b) | 62,305 | 1,201,863 | |
Microport Scientific Corp. | 215,000 | 1,552,766 | |
Ming Yuan Cloud Group Holdings Ltd. | 101,000 | 469,389 | |
Minth Group Ltd. | 212,000 | 861,073 | |
Momo, Inc. ADR | 44,581 | 653,557 | |
NetEase, Inc. ADR | 121,061 | 13,566,096 | |
New Oriental Education & Technology Group, Inc. sponsored ADR | 447,298 | 6,825,767 | |
NIO, Inc. sponsored ADR (b) | 371,959 | 14,818,847 | |
Noah Holdings Ltd. sponsored ADR (b) | 11,621 | 511,905 | |
Pinduoduo, Inc. ADR (b) | 114,053 | 15,275,118 | |
Ping An Healthcare and Technology Co. Ltd. (b)(d) | 155,400 | 1,820,527 | |
RLX Technology, Inc. ADR (a) | 30,949 | 337,035 | |
Sands China Ltd. (b) | 708,787 | 3,367,029 | |
Seazen Group Ltd. | 638,000 | 681,716 | |
Shenzhou International Group Holdings Ltd. | 243,600 | 5,358,955 | |
Shimao Property Holdings Ltd. | 358,500 | 1,038,428 | |
Silergy Corp. | 21,000 | 2,198,068 | |
Sino Biopharmaceutical Ltd. | 3,069,250 | 3,307,215 | |
Smoore International Holdings Ltd. (d) | 187,000 | 1,325,268 | |
SSY Group Ltd. | 392,000 | 241,728 | |
Sunac China Holdings Ltd. | 755,000 | 2,940,201 | |
Sunny Optical Technology Group Co. Ltd. | 210,300 | 5,127,717 | |
TAL Education Group ADR (b) | 110,800 | 6,310,060 | |
Tencent Holdings Ltd. | 1,667,400 | 133,011,898 | |
Tencent Music Entertainment Group ADR (b) | 108,292 | 1,886,447 | |
Tingyi (Cayman Islands) Holding Corp. | 574,000 | 1,033,056 | |
Tongcheng-Elong Holdings Ltd. (b) | 265,600 | 666,073 | |
Topsports International Holdings Ltd. (d) | 394,000 | 532,587 | |
Trip.com Group Ltd. ADR (b) | 146,650 | 5,731,082 | |
Uni-President China Holdings Ltd. | 419,000 | 510,282 | |
Vinda International Holdings Ltd. | 90,000 | 320,363 | |
Vipshop Holdings Ltd. ADR (b) | 130,244 | 4,007,608 | |
Want Want China Holdings Ltd. | 1,490,000 | 1,079,939 | |
Weibo Corp. sponsored ADR (a)(b) | 15,956 | 804,182 | |
Weimob, Inc. (b)(d) | 476,000 | 1,051,548 | |
WH Group Ltd. (d) | 2,823,946 | 2,468,487 | |
Wharf Real Estate Investment Co. Ltd. | 487,654 | 2,806,235 | |
Wuxi Biologics (Cayman), Inc. (b)(d) | 950,500 | 13,342,924 | |
Wynn Macau Ltd. (b) | 400,330 | 769,969 | |
Xiaomi Corp. Class B (b)(d) | 4,161,200 | 13,178,272 | |
Xinyi Glass Holdings Ltd. | 503,793 | 1,786,810 | |
Xinyi Solar Holdings Ltd. | 1,246,281 | 2,085,759 | |
XPeng, Inc. ADR (a)(b) | 47,881 | 1,432,121 | |
Yadea Group Holdings Ltd. (d) | 304,000 | 665,315 | |
Yihai International Holding Ltd. | 141,000 | 1,374,104 | |
Zai Lab Ltd. ADR (b) | 21,936 | 3,645,983 | |
Zhen Ding Technology Holding Ltd. | 182,302 | 691,502 | |
Zhenro Properties Group Ltd. | 356,000 | 240,152 | |
Zhongsheng Group Holdings Ltd. Class H | 168,000 | 1,272,801 | |
ZTO Express, Inc. sponsored ADR | 121,839 | 3,918,342 | |
TOTAL CAYMAN ISLANDS | 618,101,053 | ||
Chile - 0.1% | |||
Banco de Chile | 13,591,106 | 1,455,241 | |
Banco de Credito e Inversiones | 13,595 | 631,327 | |
Banco Santander Chile | 19,856,661 | 1,089,598 | |
Cencosud SA | 460,915 | 956,875 | |
Cencosud Shopping SA | 129,577 | 211,486 | |
Colbun SA | 3,253,396 | 558,460 | |
Compania Cervecerias Unidas SA | 39,601 | 364,401 | |
CorpBanca SA (b) | 1 | 0 | |
Empresas CMPC SA | 351,839 | 977,702 | |
Empresas COPEC SA | 117,211 | 1,262,270 | |
Enel Americas SA | 6,169,137 | 878,156 | |
Enel Chile SA | 7,000,888 | 477,738 | |
Falabella SA | 226,706 | 1,023,914 | |
TOTAL CHILE | 9,887,168 | ||
China - 3.2% | |||
360 Security Technology, Inc. (A Shares) | 59,000 | 114,929 | |
A-Living Services Co. Ltd. (H Shares) (d) | 148,500 | 684,407 | |
Accelink Technologies Co. Ltd. (A Shares) | 6,300 | 21,634 | |
Addsino Co. Ltd. (A Shares) | 25,100 | 65,915 | |
AECC Aero-Engine Control Co. Ltd. (A Shares) | 13,600 | 38,110 | |
AECC Aviation Power Co. Ltd. | 47,600 | 278,607 | |
Agricultural Bank of China Ltd.: | |||
(A Shares) | 584,800 | 289,080 | |
(H Shares) | 8,763,000 | 3,406,940 | |
Aier Eye Hospital Group Co. Ltd. (A Shares) | 61,751 | 710,468 | |
Air China Ltd.: | |||
(A Shares) | 73,200 | 92,496 | |
(H Shares) | 522,000 | 413,958 | |
Aluminum Corp. of China Ltd.: | |||
(A shares) (b) | 448,900 | 307,888 | |
(H Shares) (b) | 844,000 | 436,125 | |
Angel Yeast Co. Ltd. (A Shares) | 15,200 | 137,877 | |
Anhui Conch Cement Co. Ltd.: | |||
(A Shares) | 32,800 | 248,426 | |
(H Shares) | 397,000 | 2,374,001 | |
Anhui Gujing Distillery Co. Ltd.: | |||
(A Shares) | 5,800 | 203,679 | |
(B Shares) | 59,302 | 796,037 | |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | 9,500 | 91,339 | |
Apeloa Pharmaceutical Co. Ltd. A Shares | 14,000 | 67,259 | |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | 4,300 | 218,471 | |
Autobio Diagnostics Co. Ltd. | 4,900 | 92,482 | |
AVIC Aircraft Co. Ltd. (A Shares) | 47,300 | 175,726 | |
Avic Aviation High-Technology Co. Ltd. (A Series) | 37,600 | 139,457 | |
AVIC Capital Co. Ltd. (A Shares) | 141,000 | 84,511 | |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | 63,800 | 96,092 | |
AVIC Jonhon OptronicTechnology Co. Ltd. | 18,000 | 189,579 | |
AVIC Shenyang Aircraft Co. Ltd. (A Shares) | 19,700 | 175,713 | |
AviChina Industry & Technology Co. Ltd. (H Shares) | 662,000 | 426,121 | |
Avicopter PLC (A Shares) | 11,200 | 88,064 | |
Bank of Beijing Co. Ltd. (A Shares) | 322,116 | 236,854 | |
Bank of Chengdu Co. Ltd. (A Shares) | 64,200 | 118,314 | |
Bank of China Ltd. (H Shares) | 23,660,000 | 9,411,915 | |
Bank of Communications Co. Ltd.: | |||
(A Shares) | 730,700 | 542,931 | |
(H Shares) | 2,431,000 | 1,555,414 | |
Bank of Hangzhou Co. Ltd. (A Shares) | 102,780 | 262,606 | |
Bank of Jiangsu Co. Ltd. (A Shares) | 235,430 | 257,124 | |
Bank of Nanjing Co. Ltd. (A Shares) | 172,900 | 244,921 | |
Bank of Ningbo Co. Ltd. (A Shares) | 94,200 | 614,515 | |
Bank of Shanghai Co. Ltd. (A Shares) | 209,320 | 264,500 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 296,700 | 395,539 | |
BBMG Corp. (H Shares) | 151,000 | 31,103 | |
Beijing BDStar Navigation Co. Ltd. (A Shares) (b) | 6,900 | 43,296 | |
Beijing Capital International Airport Co. Ltd. (H Shares) | 470,000 | 341,862 | |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | 68,900 | 86,744 | |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | 6,100 | 23,171 | |
Beijing Enlight Media Co. Ltd. (A Shares) | 53,600 | 107,722 | |
Beijing Kunlun Tech Co. Ltd. (A Shares) | 21,100 | 60,463 | |
Beijing New Building Materials PLC (A Shares) | 29,300 | 208,927 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 39,300 | 350,655 | |
Beijing Originwater Technology Co. Ltd. (A Shares) | 57,100 | 62,009 | |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | 15,900 | 70,124 | |
Beijing Shunxin Agriculture Co. Ltd. | 13,300 | 102,007 | |
Beijing Sinnet Technology Co. Ltd. (A Shares) | 27,600 | 60,116 | |
Beijing Thunisoft Corp. Ltd. (A Shares) | 7,700 | 21,291 | |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | 21,720 | 121,056 | |
Beijing Yanjing Brewery Co. Ltd. (A Shares) | 48,000 | 54,796 | |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | 61,100 | 55,498 | |
Betta Pharmaceuticals Co. Ltd. (A Shares) | 6,600 | 109,091 | |
BGI Genomics Co. Ltd. | 6,800 | 135,748 | |
BOE Technology Group Co. Ltd. (A Shares) | 541,800 | 613,485 | |
By-Health Co. Ltd. (A Shares) | 30,700 | 155,077 | |
BYD Co. Ltd.: | |||
(A Shares) | 23,600 | 578,088 | |
(H Shares) | 238,500 | 4,959,495 | |
C&S Paper Co. Ltd. (A Shares) | 12,700 | 60,503 | |
Caitong Securities Co. Ltd. | 65,900 | 101,698 | |
Cansino Biologics, Inc. (H Shares) (b)(d) | 20,400 | 1,021,609 | |
CGN Power Co. Ltd. (H Shares) (d) | 3,141,000 | 723,812 | |
Chacha Food Co. Ltd. (A Shares) | 9,000 | 75,006 | |
Changchun High & New Technology Industry Group, Inc. (A Shares) | 6,200 | 476,577 | |
Changjiang Securities Co. Ltd. (A Shares) | 101,100 | 113,071 | |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | 3,700 | 111,100 | |
Chaozhou Three-Circle Group Co. (A Shares) | 28,000 | 187,287 | |
Chengdu Kanghong Pharmaceutical Group Co. Ltd. (A Shares) | 8,800 | 29,349 | |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (b) | 24,200 | 56,673 | |
China Aerospace Times Electronics Co. Ltd. (A Shares) | 120,600 | 127,242 | |
China Avionics Systems Co. Ltd. (A Shares) | 30,000 | 69,653 | |
China Bohai Bank Co. Ltd. (H Shares) (d) | 757,000 | 342,064 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 3,202,000 | 630,692 | |
China CITIC Bank Corp. Ltd.: | |||
(A Shares) | 111,700 | 89,381 | |
(H Shares) | 2,460,000 | 1,288,945 | |
China Communications Services Corp. Ltd. (H Shares) | 590,000 | 255,969 | |
China Construction Bank Corp. (H Shares) | 28,124,000 | 22,199,444 | |
China Eastern Airlines Corp. Ltd.: | |||
(A Shares) | 127,400 | 102,731 | |
(H Shares) | 28,000 | 12,292 | |
China Everbright Bank Co. Ltd.: | |||
(A Shares) | 324,600 | 189,540 | |
(H Shares) | 1,294,000 | 541,405 | |
China Film Co. Ltd. (A Shares) | 32,700 | 71,426 | |
China Fortune Land Development Co. Ltd. (A Shares) | 69,030 | 59,396 | |
China Galaxy Securities Co. Ltd. (H Shares) | 1,265,500 | 754,307 | |
China Gezhouba Group Co. Ltd. (A Shares) | 80,500 | 88,415 | |
China Great Wall Securities Co. Ltd. (A Shares) | 139,500 | 217,002 | |
China Greatwall Technology Group Co. Ltd. (A Shares) | 51,700 | 94,319 | |
China Huarong Asset Management Co. Ltd. (c)(d) | 2,463,000 | 323,422 | |
China International Capital Corp. Ltd. (b) | 22,800 | 175,856 | |
China International Capital Corp. Ltd. (H Shares) (d) | 341,200 | 857,420 | |
China International Travel Service Corp. Ltd. (A Shares) | 32,200 | 1,551,877 | |
China Jushi Co. Ltd. (A Shares) | 57,500 | 160,060 | |
China Life Insurance Co. Ltd.: | |||
(A Shares) | 31,100 | 158,875 | |
(H Shares) | 2,207,000 | 4,473,920 | |
China Longyuan Power Grid Corp. Ltd. (H Shares) | 947,000 | 1,394,700 | |
China Merchants Bank Co. Ltd.: | |||
(A Shares) | 214,400 | 1,745,405 | |
(H Shares) | 1,262,251 | 10,180,557 | |
China Merchants Energy Shipping Co. Ltd. (A Shares) | 110,600 | 83,888 | |
China Merchants Property Operation & Service Co. Ltd. (A Shares) | 17,700 | 57,692 | |
China Merchants Securities Co. Ltd. (A Shares) | 117,130 | 338,715 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 107,700 | 193,323 | |
China Minsheng Banking Corp. Ltd.: | |||
(A Shares) | 589,800 | 428,217 | |
(H Shares) | 1,729,300 | 888,276 | |
China Molybdenum Co. Ltd.: | |||
(A Shares) | 278,300 | 249,776 | |
(H Shares) | 996,000 | 675,732 | |
China National Accord Medicines Corp. Ltd. (A Shares) | 3,900 | 25,183 | |
China National Building Materials Co. Ltd. (H Shares) | 1,117,000 | 1,619,184 | |
China National Chemical Engineering Co. Ltd. (A Shares) | 100,800 | 98,098 | |
China National Medicines Corp. Ltd. (A Shares) | 10,500 | 59,803 | |
China National Nuclear Power Co. Ltd. (A Shares) | 220,300 | 177,642 | |
China National Software & Service Co. Ltd. (A Shares) | 8,800 | 62,777 | |
China Northern Rare Earth Group High-Tech Co. Ltd. (b) | 62,800 | 197,417 | |
China Oilfield Services Ltd. (H Shares) | 458,000 | 422,166 | |
China Pacific Insurance (Group) Co. Ltd. | 60,500 | 307,383 | |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | 882,000 | 3,190,654 | |
China Petroleum & Chemical Corp.: | |||
(A Shares) | 332,700 | 219,967 | |
(H Shares) | 7,228,000 | 3,564,891 | |
China Railway Group Ltd.: | |||
(A Shares) | 591,200 | 492,248 | |
(H Shares) | 802,000 | 415,055 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | 20,500 | 79,137 | |
China Shenhua Energy Co. Ltd.: | |||
(A Shares) | 42,300 | 125,525 | |
(H Shares) | 1,077,000 | 2,243,276 | |
China Shipbuilding Industry Co. (A Shares) (b) | 329,100 | 207,928 | |
China South Publishing & Media Group Co. Ltd. (A Shares) | 39,200 | 61,826 | |
China Southern Airlines Ltd. (H Shares) (b) | 614,000 | 417,356 | |
China State Construction Engineering Corp. Ltd. (A Shares) | 656,960 | 501,334 | |
China Tower Corp. Ltd. (H Shares) (d) | 13,310,000 | 1,919,114 | |
China TransInfo Technology Co. Ltd. (A Shares) | 23,000 | 53,188 | |
China Vanke Co. Ltd.: | |||
(A Shares) | 112,000 | 487,378 | |
(H Shares) | 562,000 | 1,967,932 | |
China Yangtze Power Co. Ltd. (A Shares) | 342,100 | 1,055,339 | |
China Zheshang Bank Co. Ltd. | 636,200 | 388,196 | |
Chongqing Brewery Co. Ltd. (A Shares) | 8,800 | 213,941 | |
Chongqing Changan Automobile Co. Ltd. (A Shares) (b) | 67,000 | 169,428 | |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | 15,500 | 95,655 | |
Chongqing Rural Commercial Bank Co. Ltd.: | |||
(A Shares) | 328,500 | 210,593 | |
(H Shares) | 655,000 | 278,266 | |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | 25,500 | 888,078 | |
CITIC Securities Co. Ltd.: | |||
(A Shares) | 160,200 | 590,217 | |
(H Shares) | 698,500 | 1,685,159 | |
Contemporary Amperex Technology Co. Ltd. | 38,200 | 2,290,584 | |
COSCO Shipping Energy Transportation Co. Ltd. (A Shares) | 60,200 | 56,634 | |
COSCO SHIPPING Holdings Co. Ltd.: | |||
(A Shares) (b) | 301,400 | 851,099 | |
(H Shares) (b) | 550,500 | 985,092 | |
CSC Financial Co. Ltd. (A Shares) | 44,600 | 197,112 | |
Da An Gene Co. Ltd. of Sun Yat-Sen University (A Shares) | 12,000 | 62,155 | |
Daqin Railway Co. Ltd. (A Shares) | 223,000 | 237,003 | |
DaShenLin Pharmaceutical Group Co. Ltd. | 8,800 | 102,797 | |
DHC Software Co. Ltd. (A Shares) | 48,700 | 51,382 | |
Dong E-E-Jiao Co. Ltd. (A Shares) | 13,300 | 73,039 | |
Dongfang Electric Corp. Ltd. (A Shares) | 58,000 | 102,050 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 800,000 | 695,182 | |
Dongxing Securities Co. Ltd. (A Shares) | 57,200 | 91,099 | |
East Group Co. Ltd. (A Shares) | 34,400 | 33,265 | |
East Money Information Co. Ltd. (A Shares) | 134,200 | 668,357 | |
Ecovacs Robotics Co. Ltd. Class A (b) | 9,500 | 240,688 | |
Eve Energy Co. Ltd. (A shares) | 29,224 | 400,292 | |
Everbright Securities Co. Ltd. (A Shares) | 61,900 | 143,335 | |
Fangda Carbon New Material Co. Ltd. (A Shares) | 75,600 | 103,821 | |
FAW Jiefang Group Co. Ltd. (A Shares) (b) | 35,000 | 59,798 | |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | 20,100 | 55,424 | |
Financial Street Holdings Co. Ltd. (A Shares) | 68,700 | 65,797 | |
First Capital Securities Co. Ltd. (A Shares) | 70,800 | 71,418 | |
Focus Media Information Technology Co. Ltd. (A Shares) | 230,540 | 383,907 | |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | 41,880 | 1,096,572 | |
Founder Securities Co. Ltd. (A Shares) (b) | 136,200 | 193,775 | |
Foxconn Industrial Internet Co. Ltd. (A Shares) | 96,596 | 205,323 | |
Fu Jian Anjoy Foods Co. Ltd. (A Shares) | 3,200 | 124,569 | |
Fujian Sunner Development Co. Ltd. A Shares | 24,200 | 98,841 | |
Fuyao Glass Industries Group Co. Ltd.: | |||
(A Shares) | 74,200 | 588,350 | |
(H Shares) (d) | 99,200 | 576,599 | |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | 1,400 | 99,050 | |
GCL System Integration Technology Co. Ltd. (b) | 83,100 | 39,923 | |
GEM Co. Ltd. (A Shares) | 97,200 | 150,151 | |
Gemdale Corp. (A Shares) | 76,100 | 138,246 | |
GF Securities Co. Ltd.: | |||
(A Shares) | 216,000 | 495,497 | |
(H Shares) | 281,600 | 408,203 | |
Giant Network Group Co. Ltd. (A Shares) | 32,700 | 69,204 | |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | 7,560 | 225,661 | |
GoerTek, Inc. (A Shares) | 48,900 | 284,781 | |
Great Wall Motor Co. Ltd.: | |||
(A Shares) | 44,600 | 230,320 | |
(H Shares) | 894,000 | 2,212,054 | |
Greenland Holdings Corp. Ltd. (A Shares) | 131,300 | 115,003 | |
GRG Banking Equipment Co. Ltd. (A Shares) | 26,300 | 52,490 | |
Guangdong Haid Group Co. Ltd. (A Shares) | 25,800 | 332,389 | |
Guangdong Hongda Blasting Co. Ltd. (A Shares) | 12,300 | 52,784 | |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | 4,600 | 134,571 | |
Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. | 9,100 | 52,631 | |
Guanghui Energy Co. Ltd. (A Shares) (b) | 138,300 | 65,160 | |
Guangzhou Automobile Group Co. Ltd. | 76,100 | 131,193 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 726,000 | 619,662 | |
Guangzhou Baiyun International Airport Co. Ltd. (A Shares) | 40,000 | 75,137 | |
Guangzhou Baiyunshan Pharma Health (A Shares) | 30,200 | 142,941 | |
Guangzhou Haige Communications Group (A Shares) | 36,400 | 55,836 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | 8,200 | 182,747 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 438,000 | 560,487 | |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | 11,000 | 226,542 | |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | 14,110 | 146,909 | |
Guangzhou Wondfo Biotech Co. Ltd. (A Shares) | 3,400 | 53,273 | |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | 24,200 | 48,187 | |
Guolian Securities Co. Ltd. (b) | 23,900 | 51,245 | |
Guosen Securities Co. Ltd. (A Shares) | 62,400 | 101,213 | |
Guotai Junan Securities Co. Ltd.: | |||
(A Shares) | 43,000 | 109,999 | |
(H Shares) (d) | 138,400 | 197,059 | |
Guoxuan High Tech Co. Ltd. (A Shares) (b) | 20,700 | 111,086 | |
Guoyuan Securities Co. Ltd. (A Shares) | 70,200 | 83,284 | |
Haier Smart Home Co. Ltd. (b) | 583,400 | 2,523,542 | |
Haier Smart Home Co. Ltd. (A Shares) | 100,200 | 512,802 | |
Haitong Securities Co. Ltd.: | |||
(A Shares) | 114,700 | 196,143 | |
(H Shares) | 913,200 | 817,063 | |
Hanergy Mobile Energy Holding (b)(c) | 576,000 | 1 | |
Hangzhou First Applied Material Co. Ltd. (A Shares) | 9,000 | 127,155 | |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | 15,400 | 91,280 | |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | 9,600 | 53,402 | |
Hangzhou Tigermed Consulting Co. Ltd.: | |||
(A Shares) | 30,600 | 739,817 | |
(H Shares) (b)(d) | 12,500 | 245,567 | |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | 12,900 | 95,691 | |
Heilongjiang Agriculture Co. Ltd. (A Shares) | 32,100 | 75,124 | |
Henan Billions Chemicals Co. Ltd. (A Shares) | 31,300 | 163,668 | |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | 41,800 | 236,588 | |
Hengli Petrochemical Co. Ltd. (A Shares) | 95,400 | 436,952 | |
Hengtong Optic-electric Co. Ltd. (A Shares) | 35,700 | 63,806 | |
Hengyi Petrochemical Co. Ltd. (A Shares) | 57,630 | 117,245 | |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | 8,300 | 139,242 | |
Hongfa Technology Co. Ltd. (A Shares) | 12,800 | 110,570 | |
Huaan Securities Co. Ltd. (A Shares) | 66,000 | 62,090 | |
Huadian Power International Corp. Ltd. (H Shares) | 136,000 | 41,670 | |
Huadong Medicine Co. Ltd. (A Shares) | 27,560 | 224,107 | |
Huagong Tech Co. Ltd. (A Shares) | 8,100 | 25,250 | |
Hualan Biological Engineer, Inc. (A Shares) | 30,450 | 197,936 | |
Huaneng Power International, Inc.: | |||
(A Shares) | 38,400 | 25,033 | |
(H Shares) | 1,026,000 | 369,837 | |
Huatai Securities Co. Ltd.: | |||
(A Shares) | 71,000 | 174,607 | |
(H Shares) (d) | 574,600 | 821,095 | |
HUAXI Securities Co. Ltd. | 51,000 | 73,583 | |
Huaxia Bank Co. Ltd. (A Shares) | 192,800 | 185,846 | |
Huaxin Cement Co. Ltd. (A Shares) | 21,900 | 74,291 | |
Huayu Automotive Systems Co. Ltd. (A Shares) | 47,531 | 191,783 | |
Hubei Biocause Pharmaceutical Co. Ltd. (A Shares) | 62,700 | 36,999 | |
Hubei Jumpcan Pharmaceutical Co. Ltd. (A Shares) | 78,700 | 234,392 | |
Hunan Valin Steel Co. Ltd. (A Shares) | 127,200 | 154,444 | |
Hundsun Technologies, Inc. (A Shares) | 17,680 | 250,964 | |
iFlytek Co. Ltd. (A Shares) | 37,400 | 294,474 | |
Industrial & Commercial Bank of China Ltd.: | |||
(A Shares) | 423,500 | 335,607 | |
(H Shares) | 18,100,000 | 11,790,544 | |
Industrial Bank Co. Ltd. (A Shares) | 321,800 | 1,080,703 | |
Industrial Securities Co. Ltd. (A Shares) | 121,800 | 171,030 | |
Ingenic Semiconductor Co. Ltd. (A Shares) (b) | 5,200 | 56,631 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 95,300 | 602,848 | |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (b) | 755,900 | 171,649 | |
Inner Mongolia First Machinery Group Co. Ltd. (A Shares) | 22,200 | 35,528 | |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | 131,800 | 117,884 | |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | 24,512 | 102,274 | |
Intco Medical Technology Co. Ltd. (A Shares) | 5,000 | 131,729 | |
JA Solar Technology Co. Ltd. (A Shares) (b) | 15,300 | 61,569 | |
Jafron Biomedical Co. Ltd. (A Shares) | 13,740 | 204,821 | |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | 8,400 | 104,132 | |
JCET Group Co. Ltd. (A Shares) (b) | 34,900 | 198,397 | |
Jiangsu Changshu Rural Commercial Bank Co. Ltd. | 27,600 | 29,589 | |
Jiangsu Expressway Co. Ltd. (H Shares) | 414,000 | 488,203 | |
Jiangsu Hengli Hydraulic Co. Ltd. | 20,572 | 273,298 | |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | 84,440 | 1,096,996 | |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | 22,000 | 181,580 | |
Jiangsu Shagang Co. Ltd. (A Shares) | 36,200 | 55,026 | |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | 23,500 | 698,811 | |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | 6,000 | 103,826 | |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | 17,200 | 84,492 | |
Jiangsu Zhongnan Construction Group Co. Ltd. (A Shares) | 67,800 | 74,152 | |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | 61,500 | 97,093 | |
Jiangxi Copper Co. Ltd.: | |||
(A Shares) | 30,000 | 123,086 | |
(H Shares) | 360,000 | 880,564 | |
Jiangxi Ganfeng Lithium Co. Ltd. | 16,300 | 275,691 | |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | 45,700 | 103,987 | |
Jilin Aodong Pharmaceutical Group Co. Ltd. (A Shares) | 43,300 | 101,804 | |
Jinke Properties Group Co. Ltd. (A Shares) | 90,900 | 92,676 | |
Jinyu Bio-Technology Co. Ltd. (A Shares) | 21,700 | 73,143 | |
JiuGui Liquor Co. Ltd. (A Shares) | 4,800 | 147,348 | |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | 23,700 | 53,818 | |
Jointown Pharmaceutical Group (A Shares) (b) | 31,800 | 83,264 | |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | 14,000 | 100,953 | |
Joyoung Co. Ltd. (A Shares) | 6,600 | 32,421 | |
Juewei Food Co. Ltd. | 10,300 | 137,328 | |
Kingfa Sci & Tech Co. Ltd. (A Shares) | 35,300 | 124,219 | |
Kuang-Chi Technologies Co. Ltd. (A Shares) (b) | 32,200 | 93,563 | |
Kweichow Moutai Co. Ltd. (A Shares) | 20,400 | 6,323,984 | |
Lakala Payment Co. Ltd. (A Shares) | 9,200 | 46,416 | |
Laobaixing Pharmacy Chain JSC (A Shares) | 4,600 | 38,123 | |
Legend Holdings Corp. rights (b)(c) | 7,753 | 1,298 | |
Lens Technology Co. Ltd. (A Shares) | 94,400 | 381,041 | |
Leo Group Co. Ltd. (A Shares) | 116,000 | 44,081 | |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | 29,800 | 147,723 | |
Leyard Optoelectronic Co. Ltd. (A Shares) | 58,000 | 64,240 | |
Liaoning Chengda Co. Ltd. (A Shares) | 28,500 | 99,234 | |
Lingyi iTech Guangdong Co. (A Shares) | 92,600 | 117,869 | |
Livzon Pharmaceutical Group, Inc. (A Shares) | 31,900 | 231,606 | |
LONGi Green Energy Technology Co. Ltd. | 60,400 | 927,436 | |
Luenmei Quantum Co. Ltd. (A Shares) | 27,092 | 38,042 | |
Luxshare Precision Industry Co. Ltd. (A Shares) | 108,047 | 616,887 | |
Luzhou Laojiao Co. Ltd. (A Shares) | 22,900 | 904,114 | |
Maccura Biotechnology Co. Ltd. (A Shares) | 7,100 | 52,141 | |
Mango Excellent Media Co. Ltd. (A Shares) | 27,800 | 292,236 | |
Maxscend Microelectronics Co. Ltd. (A Shares) | 4,320 | 285,099 | |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (b) | 57,564 | 109,375 | |
Metallurgical Corp. China Ltd. (H Shares) | 607,000 | 143,003 | |
Midea Group Co. Ltd. (A Shares) | 65,000 | 804,982 | |
Muyuan Foodstuff Co. Ltd. (A Shares) | 60,900 | 1,064,092 | |
Nanji E-Commerce Co. Ltd. (A Shares) | 40,800 | 50,925 | |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 11,570 | 82,305 | |
Nanjing Securities Co. Ltd. (A Shares) | 53,600 | 81,226 | |
Nanyang Topsec Technologies Group, Inc. (b) | 8,300 | 23,233 | |
NARI Technology Co. Ltd. (A Shares) | 74,200 | 366,558 | |
NAURA Technology Group Co. Ltd. | 7,700 | 196,999 | |
NavInfo Co. Ltd. (A Shares) | 35,200 | 77,376 | |
New China Life Insurance Co. Ltd. | 13,900 | 104,376 | |
New China Life Insurance Co. Ltd. (H Shares) | 285,400 | 1,100,413 | |
New Hope Liuhe Co. Ltd. (A Shares) | 65,700 | 168,678 | |
Ninestar Corp. (A Shares) | 18,500 | 72,531 | |
Ningbo Joyson Electronic Corp. (A shares) | 20,300 | 56,853 | |
Ningbo Tuopu Group Co. Ltd. (A Shares) | 13,600 | 71,220 | |
Nongfu Spring Co. Ltd. (H Shares) (a)(d) | 99,400 | 526,576 | |
Northeast Securities Co. Ltd. (A Shares) | 57,700 | 73,267 | |
O-film Tech Co. Ltd. (A Shares) | 46,400 | 60,782 | |
Oceanwide Holdings Co., Ltd. (A Shares) | 92,900 | 39,465 | |
Offcn Education Technology Co. A Shares | 26,490 | 104,348 | |
Offshore Oil Enginering Co. Ltd. (A Shares) | 63,300 | 42,536 | |
Oppein Home Group, Inc. (A Shares) | 7,560 | 194,795 | |
Orient Securities Co. Ltd. (A Shares) | 106,100 | 144,395 | |
Ovctek China, Inc. (A Shares) | 11,300 | 202,766 | |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (b) | 79,100 | 27,248 | |
People's Insurance Co. of China Group Ltd.: | |||
(A Shares) | 140,700 | 131,713 | |
(H Shares) | 2,463,000 | 843,433 | |
Perfect World Co. Ltd. (A Shares) | 31,950 | 105,176 | |
PetroChina Co. Ltd.: | |||
(A Shares) | 229,600 | 150,738 | |
(H Shares) | 6,436,000 | 2,344,808 | |
Pharmaron Beijing Co. Ltd. (H Shares) (d) | 36,000 | 746,625 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 1,980,933 | 1,945,804 | |
Ping An Bank Co. Ltd. (A Shares) | 300,700 | 1,081,842 | |
Ping An Insurance Group Co. of China Ltd.: | |||
(A Shares) | 189,492 | 2,122,217 | |
(H Shares) | 1,730,000 | 18,860,934 | |
Poly Developments & Holdings (A Shares) | 189,400 | 409,608 | |
Poly Property Development Co. Ltd. (H Shares) | 28,800 | 210,779 | |
Postal Savings Bank of China Co. Ltd. | 332,900 | 261,753 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (d) | 3,054,000 | 1,989,410 | |
Power Construction Corp. of China Ltd. (A Shares) | 255,300 | 150,652 | |
Proya Cosmetics Co. Ltd. (A Shares) | 3,600 | 101,630 | |
Qianhe Condiment and Food Co. Ltd. (A Shares) | 8,400 | 42,691 | |
Qingdao Rural Commercial Bank Corp. (A Shares) | 57,000 | 37,774 | |
Risesun Real Estate Development Co. Ltd. (A Shares) | 86,700 | 82,501 | |
Rongsheng Petrochemical Co. Ltd. (A Shares) | 89,100 | 389,929 | |
SAIC Motor Corp. Ltd. (A Shares) | 125,900 | 390,137 | |
Sanan Optoelectronics Co. Ltd. (A Shares) | 67,100 | 260,170 | |
Sangfor Technologies, Inc. | 5,800 | 245,036 | |
Sanquan Food Co. Ltd. (A Shares) | 9,900 | 30,433 | |
Sany Heavy Industry Co. Ltd. (A Shares) | 128,300 | 612,019 | |
SDIC Capital Co. Ltd. | 60,100 | 120,228 | |
SDIC Power Holdings Co. Ltd. (A Shares) | 122,300 | 187,035 | |
Sealand Securities Co. Ltd. (A Shares) | 114,180 | 74,256 | |
Seazen Holdings Co. Ltd. (A Shares) | 39,700 | 276,217 | |
SF Holding Co. Ltd. (A Shares) | 77,100 | 766,415 | |
SG Micro Corp. (A Shares) | 2,500 | 101,298 | |
Shaanxi Coal Industry Co. Ltd. (A Shares) | 125,800 | 218,622 | |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | 24,010 | 84,713 | |
Shandong Gold Mining Co. Ltd.: | |||
(A Shares) | 61,432 | 183,722 | |
(H Shares) (d) | 237,500 | 436,001 | |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | 30,400 | 183,194 | |
Shandong Linglong Tyre Co. Ltd. (A Shares) | 18,800 | 161,383 | |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | 237,000 | 139,853 | |
Shandong Pharmaceutical Glass Co. Ltd. (A Shares) | 8,100 | 51,251 | |
Shandong Sinocera Functional Material Co. Ltd. (A Shares) | 14,700 | 112,404 | |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | 41,600 | 102,948 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 704,000 | 1,578,794 | |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | 7,400 | 142,342 | |
Shanghai Baosight Software Co. Ltd. (A Shares) | 14,000 | 137,113 | |
Shanghai Construction Group Co. Ltd. (A Shares) | 168,300 | 75,395 | |
Shanghai Electric Group Co. Ltd. (A Shares) (b) | 129,800 | 102,460 | |
Shanghai Electric Power Co. Ltd. (A Shares) | 57,900 | 62,967 | |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | |||
(A Shares) | 27,900 | 259,627 | |
(H Shares) | 172,000 | 1,092,749 | |
Shanghai International Airport Co. Ltd. (A Shares) | 14,800 | 112,346 | |
Shanghai International Port Group Co. Ltd. (A Shares) | 139,800 | 99,988 | |
Shanghai Jahwa United Co. Ltd. (A Shares) | 13,900 | 126,686 | |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | 12,600 | 119,119 | |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | 76,200 | 242,249 | |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | 374,771 | 338,418 | |
Shanghai M&G Stationery, Inc. (A Shares) | 15,700 | 221,670 | |
Shanghai Oriental Pearl Media Co. Ltd. | 60,590 | 82,365 | |
Shanghai Pharmaceuticals Holding Co. Ltd.: | |||
(A Shares) | 81,400 | 281,414 | |
(H Shares) | 191,700 | 436,324 | |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | 437,800 | 679,677 | |
Shanghai Putailai New Energy Technology Co. Ltd. | 10,064 | 126,035 | |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | 84,800 | 104,665 | |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 33,400 | 60,830 | |
Shanghai Zhangjiang High Ltd. (A Shares) | 27,200 | 76,346 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | 64,300 | 88,899 | |
Shanxi Meijin Energy Co. Ltd. (A Shares) (b) | 77,000 | 93,492 | |
Shanxi Securities Co. Ltd. (A Shares) | 59,350 | 61,335 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | 13,500 | 855,546 | |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | 88,270 | 76,768 | |
Shenergy Co. Ltd. (A Shares) | 100,900 | 88,376 | |
Shengyi Technology Co. Ltd. | 38,700 | 139,472 | |
Shennan Circuits Co. Ltd. (A Shares) | 7,500 | 91,967 | |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | 354,900 | 247,802 | |
Shenzhen Airport Co. Ltd. (A Shares) | 22,300 | 29,384 | |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | 6,000 | 71,386 | |
Shenzhen Energy Group Co. Ltd. (A Shares) | 69,720 | 91,222 | |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | 7,200 | 126,571 | |
Shenzhen Hepalink Pharmaceutical Group Co. Ltd. (A Shares) | 19,300 | 48,298 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 27,100 | 374,464 | |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | 24,200 | 64,561 | |
Shenzhen Kangtai Biological Products Co. Ltd. | 10,300 | 287,512 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 15,400 | 1,109,414 | |
Shenzhen MTC Co. Ltd. (A Shares) (b) | 55,100 | 49,367 | |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | 141,000 | 202,782 | |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | 19,900 | 112,480 | |
Shenzhen SC New Energy Technology Corp. (A Shares) | 4,700 | 80,198 | |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | 13,500 | 58,621 | |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | 19,900 | 86,228 | |
Siasun Robot & Automation Co. Ltd. (A Shares) (b) | 29,800 | 44,423 | |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | 88,136 | 153,304 | |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | 29,900 | 100,367 | |
Sichuan Swellfun Co. Ltd. (A Shares) | 5,400 | 85,336 | |
Sinolink Securities Co. Ltd. (A Shares) | 49,100 | 91,700 | |
Sinoma Science & Technology Co. Ltd. (A Shares) | 22,600 | 76,666 | |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | 111,300 | 63,099 | |
Sinopharm Group Co. Ltd. (H Shares) | 415,600 | 1,289,429 | |
Sinotrans Ltd. | 81,000 | 61,061 | |
SKSHU Paint Co. Ltd. (A Shares) | 3,600 | 131,766 | |
Songcheng Performance Development Co. Ltd. (A Shares) | 41,560 | 139,507 | |
Soochow Securities Co. Ltd. (A Shares) | 58,730 | 71,853 | |
Southwest Securities Co. Ltd. (A Shares) | 114,400 | 79,524 | |
Spring Airlines Co. Ltd. (A Shares) | 16,600 | 164,885 | |
STO Express Co. Ltd. | 15,400 | 20,459 | |
Sungrow Power Supply Co. Ltd. (A Shares) | 22,400 | 311,077 | |
Suning.com Co. Ltd. (A Shares) | 143,200 | 147,326 | |
Sunshine City Group Co. Ltd. (A Shares) | 73,800 | 65,324 | |
Sunwoda Electronic Co. Ltd. (A Shares) | 24,400 | 81,113 | |
Suofeiya Home Collection Co. Ltd. (A Shares) | 6,700 | 30,139 | |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | 27,500 | 74,087 | |
Suzhou Gold Mantis Consolidated Co. Ltd. | 53,300 | 76,161 | |
Tangshan Jidong Cement Co. Ltd. A Shares | 25,900 | 56,093 | |
TBEA Co. Ltd. (A Shares) | 71,500 | 136,185 | |
TCL Corp. (A Shares) | 212,300 | 295,157 | |
The Pacific Securities Co. Ltd. (A Shares) (b) | 144,200 | 82,642 | |
Thunder Software Technology Co. Ltd. (A Shares) | 5,500 | 114,146 | |
Tianfeng Securities Co. Ltd. (A Shares) | 70,100 | 51,003 | |
Tianjin 712 Communication & Broadcasting Co. Ltd. | 9,800 | 46,718 | |
Tianjin Chase Sun Pharmaceutical Co. Ltd. (A Shares) | 35,200 | 23,762 | |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | 41,800 | 178,410 | |
Tianma Microelectronics Co. Ltd. (A Shares) | 41,400 | 88,895 | |
Tianshui Huatian Technology Co. Ltd. (A Shares) | 44,700 | 88,385 | |
Toly Bread Co. Ltd. | 9,800 | 74,558 | |
TongFu Microelectronics Co. Ltd. (A Shares) (b) | 21,400 | 70,645 | |
Tonghua Dongbao Pharmaceutical Co. Ltd. (A Shares) | 44,000 | 90,059 | |
Tongkun Group Co. Ltd. (A Shares) | 31,200 | 110,322 | |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | 91,600 | 40,327 | |
Tongwei Co. Ltd. (A Shares) | 65,600 | 357,007 | |
Topchoice Medical Corp. (b) | 5,300 | 256,424 | |
Transfar Zhilian Co. Ltd. | 71,100 | 67,108 | |
TravelSky Technology Ltd. (H Shares) | 283,000 | 621,542 | |
Tsingtao Brewery Co. Ltd.: | |||
(A Shares) | 32,300 | 454,101 | |
(H Shares) | 104,000 | 943,903 | |
Unigroup Guoxin Microelectronics Co. Ltd. | 10,100 | 182,716 | |
Unisplendour Corp. Ltd. (A Shares) | 46,620 | 131,574 | |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | 22,700 | 56,807 | |
Visionox Technology, Inc. (A Shares) (b) | 10,700 | 15,537 | |
Walvax Biotechnology Co. Ltd. (A Shares) | 22,800 | 220,128 | |
Wangfujing Group Co. Ltd. | 11,300 | 58,285 | |
Wangsu Science & Technology Co. Ltd. (A Shares) | 44,200 | 37,894 | |
Wanhua Chemical Group Co. Ltd. (A Shares) | 49,100 | 779,259 | |
Weichai Power Co. Ltd.: | |||
(A Shares) | 88,600 | 247,864 | |
(H Shares) | 607,600 | 1,406,404 | |
Weifu High-Technology Group Co. Ltd. (A Shares) | 20,500 | 77,206 | |
Weihai Guangwei Composites Co. Ltd. (A Shares) | 8,200 | 79,992 | |
Wens Foodstuffs Group Co. Ltd. (A Shares) | 99,600 | 221,402 | |
Western Securities Co. Ltd. (A Shares) | 67,600 | 88,031 | |
Will Semiconductor Ltd. | 12,900 | 602,824 | |
Wingtech Technology Co. Ltd. (A Shares) | 18,000 | 237,182 | |
Winning Health Technology Group Co. Ltd. (A Shares) | 34,320 | 80,319 | |
Wuchan Zhongda Group Co. Ltd. | 106,200 | 75,793 | |
Wuhan Guide Infrared Co. Ltd. (A Shares) | 24,990 | 134,611 | |
Wuhan Humanwell Hi-Tech Industry Co. Ltd. | 19,800 | 100,690 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 33,800 | 115,182 | |
Wuhu Token Science Co. Ltd. (A Shares) | 24,600 | 28,729 | |
Wuliangye Yibin Co. Ltd. (A Shares) | 64,000 | 2,817,641 | |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | 30,300 | 67,775 | |
WuXi AppTec Co. Ltd. | 33,040 | 810,242 | |
WuXi AppTec Co. Ltd. (H Shares) (d) | 84,100 | 1,988,886 | |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | 15,100 | 206,201 | |
Wuxi Taiji Industry Co. Ltd. (A Shares) | 20,400 | 24,486 | |
XCMG Construction Machinery Co. Ltd. (A Shares) | 142,700 | 162,683 | |
Xiamen C&D, Inc. (A Shares) | 65,100 | 81,557 | |
Xiamen Intretech, Inc. | 8,330 | 52,346 | |
Xiamen Tungsten Co. Ltd. (A Shares) | 12,600 | 37,585 | |
Xinhu Zhongbao Co. Ltd. (A Shares) | 153,700 | 73,128 | |
Xinjiang Goldwind Science & Technology Co. Ltd.: | |||
(A Shares) | 139,182 | 262,088 | |
(H Shares) | 147,852 | 243,636 | |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | 8,000 | 75,533 | |
Yantai Jereh Oilfield Services (A Shares) | 19,800 | 100,965 | |
Yanzhou Coal Mining Co. Ltd.: | |||
(A Shares) | 90,400 | 181,400 | |
(H Shares) | 380,000 | 453,490 | |
Yealink Network Technology Corp. Ltd. | 12,600 | 136,267 | |
Yifan Pharmaceutical Co. Ltd. (A Shares) | 13,900 | 38,414 | |
Yifeng Pharmacy Chain Co. Ltd. | 9,780 | 135,743 | |
Yihai Kerry Arawana Holdings Co. Ltd. (A Series) | 21,600 | 262,196 | |
Yintai Gold Co. Ltd. (A Shares) | 43,540 | 57,641 | |
Yonghui Superstores Co. Ltd. (A Shares) | 150,700 | 129,667 | |
Yonyou Network Technology Co. Ltd. (A Shares) | 51,230 | 262,738 | |
Youngor Group Co. Ltd. (A Shares) | 97,993 | 112,472 | |
YTO Express Group Co. Ltd. (A Shares) | 38,900 | 70,787 | |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (b) | 14,300 | 37,332 | |
Yunda Holding Co. Ltd. (A Shares) | 40,820 | 101,522 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 21,100 | 350,553 | |
Yunnan Energy New Material Co. Ltd. | 12,700 | 263,966 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | 9,998 | 524,047 | |
Zhaojin Mining Industry Co. Ltd. (H Shares) | 263,500 | 239,152 | |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) | 103,666 | 106,172 | |
Zhejiang Chint Electric Co. Ltd. (A Shares) | 38,700 | 199,015 | |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | 48,900 | 177,214 | |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | 6,000 | 68,022 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 350,000 | 304,593 | |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | 24,860 | 83,411 | |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) (b) | 16,800 | 212,209 | |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | 20,000 | 119,503 | |
Zhejiang Juhua Co. Ltd. (A Shares) | 24,000 | 32,403 | |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | 52,600 | 110,425 | |
Zhejiang NHU Co. Ltd. (A Shares) | 37,000 | 223,538 | |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | 57,850 | 191,418 | |
Zhejiang Semir Garment Co. Ltd. (A Shares) | 22,600 | 40,881 | |
Zhejiang Supor Co. Ltd. | 8,500 | 99,004 | |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | 18,600 | 67,579 | |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 11,500 | 130,340 | |
Zhengzhou Yutong Bus Co. Ltd. (A Shares) | 32,200 | 67,698 | |
Zheshang Securities Co. Ltd. | 52,300 | 91,940 | |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (b)(d) | 106,400 | 630,092 | |
Zhongji Innolight Co. Ltd. (A Shares) | 12,400 | 65,529 | |
Zhongjin Gold Co. Ltd. (A Shares) | 60,400 | 79,868 | |
Zhongtian Financial Group Co. Ltd. (A Shares) (b) | 119,697 | 51,218 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 164,700 | 657,295 | |
Zijin Mining Group Co. Ltd. (H Shares) | 2,068,000 | 2,912,545 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 387,600 | 707,122 | |
(H Shares) | 76,000 | 105,276 | |
ZTE Corp.: | |||
(A Shares) | 30,600 | 136,846 | |
(H Shares) | 306,080 | 766,013 | |
TOTAL CHINA | 258,987,118 | ||
Colombia - 0.0% | |||
Bancolombia SA | 66,081 | 491,562 | |
Ecopetrol SA | 1,574,390 | 927,023 | |
Grupo de Inversiones Suramerica SA | 57,602 | 294,049 | |
Interconexion Electrica SA ESP | 128,268 | 730,655 | |
TOTAL COLOMBIA | 2,443,289 | ||
Cyprus - 0.0% | |||
TCS Group Holding PLC unit | 34,566 | 1,998,285 | |
Czech Republic - 0.0% | |||
CEZ A/S | 50,530 | 1,408,247 | |
Komercni Banka A/S (b) | 25,349 | 768,921 | |
MONETA Money Bank A/S (b)(d) | 180,672 | 671,926 | |
TOTAL CZECH REPUBLIC | 2,849,094 | ||
Denmark - 1.5% | |||
A.P. Moller - Maersk A/S: | |||
Series A | 859 | 2,020,637 | |
Series B | 1,807 | 4,495,144 | |
Ambu A/S Series B | 46,254 | 2,591,851 | |
Carlsberg A/S Series B | 30,118 | 5,285,525 | |
Christian Hansen Holding A/S (b) | 30,647 | 2,817,261 | |
Coloplast A/S Series B | 34,968 | 5,792,085 | |
Danske Bank A/S | 198,065 | 3,780,123 | |
Demant A/S (b) | 30,869 | 1,548,091 | |
DSV Panalpina A/S | 60,278 | 13,443,512 | |
Genmab A/S (b) | 19,191 | 7,042,967 | |
GN Store Nord A/S | 36,706 | 3,313,711 | |
H Lundbeck A/S | 18,416 | 568,075 | |
Novo Nordisk A/S Series B | 499,146 | 36,820,743 | |
Novozymes A/S Series B | 60,383 | 4,298,289 | |
ORSTED A/S (d) | 54,945 | 8,014,256 | |
Pandora A/S | 28,989 | 3,290,050 | |
Rockwool International A/S Series B | 2,389 | 1,072,567 | |
Tryg A/S | 90,555 | 2,072,309 | |
Vestas Wind Systems A/S | 287,025 | 11,981,417 | |
TOTAL DENMARK | 120,248,613 | ||
Egypt - 0.0% | |||
Commercial International Bank SAE | 325,649 | 1,185,312 | |
Commercial International Bank SAE sponsored GDR | 145,949 | 533,444 | |
Eastern Tobacco Co. | 466,590 | 351,879 | |
Elsewedy Electric Co. | 194,836 | 100,155 | |
TOTAL EGYPT | 2,170,790 | ||
Finland - 0.7% | |||
Elisa Corp. (A Shares) | 39,696 | 2,252,120 | |
Fortum Corp. | 130,020 | 3,415,517 | |
Kesko Oyj | 81,089 | 2,470,378 | |
Kone OYJ (B Shares) | 98,633 | 7,748,117 | |
Neste Oyj | 123,361 | 7,474,862 | |
Nokia Corp. (b) | 1,648,656 | 7,809,613 | |
Nordea Bank ABP (Stockholm Stock Exchange) | 930,872 | 9,648,099 | |
Orion Oyj (B Shares) | 30,720 | 1,360,247 | |
Sampo Oyj (A Shares) | 136,744 | 6,495,463 | |
Stora Enso Oyj (R Shares) | 171,947 | 3,293,102 | |
UPM-Kymmene Corp. | 156,787 | 6,135,583 | |
Wartsila Corp. | 126,071 | 1,627,092 | |
TOTAL FINLAND | 59,730,193 | ||
France - 6.3% | |||
Accor SA (b) | 51,423 | 2,069,226 | |
Aeroports de Paris SA | 8,632 | 1,107,314 | |
Air Liquide SA | 129,049 | 21,732,159 | |
Alstom SA (b) | 77,835 | 4,250,696 | |
Amundi SA (d) | 18,037 | 1,606,857 | |
Arkema SA | 20,343 | 2,543,567 | |
Atos Origin SA | 27,640 | 1,881,493 | |
AXA SA | 559,145 | 15,793,080 | |
bioMerieux SA | 11,811 | 1,404,642 | |
BNP Paribas SA | 325,910 | 20,896,614 | |
Bollore SA | 243,888 | 1,231,500 | |
Bouygues SA | 65,024 | 2,786,161 | |
Bureau Veritas SA | 88,484 | 2,645,668 | |
Capgemini SA | 46,420 | 8,505,207 | |
Carrefour SA | 181,482 | 3,513,897 | |
CNP Assurances | 51,425 | 900,491 | |
Compagnie de St. Gobain | 148,012 | 9,338,840 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 49,290 | 7,132,295 | |
Covivio | 15,375 | 1,371,557 | |
Credit Agricole SA | 335,164 | 5,186,784 | |
Danone SA | 179,123 | 12,644,209 | |
Dassault Aviation SA | 637 | 693,845 | |
Dassault Systemes SA | 38,008 | 8,816,873 | |
Edenred SA | 72,348 | 4,101,125 | |
EDF SA (b) | 5,248 | 76,470 | |
EDF SA | 174,511 | 2,542,847 | |
Eiffage SA | 24,762 | 2,712,653 | |
ENGIE | 526,693 | 7,832,890 | |
Essilor International SA | 82,721 | 13,764,063 | |
Eurazeo SA | 11,256 | 937,804 | |
Faurecia SA | 35,588 | 1,921,077 | |
Gecina SA | 14,093 | 2,061,154 | |
Getlink SE | 126,806 | 2,016,947 | |
Hermes International SCA | 9,136 | 11,467,041 | |
Iliad SA | 4,481 | 813,480 | |
Ipsen SA | 11,152 | 1,078,499 | |
Kering SA | 21,971 | 17,605,354 | |
Klepierre SA | 54,221 | 1,438,030 | |
L'Oreal SA (b) | 4,395 | 1,799,623 | |
L'Oreal SA | 68,542 | 28,065,922 | |
La Francaise des Jeux SAEM (d) | 25,019 | 1,281,971 | |
Legrand SA | 79,094 | 7,702,352 | |
LVMH Moet Hennessy Louis Vuitton SE | 80,304 | 60,497,058 | |
Natixis SA | 281,967 | 1,377,675 | |
Orange SA | 577,363 | 7,190,030 | |
Orpea (b) | 15,474 | 1,991,517 | |
Pernod Ricard SA | 61,128 | 12,544,937 | |
Publicis Groupe SA | 64,367 | 4,167,968 | |
Remy Cointreau SA | 6,529 | 1,304,585 | |
Renault SA | 56,067 | 2,259,805 | |
Safran SA | 93,120 | 13,903,625 | |
Sanofi SA | 328,365 | 34,426,568 | |
Sartorius Stedim Biotech | 8,063 | 3,703,009 | |
Schneider Electric SA | 157,127 | 25,070,540 | |
SCOR SE | 47,520 | 1,537,393 | |
SEB SA | 7,158 | 1,303,764 | |
Societe Generale Series A | 236,287 | 6,721,703 | |
Sodexo SA (b) | 2,224 | 222,193 | |
Sodexo SA (b) | 23,762 | 2,373,990 | |
SR Teleperformance SA | 17,151 | 6,621,014 | |
Suez Environnement SA | 96,856 | 2,312,600 | |
Thales SA | 29,672 | 3,024,371 | |
Total SA | 730,644 | 32,292,864 | |
Ubisoft Entertainment SA (b) | 25,880 | 1,942,145 | |
Valeo SA | 68,163 | 2,207,705 | |
Veolia Environnement SA | 157,395 | 5,012,653 | |
VINCI SA | 151,350 | 16,607,602 | |
Vivendi SA | 240,094 | 8,370,937 | |
Wendel SA | 6,831 | 909,131 | |
Worldline SA/France (b)(d) | 69,176 | 6,788,910 | |
TOTAL FRANCE | 513,958,569 | ||
Germany - 5.2% | |||
adidas AG | 55,311 | 17,079,921 | |
Allianz SE | 119,104 | 30,986,918 | |
BASF AG | 265,866 | 21,441,277 | |
Bayer AG | 285,531 | 18,475,310 | |
Bayerische Motoren Werke AG (BMW) | 94,929 | 9,518,308 | |
Bechtle AG | 8,037 | 1,636,342 | |
Beiersdorf AG | 29,892 | 3,373,928 | |
Brenntag AG | 44,302 | 3,977,612 | |
Carl Zeiss Meditec AG | 11,692 | 2,060,010 | |
Commerzbank AG | 296,091 | 1,954,661 | |
Continental AG | 32,135 | 4,342,706 | |
Covestro AG (d) | 53,900 | 3,526,485 | |
Daimler AG (Germany) | 247,334 | 22,019,308 | |
Delivery Hero AG (b)(d) | 37,649 | 5,977,047 | |
Deutsche Bank AG (b) | 575,786 | 8,034,123 | |
Deutsche Borse AG | 55,379 | 9,540,828 | |
Deutsche Lufthansa AG (a)(b) | 76,325 | 985,337 | |
Deutsche Post AG | 289,021 | 17,022,523 | |
Deutsche Telekom AG | 959,196 | 18,459,779 | |
Deutsche Wohnen AG (Bearer) | 98,878 | 5,349,423 | |
E.ON AG | 645,841 | 7,784,811 | |
Evonik Industries AG | 57,228 | 2,003,525 | |
Fresenius Medical Care AG & Co. KGaA | 61,876 | 4,926,958 | |
Fresenius SE & Co. KGaA | 120,818 | 5,937,961 | |
GEA Group AG | 42,986 | 1,886,834 | |
Hannover Reuck SE | 17,508 | 3,237,335 | |
HeidelbergCement AG | 43,587 | 3,994,116 | |
HelloFresh AG (b) | 42,987 | 3,565,997 | |
Henkel AG & Co. KGaA | 31,513 | 3,133,214 | |
Hochtief AG | 6,423 | 602,166 | |
Infineon Technologies AG | 378,754 | 15,188,248 | |
KION Group AG | 20,290 | 2,023,210 | |
Knorr-Bremse AG | 21,201 | 2,599,868 | |
Lanxess AG | 23,594 | 1,736,560 | |
LEG Immobilien AG | 19,927 | 2,771,852 | |
Merck KGaA | 37,426 | 6,576,079 | |
MTU Aero Engines AG | 15,552 | 3,924,583 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 40,628 | 11,754,552 | |
Nemetschek Se | 16,604 | 1,237,654 | |
Puma AG | 28,952 | 3,053,318 | |
Rational AG | 1,398 | 1,165,765 | |
RWE AG | 186,355 | 7,066,389 | |
SAP SE | 302,257 | 42,322,241 | |
Scout24 AG (d) | 33,374 | 2,774,166 | |
Siemens AG | 221,656 | 36,979,963 | |
Siemens Healthineers AG (d) | 78,682 | 4,491,391 | |
Symrise AG | 37,454 | 4,836,122 | |
TeamViewer AG (b)(d) | 45,034 | 2,141,863 | |
Telefonica Deutschland Holding AG | 304,259 | 884,493 | |
Uniper SE | 62,509 | 2,280,095 | |
United Internet AG | 29,798 | 1,254,221 | |
Volkswagen AG (a) | 9,516 | 3,022,609 | |
Vonovia SE | 154,515 | 10,150,236 | |
Vonovia SE rights 5/20/21 (b)(e) | 154,515 | 313,944 | |
Zalando SE (b)(d) | 44,580 | 4,638,224 | |
TOTAL GERMANY | 418,022,409 | ||
Greece - 0.0% | |||
Ff Group (b)(c) | 5,453 | 7,867 | |
Hellenic Telecommunications Organization SA | 70,154 | 1,190,075 | |
Jumbo SA | 27,837 | 520,412 | |
OPAP SA | 52,481 | 804,465 | |
TOTAL GREECE | 2,522,819 | ||
Hong Kong - 1.9% | |||
AIA Group Ltd. | 3,507,295 | 44,516,608 | |
Bank of East Asia Ltd. | 400,460 | 841,364 | |
Beijing Enterprises Holdings Ltd. | 187,500 | 613,112 | |
BOC Hong Kong (Holdings) Ltd. | 1,071,149 | 3,778,376 | |
BYD Electronic International Co. Ltd. | 203,000 | 1,080,628 | |
China Everbright International Ltd. | 1,146,481 | 721,740 | |
China Everbright Ltd. | 348,000 | 416,646 | |
China Jinmao Holdings Group Ltd. | 1,742,000 | 661,569 | |
China Merchants Holdings International Co. Ltd. | 503,123 | 807,044 | |
China Overseas Land and Investment Ltd. | 1,128,000 | 2,854,943 | |
China Power International Development Ltd. | 2,129,000 | 487,866 | |
China Resources Beer Holdings Co. Ltd. | 435,162 | 3,515,357 | |
China Resources Pharmaceutical Group Ltd. (d) | 445,000 | 300,763 | |
China Resources Power Holdings Co. Ltd. | 688,523 | 904,114 | |
China Taiping Insurance Group Ltd. | 479,977 | 892,262 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 944,000 | 539,585 | |
CITIC Pacific Ltd. | 1,672,000 | 1,760,736 | |
CLP Holdings Ltd. | 477,108 | 4,709,400 | |
CSPC Pharmaceutical Group Ltd. | 2,670,640 | 3,307,464 | |
Far East Horizon Ltd. | 619,000 | 709,227 | |
Fosun International Ltd. | 819,500 | 1,179,493 | |
Galaxy Entertainment Group Ltd. | 634,136 | 5,583,973 | |
Guangdong Investment Ltd. | 824,000 | 1,268,712 | |
Hang Lung Properties Ltd. | 572,998 | 1,563,845 | |
Hang Seng Bank Ltd. | 220,050 | 4,320,122 | |
Henderson Land Development Co. Ltd. | 399,059 | 1,774,966 | |
Hong Kong & China Gas Co. Ltd. | 3,063,446 | 4,913,916 | |
Hong Kong Exchanges and Clearing Ltd. | 349,902 | 21,171,374 | |
Hua Hong Semiconductor Ltd. (b)(d) | 155,000 | 968,781 | |
Lenovo Group Ltd. | 2,064,000 | 2,837,826 | |
Link (REIT) | 602,903 | 5,700,908 | |
MTR Corp. Ltd. | 435,898 | 2,429,839 | |
New World Development Co. Ltd. | 425,090 | 2,249,197 | |
PCCW Ltd. | 1,333,189 | 772,341 | |
Power Assets Holdings Ltd. | 385,854 | 2,371,926 | |
Shenzhen Investment Ltd. | 831,899 | 305,225 | |
Sino Land Ltd. | 831,806 | 1,235,756 | |
Sinotruk Hong Kong Ltd. | 221,000 | 543,982 | |
SJM Holdings Ltd. | 518,931 | 673,403 | |
Sun Art Retail Group Ltd. | 587,500 | 541,534 | |
Sun Hung Kai Properties Ltd. | 376,062 | 5,678,874 | |
Swire Pacific Ltd. (A Shares) | 148,004 | 1,197,522 | |
Swire Properties Ltd. | 348,755 | 1,041,629 | |
Techtronic Industries Co. Ltd. | 399,847 | 7,288,898 | |
Wharf Holdings Ltd. | 452,000 | 1,373,268 | |
Yuexiu Property Co. Ltd. | 2,352,000 | 545,023 | |
TOTAL HONG KONG | 152,951,137 | ||
Hungary - 0.1% | |||
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (b) | 103,642 | 716,520 | |
OTP Bank PLC (b) | 65,961 | 2,967,408 | |
Richter Gedeon PLC | 36,184 | 1,035,666 | |
TOTAL HUNGARY | 4,719,594 | ||
India - 2.8% | |||
ACC Ltd. | 24,432 | 621,151 | |
Adani Green Energy Ltd. (b) | 110,946 | 1,526,547 | |
Adani Ports & Special Economic Zone Ltd. (b) | 142,992 | 1,409,646 | |
Ambuja Cements Ltd. | 186,541 | 778,482 | |
Apollo Hospitals Enterprise Ltd. (b) | 25,835 | 1,115,487 | |
Asian Paints Ltd. | 109,303 | 3,743,652 | |
Aurobindo Pharma Ltd. | 91,188 | 1,207,775 | |
Avenue Supermarts Ltd. (b)(d) | 46,192 | 1,779,504 | |
Axis Bank Ltd. (b) | 664,822 | 6,417,949 | |
Bajaj Auto Ltd. | 21,187 | 1,096,829 | |
Bajaj Finance Ltd. | 79,208 | 5,831,262 | |
Bajaj Finserv Ltd. | 11,418 | 1,702,431 | |
Balkrishna Industries Ltd. | 21,841 | 522,010 | |
Bandhan Bank Ltd. (b)(d) | 213,633 | 951,259 | |
Berger Paints India Ltd. (b) | 74,521 | 708,430 | |
Bharat Forge Ltd. (b) | 59,479 | 490,257 | |
Bharat Petroleum Corp. Ltd. | 255,130 | 1,453,161 | |
Bharti Airtel Ltd. | 719,649 | 5,216,010 | |
Biocon Ltd. (b) | 135,827 | 696,330 | |
Britannia Industries Ltd. | 29,844 | 1,389,939 | |
Cipla Ltd. (b) | 131,507 | 1,616,601 | |
Coal India Ltd. | 359,346 | 645,615 | |
Colgate-Palmolive Ltd. | 36,300 | 726,392 | |
Container Corp. of India Ltd. | 80,233 | 639,112 | |
Dabur India Ltd. | 140,991 | 1,024,377 | |
Divi's Laboratories Ltd. (b) | 39,495 | 2,166,532 | |
DLF Ltd. | 178,467 | 595,974 | |
Dr. Reddy's Laboratories Ltd. | 32,615 | 2,270,402 | |
Eicher Motors Ltd. | 39,900 | 1,304,758 | |
GAIL India Ltd. | 450,469 | 834,574 | |
Godrej Consumer Products Ltd. (b) | 119,171 | 1,113,180 | |
Grasim Industries Ltd. | 81,556 | 1,543,733 | |
Havells India Ltd. | 70,096 | 937,311 | |
HCL Technologies Ltd. | 307,209 | 3,729,195 | |
HDFC Asset Management Co. Ltd. (d) | 14,864 | 557,257 | |
HDFC Standard Life Insurance Co. Ltd. (b)(d) | 225,841 | 2,028,315 | |
Hero Motocorp Ltd. | 33,014 | 1,256,788 | |
Hindalco Industries Ltd. | 469,422 | 2,309,869 | |
Hindustan Petroleum Corp. Ltd. | 172,543 | 546,718 | |
Hindustan Unilever Ltd. | 239,796 | 7,621,630 | |
Housing Development Finance Corp. Ltd. | 498,175 | 16,280,242 | |
ICICI Bank Ltd. (b) | 1,486,150 | 12,041,361 | |
ICICI Lombard General Insurance Co. Ltd. (d) | 63,620 | 1,214,755 | |
ICICI Prudential Life Insurance Co. Ltd. (b)(d) | 120,200 | 847,186 | |
Indian Oil Corp. Ltd. | 612,832 | 751,817 | |
Indraprastha Gas Ltd. | 93,380 | 641,763 | |
Indus Towers Ltd. | 202,956 | 692,004 | |
Info Edge India Ltd. (b) | 21,848 | 1,449,954 | |
Infosys Ltd. | 841,260 | 15,292,424 | |
Infosys Ltd. sponsored ADR | 145,290 | 2,626,843 | |
InterGlobe Aviation Ltd. (b)(d) | 24,480 | 543,251 | |
Ipca Laboratories Ltd. | 17,928 | 509,673 | |
ITC Ltd. | 834,856 | 2,284,003 | |
JSW Steel Ltd. | 242,382 | 2,349,523 | |
Jubilant Foodworks Ltd. (b) | 23,125 | 902,985 | |
Kotak Mahindra Bank Ltd. (b) | 162,001 | 3,825,634 | |
Larsen & Toubro Infotech Ltd. (d) | 15,098 | 793,127 | |
Larsen & Toubro Ltd. | 194,960 | 3,528,919 | |
Lupin Ltd. (b) | 70,743 | 1,021,668 | |
Mahindra & Mahindra Ltd. | 238,620 | 2,424,866 | |
Marico Ltd. | 152,508 | 847,335 | |
Maruti Suzuki India Ltd. | 39,988 | 3,485,903 | |
Motherson Sumi Systems Ltd. (b) | 347,663 | 1,007,943 | |
MRF Ltd. | 591 | 644,195 | |
Muthoot Finance Ltd. | 30,561 | 477,636 | |
Nestle India Ltd. | 9,327 | 2,054,100 | |
NTPC Ltd. | 1,260,485 | 1,743,794 | |
Oil & Natural Gas Corp. Ltd. | 715,454 | 1,044,850 | |
Page Industries Ltd. | 1,711 | 685,292 | |
Petronet LNG Ltd. | 244,985 | 793,790 | |
PI Industries Ltd. | 25,823 | 875,813 | |
Pidilite Industries Ltd. (b) | 48,277 | 1,183,733 | |
Piramal Enterprises Ltd. | 29,758 | 675,166 | |
Power Grid Corp. of India Ltd. | 578,645 | 1,719,409 | |
Rec Ltd. | 219,038 | 378,891 | |
Reliance Industries Ltd. | 827,340 | 22,282,488 | |
SBI Life Insurance Co. Ltd. (d) | 130,951 | 1,642,214 | |
Shree Cement Ltd. (b) | 3,046 | 1,148,003 | |
Shriram Transport Finance Co. Ltd. | 54,694 | 993,399 | |
Siemens India Ltd. | 19,084 | 484,850 | |
State Bank of India (b) | 525,422 | 2,508,091 | |
Sun Pharmaceutical Industries Ltd. | 243,634 | 2,153,079 | |
Tata Consultancy Services Ltd. | 271,175 | 11,115,960 | |
Tata Consumer Products Ltd. (b) | 169,955 | 1,536,491 | |
Tata Motors Ltd. (b) | 499,423 | 1,963,568 | |
Tata Steel Ltd. | 192,250 | 2,684,309 | |
Tech Mahindra Ltd. | 186,295 | 2,416,011 | |
Titan Co. Ltd. | 98,992 | 1,993,943 | |
Torrent Pharmaceuticals Ltd. | 13,013 | 440,927 | |
Trent Ltd. | 59,294 | 621,884 | |
Ultratech Cemco Ltd. | 34,305 | 2,908,641 | |
United Spirits Ltd. (b) | 102,268 | 717,485 | |
UPL Ltd. | 141,052 | 1,155,958 | |
Vedanta Ltd. | 443,588 | 1,540,922 | |
Wipro Ltd. | 315,195 | 2,085,098 | |
Yes Bank Ltd. (b) | 3,076,881 | 604,532 | |
Zee Entertainment Enterprises Ltd. | 222,197 | 556,880 | |
TOTAL INDIA | 223,321,025 | ||
Indonesia - 0.4% | |||
PT Adaro Energy Tbk | 3,673,300 | 316,598 | |
PT Aneka Tambang Tbk | 2,193,200 | 378,059 | |
PT Astra International Tbk | 5,798,600 | 2,207,844 | |
PT Bank Central Asia Tbk | 2,933,200 | 6,502,993 | |
PT Bank Mandiri (Persero) Tbk | 5,320,300 | 2,265,177 | |
PT Bank Negara Indonesia (Persero) Tbk | 2,319,500 | 915,275 | |
PT Bank Rakyat Indonesia Tbk | 16,550,600 | 4,640,355 | |
PT Barito Pacific Tbk (b) | 7,240,700 | 501,260 | |
PT Charoen Pokphand Indonesia Tbk | 2,201,400 | 1,074,411 | |
PT Gudang Garam Tbk (b) | 123,000 | 307,394 | |
PT Indah Kiat Pulp & Paper Tbk | 813,800 | 512,674 | |
PT Indocement Tunggal Prakarsa Tbk | 376,100 | 334,571 | |
PT Indofood CBP Sukses Makmur Tbk | 585,800 | 352,818 | |
PT Indofood Sukses Makmur Tbk | 1,113,800 | 503,118 | |
PT Kalbe Farma Tbk | 7,053,500 | 703,153 | |
PT Merdeka Copper Gold Tbk (b) | 2,857,500 | 518,287 | |
PT Perusahaan Gas Negara Tbk Series B | 2,911,400 | 246,900 | |
PT Sarana Menara Nusantara Tbk | 7,317,100 | 577,466 | |
PT Semen Gresik (Persero) Tbk | 878,900 | 634,305 | |
PT Surya Citra Media Tbk (b) | 4 | 0 | |
PT Telekomunikasi Indonesia Tbk Series B | 14,836,300 | 3,278,002 | |
PT Unilever Indonesia Tbk | 2,235,300 | 928,474 | |
PT United Tractors Tbk | 501,700 | 735,445 | |
TOTAL INDONESIA | 28,434,579 | ||
Ireland - 0.5% | |||
CRH PLC | 194,525 | 9,178,515 | |
CRH PLC sponsored ADR | 32,985 | 1,559,201 | |
DCC PLC (United Kingdom) | 27,886 | 2,420,092 | |
Flutter Entertainment PLC | 15,786 | 3,235,306 | |
Flutter Entertainment PLC (Ireland) | 31,818 | 6,497,304 | |
James Hardie Industries PLC CDI | 129,059 | 4,265,144 | |
Kerry Group PLC Class A | 46,044 | 5,967,420 | |
Kingspan Group PLC (Ireland) | 44,968 | 4,003,889 | |
Smurfit Kappa Group PLC | 71,811 | 3,674,408 | |
TOTAL IRELAND | 40,801,279 | ||
Isle of Man - 0.1% | |||
Entain PLC (b) | 169,555 | 3,960,883 | |
NEPI Rockcastle PLC | 101,491 | 683,721 | |
TOTAL ISLE OF MAN | 4,644,604 | ||
Israel - 0.4% | |||
Azrieli Group | 10,775 | 757,950 | |
Bank Hapoalim BM (Reg.) (b) | 314,949 | 2,511,176 | |
Bank Leumi le-Israel BM (b) | 418,758 | 2,949,554 | |
Check Point Software Technologies Ltd. (b) | 32,504 | 3,796,792 | |
CyberArk Software Ltd. (b) | 10,957 | 1,539,459 | |
Elbit Systems Ltd. (Israel) | 7,587 | 1,043,801 | |
Icl Group Ltd. | 196,264 | 1,259,749 | |
Israel Discount Bank Ltd. (Class A) | 325,546 | 1,471,213 | |
Mizrahi Tefahot Bank Ltd. (b) | 40,206 | 1,132,529 | |
NICE Systems Ltd. (b) | 14,358 | 3,468,887 | |
Teva Pharmaceutical Industries Ltd. sponsored ADR (b) | 319,627 | 3,420,009 | |
Wix.com Ltd. (b) | 16,216 | 5,154,742 | |
TOTAL ISRAEL | 28,505,861 | ||
Italy - 1.1% | |||
Amplifon SpA | 36,909 | 1,558,853 | |
Assicurazioni Generali SpA | 314,791 | 6,314,563 | |
Atlantia SpA (b) | 138,524 | 2,702,119 | |
Davide Campari-Milano NV | 177,675 | 2,095,939 | |
DiaSorin SpA | 7,268 | 1,234,236 | |
Enel SpA | 2,355,139 | 23,384,955 | |
Eni SpA | 731,893 | 8,717,502 | |
FinecoBank SpA | 180,522 | 3,107,906 | |
Infrastrutture Wireless Italiane SpA (d) | 91,254 | 1,064,188 | |
Intesa Sanpaolo SpA | 4,754,828 | 13,256,055 | |
Mediobanca SpA (b) | 180,983 | 2,045,751 | |
Moncler SpA | 57,044 | 3,499,010 | |
Nexi SpA (b)(d) | 130,272 | 2,496,515 | |
Poste Italiane SpA (d) | 145,966 | 1,912,815 | |
Prysmian SpA | 73,077 | 2,288,670 | |
Recordati SpA | 29,500 | 1,625,779 | |
Snam Rete Gas SpA | 573,580 | 3,227,265 | |
Telecom Italia SpA | 2,400,170 | 1,316,701 | |
Telecom Italia SpA (Risparmio Shares) | 1,809,073 | 1,061,380 | |
Terna SpA | 394,972 | 2,910,862 | |
UniCredit SpA | 618,457 | 6,366,189 | |
TOTAL ITALY | 92,187,253 | ||
Japan - 14.3% | |||
ABC-MART, Inc. | 8,536 | 456,909 | |
ACOM Co. Ltd. | 118,568 | 508,815 | |
Advantest Corp. | 58,037 | 5,512,161 | |
AEON Co. Ltd. | 191,842 | 5,235,326 | |
AEON MALL Co. Ltd. | 26,272 | 416,833 | |
AGC, Inc. | 54,273 | 2,473,049 | |
Air Water, Inc. | 55,580 | 920,485 | |
Aisin Seiki Co. Ltd. | 45,462 | 1,751,258 | |
Ajinomoto Co., Inc. | 131,261 | 2,626,061 | |
Alfresa Holdings Corp. | 54,181 | 970,191 | |
Amada Co. Ltd. | 93,925 | 1,016,683 | |
Ana Holdings, Inc. (b) | 41,156 | 943,323 | |
Asahi Group Holdings | 133,949 | 5,594,997 | |
ASAHI INTECC Co. Ltd. | 59,692 | 1,606,861 | |
Asahi Kasei Corp. | 364,430 | 3,839,703 | |
Astellas Pharma, Inc. | 543,430 | 8,179,202 | |
Azbil Corp. | 34,322 | 1,388,080 | |
Bandai Namco Holdings, Inc. | 58,298 | 4,281,268 | |
Bank of Kyoto Ltd. | 16,453 | 882,190 | |
Bridgestone Corp. | 155,620 | 6,232,489 | |
Brother Industries Ltd. | 63,421 | 1,341,074 | |
Calbee, Inc. | 22,183 | 531,588 | |
Canon, Inc. | 291,983 | 6,943,401 | |
Capcom Co. Ltd. | 51,174 | 1,662,254 | |
Casio Computer Co. Ltd. | 55,592 | 982,232 | |
Central Japan Railway Co. | 42,142 | 6,163,783 | |
Chiba Bank Ltd. | 151,732 | 946,850 | |
Chubu Electric Power Co., Inc. | 182,044 | 2,199,553 | |
Chugai Pharmaceutical Co. Ltd. | 195,160 | 7,323,187 | |
Chugoku Electric Power Co., Inc. | 88,591 | 988,938 | |
Coca-Cola West Co. Ltd. | 37,589 | 600,172 | |
Concordia Financial Group Ltd. | 295,515 | 1,108,621 | |
Cosmos Pharmaceutical Corp. | 5,821 | 835,680 | |
CyberAgent, Inc. | 114,000 | 2,344,881 | |
Dai Nippon Printing Co. Ltd. | 70,738 | 1,405,181 | |
Dai-ichi Mutual Life Insurance Co. | 313,365 | 5,635,638 | |
Daifuku Co. Ltd. | 29,601 | 2,930,578 | |
Daiichi Sankyo Kabushiki Kaisha | 494,073 | 12,599,336 | |
Daikin Industries Ltd. | 72,346 | 14,593,259 | |
Daito Trust Construction Co. Ltd. | 19,065 | 2,027,041 | |
Daiwa House Industry Co. Ltd. | 163,559 | 4,841,370 | |
Daiwa House REIT Investment Corp. | 587 | 1,574,249 | |
Daiwa Securities Group, Inc. | 435,044 | 2,317,130 | |
DENSO Corp. | 125,525 | 8,107,613 | |
Dentsu Group, Inc. | 63,514 | 1,952,668 | |
Disco Corp. | 8,529 | 2,762,619 | |
East Japan Railway Co. | 88,295 | 6,042,257 | |
Eisai Co. Ltd. | 73,248 | 4,777,976 | |
ENEOS Holdings, Inc. | 897,905 | 3,871,286 | |
FANUC Corp. | 55,690 | 12,824,456 | |
Fast Retailing Co. Ltd. | 16,958 | 13,919,866 | |
Fuji Electric Co. Ltd. | 38,725 | 1,762,804 | |
Fujifilm Holdings Corp. | 105,153 | 6,818,733 | |
Fujitsu Ltd. | 56,794 | 9,044,739 | |
Fukuoka Financial Group, Inc. | 49,770 | 847,033 | |
GLP J-REIT | 1,178 | 1,974,651 | |
GMO Payment Gateway, Inc. | 11,941 | 1,524,174 | |
Hakuhodo DY Holdings, Inc. | 66,524 | 1,120,603 | |
Hamamatsu Photonics K.K. | 41,642 | 2,415,686 | |
Hankyu Hanshin Holdings, Inc. | 70,021 | 2,203,973 | |
Harmonic Drive Systems, Inc. | 11,539 | 778,136 | |
Hikari Tsushin, Inc. | 5,922 | 1,191,011 | |
Hino Motors Ltd. | 82,382 | 689,720 | |
Hirose Electric Co. Ltd. | 9,215 | 1,467,958 | |
Hisamitsu Pharmaceutical Co., Inc. | 15,750 | 916,552 | |
Hitachi Construction Machinery Co. Ltd. | 30,109 | 924,290 | |
Hitachi Ltd. | 281,056 | 13,838,067 | |
Hitachi Metals Ltd. | 58,904 | 1,142,616 | |
Honda Motor Co. Ltd. | 471,909 | 14,072,247 | |
Hoshizaki Corp. | 14,250 | 1,264,754 | |
Hoya Corp. | 109,170 | 12,421,346 | |
Hulic Co. Ltd. | 76,894 | 875,251 | |
Ibiden Co. Ltd. | 31,205 | 1,479,018 | |
Idemitsu Kosan Co. Ltd. | 54,085 | 1,295,091 | |
Iida Group Holdings Co. Ltd. | 42,440 | 1,034,109 | |
INPEX Corp. | 303,106 | 2,068,964 | |
Isuzu Motors Ltd. | 156,945 | 1,588,262 | |
ITO EN Ltd. | 15,553 | 860,972 | |
Itochu Corp. | 386,322 | 12,046,714 | |
ITOCHU Techno-Solutions Corp. | 28,198 | 977,861 | |
Japan Airlines Co. Ltd. (b) | 40,140 | 852,456 | |
Japan Airport Terminal Co. Ltd. | 15,950 | 716,575 | |
Japan Exchange Group, Inc. | 150,008 | 3,515,834 | |
Japan Post Bank Co. Ltd. | 108,690 | 993,516 | |
Japan Post Holdings Co. Ltd. | 456,330 | 3,831,352 | |
Japan Post Insurance Co. Ltd. | 61,616 | 1,187,330 | |
Japan Real Estate Investment Corp. | 399 | 2,475,268 | |
Japan Retail Fund Investment Corp. | 2,031 | 2,001,452 | |
Japan Tobacco, Inc. | 348,581 | 6,519,348 | |
JFE Holdings, Inc. | 137,442 | 1,808,414 | |
JSR Corp. | 56,901 | 1,751,961 | |
Kajima Corp. | 128,544 | 1,776,022 | |
Kakaku.com, Inc. | 41,733 | 1,134,111 | |
Kansai Electric Power Co., Inc. | 202,894 | 2,008,704 | |
Kansai Paint Co. Ltd. | 50,572 | 1,273,902 | |
Kao Corp. | 140,605 | 9,014,724 | |
KDDI Corp. | 466,787 | 14,110,718 | |
Keihan Electric Railway Co., Ltd. | 27,397 | 998,966 | |
Keikyu Corp. | 63,422 | 811,272 | |
Keio Corp. | 29,002 | 1,884,108 | |
Keisei Electric Railway Co. | 36,230 | 1,130,426 | |
Keyence Corp. | 52,920 | 25,431,040 | |
Kikkoman Corp. | 41,273 | 2,534,009 | |
Kintetsu Group Holdings Co. Ltd. | 47,970 | 1,718,387 | |
Kirin Holdings Co. Ltd. | 242,008 | 4,540,556 | |
Kobayashi Pharmaceutical Co. Ltd. | 13,948 | 1,244,332 | |
Kobe Bussan Co. Ltd. | 35,521 | 949,697 | |
Koito Manufacturing Co. Ltd. | 31,002 | 1,931,774 | |
Komatsu Ltd. | 253,863 | 7,464,746 | |
Konami Holdings Corp. | 27,192 | 1,622,215 | |
Kose Corp. | 9,434 | 1,420,840 | |
Kubota Corp. | 297,925 | 7,005,831 | |
Kuraray Co. Ltd. | 92,375 | 1,003,286 | |
Kurita Water Industries Ltd. | 27,598 | 1,272,705 | |
Kyocera Corp. | 93,717 | 5,691,278 | |
Kyowa Hakko Kirin Co., Ltd. | 75,863 | 2,304,558 | |
Kyushu Electric Power Co., Inc. | 108,675 | 992,384 | |
Kyushu Railway Co. | 44,349 | 995,002 | |
Lasertec Corp. | 22,074 | 3,906,223 | |
Lawson, Inc. | 15,751 | 706,194 | |
Lion Corp. | 63,222 | 1,185,883 | |
LIXIL Group Corp. | 75,061 | 2,033,632 | |
M3, Inc. | 128,034 | 8,876,509 | |
Makita Corp. | 65,720 | 2,955,566 | |
Marubeni Corp. | 482,629 | 4,012,414 | |
Marui Group Co. Ltd. | 55,588 | 1,040,654 | |
Mazda Motor Corp. | 160,972 | 1,246,064 | |
McDonald's Holdings Co. (Japan) Ltd. | 16,968 | 774,731 | |
Medipal Holdings Corp. | 52,375 | 962,293 | |
Meiji Holdings Co. Ltd. | 31,313 | 1,939,693 | |
Mercari, Inc. (b) | 25,485 | 1,259,209 | |
Minebea Mitsumi, Inc. | 106,360 | 2,667,515 | |
Misumi Group, Inc. | 84,175 | 2,372,212 | |
Mitsubishi Chemical Holdings Corp. | 374,562 | 2,788,052 | |
Mitsubishi Corp. | 384,314 | 10,619,712 | |
Mitsubishi Electric Corp. | 537,796 | 8,276,813 | |
Mitsubishi Estate Co. Ltd. | 341,267 | 5,606,596 | |
Mitsubishi Gas Chemical Co., Inc. | 45,159 | 1,044,165 | |
Mitsubishi Heavy Industries Ltd. | 94,101 | 2,795,736 | |
Mitsubishi UFJ Financial Group, Inc. | 3,539,557 | 18,830,788 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 182,999 | 1,048,196 | |
Mitsui & Co. Ltd. | 471,604 | 9,939,975 | |
Mitsui Chemicals, Inc. | 52,443 | 1,650,690 | |
Mitsui Fudosan Co. Ltd. | 265,706 | 5,761,947 | |
Miura Co. Ltd. | 24,089 | 1,262,970 | |
Mizuho Financial Group, Inc. | 697,014 | 9,789,702 | |
MonotaRO Co. Ltd. | 73,350 | 1,872,509 | |
MS&AD Insurance Group Holdings, Inc. | 129,437 | 3,665,546 | |
Murata Manufacturing Co. Ltd. | 166,866 | 13,267,084 | |
Nabtesco Corp. | 31,011 | 1,394,630 | |
Nagoya Railroad Co. Ltd. | 52,385 | 1,201,179 | |
NEC Corp. | 75,156 | 4,373,613 | |
Nexon Co. Ltd. | 141,079 | 4,679,398 | |
NGK Insulators Ltd. | 72,760 | 1,325,512 | |
NGK Spark Plug Co. Ltd. | 47,252 | 788,614 | |
NH Foods Ltd. | 23,883 | 1,065,327 | |
Nidec Corp. | 129,941 | 15,004,152 | |
Nihon M&A Center, Inc. | 89,594 | 2,347,856 | |
Nintendo Co. Ltd. | 32,411 | 18,592,677 | |
Nippon Building Fund, Inc. | 445 | 2,923,506 | |
Nippon Express Co. Ltd. | 20,073 | 1,533,622 | |
Nippon Paint Holdings Co. Ltd. | 213,210 | 3,047,251 | |
Nippon Prologis REIT, Inc. | 626 | 2,010,486 | |
Nippon Sanso Holdings Corp. | 43,347 | 814,665 | |
Nippon Shinyaku Co. Ltd. | 13,545 | 912,171 | |
Nippon Steel & Sumitomo Metal Corp. | 236,224 | 4,121,870 | |
Nippon Telegraph & Telephone Corp. | 370,161 | 9,332,827 | |
Nippon Yusen KK | 44,051 | 1,729,150 | |
Nissan Chemical Corp. | 34,722 | 1,785,503 | |
Nissan Motor Co. Ltd. (b) | 676,271 | 3,394,846 | |
Nisshin Seifun Group, Inc. | 60,284 | 971,913 | |
Nissin Food Holdings Co. Ltd. | 18,263 | 1,295,070 | |
Nitori Holdings Co. Ltd. | 23,380 | 4,195,094 | |
Nitto Denko Corp. | 46,355 | 3,842,770 | |
Nomura Holdings, Inc. | 917,406 | 4,931,200 | |
Nomura Real Estate Holdings, Inc. | 30,414 | 748,592 | |
Nomura Real Estate Master Fund, Inc. | 1,282 | 2,026,989 | |
Nomura Research Institute Ltd. | 93,224 | 2,870,334 | |
NSK Ltd. | 102,258 | 941,271 | |
NTT Data Corp. | 182,815 | 2,840,332 | |
Obayashi Corp. | 185,143 | 1,688,970 | |
OBIC Co. Ltd. | 20,269 | 3,918,785 | |
Odakyu Electric Railway Co. Ltd. | 88,090 | 2,381,791 | |
Oji Holdings Corp. | 242,756 | 1,530,413 | |
Olympus Corp. | 339,948 | 6,990,879 | |
OMRON Corp. | 54,384 | 4,125,202 | |
Ono Pharmaceutical Co. Ltd. | 109,765 | 2,762,956 | |
Oracle Corp. Japan | 10,738 | 1,007,087 | |
Oriental Land Co. Ltd. | 57,997 | 8,212,129 | |
ORIX Corp. | 380,696 | 6,121,999 | |
ORIX JREIT, Inc. | 747 | 1,317,793 | |
Osaka Gas Co. Ltd. | 104,075 | 2,007,412 | |
Otsuka Corp. | 29,804 | 1,502,608 | |
Otsuka Holdings Co. Ltd. | 114,785 | 4,412,222 | |
Pan Pacific International Holdings Ltd. | 121,008 | 2,607,502 | |
Panasonic Corp. | 639,080 | 7,504,078 | |
PeptiDream, Inc. (b) | 26,394 | 1,131,447 | |
Persol Holdings Co. Ltd. | 51,677 | 949,941 | |
Pigeon Corp. | 33,513 | 1,136,112 | |
Pola Orbis Holdings, Inc. | 26,888 | 696,987 | |
Rakuten Group, Inc. | 252,350 | 3,207,193 | |
Recruit Holdings Co. Ltd. | 393,736 | 17,752,569 | |
Renesas Electronics Corp. (b) | 226,267 | 2,639,678 | |
Resona Holdings, Inc. | 631,443 | 2,594,180 | |
Ricoh Co. Ltd. | 197,562 | 2,100,531 | |
Rinnai Corp. | 10,237 | 1,028,477 | |
ROHM Co. Ltd. | 25,687 | 2,545,432 | |
Ryohin Keikaku Co. Ltd. | 70,438 | 1,482,363 | |
Santen Pharmaceutical Co. Ltd. | 101,459 | 1,299,685 | |
SBI Holdings, Inc. Japan | 68,564 | 1,938,537 | |
SCSK Corp. | 14,852 | 861,576 | |
Secom Co. Ltd. | 61,606 | 5,116,077 | |
Sega Sammy Holdings, Inc. | 53,871 | 773,388 | |
Seibu Holdings, Inc. | 55,313 | 595,188 | |
Seiko Epson Corp. | 78,662 | 1,337,304 | |
Sekisui Chemical Co. Ltd. | 99,552 | 1,732,527 | |
Sekisui House Ltd. | 177,608 | 3,589,862 | |
Seven & i Holdings Co. Ltd. | 220,240 | 9,469,373 | |
SG Holdings Co. Ltd. | 94,816 | 2,155,027 | |
Sharp Corp. | 58,913 | 995,629 | |
Shimadzu Corp. | 63,321 | 2,216,148 | |
Shimamura Co. Ltd. | 5,722 | 566,493 | |
SHIMANO, Inc. | 21,574 | 4,941,944 | |
SHIMIZU Corp. | 156,743 | 1,283,603 | |
Shin-Etsu Chemical Co. Ltd. | 102,449 | 17,295,124 | |
Shinsei Bank Ltd. | 47,753 | 695,169 | |
Shionogi & Co. Ltd. | 78,060 | 4,115,263 | |
Shiseido Co. Ltd. | 116,694 | 8,465,093 | |
Shizuoka Bank Ltd. | 127,212 | 974,256 | |
SMC Corp. | 16,657 | 9,670,479 | |
SoftBank Corp. | 823,729 | 10,623,534 | |
SoftBank Group Corp. | 454,242 | 40,932,039 | |
Sohgo Security Services Co., Ltd. | 21,172 | 927,934 | |
Sompo Holdings, Inc. | 98,079 | 3,643,524 | |
Sony Group Corp. | 365,242 | 36,516,505 | |
Square Enix Holdings Co. Ltd. | 26,992 | 1,501,614 | |
Stanley Electric Co. Ltd. | 37,625 | 1,077,557 | |
Subaru Corp. | 180,105 | 3,341,229 | |
Sumco Corp. | 73,764 | 1,911,425 | |
Sumitomo Chemical Co. Ltd. | 437,785 | 2,231,185 | |
Sumitomo Corp. | 343,961 | 4,683,081 | |
Sumitomo Dainippon Pharma Co., Ltd. | 51,374 | 890,784 | |
Sumitomo Electric Industries Ltd. | 219,932 | 3,272,115 | |
Sumitomo Metal Mining Co. Ltd. | 66,328 | 2,815,405 | |
Sumitomo Mitsui Financial Group, Inc. | 377,885 | 13,274,616 | |
Sumitomo Mitsui Trust Holdings, Inc. | 98,927 | 3,367,265 | |
Sumitomo Realty & Development Co. Ltd. | 89,708 | 2,986,983 | |
Sundrug Co. Ltd. | 20,971 | 714,768 | |
Suntory Beverage & Food Ltd. | 39,437 | 1,331,526 | |
Suzuken Co. Ltd. | 20,596 | 741,562 | |
Suzuki Motor Corp. | 107,264 | 4,070,124 | |
Sysmex Corp. | 49,165 | 4,914,701 | |
T&D Holdings, Inc. | 158,827 | 1,945,918 | |
Taiheiyo Cement Corp. | 33,220 | 832,552 | |
Taisei Corp. | 53,287 | 1,964,925 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 8,933 | 526,384 | |
Takeda Pharmaceutical Co. Ltd. | 457,446 | 15,278,927 | |
TDK Corp. | 37,828 | 5,139,956 | |
TECMO KOEI HOLDINGS CO., LTD. | 16,438 | 734,739 | |
Teijin Ltd. | 46,334 | 762,270 | |
Terumo Corp. | 188,935 | 7,143,192 | |
THK Co. Ltd. | 35,022 | 1,193,677 | |
TIS, Inc. | 63,920 | 1,587,911 | |
Tobu Railway Co. Ltd. | 52,786 | 1,357,202 | |
Toho Co. Ltd. | 31,113 | 1,238,371 | |
Toho Gas Co. Ltd. | 20,674 | 1,148,240 | |
Tohoku Electric Power Co., Inc. | 122,910 | 1,083,012 | |
Tokio Marine Holdings, Inc. | 183,621 | 8,787,060 | |
Tokyo Century Corp. | 12,443 | 768,508 | |
Tokyo Electric Power Co., Inc. (b) | 402,166 | 1,188,577 | |
Tokyo Electron Ltd. | 43,248 | 19,121,085 | |
Tokyo Gas Co. Ltd. | 110,562 | 2,238,757 | |
Tokyu Corp. | 140,281 | 1,803,411 | |
Tokyu Fudosan Holdings Corp. | 176,833 | 982,136 | |
Toppan Printing Co. Ltd. | 76,458 | 1,303,333 | |
Toray Industries, Inc. | 388,653 | 2,415,346 | |
Toshiba Corp. | 112,879 | 4,663,269 | |
Tosoh Corp. | 73,651 | 1,306,027 | |
Toto Ltd. | 39,939 | 2,072,048 | |
Toyo Suisan Kaisha Ltd. | 25,487 | 1,038,929 | |
Toyoda Gosei Co. Ltd. | 16,762 | 409,503 | |
Toyota Industries Corp. | 42,442 | 3,398,001 | |
Toyota Motor Corp. | 613,473 | 45,902,613 | |
Toyota Tsusho Corp. | 61,711 | 2,608,700 | |
Trend Micro, Inc. | 39,030 | 1,857,041 | |
Tsuruha Holdings, Inc. | 11,636 | 1,343,639 | |
Unicharm Corp. | 117,897 | 4,578,231 | |
United Urban Investment Corp. | 845 | 1,263,364 | |
USS Co. Ltd. | 63,517 | 1,151,315 | |
Welcia Holdings Co. Ltd. | 27,392 | 854,669 | |
West Japan Railway Co. | 48,359 | 2,669,059 | |
Yakult Honsha Co. Ltd. | 38,027 | 1,851,072 | |
Yamada Holdings Co. Ltd. | 209,415 | 1,042,380 | |
Yamaha Corp. | 37,932 | 2,065,106 | |
Yamaha Motor Co. Ltd. | 81,078 | 2,024,539 | |
Yamato Holdings Co. Ltd. | 87,402 | 2,467,153 | |
Yamazaki Baking Co. Ltd. | 30,819 | 488,130 | |
Yaskawa Electric Corp. | 70,335 | 3,243,558 | |
Yokogawa Electric Corp. | 64,023 | 1,162,244 | |
Z Holdings Corp. | 780,496 | 3,606,464 | |
ZOZO, Inc. | 31,107 | 1,050,278 | |
TOTAL JAPAN | 1,154,633,526 | ||
Korea (South) - 3.7% | |||
Alteogen, Inc. | 7,750 | 559,274 | |
AMOREPACIFIC Corp. | 8,804 | 2,129,594 | |
AMOREPACIFIC Group, Inc. | 7,300 | 479,799 | |
BGF Retail Co. Ltd. | 1,987 | 271,856 | |
Celltrion Healthcare Co. Ltd. | 19,716 | 1,978,159 | |
Celltrion Pharm, Inc. | 4,211 | 500,825 | |
Celltrion, Inc. (b) | 28,115 | 6,687,583 | |
Cheil Worldwide, Inc. | 17,542 | 344,321 | |
CJ CheilJedang Corp. | 2,559 | 905,037 | |
CJ Corp. | 4,083 | 348,684 | |
CJ ENM Co. Ltd. | 2,769 | 356,562 | |
CJ Logistics Corp. (b) | 2,312 | 354,570 | |
Coway Co. Ltd. | 12,218 | 730,930 | |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (b) | 9,426 | 309,345 | |
Db Insurance Co. Ltd. | 12,591 | 551,141 | |
Doosan Bobcat, Inc. | 12,708 | 518,761 | |
Doosan Heavy Industries & Construction Co. Ltd. (b) | 61,198 | 763,415 | |
DuzonBizon Co. Ltd. | 4,936 | 372,094 | |
E-Mart Co. Ltd. | 6,014 | 903,488 | |
Fila Holdings Corp. | 12,529 | 510,894 | |
GS Engineering & Construction Corp. | 15,247 | 601,956 | |
GS Holdings Corp. | 12,839 | 494,258 | |
GS Retail Co. Ltd. | 6,915 | 221,373 | |
Hana Financial Group, Inc. | 89,282 | 3,644,636 | |
Hankook Tire Co. Ltd. | 22,118 | 951,350 | |
Hanmi Pharm Co. Ltd. | 1,740 | 525,915 | |
Hanon Systems | 55,584 | 805,219 | |
Hanwha Corp. | 10,513 | 289,552 | |
Hanwha Solutions Corp. | 35,925 | 1,479,367 | |
HLB, Inc. | 26,172 | 774,666 | |
Hotel Shilla Co. | 8,092 | 625,924 | |
Hyundai Engineering & Construction Co. Ltd. | 24,018 | 1,082,472 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 15,809 | 344,233 | |
Hyundai Glovis Co. Ltd. | 5,299 | 909,797 | |
Hyundai Mobis | 19,456 | 4,697,500 | |
Hyundai Motor Co. | 42,436 | 8,044,883 | |
Hyundai Robotics Co. Ltd. | 12,285 | 773,388 | |
Hyundai Steel Co. | 26,076 | 1,294,146 | |
Industrial Bank of Korea | 66,328 | 574,738 | |
Kakao Corp. | 84,190 | 8,544,877 | |
Kangwon Land, Inc. | 27,176 | 614,831 | |
KB Financial Group, Inc. | 115,724 | 5,666,722 | |
Kia Corp. | 76,805 | 5,288,465 | |
KMW Co. Ltd. (b) | 10,288 | 528,071 | |
Korea Aerospace Industries Ltd. | 21,197 | 617,933 | |
Korea Electric Power Corp. | 72,317 | 1,526,607 | |
Korea Gas Corp. | 6,969 | 217,493 | |
Korea Investment Holdings Co. Ltd. | 12,168 | 1,218,672 | |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (b) | 11,364 | 1,559,872 | |
Korea Zinc Co. Ltd. | 2,619 | 1,044,527 | |
Korean Air Lines Co. Ltd. (b) | 43,367 | 1,043,184 | |
KT&G Corp. | 32,248 | 2,376,181 | |
Kumho Petro Chemical Co. Ltd. | 4,971 | 1,155,757 | |
LG Chemical Ltd. | 13,346 | 11,122,860 | |
LG Corp. (c) | 27,420 | 3,101,754 | |
LG Display Co. Ltd. (b) | 65,836 | 1,430,603 | |
LG Electronics, Inc. | 31,076 | 4,376,784 | |
LG Household & Health Care Ltd. | 2,863 | 3,940,120 | |
LG Innotek Co. Ltd. | 4,361 | 783,848 | |
LG Telecom Ltd. | 55,663 | 657,037 | |
Lotte Chemical Corp. | 4,866 | 1,322,803 | |
Lotte Confectionery Co. Ltd. | 6,780 | 221,901 | |
Lotte Shopping Co. Ltd. | 2,878 | 319,126 | |
Meritz Securities Co. Ltd. | 72,312 | 312,325 | |
Mirae Asset Securities Co. Ltd. | 74,737 | 668,321 | |
NAVER Corp. | 36,102 | 11,605,921 | |
NCSOFT Corp. | 4,868 | 3,613,084 | |
Netmarble Corp. (d) | 5,444 | 630,431 | |
NH Investment & Securities Co. Ltd. | 28,356 | 325,835 | |
Orion Corp./Republic of Korea | 7,293 | 763,030 | |
Ottogi Corp. | 294 | 145,912 | |
Pan Ocean Co., Ltd. (Korea) | 67,085 | 440,323 | |
Pearl Abyss Corp. (b) | 7,510 | 378,764 | |
POSCO | 21,808 | 7,089,382 | |
POSCO Chemtech Co. Ltd. | 7,950 | 1,059,261 | |
S-Oil Corp. | 13,896 | 1,082,324 | |
S1 Corp. | 4,192 | 305,512 | |
Samsung Biologics Co. Ltd. (b)(d) | 4,683 | 3,366,896 | |
Samsung C&T Corp. | 23,960 | 2,913,903 | |
Samsung Card Co. Ltd. | 7,210 | 227,593 | |
Samsung Electro-Mechanics Co. Ltd. | 17,110 | 2,738,751 | |
Samsung Electronics Co. Ltd. | 1,393,172 | 101,534,068 | |
Samsung Engineering Co. Ltd. (b) | 40,006 | 620,689 | |
Samsung Fire & Marine Insurance Co. Ltd. | 9,098 | 1,610,870 | |
Samsung Heavy Industries Co. Ltd. (b) | 152,745 | 1,024,419 | |
Samsung Life Insurance Co. Ltd. | 19,283 | 1,408,789 | |
Samsung SDI Co. Ltd. | 16,061 | 9,392,902 | |
Samsung SDS Co. Ltd. | 10,454 | 1,710,736 | |
Samsung Securities Co. Ltd. | 21,480 | 819,224 | |
Seegene, Inc. | 9,470 | 792,639 | |
Shin Poong Pharmaceutical Co. | 8,300 | 518,063 | |
Shinhan Financial Group Co. Ltd. | 125,386 | 4,481,917 | |
Shinsegae Co. Ltd. | 2,759 | 751,257 | |
SK Biopharmaceuticals Co. Ltd. (b) | 8,320 | 810,960 | |
SK Chemicals Co. Ltd. | 1,953 | 465,424 | |
SK Holdings Co., Ltd. | 10,483 | 2,587,284 | |
SK Hynix, Inc. | 158,721 | 18,167,443 | |
SK Innovation Co., Ltd. | 16,226 | 3,924,896 | |
SK Telecom Co. Ltd. | 11,754 | 3,184,509 | |
Woori Financial Group, Inc. | 163,668 | 1,566,019 | |
Yuhan Corp. | 12,854 | 739,092 | |
TOTAL KOREA (SOUTH) | 300,170,501 | ||
Kuwait - 0.2% | |||
Agility Public Warehousing Co. KSC | 347,553 | 1,093,166 | |
Boubyan Bank KSC | 273,434 | 594,225 | |
Gulf Bank | 381,465 | 274,645 | |
Kuwait Finance House KSCP | 1,360,579 | 3,263,765 | |
Mabanee Co. SAKC | 147,486 | 342,046 | |
Mobile Telecommunication Co. | 630,771 | 1,261,961 | |
National Bank of Kuwait | 1,990,790 | 5,436,032 | |
TOTAL KUWAIT | 12,265,840 | ||
Luxembourg - 0.2% | |||
ArcelorMittal SA (Netherlands) | 209,231 | 6,100,038 | |
Aroundtown SA | 277,484 | 2,136,407 | |
Eurofins Scientific SA (b) | 38,779 | 3,839,326 | |
Globant SA (b) | 10,792 | 2,473,311 | |
Reinet Investments SCA | 45,622 | 880,667 | |
SES SA (France) (depositary receipt) | 115,064 | 872,068 | |
Tenaris SA | 143,084 | 1,534,286 | |
TOTAL LUXEMBOURG | 17,836,103 | ||
Malaysia - 0.4% | |||
AMMB Holdings Bhd | 419,100 | 304,949 | |
Axiata Group Bhd | 702,334 | 663,663 | |
CIMB Group Holdings Bhd | 1,919,640 | 1,940,498 | |
Dialog Group Bhd | 1,240,322 | 920,664 | |
DiGi.com Bhd | 802,800 | 821,324 | |
Fraser & Neave Holdings Bhd | 37,200 | 272,494 | |
Gamuda Bhd (b) | 448,100 | 386,227 | |
Genting Bhd | 543,700 | 661,122 | |
Genting Malaysia Bhd | 755,700 | 531,416 | |
Genting Plantations Bhd | 70,900 | 151,131 | |
Hap Seng Consolidated Bhd | 158,100 | 309,985 | |
Hartalega Holdings Bhd | 475,000 | 1,192,284 | |
Hong Leong Bank Bhd | 228,200 | 992,925 | |
Hong Leong Credit Bhd | 58,700 | 237,638 | |
IHH Healthcare Bhd | 556,700 | 731,302 | |
IOI Corp. Bhd | 637,000 | 636,145 | |
IOI Properties Group Bhd | 30 | 10 | |
Kossan Rubber Industries Bhd | 324,400 | 351,687 | |
Kuala Lumpur Kepong Bhd | 109,041 | 585,741 | |
Malayan Banking Bhd | 1,153,585 | 2,318,155 | |
Malaysia Airports Holdings Bhd | 275,902 | 403,529 | |
Maxis Bhd | 598,000 | 671,664 | |
MISC Bhd | 337,800 | 559,220 | |
Nestle (Malaysia) Bhd | 17,500 | 579,844 | |
Petronas Chemicals Group Bhd | 696,600 | 1,394,731 | |
Petronas Dagangan Bhd | 73,900 | 363,771 | |
Petronas Gas Bhd | 209,000 | 803,238 | |
PPB Group Bhd | 161,580 | 729,882 | |
Press Metal Bhd | 925,000 | 1,174,460 | |
Public Bank Bhd | 4,886,300 | 4,951,323 | |
QL Resources Bhd | 272,250 | 402,176 | |
RHB Capital Bhd | 407,574 | 518,486 | |
Sime Darby Bhd | 696,085 | 384,117 | |
Sime Darby Plantation Bhd | 530,485 | 588,061 | |
Sime Darby Property Bhd | 10 | 2 | |
SP Setia Bhd | 13 | 3 | |
Supermax Corp. Bhd | 393,760 | 579,752 | |
Telekom Malaysia Bhd | 290,626 | 405,195 | |
Tenaga Nasional Bhd | 668,000 | 1,624,534 | |
Top Glove Corp. Bhd | 1,441,100 | 1,988,088 | |
Westports Holdings Bhd | 201,800 | 211,876 | |
TOTAL MALAYSIA | 32,343,312 | ||
Mexico - 0.5% | |||
America Movil S.A.B. de CV Series L | 9,978,000 | 6,969,872 | |
Arca Continental S.A.B. de CV | 147,100 | 787,603 | |
Becle S.A.B. de CV | 137,500 | 327,918 | |
CEMEX S.A.B. de CV unit (b) | 4,294,494 | 3,411,088 | |
Coca-Cola FEMSA S.A.B. de CV unit | 178,365 | 834,988 | |
Fibra Uno Administracion SA de CV | 1,002,900 | 1,238,215 | |
Fomento Economico Mexicano S.A.B. de CV unit | 570,700 | 4,420,058 | |
Gruma S.A.B. de CV Series B | 57,045 | 620,351 | |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B (b) | 118,100 | 1,214,057 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 62,280 | 1,053,352 | |
Grupo Bimbo S.A.B. de CV Series A | 468,100 | 936,801 | |
Grupo Carso SA de CV Series A1 | 118,800 | 338,683 | |
Grupo Financiero Banorte S.A.B. de CV Series O | 756,600 | 4,304,593 | |
Grupo Financiero Inbursa S.A.B. de CV Series O (b) | 718,400 | 667,438 | |
Grupo Mexico SA de CV Series B | 906,324 | 4,096,959 | |
Grupo Televisa SA de CV | 695,500 | 1,725,617 | |
Industrias Penoles SA de CV (b) | 43,610 | 561,610 | |
Infraestructura Energetica Nova S.A.B. de CV (b) | 136,100 | 582,979 | |
Kimberly-Clark de Mexico SA de CV Series A | 485,300 | 838,500 | |
Megacable Holdings S.A.B. de CV unit | 75,900 | 277,679 | |
Orbia Advance Corp. S.A.B. de CV | 313,637 | 874,784 | |
Promotora y Operadora de Infraestructura S.A.B. de CV | 57,535 | 444,613 | |
Telesites S.A.B. de C.V. (b) | 418,900 | 395,594 | |
Wal-Mart de Mexico SA de CV Series V | 1,543,700 | 5,053,204 | |
TOTAL MEXICO | 41,976,556 | ||
Multi-National - 0.0% | |||
HK Electric Investments & HK Electric Investments Ltd. unit | 686,500 | 687,583 | |
HKT Trust/HKT Ltd. unit | 1,091,557 | 1,585,113 | |
TOTAL MULTI-NATIONAL | 2,272,696 | ||
Netherlands - 3.4% | |||
ABN AMRO Group NV GDR (b)(d) | 118,244 | 1,527,923 | |
Adyen BV (b)(d) | 5,265 | 12,957,659 | |
AEGON NV | 512,064 | 2,373,072 | |
Airbus Group NV | 170,553 | 20,510,653 | |
Akzo Nobel NV | 55,404 | 6,655,617 | |
Argenx SE (b) | 13,291 | 3,819,263 | |
ASM International NV (Netherlands) | 13,759 | 4,183,411 | |
ASML Holding NV (Netherlands) | 123,220 | 79,987,276 | |
CNH Industrial NV | 296,658 | 4,411,848 | |
EXOR NV | 30,197 | 2,480,313 | |
Ferrari NV | 36,399 | 7,795,968 | |
Heineken Holding NV | 33,815 | 3,358,027 | |
Heineken NV (Bearer) | 75,261 | 8,726,136 | |
ING Groep NV (Certificaten Van Aandelen) | 1,129,680 | 14,431,656 | |
JDE Peet's BV | 20,530 | 797,728 | |
Just Eat Takeaway.com NV (b)(d) | 36,836 | 3,808,603 | |
Koninklijke Ahold Delhaize NV | 321,537 | 8,653,178 | |
Koninklijke DSM NV | 49,702 | 8,915,331 | |
Koninklijke KPN NV | 1,040,571 | 3,589,570 | |
Koninklijke Philips Electronics NV | 264,090 | 14,932,482 | |
Koninklijke Vopak NV | 18,314 | 838,886 | |
NN Group NV | 84,996 | 4,247,890 | |
Prosus NV | 140,933 | 15,295,699 | |
QIAGEN NV (Germany) (b) | 67,699 | 3,298,782 | |
Randstad NV | 35,150 | 2,538,926 | |
Stellantis NV (Italy) | 592,099 | 9,840,629 | |
STMicroelectronics NV (France) | 185,121 | 6,914,503 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 40,382 | 3,329,994 | |
Wolters Kluwer NV | 77,779 | 7,037,548 | |
Wolters Kluwer NV rights (b)(e) | 77,779 | 83,224 | |
X5 Retail Group NV GDR | 35,326 | 1,086,213 | |
Yandex NV Class A (b) | 88,557 | 5,835,230 | |
TOTAL NETHERLANDS | 274,263,238 | ||
New Zealand - 0.2% | |||
Auckland International Airport Ltd. | 402,157 | 2,184,277 | |
Fisher & Paykel Healthcare Corp. | 172,006 | 4,424,995 | |
Mercury Nz Ltd. | 202,961 | 1,007,958 | |
Meridian Energy Ltd. | 366,310 | 1,397,161 | |
Ryman Healthcare Group Ltd. | 117,201 | 1,190,102 | |
Spark New Zealand Ltd. | 613,778 | 1,932,566 | |
The a2 Milk Co. Ltd. (b) | 208,325 | 1,140,442 | |
Xero Ltd. (b) | 35,172 | 3,835,533 | |
TOTAL NEW ZEALAND | 17,113,034 | ||
Norway - 0.4% | |||
Adevinta ASA Class B (b) | 68,520 | 1,255,322 | |
DNB ASA | 266,696 | 5,719,628 | |
Equinor ASA | 283,497 | 5,772,795 | |
Gjensidige Forsikring ASA | 54,515 | 1,240,734 | |
Mowi ASA | 127,573 | 3,151,010 | |
Norsk Hydro ASA | 378,671 | 2,411,296 | |
Orkla ASA | 214,158 | 2,185,832 | |
Schibsted ASA: | |||
(A Shares) | 24,735 | 1,246,259 | |
(B Shares) | 25,240 | 1,106,752 | |
Telenor ASA | 196,478 | 3,503,984 | |
Yara International ASA | 50,444 | 2,634,311 | |
TOTAL NORWAY | 30,227,923 | ||
Pakistan - 0.0% | |||
Habib Bank Ltd. | 236,244 | 192,213 | |
MCB Bank Ltd. | 96,890 | 102,427 | |
Oil & Gas Development Co. Ltd. | 265,960 | 158,605 | |
TOTAL PAKISTAN | 453,245 | ||
Papua New Guinea - 0.0% | |||
Oil Search Ltd. ADR | 581,520 | 1,702,301 | |
Peru - 0.0% | |||
Compania de Minas Buenaventura SA sponsored ADR (b) | 64,286 | 624,860 | |
Philippines - 0.2% | |||
Aboitiz Equity Ventures, Inc. | 501,450 | 368,446 | |
Aboitiz Power Corp. | 376,200 | 179,087 | |
Altus Property Ventures, Inc. (b) | 7 | 3 | |
Ayala Corp. | 83,780 | 1,284,921 | |
Ayala Land, Inc. | 2,271,800 | 1,514,063 | |
Bank of the Philippine Islands (BPI) | 528,696 | 906,055 | |
BDO Unibank, Inc. | 583,474 | 1,245,083 | |
DMCI Holdings, Inc. | 4 | 0 | |
Globe Telecom, Inc. | 8,285 | 314,321 | |
GT Capital Holdings, Inc. | 26,381 | 286,661 | |
International Container Terminal Services, Inc. | 307,360 | 826,370 | |
JG Summit Holdings, Inc. | 855,376 | 933,894 | |
Jollibee Food Corp. | 117,390 | 427,624 | |
Manila Electric Co. | 54,280 | 306,480 | |
Megaworld Corp. | 2,862,400 | 186,620 | |
Metro Pacific Investments Corp. | 3,853,200 | 322,994 | |
Metropolitan Bank & Trust Co. | 684,971 | 623,796 | |
PLDT, Inc. | 23,185 | 609,899 | |
PUREGOLD Price Club, Inc. | 262,300 | 202,500 | |
SM Investments Corp. | 68,063 | 1,353,794 | |
SM Prime Holdings, Inc. | 2,818,300 | 2,009,530 | |
Universal Robina Corp. | 293,440 | 831,459 | |
TOTAL PHILIPPINES | 14,733,600 | ||
Poland - 0.2% | |||
Allegro.eu SA (b)(d) | 106,988 | 1,640,283 | |
Bank Polska Kasa Opieki SA (b) | 54,929 | 1,159,358 | |
CD Projekt RED SA | 18,285 | 837,098 | |
Cyfrowy Polsat SA | 72,193 | 561,979 | |
Dino Polska SA (b)(d) | 13,708 | 889,961 | |
KGHM Polska Miedz SA (Bearer) (b) | 41,970 | 2,153,727 | |
LPP SA (b) | 377 | 974,263 | |
Orange Polska SA (b) | 162,069 | 291,256 | |
PGE Polska Grupa Energetyczna SA (b) | 215,985 | 575,246 | |
Polish Oil & Gas Co. SA | 503,468 | 873,588 | |
Polski Koncern Naftowy Orlen SA | 85,505 | 1,504,376 | |
Powszechna Kasa Oszczednosci Bank SA (b) | 244,211 | 2,271,326 | |
Powszechny Zaklad Ubezpieczen SA (b) | 172,961 | 1,490,068 | |
Santander Bank Polska SA (b) | 9,155 | 541,739 | |
TOTAL POLAND | 15,764,268 | ||
Portugal - 0.1% | |||
Banco Espirito Santo SA (Reg.) (b)(c) | 82,039 | 1 | |
Energias de Portugal SA | 760,874 | 4,228,024 | |
Galp Energia SGPS SA Class B | 138,021 | 1,589,285 | |
Jeronimo Martins SGPS SA | 68,960 | 1,259,360 | |
TOTAL PORTUGAL | 7,076,670 | ||
Qatar - 0.2% | |||
Barwa Real Estate Co. | 484,295 | 430,558 | |
Industries Qatar QSC (b) | 558,548 | 2,067,901 | |
Masraf al Rayan | 1,142,969 | 1,402,578 | |
Mesaieed Petrochemical Holding Co. (b) | 1,304,002 | 691,218 | |
Ooredoo QSC (b) | 213,843 | 417,584 | |
Qatar Electricity & Water Co. (b) | 135,772 | 641,384 | |
Qatar Fuel Co. | 155,570 | 777,636 | |
Qatar Gas Transport Co. Ltd. (Nakilat) (b) | 767,187 | 665,837 | |
Qatar International Islamic Bank QSC (b) | 249,606 | 634,127 | |
Qatar Islamic Bank (b) | 355,796 | 1,700,316 | |
Qatar National Bank SAQ (b) | 1,335,706 | 6,566,640 | |
The Commercial Bank of Qatar (b) | 670,560 | 994,514 | |
TOTAL QATAR | 16,990,293 | ||
Russia - 0.7% | |||
Alrosa Co. Ltd. | 769,661 | 1,112,315 | |
Gazprom OAO | 2,876,502 | 8,770,080 | |
Gazprom OAO sponsored ADR (Reg. S) | 266,976 | 1,616,807 | |
Inter Rao Ues JSC | 9,374,000 | 611,555 | |
Lukoil PJSC | 117,256 | 9,042,146 | |
Lukoil PJSC sponsored ADR | 3,670 | 281,416 | |
Magnit OJSC GDR (Reg. S) | 101,954 | 1,436,022 | |
MMC Norilsk Nickel PJSC | 15,579 | 5,314,943 | |
MMC Norilsk Nickel PJSC sponsored ADR | 27,948 | 948,276 | |
Mobile TeleSystems OJSC sponsored ADR | 116,615 | 987,729 | |
Moscow Exchange MICEX-RTS OAO | 404,815 | 952,512 | |
NOVATEK OAO GDR (Reg. S) | 26,462 | 4,764,483 | |
Novolipetsk Steel OJSC | 343,330 | 1,212,674 | |
PhosAgro OJSC GDR (Reg. S) | 34,475 | 633,306 | |
Polyus PJSC | 9,304 | 1,715,934 | |
Rosneft Oil Co. OJSC | 263,193 | 1,839,193 | |
Rosneft Oil Co. OJSC GDR (Reg. S) | 56,929 | 393,607 | |
Sberbank of Russia | 3,116,356 | 12,311,896 | |
Severstal PAO | 50,030 | 1,180,244 | |
Severstal PAO GDR (Reg. S) | 9,813 | 230,998 | |
Surgutneftegas OJSC | 1,105,600 | 500,705 | |
Surgutneftegas OJSC sponsored ADR | 71,885 | 322,045 | |
Tatneft PAO | 384,351 | 2,592,066 | |
Tatneft PAO sponsored ADR | 5,142 | 207,017 | |
VTB Bank OJSC | 833,820,334 | 570,090 | |
TOTAL RUSSIA | 59,548,059 | ||
Saudi Arabia - 0.8% | |||
Abdullah Al Othaim Markets Co. | 17,517 | 627,776 | |
Advanced Polypropylene Co. | 26,841 | 581,166 | |
Al Rajhi Bank | 358,533 | 9,455,206 | |
Alinma Bank | 287,211 | 1,519,457 | |
Almarai Co. Ltd. | 63,497 | 910,922 | |
Arab National Bank | 185,599 | 1,126,402 | |
Bank Al-Jazira | 104,626 | 533,425 | |
Bank Albilad | 107,876 | 1,077,264 | |
Banque Saudi Fransi | 174,466 | 1,814,350 | |
Bupa Arabia for Cooperative Insurance Co. (b) | 15,181 | 467,955 | |
Dar Al Arkan Real Estate Development Co. (b) | 140,582 | 388,360 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 17,279 | 696,652 | |
Emaar The Economic City (b) | 105,641 | 301,976 | |
Etihad Etisalat Co. (b) | 100,915 | 832,841 | |
Jarir Marketing Co. | 15,287 | 811,187 | |
Mobile Telecommunications Co. Saudi Arabia (b) | 114,056 | 460,458 | |
National Industrialization Co. (b) | 83,373 | 426,847 | |
Rabigh Refining & Petrochemical Co. (b) | 60,654 | 331,881 | |
Riyad Bank | 403,583 | 2,867,977 | |
Sabic Agriculture-Nutrients Co. | 59,595 | 1,668,571 | |
Sahara International Petrochemical Co. | 92,660 | 672,058 | |
Saudi Airlines Catering Co. | 10,126 | 206,019 | |
Saudi Arabian Mining Co. (b) | 121,363 | 1,854,328 | |
Saudi Arabian Oil Co. | 635,746 | 6,001,122 | |
Saudi Basic Industries Corp. | 264,454 | 8,744,146 | |
Saudi Cement Co. | 19,230 | 331,764 | |
Saudi Electricity Co. | 236,203 | 1,637,587 | |
Saudi Industrial Investment Group | 59,274 | 561,097 | |
Saudi Kayan Petrochemical Co. (b) | 213,829 | 1,037,728 | |
Saudi Telecom Co. | 178,184 | 6,034,176 | |
The Co. for Cooperative Insurance | 15,525 | 321,247 | |
The Saudi British Bank | 235,123 | 1,927,906 | |
The Saudi National Bank | 634,503 | 9,610,093 | |
The Savola Group | 67,055 | 714,321 | |
Yanbu National Petrochemical Co. | 73,247 | 1,427,752 | |
TOTAL SAUDI ARABIA | 67,982,017 | ||
Singapore - 0.7% | |||
Ascendas Real Estate Investment Trust | 945,354 | 2,209,319 | |
BOC Aviation Ltd. Class A (d) | 52,900 | 477,396 | |
CapitaLand Ltd. | 774,171 | 2,164,130 | |
CapitaMall Trust | 1,345,595 | 2,173,984 | |
City Developments Ltd. | 115,352 | 683,921 | |
DBS Group Holdings Ltd. | 521,601 | 11,723,529 | |
Genting Singapore Ltd. | 1,819,213 | 1,182,506 | |
Keppel Corp. Ltd. | 418,320 | 1,703,772 | |
Mapletree Commercial Trust | 678,743 | 1,117,000 | |
Mapletree Logistics Trust (REIT) | 922,114 | 1,378,927 | |
Oversea-Chinese Banking Corp. Ltd. | 975,845 | 8,946,315 | |
Singapore Airlines Ltd. (b) | 350,868 | 1,329,761 | |
Singapore Exchange Ltd. | 238,917 | 1,876,147 | |
Singapore Technologies Engineering Ltd. | 402,524 | 1,167,569 | |
Singapore Telecommunications Ltd. | 2,402,769 | 4,513,938 | |
Suntec (REIT) | 669,667 | 769,935 | |
United Overseas Bank Ltd. | 342,309 | 6,839,749 | |
UOL Group Ltd. | 118,015 | 682,860 | |
Venture Corp. Ltd. | 89,669 | 1,357,753 | |
Wilmar International Ltd. | 560,993 | 2,200,551 | |
TOTAL SINGAPORE | 54,499,062 | ||
South Africa - 1.1% | |||
Absa Group Ltd. | 197,676 | 1,669,052 | |
African Rainbow Minerals Ltd. | 33,417 | 624,698 | |
Anglo American Platinum Ltd. | 15,313 | 2,095,745 | |
AngloGold Ashanti Ltd. | 121,629 | 2,508,872 | |
Aspen Pharmacare Holdings Ltd. (b) | 113,716 | 1,266,343 | |
Bidcorp Ltd. | 99,097 | 1,953,719 | |
Bidvest Group Ltd. | 86,059 | 993,899 | |
Capitec Bank Holdings Ltd. | 19,061 | 1,953,613 | |
Clicks Group Ltd. | 73,676 | 1,230,431 | |
Discovery Ltd. (b) | 117,857 | 1,072,720 | |
Exxaro Resources Ltd. | 72,675 | 764,209 | |
FirstRand Ltd. | 1,371,877 | 4,828,175 | |
Gold Fields Ltd. | 257,715 | 2,418,372 | |
Growthpoint Properties Ltd. | 900,086 | 901,172 | |
Harmony Gold Mining Co. Ltd. | 161,306 | 726,994 | |
Impala Platinum Holdings Ltd. | 226,610 | 4,234,444 | |
Kumba Iron Ore Ltd. | 16,410 | 744,920 | |
Mr Price Group Ltd. | 76,421 | 958,312 | |
MTN Group Ltd. | 490,542 | 3,099,015 | |
MultiChoice Group Ltd. | 112,043 | 964,099 | |
Naspers Ltd. Class N | 126,021 | 28,679,860 | |
Nedbank Group Ltd. | 110,626 | 1,127,886 | |
Northam Platinum Ltd. (b) | 100,398 | 1,730,632 | |
Old Mutual Ltd. | 1,326,587 | 1,157,133 | |
Rand Merchant Insurance Holdings Ltd. | 193,033 | 392,388 | |
Remgro Ltd. | 133,955 | 1,015,850 | |
Sanlam Ltd. | 490,632 | 1,895,205 | |
Sasol Ltd. (b) | 158,884 | 2,672,906 | |
Shoprite Holdings Ltd. | 148,622 | 1,481,762 | |
Sibanye Stillwater Ltd. | 807,807 | 3,758,241 | |
Spar Group Ltd. | 59,931 | 758,141 | |
Standard Bank Group Ltd. | 374,224 | 3,045,142 | |
Tiger Brands Ltd. | 40,906 | 550,020 | |
Vodacom Group Ltd. | 188,782 | 1,636,653 | |
Woolworths Holdings Ltd. (b) | 294,152 | 997,105 | |
TOTAL SOUTH AFRICA | 85,907,728 | ||
Spain - 1.5% | |||
ACS Actividades de Construccion y Servicios SA | 66,634 | 2,173,404 | |
Aena Sme SA (b)(d) | 19,150 | 3,331,441 | |
Amadeus IT Holding SA Class A (b) | 130,827 | 8,909,069 | |
Banco Bilbao Vizcaya Argentaria SA | 1,937,607 | 10,879,874 | |
Banco Santander SA (Spain) | 5,030,837 | 19,445,361 | |
CaixaBank SA | 1,303,864 | 4,171,016 | |
Cellnex Telecom SA (d) | 128,381 | 7,260,439 | |
Enagas SA | 72,030 | 1,569,157 | |
Endesa SA | 93,918 | 2,468,276 | |
Ferrovial SA | 143,610 | 4,081,567 | |
Grifols SA | 85,451 | 2,316,640 | |
Iberdrola SA | 1,773,763 | 23,970,561 | |
Industria de Diseno Textil SA | 316,450 | 11,268,989 | |
Naturgy Energy Group SA | 84,555 | 2,168,328 | |
Red Electrica Corporacion SA | 122,831 | 2,255,714 | |
Repsol SA | 438,679 | 5,236,201 | |
Siemens Gamesa Renewable Energy SA | 70,707 | 2,558,725 | |
Telefonica SA | 1,476,908 | 6,844,466 | |
TOTAL SPAIN | 120,909,228 | ||
Sweden - 2.0% | |||
Alfa Laval AB | 92,491 | 3,129,085 | |
ASSA ABLOY AB (B Shares) | 290,953 | 8,293,254 | |
Atlas Copco AB: | |||
(A Shares) | 200,373 | 12,142,312 | |
(B Shares) | 105,717 | 5,488,435 | |
Boliden AB (a) | 81,454 | 3,173,276 | |
Electrolux AB (B Shares) | 63,817 | 1,791,132 | |
Epiroc AB: | |||
(A Shares) | 184,565 | 4,000,647 | |
(B Shares) | 119,222 | 2,339,219 | |
EQT AB | 69,565 | 2,352,648 | |
Ericsson (B Shares) | 850,301 | 11,678,151 | |
Essity AB (B Shares) | 177,629 | 5,797,484 | |
Evolution Gaming Group AB (d) | 46,392 | 9,162,715 | |
Fastighets AB Balder (b) | 28,030 | 1,614,807 | |
H&M Hennes & Mauritz AB (B Shares) | 233,450 | 5,757,967 | |
Hexagon AB (B Shares) | 81,115 | 7,736,326 | |
Husqvarna AB (B Shares) | 117,335 | 1,633,435 | |
ICA Gruppen AB (a) | 31,283 | 1,441,179 | |
Industrivarden AB: | |||
(A Shares) | 33,172 | 1,272,719 | |
(C Shares) | 40,299 | 1,454,764 | |
Investor AB (B Shares) | 127,235 | 10,804,879 | |
Kinnevik AB (B Shares) | 69,434 | 3,838,512 | |
L E Lundbergforetagen AB | 21,142 | 1,208,250 | |
Latour Investment AB (B Shares) | 41,470 | 1,268,757 | |
Lundin Petroleum AB | 55,275 | 1,770,774 | |
Nibe Industrier AB (B Shares) | 87,918 | 3,217,392 | |
Sandvik AB | 327,303 | 8,092,152 | |
Securitas AB (B Shares) | 90,473 | 1,543,766 | |
Skandinaviska Enskilda Banken AB (A Shares) | 466,401 | 5,985,963 | |
Skanska AB (B Shares) | 95,313 | 2,585,049 | |
SKF AB (B Shares) | 111,366 | 2,875,727 | |
Svenska Cellulosa AB SCA (B Shares) | 178,846 | 3,137,260 | |
Svenska Handelsbanken AB (A Shares) | 445,985 | 5,164,625 | |
Swedbank AB (A Shares) | 261,942 | 4,602,330 | |
Swedish Match Co. AB | 47,499 | 3,896,180 | |
Tele2 AB (B Shares) | 141,074 | 1,822,261 | |
Telia Co. AB | 713,274 | 2,952,333 | |
Volvo AB (B Shares) | 412,808 | 10,086,685 | |
TOTAL SWEDEN | 165,112,450 | ||
Switzerland - 5.6% | |||
ABB Ltd. (Reg.) | 537,845 | 17,470,374 | |
Adecco SA (Reg.) | 46,493 | 3,148,237 | |
Alcon, Inc. (Switzerland) | 143,718 | 10,779,834 | |
Baloise Holdings AG | 14,091 | 2,382,316 | |
Banque Cantonale Vaudoise | 8,605 | 877,225 | |
Barry Callebaut AG | 1,032 | 2,278,141 | |
Clariant AG (Reg.) | 58,075 | 1,215,553 | |
Coca-Cola HBC AG | 56,657 | 1,957,719 | |
Compagnie Financiere Richemont SA Series A | 151,369 | 15,534,512 | |
Credit Suisse Group AG | 713,372 | 7,456,720 | |
Credit Suisse Group AG rights 5/6/21 (b)(c) | 713,372 | 8 | |
Ems-Chemie Holding AG | 2,298 | 2,145,136 | |
Geberit AG (Reg.) | 10,863 | 7,141,687 | |
Givaudan SA | 2,675 | 11,200,876 | |
Julius Baer Group Ltd. | 65,914 | 4,148,459 | |
Kuehne & Nagel International AG | 15,325 | 4,581,139 | |
LafargeHolcim Ltd. (Reg.) | 152,429 | 9,396,937 | |
Lindt & Spruengli AG | 28 | 2,765,508 | |
Lindt & Spruengli AG (participation certificate) | 314 | 2,912,215 | |
Logitech International SA (Reg.) | 48,074 | 5,390,394 | |
Lonza Group AG | 21,629 | 13,749,867 | |
Nestle SA (Reg. S) | 832,236 | 99,311,307 | |
Novartis AG | 643,050 | 54,875,569 | |
Partners Group Holding AG | 5,474 | 7,792,171 | |
Roche Holding AG: | |||
(Bearer) | 6,879 | 2,389,290 | |
(participation certificate) | 206,215 | 67,258,228 | |
Schindler Holding AG: | |||
(participation certificate) | 11,787 | 3,353,148 | |
(Reg.) | 5,989 | 1,665,706 | |
SGS SA (Reg.) | 1,785 | 5,277,306 | |
Siemens Energy AG (b) | 118,119 | 3,947,838 | |
Sika AG | 41,035 | 12,239,731 | |
Sonova Holding AG Class B | 16,205 | 4,792,741 | |
Straumann Holding AG | 3,060 | 4,370,950 | |
Swatch Group AG (Bearer) | 7,509 | 2,298,950 | |
Swatch Group AG (Bearer) (Reg.) | 21,149 | 1,267,898 | |
Swiss Life Holding AG | 8,963 | 4,366,426 | |
Swiss Prime Site AG | 21,181 | 2,058,378 | |
Swiss Re Ltd. | 83,140 | 7,727,263 | |
Swisscom AG | 7,547 | 4,093,106 | |
Temenos Group AG | 19,437 | 2,854,094 | |
UBS Group AG | 1,065,273 | 16,243,007 | |
Vifor Pharma AG | 12,969 | 1,868,132 | |
Zurich Insurance Group Ltd. | 43,555 | 17,868,812 | |
TOTAL SWITZERLAND | 454,452,908 | ||
Taiwan - 4.2% | |||
Accton Technology Corp. | 154,000 | 1,752,442 | |
Acer, Inc. | 857,288 | 1,052,245 | |
Advantech Co. Ltd. | 109,937 | 1,400,521 | |
ASE Technology Holding Co. Ltd. | 951,840 | 3,975,783 | |
Asia Cement Corp. | 629,466 | 1,125,132 | |
ASMedia Technology, Inc. | 7,000 | 295,581 | |
ASUSTeK Computer, Inc. | 210,000 | 2,825,550 | |
AU Optronics Corp. (b) | 2,568,000 | 3,004,945 | |
Catcher Technology Co. Ltd. | 198,000 | 1,399,356 | |
Cathay Financial Holding Co. Ltd. | 2,298,879 | 4,302,429 | |
Chang Hwa Commercial Bank | 1,548,430 | 991,837 | |
Cheng Shin Rubber Industry Co. Ltd. | 586,899 | 1,136,205 | |
Chicony Electronics Co. Ltd. | 214,493 | 648,583 | |
China Airlines Ltd. (b) | 490 | 372 | |
China Development Finance Holding Corp. | 3,639,800 | 1,699,746 | |
China Life Insurance Co. Ltd. | 589,491 | 559,009 | |
China Steel Corp. | 3,489,426 | 4,907,298 | |
Chunghwa Telecom Co. Ltd. | 1,091,000 | 4,445,364 | |
Compal Electronics, Inc. | 1,332,000 | 1,191,626 | |
CTBC Financial Holding Co. Ltd. | 5,086,579 | 4,150,081 | |
Delta Electronics, Inc. | 566,621 | 6,133,579 | |
E.SUN Financial Holdings Co. Ltd. | 3,271,246 | 3,154,771 | |
ECLAT Textile Co. Ltd. | 58,941 | 1,130,520 | |
Evergreen Marine Corp. (Taiwan) (b) | 684,120 | 1,933,995 | |
Far Eastern Textile Ltd. | 878,664 | 1,045,467 | |
Far EasTone Telecommunications Co. Ltd. | 407,000 | 948,137 | |
Feng Tay Enterprise Co. Ltd. | 124,254 | 922,623 | |
First Financial Holding Co. Ltd. | 2,876,016 | 2,356,800 | |
Formosa Chemicals & Fibre Corp. | 1,037,590 | 3,375,091 | |
Formosa Petrochemical Corp. | 324,000 | 1,200,000 | |
Formosa Plastics Corp. | 1,121,480 | 4,253,959 | |
Foxconn Technology Co. Ltd. | 279,535 | 690,210 | |
Fubon Financial Holding Co. Ltd. | 1,944,398 | 4,467,001 | |
Giant Manufacturing Co. Ltd. | 93,000 | 1,184,756 | |
GlobalWafers Co. Ltd. | 64,000 | 1,978,744 | |
Highwealth Construction Corp. | 195,228 | 316,123 | |
HIWIN Technologies Corp. | 75,057 | 1,141,500 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 3,623,990 | 15,043,222 | |
Hotai Motor Co. Ltd. | 89,000 | 1,923,636 | |
Hua Nan Financial Holdings Co. Ltd. | 2,325,871 | 1,581,376 | |
Innolux Corp. | 2,306,427 | 2,484,289 | |
Inventec Corp. | 756,280 | 734,765 | |
Largan Precision Co. Ltd. | 30,000 | 3,338,701 | |
Lite-On Technology Corp. | 642,910 | 1,470,100 | |
MediaTek, Inc. | 437,970 | 18,571,997 | |
Mega Financial Holding Co. Ltd. | 3,133,246 | 3,660,779 | |
Micro-Star International Co. Ltd. | 197,000 | 1,300,644 | |
Nan Ya Plastics Corp. | 1,508,780 | 4,762,011 | |
Nan Ya Printed Circuit Board Corp. | 68,000 | 775,022 | |
Nanya Technology Corp. | 351,000 | 1,150,531 | |
Nien Made Enterprise Co. Ltd. | 41,000 | 663,160 | |
Novatek Microelectronics Corp. | 170,000 | 3,796,028 | |
Oneness Biotech Co. Ltd. (b) | 50,000 | 422,258 | |
Pegatron Corp. | 564,000 | 1,485,432 | |
Phison Electronics Corp. | 47,000 | 1,015,853 | |
Pou Chen Corp. | 738,000 | 940,161 | |
Powertech Technology, Inc. | 227,000 | 905,726 | |
President Chain Store Corp. | 176,000 | 1,706,781 | |
Quanta Computer, Inc. | 868,000 | 3,056,404 | |
Realtek Semiconductor Corp. | 141,090 | 2,685,986 | |
Ruentex Development Co. Ltd. | 200,541 | 381,060 | |
Shin Kong Financial Holding Co. Ltd. | 3,219,180 | 1,163,490 | |
Sinopac Holdings Co. | 2,867,314 | 1,364,655 | |
Synnex Technology International Corp. | 416,500 | 830,168 | |
Taishin Financial Holdings Co. Ltd. | 2,751,209 | 1,388,157 | |
Taiwan Business Bank | 1,435,290 | 523,885 | |
Taiwan Cement Corp. | 1,443,058 | 2,690,403 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 2,588,868 | 1,982,529 | |
Taiwan High Speed Rail Corp. | 491,000 | 552,584 | |
Taiwan Mobile Co. Ltd. | 463,600 | 1,658,973 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 6,839,000 | 143,964,898 | |
Taiwan Semiconductor Manufacturing Co. Ltd. sponsored ADR | 52,540 | 6,133,520 | |
The Shanghai Commercial & Savings Bank Ltd. | 953,616 | 1,482,720 | |
Unified-President Enterprises Corp. | 1,401,080 | 3,765,293 | |
Unimicron Technology Corp. | 339,000 | 1,395,062 | |
United Microelectronics Corp. | 3,431,000 | 6,840,226 | |
Vanguard International Semiconductor Corp. | 250,000 | 1,069,064 | |
Walsin Technology Corp. | 95,000 | 824,387 | |
Win Semiconductors Corp. | 97,000 | 1,272,160 | |
Winbond Electronics Corp. | 857,000 | 1,094,826 | |
Wistron Corp. | 863,666 | 1,010,624 | |
Wiwynn Corp. | 23,000 | 752,263 | |
WPG Holding Co. Ltd. | 414,320 | 763,553 | |
Yageo Corp. | 111,519 | 2,166,929 | |
Yuanta Financial Holding Co. Ltd. | 2,785,186 | 2,591,334 | |
TOTAL TAIWAN | 338,235,006 | ||
Thailand - 0.5% | |||
Advanced Info Service PCL (For. Reg.) | 294,400 | 1,616,128 | |
Advanced Information Service PCL NVDR | 53,300 | 292,594 | |
Airports of Thailand PCL: | |||
(depositary receipt) | 183,400 | 365,034 | |
(For. Reg.) | 1,153,800 | 2,296,488 | |
Asset World Corp. PCL | 2,621,000 | 400,512 | |
B. Grimm Power PCL (For. Reg.) | 222,000 | 304,671 | |
Bangkok Bank PCL: | |||
(For. Reg.) | 141,100 | 550,358 | |
NVDR | 56,100 | 218,817 | |
Bangkok Commercial Asset Management PCL | 497,800 | 329,203 | |
Bangkok Dusit Medical Services PCL: | |||
unit | 308,800 | 215,119 | |
(For. Reg.) | 2,431,000 | 1,693,506 | |
Bangkok Expressway and Metro PCL | 2,031,800 | 521,811 | |
Berli Jucker PCL (For. Reg) | 308,300 | 351,353 | |
BTS Group Holdings PCL (For. Reg.) | 1,948,800 | 559,928 | |
Bumrungrad Hospital PCL (For. Reg.) | 119,900 | 515,782 | |
Central Pattana PCL: | |||
unit | 70,000 | 117,416 | |
(For. Reg.) | 570,500 | 956,938 | |
Central Retail Corp. PCL | 745,166 | 837,265 | |
Central Retail Corp. PCL unit | 116,500 | 130,899 | |
Charoen Pokphand Foods PCL (For. Reg.) | 1,027,100 | 956,209 | |
CP ALL PCL (For. Reg.) | 1,472,900 | 2,955,257 | |
Delta Electronics PCL (For. Reg.) | 85,500 | 971,653 | |
Electricity Generating PCL (For. Reg.) | 73,900 | 418,727 | |
Energy Absolute PCL (For. Reg.) | 440,100 | 861,833 | |
Global Power Synergy Public Co. Ltd. | 237,800 | 555,376 | |
Gulf Energy Development PCL: | |||
unit | 180,500 | 199,912 | |
(For. Reg.) | 731,100 | 809,726 | |
Home Product Center PCL (For. Reg.) | 1,519,467 | 687,784 | |
Indorama Ventures PCL (For. Reg.) | 547,200 | 843,197 | |
Intouch Holdings PCL: | |||
(For. Reg.) | 583,300 | 1,193,752 | |
NVDR | 150,800 | 308,620 | |
Kasikornbank PCL: | |||
NVDR | 38,000 | 161,027 | |
(For. Reg.) | 483,000 | 2,046,742 | |
Krung Thai Bank PCL (For. Reg.) | 921,755 | 334,377 | |
Krungthai Card PCL (For. Reg.) | 197,500 | 483,447 | |
Land & House PCL (For. Reg.) | 2,392,000 | 664,231 | |
Minor International PCL: | |||
warrants 9/30/21 (b) | 36,068 | 776 | |
warrants 7/31/23 (b) | 38,830 | 12,465 | |
(For. Reg.) | 1,069,876 | 1,030,378 | |
Muangthai Leasing PCL | 182,509 | 374,978 | |
Osotspa PCL | 180,400 | 207,040 | |
PTT Exploration and Production PCL (For. Reg.) | 410,944 | 1,569,898 | |
PTT Global Chemical PCL (For. Reg.) | 637,839 | 1,387,274 | |
PTT Oil & Retail Business PCL NVDR unit | 1,561,500 | 1,528,917 | |
PTT PCL: | |||
(For. Reg.) | 3,075,400 | 3,949,149 | |
NVDR | 261,900 | 336,308 | |
Ratchaburi Electric Generating Holding PCL (For. Reg.) | 151,100 | 244,961 | |
Siam Cement PCL: | |||
(For. Reg.) | 203,500 | 3,018,202 | |
NVDR unit | 20,100 | 298,112 | |
Siam Commercial Bank PCL: | |||
unit | 63,900 | 215,393 | |
(For. Reg.) | 209,900 | 707,528 | |
Sri Trang Gloves Thailand PCL | 216,600 | 307,690 | |
Srisawad Corp. PCL: | |||
warrants 8/29/25 (b) | 7,244 | 4,721 | |
(For. Reg.) | 181,100 | 483,999 | |
Thai Oil PCL (For. Reg.) | 304,000 | 578,234 | |
Thai Union Frozen Products PCL (For. Reg.) | 828,700 | 401,713 | |
Total Access Communication PCL: | |||
(For. Reg.) | 110,000 | 115,650 | |
NVDR | 146,000 | 153,499 | |
True Corp. PCL (For. Reg.) | 2,917,012 | 305,280 | |
TOTAL THAILAND | 43,957,857 | ||
Turkey - 0.1% | |||
Akbank TAS | 1,000,060 | 589,496 | |
Aselsan A/S | 172,938 | 313,341 | |
Bim Birlesik Magazalar A/S JSC | 143,013 | 1,122,856 | |
Eregli Demir ve Celik Fabrikalari T.A.S. | 365,858 | 841,424 | |
Ford Otomotiv Sanayi A/S | 17,735 | 376,604 | |
Haci Omer Sabanci Holding A/S | 222,116 | 217,052 | |
Koc Holding A/S | 188,125 | 416,074 | |
Turk Hava Yollari AO (b) | 153,517 | 226,787 | |
Turk Sise ve Cam Fabrikalari A/S | 358,403 | 325,122 | |
Turkcell Iletisim Hizmet A/S | 313,206 | 561,435 | |
Turkiye Garanti Bankasi A/S | 611,141 | 532,245 | |
Turkiye Is Bankasi A/S Series C | 370,295 | 217,827 | |
Turkiye Petrol Rafinerileri A/S (b) | 33,678 | 356,967 | |
Yapi ve Kredi Bankasi A/S | 742,449 | 188,331 | |
TOTAL TURKEY | 6,285,561 | ||
United Arab Emirates - 0.2% | |||
Abu Dhabi Commercial Bank PJSC | 842,111 | 1,437,468 | |
Aldar Properties PJSC | 1,095,346 | 1,046,694 | |
Dubai Islamic Bank Pakistan Ltd. | 463,466 | 561,486 | |
Emaar Malls Group PJSC (b) | 664,488 | 332,864 | |
Emaar Properties PJSC (b) | 884,121 | 897,805 | |
Emirates NBD Bank PJSC | 749,246 | 2,539,540 | |
Emirates Telecommunications Corp. | 485,580 | 2,799,936 | |
First Abu Dhabi Bank PJSC | 763,929 | 2,961,586 | |
TOTAL UNITED ARAB EMIRATES | 12,577,379 | ||
United Kingdom - 8.2% | |||
3i Group PLC | 286,194 | 5,067,082 | |
Admiral Group PLC | 55,965 | 2,418,419 | |
Anglo American PLC (United Kingdom) | 356,551 | 15,117,133 | |
Antofagasta PLC | 115,527 | 2,976,378 | |
Ashtead Group PLC | 129,663 | 8,328,596 | |
Associated British Foods PLC | 103,019 | 3,283,693 | |
AstraZeneca PLC (United Kingdom) | 380,455 | 40,497,138 | |
Auto Trader Group PLC (b)(d) | 284,255 | 2,237,825 | |
Aveva Group PLC | 32,604 | 1,566,966 | |
Aviva PLC | 1,132,619 | 6,261,506 | |
BAE Systems PLC | 931,463 | 6,506,488 | |
Barclays PLC | 5,025,497 | 12,166,581 | |
Barratt Developments PLC | 296,688 | 3,163,200 | |
Berkeley Group Holdings PLC | 35,172 | 2,247,532 | |
BHP Group PLC | 612,685 | 18,450,897 | |
BP PLC | 5,130,726 | 21,479,021 | |
BP PLC sponsored ADR | 129,888 | 3,267,982 | |
British American Tobacco PLC (United Kingdom) | 664,625 | 24,659,819 | |
British Land Co. PLC | 249,362 | 1,785,273 | |
BT Group PLC (b) | 2,594,167 | 5,909,621 | |
Bunzl PLC | 97,642 | 3,137,924 | |
Burberry Group PLC (b) | 118,577 | 3,375,109 | |
Coca-Cola European Partners PLC | 60,072 | 3,413,291 | |
Compass Group PLC (b) | 518,131 | 11,271,567 | |
Croda International PLC | 40,313 | 3,765,808 | |
Diageo PLC | 677,181 | 30,399,614 | |
Direct Line Insurance Group PLC | 380,596 | 1,498,549 | |
Evraz PLC | 152,466 | 1,352,658 | |
Fresnillo PLC | 52,625 | 598,574 | |
GlaxoSmithKline PLC | 1,454,023 | 26,870,005 | |
Halma PLC | 110,952 | 3,965,599 | |
Hargreaves Lansdown PLC | 97,975 | 2,326,627 | |
Hikma Pharmaceuticals PLC | 50,084 | 1,687,712 | |
HSBC Holdings PLC (United Kingdom) | 5,901,076 | 36,844,632 | |
Imperial Brands PLC | 275,569 | 5,737,162 | |
Informa PLC (b) | 436,172 | 3,386,554 | |
InterContinental Hotel Group PLC (b) | 49,174 | 3,494,456 | |
Intertek Group PLC | 47,761 | 4,048,645 | |
J Sainsbury PLC | 537,703 | 1,765,148 | |
JD Sports Fashion PLC (b) | 146,921 | 1,863,482 | |
Johnson Matthey PLC | 55,121 | 2,474,058 | |
Kingfisher PLC | 609,740 | 3,010,082 | |
Land Securities Group PLC | 204,684 | 2,037,549 | |
Legal & General Group PLC | 1,736,897 | 6,534,172 | |
Lloyds Banking Group PLC | 20,510,263 | 12,861,575 | |
London Stock Exchange Group PLC | 92,014 | 9,403,619 | |
M&G PLC | 758,238 | 2,275,489 | |
Melrose Industries PLC | 1,428,008 | 3,212,633 | |
Mondi PLC | 105,887 | 2,873,522 | |
Mondi PLC | 35,535 | 967,022 | |
National Grid PLC | 1,012,059 | 12,757,567 | |
NatWest Group PLC | 1,401,225 | 3,804,528 | |
Next PLC (b) | 38,713 | 4,171,307 | |
NMC Health PLC (b) | 30,958 | 11,145 | |
Ocado Group PLC (b) | 141,340 | 4,093,294 | |
Pearson PLC | 212,394 | 2,436,599 | |
Persimmon PLC | 92,639 | 4,007,052 | |
Phoenix Group Holdings PLC | 158,981 | 1,561,955 | |
Prudential PLC | 756,262 | 16,013,306 | |
Reckitt Benckiser Group PLC | 206,296 | 18,368,115 | |
RELX PLC: | |||
rights (b)(e) | 560,485 | 258,535 | |
(London Stock Exchange) | 560,485 | 14,548,416 | |
Rentokil Initial PLC | 542,280 | 3,747,575 | |
Rio Tinto PLC | 325,516 | 27,264,330 | |
Rolls-Royce Holdings PLC | 2,432,514 | 3,514,629 | |
Royal Dutch Shell PLC: | |||
Class A (United Kingdom) | 1,187,299 | 22,340,544 | |
Class B (United Kingdom) | 1,075,336 | 19,241,709 | |
RSA Insurance Group PLC | 295,714 | 2,786,893 | |
Sage Group PLC | 316,278 | 2,786,757 | |
Schroders PLC | 37,326 | 1,859,891 | |
Segro PLC | 347,223 | 4,821,698 | |
Severn Trent PLC | 69,654 | 2,382,766 | |
Smith & Nephew PLC | 257,924 | 5,582,444 | |
Smiths Group PLC | 118,105 | 2,651,335 | |
Spirax-Sarco Engineering PLC | 21,492 | 3,506,872 | |
SSE PLC | 303,381 | 6,150,690 | |
St. James's Place Capital PLC | 158,409 | 2,978,564 | |
Standard Chartered PLC (United Kingdom) | 780,488 | 5,600,732 | |
Standard Life PLC | 636,508 | 2,439,362 | |
Taylor Wimpey PLC | 1,063,831 | 2,638,690 | |
Tesco PLC | 2,264,277 | 6,911,859 | |
Unilever PLC | 761,519 | 44,607,587 | |
United Utilities Group PLC | 197,643 | 2,643,632 | |
Vodafone Group PLC | 6,405,639 | 12,088,727 | |
Vodafone Group PLC sponsored ADR | 133,984 | 2,538,997 | |
Whitbread PLC (b) | 59,368 | 2,659,761 | |
WM Morrison Supermarkets PLC | 753,563 | 1,809,271 | |
TOTAL UNITED KINGDOM | 661,431,121 | ||
United States of America - 0.1% | |||
DouYu International Holdings Ltd. ADR (b) | 23,790 | 216,727 | |
Li Auto, Inc. ADR (a)(b) | 51,242 | 1,011,517 | |
NICE Systems Ltd. sponsored ADR (b) | 3,864 | 932,113 | |
Southern Copper Corp. | 26,701 | 1,853,316 | |
Yum China Holdings, Inc. | 116,842 | 7,351,699 | |
TOTAL UNITED STATES OF AMERICA | 11,365,372 | ||
TOTAL COMMON STOCKS | |||
(Cost $6,245,768,811) | 7,675,825,817 | ||
Nonconvertible Preferred Stocks - 1.0% | |||
Brazil - 0.4% | |||
Alpargatas SA (PN) (b) | 43,700 | 319,622 | |
Banco Bradesco SA (PN) | 1,414,168 | 6,209,057 | |
Bradespar SA (PN) | 70,700 | 924,220 | |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 42,607 | 290,058 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 256,541 | 653,626 | |
Companhia Paranaense de Energia-COPEL (PN-B) | 266,000 | 306,544 | |
Gerdau SA | 312,800 | 1,912,946 | |
Itau Unibanco Holding SA | 1,413,721 | 7,164,834 | |
Itausa-Investimentos Itau SA (PN) | 1,297,798 | 2,403,484 | |
Lojas Americanas SA (PN) | 275,612 | 1,058,397 | |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | 1,400,800 | 6,091,051 | |
TOTAL BRAZIL | 27,333,839 | ||
Chile - 0.0% | |||
Embotelladora Andina SA Class B | 92,928 | 221,621 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (b) | 46,256 | 2,437,270 | |
TOTAL CHILE | 2,658,891 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 142,551 | 1,063,444 | |
France - 0.0% | |||
Air Liquide SA (b) | 7,782 | 1,310,507 | |
Germany - 0.4% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 17,119 | 1,403,646 | |
Fuchs Petrolub AG | 20,591 | 1,097,660 | |
Henkel AG & Co. KGaA | 50,266 | 5,774,910 | |
Porsche Automobil Holding SE (Germany) | 44,388 | 4,679,229 | |
Sartorius AG (non-vtg.) | 10,372 | 5,850,801 | |
Volkswagen AG | 53,622 | 13,970,010 | |
TOTAL GERMANY | 32,776,256 | ||
Korea (South) - 0.2% | |||
AMOREPACIFIC Corp. | 1,018 | 81,019 | |
Hyundai Motor Co. | 7,220 | 687,601 | |
Hyundai Motor Co. Series 2 | 12,473 | 1,182,296 | |
LG Chemical Ltd. | 2,277 | 907,110 | |
LG Household & Health Care Ltd. | 531 | 339,983 | |
Samsung Electronics Co. Ltd. | 230,167 | 15,086,777 | |
TOTAL KOREA (SOUTH) | 18,284,786 | ||
Russia - 0.0% | |||
Surgutneftegas OJSC | 2,052,133 | 1,169,081 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $71,763,456) | 84,596,804 | ||
Principal Amount(f) | Value | ||
Nonconvertible Bonds - 0.0% | |||
India - 0.0% | |||
NTPC Ltd. 8.49% 3/25/25 (Cost $13,959) | INR | 69,696 | 12,790 |
Government Obligations - 0.1% | |||
United States of America - 0.1% | |||
U.S. Treasury Bills, yield at date of purchase 0.02% 8/5/21 (Cost $4,999,773)(g) | 5,000,000 | 4,999,766 | |
Shares | Value | ||
Money Market Funds - 3.7% | |||
Fidelity Cash Central Fund 0.04% (h) | 275,524,280 | 275,579,385 | |
Fidelity Securities Lending Cash Central Fund 0.04% (h)(i) | 23,958,543 | 23,960,939 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $299,539,689) | 299,540,324 | ||
TOTAL INVESTMENT IN SECURITIES - 99.6% | |||
(Cost $6,622,085,688) | 8,064,975,501 | ||
NET OTHER ASSETS (LIABILITIES) - 0.4% | 30,642,826 | ||
NET ASSETS - 100% | $8,095,618,327 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 1,887 | June 2021 | $213,136,650 | $2,943,221 | $2,943,221 |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 1,577 | June 2021 | 105,390,910 | 328,069 | 328,069 |
TME S&P/TSX 60 Index Contracts (Canada) | 125 | June 2021 | 23,093,195 | 236,027 | 236,027 |
TOTAL FUTURES CONTRACTS | $3,507,317 |
The notional amount of futures purchased as a percentage of Net Assets is 4.2%
Currency Abbreviations
INR – Indian rupee
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Security or a portion of the security is on loan at period end.
(b) Non-income producing
(c) Level 3 security
(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $219,410,392 or 2.7% of net assets.
(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(f) Amount is stated in United States dollars unless otherwise noted.
(g) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $4,999,766.
(h) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
(i) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $77,448 |
Fidelity Securities Lending Cash Central Fund | 143,789 |
Total | $221,237 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $547,023,626 | $259,145,497 | $287,878,129 | $-- |
Consumer Discretionary | 1,052,890,148 | 778,417,307 | 273,609,771 | 863,070 |
Consumer Staples | 653,507,566 | 359,047,156 | 294,460,409 | 1 |
Energy | 339,094,520 | 203,042,715 | 136,051,805 | -- |
Financials | 1,464,475,066 | 1,082,103,883 | 382,047,752 | 323,431 |
Health Care | 694,315,283 | 340,627,537 | 353,687,746 | -- |
Industrials | 900,979,164 | 644,717,792 | 253,159,618 | 3,101,754 |
Information Technology | 1,007,920,120 | 625,501,431 | 382,417,391 | 1,298 |
Materials | 657,471,130 | 501,525,841 | 155,945,289 | -- |
Real Estate | 201,472,708 | 201,158,764 | 313,944 | -- |
Utilities | 241,273,290 | 167,366,651 | 73,906,638 | 1 |
Corporate Bonds | 12,790 | -- | 12,790 | -- |
Government Obligations | 4,999,766 | -- | 4,999,766 | -- |
Money Market Funds | 299,540,324 | 299,540,324 | -- | -- |
Total Investments in Securities: | $8,064,975,501 | $5,462,194,898 | $2,598,491,048 | $4,289,555 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $3,507,317 | $3,507,317 | $-- | $-- |
Total Assets | $3,507,317 | $3,507,317 | $-- | $-- |
Total Derivative Instruments: | $3,507,317 | $3,507,317 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $3,507,317 | $0 |
Total Equity Risk | 3,507,317 | 0 |
Total Value of Derivatives | $3,507,317 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Fidelity® Global ex U.S. Index Fund
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $22,668,518) — See accompanying schedule: Unaffiliated issuers (cost $6,322,545,999) | $7,765,435,177 | |
Fidelity Central Funds (cost $299,539,689) | 299,540,324 | |
Total Investment in Securities (cost $6,622,085,688) | $8,064,975,501 | |
Segregated cash with brokers for derivative instruments | 18,033,557 | |
Cash | 72,710 | |
Foreign currency held at value (cost $16,472,512) | 16,477,025 | |
Receivable for investments sold | 16 | |
Receivable for fund shares sold | 10,610,750 | |
Dividends receivable | 30,985,839 | |
Interest receivable | 8 | |
Distributions receivable from Fidelity Central Funds | 57,019 | |
Other receivables | 18,613 | |
Total assets | 8,141,231,038 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $375,333 | |
Delayed delivery | 655,703 | |
Payable for fund shares redeemed | 10,675,071 | |
Accrued management fee | 367,403 | |
Payable for daily variation margin on futures contracts | 4,586,273 | |
Other payables and accrued expenses | 4,993,392 | |
Collateral on securities loaned | 23,959,536 | |
Total liabilities | 45,612,711 | |
Net Assets | $8,095,618,327 | |
Net Assets consist of: | ||
Paid in capital | $6,817,266,244 | |
Total accumulated earnings (loss) | 1,278,352,083 | |
Net Assets | $8,095,618,327 | |
Net Asset Value, offering price and redemption price per share ($8,095,618,327 ÷ 521,978,218 shares) | $15.51 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $88,436,918 | |
Interest | 460 | |
Income from Fidelity Central Funds (including $143,789 from security lending) | 221,237 | |
Income before foreign taxes withheld | 88,658,615 | |
Less foreign taxes withheld | (9,175,213) | |
Total income | 79,483,402 | |
Expenses | ||
Management fee | $1,944,650 | |
Independent trustees' fees and expenses | 10,041 | |
Total expenses | 1,954,691 | |
Net investment income (loss) | 77,528,711 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (48,354,783) | |
Fidelity Central Funds | (666) | |
Foreign currency transactions | 686,045 | |
Futures contracts | 41,369,499 | |
Total net realized gain (loss) | (6,299,905) | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $4,333,702) | 1,461,600,869 | |
Fidelity Central Funds | 1 | |
Assets and liabilities in foreign currencies | 179,663 | |
Futures contracts | 8,742,931 | |
Total change in net unrealized appreciation (depreciation) | 1,470,523,464 | |
Net gain (loss) | 1,464,223,559 | |
Net increase (decrease) in net assets resulting from operations | $1,541,752,270 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $77,528,711 | $129,074,970 |
Net realized gain (loss) | (6,299,905) | (106,842,831) |
Change in net unrealized appreciation (depreciation) | 1,470,523,464 | (158,863,477) |
Net increase (decrease) in net assets resulting from operations | 1,541,752,270 | (136,631,338) |
Distributions to shareholders | (113,745,928) | (156,691,409) |
Share transactions | ||
Proceeds from sales of shares | 1,841,227,253 | 2,375,625,558 |
Reinvestment of distributions | 108,447,495 | 146,587,056 |
Cost of shares redeemed | (903,628,512) | (1,950,719,186) |
Net increase (decrease) in net assets resulting from share transactions | 1,046,046,236 | 571,493,428 |
Total increase (decrease) in net assets | 2,474,052,578 | 278,170,681 |
Net Assets | ||
Beginning of period | 5,621,565,749 | 5,343,395,068 |
End of period | $8,095,618,327 | $5,621,565,749 |
Other Information | ||
Shares | ||
Sold | 123,103,265 | 194,724,987 |
Issued in reinvestment of distributions | 7,610,351 | 11,328,212 |
Redeemed | (61,057,419) | (161,853,384) |
Net increase (decrease) | 69,656,197 | 44,199,815 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Global ex U.S. Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $12.43 | $13.09 | $12.07 | $13.50 | $11.13 | $11.33 |
Income from Investment Operations | ||||||
Net investment income (loss)A | .16 | .29 | .41 | .38 | .33 | .32 |
Net realized and unrealized gain (loss) | 3.17 | (.57) | .91 | (1.50) | 2.27 | (.26)B |
Total from investment operations | 3.33 | (.28) | 1.32 | (1.12) | 2.60 | .06 |
Distributions from net investment income | (.25) | (.38) | (.30) | (.28) | (.22) | (.26) |
Distributions from net realized gain | – | – | – | (.03) | (.01) | – |
Total distributions | (.25) | (.38) | (.30) | (.31) | (.23) | (.26) |
Redemption fees added to paid in capitalA | – | – | – | – | –C | –C |
Net asset value, end of period | $15.51 | $12.43 | $13.09 | $12.07 | $13.50 | $11.13 |
Total ReturnD,E | 26.96% | (2.25)% | 11.28% | (8.47)% | 23.83% | .68% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .06%H | .06% | .06% | .06% | .06% | .14% |
Expenses net of fee waivers, if any | .06%H | .06% | .06% | .06% | .06% | .08% |
Expenses net of all reductions | .05%H | .06% | .06% | .06% | .06% | .08% |
Net investment income (loss) | 2.18%H | 2.37% | 3.32% | 2.91% | 2.75% | 2.99% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $8,095,618 | $5,621,566 | $5,343,395 | $2,879,110 | $952,883 | $644,884 |
Portfolio turnover rateI | 5%H,J | 5% | 5%J | 19%J | 9% | 1%J |
A Calculated based on average shares outstanding during the period.
B The amount shown for a share outstanding does not correspond with the aggregate net gain (loss) on investments for the period due to the timing of sales and repurchases of shares in relation to fluctuating market values of the investments of the Fund.
C Amount represents less than $.005 per share.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
J Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity Emerging Markets Index Fund and Fidelity Global ex U.S. Index Fund (the Funds) are funds of Fidelity Salem Street Trust (the Trust). Each Fund is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. Investments in emerging markets, if applicable, can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
Each Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. Each Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of each Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of each Fund's investments to the Fair Value Committee (the Committee) established by each Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, each Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees each Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing each Fund's investments and ratifies the fair value determinations of the Committee.
Each Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 each Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. Corporate bonds and U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of each Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Funds' investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Funds are informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Funds represent a return of capital or capital gain. The Funds determine the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, each Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. Each Fund files a U.S. federal tax return, in addition to state and local tax returns as required. Each Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on each Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. Fidelity Emerging Markets Index Fund and Fidelity Global ex U.S. Index Fund are subject to a tax imposed on capital gains by certain countries in which they invest. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on each applicable Fund's Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, certain foreign taxes, passive foreign investment companies (PFIC), market discount, market discount, partnerships, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows for each Fund:
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity Emerging Markets Index Fund | $4,261,021,706 | $1,541,569,030 | $(306,077,092) | $1,235,491,938 |
Fidelity Global ex U.S. Index Fund | 6,653,026,206 | 1,942,711,710 | (527,255,098) | 1,415,456,612 |
Capital loss carryforwards are only available to offset future capital gains of the Funds to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |||
Short-term | Long-term | Total capital loss carryforward | |
Fidelity Emerging Markets Index Fund | $(61,377,002) | $(164,378,631) | $(225,755,634) |
Fidelity Global ex U.S. Index Fund | (27,609,151) | (168,912,242) | (196,521,393) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Funds' investment objective allows the Funds to enter into various types of derivative contracts, including futures 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 Funds used derivatives to increase returns and 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 Funds may not achieve their objectives.
The Funds' use of derivatives increased or decreased their exposure to the following risk:
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. |
The Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Funds will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Funds. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Funds used futures contracts to manage their exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, U.S. government securities and in-kind transactions, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity Emerging Markets Index Fund | 1,389,756,580 | 88,829,130 |
Fidelity Global ex U.S. Index Fund | 1,064,513,106 | 172,002,918 |
Unaffiliated Exchanges In-Kind. During the period, Fidelity Global ex U.S. Index Fund received investments and cash valued at $26,142,058 in exchange for 1,703,066 shares of the Fund. The amount of in-kind exchanges is included in share transactions in the accompanying Statement of Changes in Net Assets.
6. Fees and Other Transactions with Affiliates.
Management Fee and Expense Contract. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Funds with investment management related services for which the Funds pay a monthly management fee. The management fee is based on an annual rate of .075% and .055% of average net assets for Fidelity Emerging Markets Index Fund and Fidelity Global ex U.S. Index Fund, respectively. The management fee is reduced by an amount equal to the fees and expenses paid by each Fund to the independent Trustees. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense.
Under the expense contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees, as necessary so that the total expenses do not exceed .075%, and .055% of average net assets for Fidelity Emerging Markets Index Fund and Fidelity Global Ex-U.S. Index Fund, respectively. These expense contracts will remain in place through December 31, 2021.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Funds. Geode provides discretionary investment advisory services to the Funds and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Emerging Markets Index Fund | $8,664 | $51 | $– |
Fidelity Global ex U.S. Index Fund | $9,637 | $8 | $– |
9. Expense Reductions.
Through arrangements with each applicable Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce each applicable Fund's expenses. All of the applicable expense reductions are noted in the table below.
Custodian credits | |
Fidelity Emerging Markets Index Fund | $9,203 |
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Funds' performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity Emerging Markets Index Fund | .08% | |||
Actual | $1,000.00 | $1,221.90 | $.44 | |
Hypothetical-C | $1,000.00 | $1,024.40 | $.40 | |
Fidelity Global ex U.S. Index Fund | .06% | |||
Actual | $1,000.00 | $1,269.60 | $.34 | |
Hypothetical-C | $1,000.00 | $1,024.50 | $.30 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Funds have adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage each Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. Each Fund’s Board of Trustees (the Board) has designated each Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
EMX-I-GUX-I-SANN-0621
1.929371.109
Fidelity® SAI Emerging Markets Low Volatility Index Fund
Fidelity® SAI International Low Volatility Index Fund
Fidelity® SAI U.S. Low Volatility Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
Fidelity® SAI Emerging Markets Low Volatility Index Fund | |
Fidelity® SAI International Low Volatility Index Fund | |
Fidelity® SAI U.S. Low Volatility Index Fund | |
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Funds. This report is not authorized for distribution to prospective investors in the Funds unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Funds nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Fidelity® SAI Emerging Markets Low Volatility Index Fund
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Taiwan | 20.5% | |
Cayman Islands | 15.3% | |
India | 14.1% | |
China | 9.5% | |
Korea (South) | 9.4% | |
Saudi Arabia | 5.4% | |
Malaysia | 4.5% | |
United States of America* | 2.6% | |
Thailand | 2.5% | |
Other | 16.2% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
China Steel Corp. (Taiwan, Metals & Mining) | 2.3 |
Li Ning Co. Ltd. (Cayman Islands, Textiles, Apparel & Luxury Goods) | 1.8 |
Bank of Communications Co. Ltd. (H Shares) (China, Banks) | 1.7 |
Bank of China Ltd. (H Shares) (China, Banks) | 1.7 |
Quanta Computer, Inc. (Taiwan, Technology Hardware, Storage & Peripherals) | 1.6 |
Saudi Telecom Co. (Saudi Arabia, Diversified Telecommunication Services) | 1.6 |
Wipro Ltd. (India, IT Services) | 1.6 |
United Microelectronics Corp. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.5 |
Emirates Telecommunications Corp. (United Arab Emirates, Diversified Telecommunication Services) | 1.5 |
SK Telecom Co. Ltd. (Korea (South), Wireless Telecommunication Services) | 1.5 |
16.8 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 19.9 |
Information Technology | 16.3 |
Consumer Discretionary | 15.0 |
Communication Services | 11.1 |
Consumer Staples | 9.2 |
Health Care | 8.4 |
Materials | 6.2 |
Utilities | 5.4 |
Industrials | 4.0 |
Energy | 3.2 |
Fidelity® SAI Emerging Markets Low Volatility Index Fund
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.9% | |||
Shares | Value | ||
Bailiwick of Jersey - 0.6% | |||
WNS Holdings Ltd. sponsored ADR (a) | 129,337 | $9,367,879 | |
Bermuda - 1.2% | |||
China Gas Holdings Ltd. | 300,600 | 1,085,492 | |
China Resource Gas Group Ltd. | 2,434,000 | 13,207,570 | |
Shenzhen International Holdings Ltd. | 3,179,214 | 5,296,132 | |
TOTAL BERMUDA | 19,589,194 | ||
Brazil - 0.2% | |||
Locaweb Servicos de Internet SA (b) | 583,500 | 3,090,416 | |
Cayman Islands - 15.3% | |||
Anta Sports Products Ltd. | 1,277,000 | 22,933,475 | |
Hansoh Pharmaceutical Group Co. Ltd. (b) | 3,028,000 | 13,078,356 | |
Hengan International Group Co. Ltd. | 1,995,000 | 12,931,447 | |
JD.com, Inc. sponsored ADR (a) | 225,881 | 17,474,154 | |
Kingdee International Software Group Co. Ltd. | 4,506,000 | 14,908,333 | |
Li Ning Co. Ltd. | 3,461,000 | 28,248,515 | |
Shenzhou International Group Holdings Ltd. | 1,059,500 | 23,307,936 | |
Sino Biopharmaceutical Ltd. | 14,324,000 | 15,434,570 | |
TAL Education Group ADR (a) | 288,345 | 16,421,248 | |
Tencent Holdings Ltd. | 238,700 | 19,041,586 | |
Topsports International Holdings Ltd. (b) | 2,998,000 | 4,052,525 | |
Trip.com Group Ltd. ADR (a) | 575,385 | 22,486,046 | |
Want Want China Holdings Ltd. | 17,729,000 | 12,849,830 | |
ZTO Express, Inc. sponsored ADR | 638,282 | 20,527,149 | |
TOTAL CAYMAN ISLANDS | 243,695,170 | ||
Chile - 0.7% | |||
Banco de Chile | 104,931,161 | 11,235,295 | |
China - 9.5% | |||
Bank of China Ltd. (H Shares) | 66,785,000 | 26,566,979 | |
Bank of Communications Co. Ltd. (H Shares) | 41,526,000 | 26,569,370 | |
CGN Power Co. Ltd. (H Shares) (b) | 28,875,000 | 6,653,954 | |
China Minsheng Banking Corp. Ltd. (H Shares) | 16,561,500 | 8,507,017 | |
China Railway Group Ltd. (H Shares) | 11,007,000 | 5,696,391 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 6,982,000 | 6,067,201 | |
PetroChina Co. Ltd. (H Shares) | 59,992,000 | 21,856,697 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (b) | 24,840,000 | 16,181,056 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 6,684,000 | 14,989,576 | |
Sinopharm Group Co. Ltd. (H Shares) | 1,979,200 | 6,140,610 | |
TravelSky Technology Ltd. (H Shares) | 2,413,000 | 5,299,576 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 1,556,100 | 6,210,177 | |
TOTAL CHINA | 150,738,604 | ||
Greece - 0.1% | |||
Jumbo SA | 56,457 | 1,055,463 | |
Hong Kong - 2.4% | |||
China Resources Beer Holdings Co. Ltd. | 1,560,000 | 12,602,105 | |
China Resources Power Holdings Co. Ltd. | 5,061,000 | 6,645,708 | |
Far East Horizon Ltd. | 5,983,500 | 6,855,672 | |
Guangdong Investment Ltd. | 8,178,000 | 12,591,662 | |
TOTAL HONG KONG | 38,695,147 | ||
India - 14.1% | |||
Apollo Hospitals Enterprise Ltd. (a) | 272,872 | 11,781,895 | |
Cipla Ltd. (a) | 1,051,181 | 12,922,053 | |
Dr. Reddy's Laboratories Ltd. | 310,354 | 21,604,422 | |
HCL Technologies Ltd. | 1,723,135 | 20,917,051 | |
Hindustan Unilever Ltd. | 740,445 | 23,534,163 | |
Infosys Ltd. | 1,285,496 | 23,367,746 | |
Lupin Ltd. (a) | 683,264 | 9,867,677 | |
Pidilite Industries Ltd. (a) | 338,892 | 8,309,501 | |
Power Grid Corp. of India Ltd. | 7,289,523 | 21,660,381 | |
Sun Pharmaceutical Industries Ltd. | 581,008 | 5,134,571 | |
Tata Consultancy Services Ltd. | 516,739 | 21,182,077 | |
Tech Mahindra Ltd. | 1,480,251 | 19,196,990 | |
Wipro Ltd. | 3,814,326 | 25,232,774 | |
TOTAL INDIA | 224,711,301 | ||
Indonesia - 2.3% | |||
PT Bank Central Asia Tbk | 8,548,900 | 18,953,169 | |
PT Telekomunikasi Indonesia Tbk Series B | 76,278,500 | 16,853,331 | |
TOTAL INDONESIA | 35,806,500 | ||
Korea (South) - 9.4% | |||
Coway Co. Ltd. | 157,262 | 9,408,044 | |
Db Insurance Co. Ltd. | 127,566 | 5,583,893 | |
Hankook Tire Co. Ltd. | 225,400 | 9,695,014 | |
Hanon Systems | 455,281 | 6,595,443 | |
Hyundai Mobis | 72,679 | 17,547,779 | |
Kangwon Land, Inc. | 322,376 | 7,293,444 | |
Korea Electric Power Corp. | 667,218 | 14,084,930 | |
KT&G Corp. | 316,018 | 23,285,656 | |
Samsung Life Insurance Co. Ltd. | 250,190 | 18,278,538 | |
SK Holdings Co., Ltd. | 45,301 | 11,180,631 | |
SK Hynix, Inc. | 28,515 | 3,263,870 | |
SK Telecom Co. Ltd. | 88,177 | 23,889,781 | |
TOTAL KOREA (SOUTH) | 150,107,023 | ||
Kuwait - 1.5% | |||
Boubyan Bank KSC | 1,810,964 | 3,935,572 | |
National Bank of Kuwait | 7,024,061 | 19,179,835 | |
TOTAL KUWAIT | 23,115,407 | ||
Malaysia - 4.5% | |||
Dialog Group Bhd | 9,322,300 | 6,919,739 | |
DiGi.com Bhd | 7,172,400 | 7,337,897 | |
IHH Healthcare Bhd | 7,472,500 | 9,816,152 | |
Malayan Banking Bhd | 3,613,005 | 7,260,415 | |
Petronas Dagangan Bhd | 972,400 | 4,786,616 | |
Petronas Gas Bhd | 1,301,000 | 5,000,059 | |
PPB Group Bhd | 1,535,200 | 6,934,733 | |
Public Bank Bhd | 22,403,500 | 22,701,630 | |
TOTAL MALAYSIA | 70,757,241 | ||
Mexico - 0.9% | |||
Gruma S.A.B. de CV Series B | 69,355 | 754,219 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 480,980 | 8,134,895 | |
Kimberly-Clark de Mexico SA de CV Series A | 3,198,900 | 5,527,052 | |
TOTAL MEXICO | 14,416,166 | ||
Philippines - 1.7% | |||
Bank of the Philippine Islands (BPI) | 4,637,590 | 7,947,686 | |
BDO Unibank, Inc. | 4,993,470 | 10,655,630 | |
Manila Electric Co. | 789,270 | 4,456,439 | |
SM Prime Holdings, Inc. | 4,684,600 | 3,340,256 | |
TOTAL PHILIPPINES | 26,400,011 | ||
Qatar - 2.0% | |||
Qatar Islamic Bank (a) | 1,897,703 | 9,068,946 | |
Qatar National Bank SAQ (a) | 3,029,688 | 14,894,649 | |
The Commercial Bank of Qatar (a) | 5,640,789 | 8,365,905 | |
TOTAL QATAR | 32,329,500 | ||
Saudi Arabia - 5.4% | |||
Advanced Polypropylene Co. | 301,580 | 6,529,864 | |
Almarai Co. Ltd. | 554,690 | 7,957,528 | |
Jarir Marketing Co. | 167,077 | 8,865,747 | |
Mouwasat Medical Services Co. | 133,492 | 6,314,725 | |
Sabic Agriculture-Nutrients Co. | 328,974 | 9,210,781 | |
Saudi Basic Industries Corp. | 623,072 | 20,601,815 | |
Saudi Telecom Co. | 767,267 | 25,983,390 | |
TOTAL SAUDI ARABIA | 85,463,850 | ||
South Africa - 0.7% | |||
Bidcorp Ltd. | 587,182 | 11,576,423 | |
Taiwan - 20.5% | |||
ASUSTeK Computer, Inc. | 1,204,000 | 16,199,821 | |
Chang Hwa Commercial Bank | 16,535,651 | 10,591,811 | |
China Steel Corp. | 25,689,000 | 36,127,304 | |
Chunghwa Telecom Co. Ltd. | 5,362,000 | 21,847,882 | |
Compal Electronics, Inc. | 6,491,000 | 5,806,942 | |
Far EasTone Telecommunications Co. Ltd. | 4,540,000 | 10,576,275 | |
Formosa Petrochemical Corp. | 4,788,000 | 17,733,333 | |
Formosa Plastics Corp. | 4,817,000 | 18,271,677 | |
Inventec Corp. | 9,078,000 | 8,819,742 | |
Mega Financial Holding Co. Ltd. | 12,608,000 | 14,730,764 | |
Novatek Microelectronics Corp. | 812,000 | 18,131,616 | |
Pou Chen Corp. | 7,203,000 | 9,176,125 | |
President Chain Store Corp. | 1,019,000 | 9,881,875 | |
Quanta Computer, Inc. | 7,406,000 | 26,078,025 | |
Synnex Technology International Corp. | 3,840,000 | 7,653,892 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 19,029,349 | 14,572,484 | |
Taiwan Mobile Co. Ltd. | 4,689,000 | 16,779,388 | |
The Shanghai Commercial & Savings Bank Ltd. | 8,236,000 | 12,805,661 | |
Unified-President Enterprises Corp. | 6,802,000 | 18,279,843 | |
United Microelectronics Corp. | 12,180,000 | 24,282,703 | |
WPG Holding Co. Ltd. | 4,008,000 | 7,386,366 | |
TOTAL TAIWAN | 325,733,529 | ||
Thailand - 2.5% | |||
Advanced Info Service PCL (For. Reg.) | 1,502,300 | 8,246,976 | |
Bangkok Bank PCL | 2,000 | 7,801 | |
Bangkok Bank PCL (For. Reg.) | 1,232,900 | 4,808,904 | |
Bangkok Dusit Medical Services PCL | 597,400 | 416,166 | |
Bangkok Dusit Medical Services PCL (For. Reg.) | 11,012,300 | 7,671,490 | |
BTS Group Holdings PCL (For. Reg.) | 18,788,800 | 5,398,387 | |
Kasikornbank PCL | 143,800 | 609,361 | |
Kasikornbank PCL (For. Reg.) | 3,099,500 | 13,134,318 | |
TOTAL THAILAND | 40,293,403 | ||
United Arab Emirates - 1.9% | |||
Abu Dhabi National Oil Co. for Distribution PJSC | 865,938 | 1,067,939 | |
Emirates Telecommunications Corp. | 4,203,654 | 24,238,975 | |
First Abu Dhabi Bank PJSC | 1,062,634 | 4,119,600 | |
TOTAL UNITED ARAB EMIRATES | 29,426,514 | ||
United States of America - 1.5% | |||
Yum China Holdings, Inc. | 369,208 | 23,230,567 | |
TOTAL COMMON STOCKS | |||
(Cost $1,309,037,303) | 1,570,834,603 | ||
Principal Amount | Value | ||
Government Obligations - 0.1% | |||
United States of America - 0.1% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $1,999,976)(c) | 2,000,000 | 1,999,999 | |
Shares | Value | ||
Money Market Funds - 1.3% | |||
Fidelity Cash Central Fund 0.04% (d) | |||
(Cost $20,365,896) | 20,361,824 | 20,365,896 | |
TOTAL INVESTMENT IN SECURITIES - 100.3% | |||
(Cost $1,331,403,175) | 1,593,200,498 | ||
NET OTHER ASSETS (LIABILITIES) - (0.3)% | (4,209,419) | ||
NET ASSETS - 100% | $1,588,991,079 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 270 | June 2021 | $18,044,100 | $58,099 | $58,099 |
The notional amount of futures purchased as a percentage of Net Assets is 1.1%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $43,056,307 or 2.7% of net assets.
(c) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,202,999.
(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $5,489 |
Fidelity Securities Lending Cash Central Fund | 88 |
Total | $5,577 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $174,795,481 | $93,162,901 | $81,632,580 | $-- |
Consumer Discretionary | 234,926,665 | 211,618,729 | 23,307,936 | -- |
Consumer Staples | 146,114,874 | 146,114,874 | -- | -- |
Energy | 51,296,385 | 51,296,385 | -- | -- |
Financials | 318,121,961 | 318,121,961 | -- | -- |
Health Care | 135,172,263 | 113,567,841 | 21,604,422 | -- |
Industrials | 62,443,762 | 62,443,762 | -- | -- |
Information Technology | 260,185,819 | 187,302,596 | 72,883,223 | -- |
Materials | 99,050,942 | 99,050,942 | -- | -- |
Real Estate | 3,340,256 | 3,340,256 | -- | -- |
Utilities | 85,386,195 | 71,301,265 | 14,084,930 | -- |
Government Obligations | 1,999,999 | -- | 1,999,999 | -- |
Money Market Funds | 20,365,896 | 20,365,896 | -- | -- |
Total Investments in Securities: | $1,593,200,498 | $1,377,687,408 | $215,513,090 | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $58,099 | $58,099 | $-- | $-- |
Total Assets | $58,099 | $58,099 | $-- | $-- |
Total Derivative Instruments: | $58,099 | $58,099 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $58,099 | $0 |
Total Equity Risk | 58,099 | 0 |
Total Value of Derivatives | $58,099 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Fidelity® SAI Emerging Markets Low Volatility Index Fund
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value — See accompanying schedule: Unaffiliated issuers (cost $1,311,037,279) | $1,572,834,602 | |
Fidelity Central Funds (cost $20,365,896) | 20,365,896 | |
Total Investment in Securities (cost $1,331,403,175) | $1,593,200,498 | |
Cash | 4 | |
Foreign currency held at value (cost $4,181,583) | 4,173,822 | |
Receivable for fund shares sold | 477,434 | |
Dividends receivable | 1,548,868 | |
Distributions receivable from Fidelity Central Funds | 382 | |
Prepaid expenses | 330 | |
Other receivables | 2 | |
Total assets | 1,599,401,340 | |
Liabilities | ||
Payable for fund shares redeemed | $565,516 | |
Accrued management fee | 191,304 | |
Payable for daily variation margin on futures contracts | 316,156 | |
Other payables and accrued expenses | 9,337,285 | |
Total liabilities | 10,410,261 | |
Net Assets | $1,588,991,079 | |
Net Assets consist of: | ||
Paid in capital | $1,368,693,220 | |
Total accumulated earnings (loss) | 220,297,859 | |
Net Assets | $1,588,991,079 | |
Net Asset Value, offering price and redemption price per share ($1,588,991,079 ÷ 140,405,433 shares) | $11.32 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $13,019,251 | |
Interest | 878 | |
Income from Fidelity Central Funds (including $88 from security lending) | 5,577 | |
Income before foreign taxes withheld | 13,025,706 | |
Less foreign taxes withheld | (1,403,944) | |
Total income | 11,621,762 | |
Expenses | ||
Management fee | $1,080,843 | |
Custodian fees and expenses | 500,303 | |
Independent trustees' fees and expenses | 2,057 | |
Registration fees | 59,222 | |
Audit | 27,857 | |
Legal | 1,573 | |
Interest | 3,754 | |
Miscellaneous | 2,501 | |
Total expenses | 1,678,110 | |
Net investment income (loss) | 9,943,652 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of foreign taxes of $895,214) | 7,316,314 | |
Fidelity Central Funds | (132) | |
Foreign currency transactions | (27,648) | |
Futures contracts | 3,894,395 | |
Total net realized gain (loss) | 11,182,929 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $3,527,608) | 259,665,638 | |
Assets and liabilities in foreign currencies | 9,535 | |
Futures contracts | (177,741) | |
Total change in net unrealized appreciation (depreciation) | 259,497,432 | |
Net gain (loss) | 270,680,361 | |
Net increase (decrease) in net assets resulting from operations | $280,624,013 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $9,943,652 | $22,589,518 |
Net realized gain (loss) | 11,182,929 | (32,696,403) |
Change in net unrealized appreciation (depreciation) | 259,497,432 | (10,848,265) |
Net increase (decrease) in net assets resulting from operations | 280,624,013 | (20,955,150) |
Distributions to shareholders | (24,528,630) | (12,652,850) |
Share transactions | ||
Proceeds from sales of shares | 183,610,110 | 741,990,113 |
Reinvestment of distributions | 24,269,809 | 12,534,179 |
Cost of shares redeemed | (134,389,688) | (105,595,880) |
Net increase (decrease) in net assets resulting from share transactions | 73,490,231 | 648,928,412 |
Total increase (decrease) in net assets | 329,585,614 | 615,320,412 |
Net Assets | ||
Beginning of period | 1,259,405,465 | 644,085,053 |
End of period | $1,588,991,079 | $1,259,405,465 |
Other Information | ||
Shares | ||
Sold | 16,807,573 | 81,020,918 |
Issued in reinvestment of distributions | 2,367,786 | 1,273,799 |
Redeemed | (12,613,248) | (12,170,642) |
Net increase (decrease) | 6,562,111 | 70,124,075 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI Emerging Markets Low Volatility Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | ||
2021 | 2020 | 2019 A | |
Selected Per–Share Data | |||
Net asset value, beginning of period | $9.41 | $10.11 | $10.00 |
Income from Investment Operations | |||
Net investment income (loss)B | .07 | .24 | .22 |
Net realized and unrealized gain (loss) | 2.03 | (.75) | (.11) |
Total from investment operations | 2.10 | (.51) | .11 |
Distributions from net investment income | (.19) | (.19) | – |
Total distributions | (.19) | (.19) | – |
Net asset value, end of period | $11.32 | $9.41 | $10.11 |
Total ReturnC,D | 22.49% | (5.10)% | 1.10% |
Ratios to Average Net AssetsE,F | |||
Expenses before reductions | .23%G | .24% | .35%G |
Expenses net of fee waivers, if any | .23%G | .24% | .26%G |
Expenses net of all reductions | .23%G | .24% | .26%G |
Net investment income (loss) | 1.38%G | 2.59% | 2.90%G |
Supplemental Data | |||
Net assets, end of period (000 omitted) | $1,588,991 | $1,259,405 | $644,085 |
Portfolio turnover rateH | 40%G | 30% | 75% |
A For the period January 30, 2019 (commencement of operations) to October 31, 2019.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
G Annualized
H Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Fidelity® SAI International Low Volatility Index Fund
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 30.2% | |
Switzerland | 14.2% | |
United Kingdom | 13.0% | |
France | 9.0% | |
Germany | 8.4% | |
Hong Kong | 6.8% | |
Netherlands | 3.1% | |
Denmark | 2.8% | |
Bermuda | 2.2% | |
Other* | 10.3% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Sanofi SA (France, Pharmaceuticals) | 2.2 |
Diageo PLC (United Kingdom, Beverages) | 2.1 |
L'Oreal SA (France, Personal Products) | 2.1 |
Essilor International SA (France, Textiles, Apparel & Luxury Goods) | 2.0 |
Deutsche Telekom AG (Germany, Diversified Telecommunication Services) | 1.9 |
Novartis AG (Switzerland, Pharmaceuticals) | 1.9 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.8 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.8 |
National Grid PLC (United Kingdom, Multi-Utilities) | 1.8 |
RELX PLC (London Stock Exchange) (United Kingdom, Professional Services) | 1.8 |
19.4 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Industrials | 15.4 |
Consumer Staples | 15.4 |
Financials | 13.5 |
Health Care | 12.6 |
Communication Services | 10.0 |
Utilities | 8.9 |
Real Estate | 8.1 |
Consumer Discretionary | 7.6 |
Information Technology | 4.3 |
Materials | 3.7 |
Fidelity® SAI International Low Volatility Index Fund
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.2% | |||
Shares | Value | ||
Australia - 1.5% | |||
ASX Ltd. | 317,867 | $17,870,528 | |
Sonic Healthcare Ltd. | 2,104,023 | 58,155,528 | |
Wesfarmers Ltd. | 37,245 | 1,552,507 | |
TOTAL AUSTRALIA | 77,578,563 | ||
Belgium - 1.2% | |||
Cofinimmo SA | 41,983 | 6,435,443 | |
Colruyt NV | 281,752 | 16,709,864 | |
Elia System Operator SA/NV | 151,579 | 16,401,227 | |
Warehouses de Pauw | 590,437 | 20,812,886 | |
Warehouses de Pauw rights 5/21/21 (a)(b) | 590,437 | 567,882 | |
TOTAL BELGIUM | 60,927,302 | ||
Bermuda - 2.2% | |||
CK Infrastructure Holdings Ltd. | 2,747,000 | 16,833,343 | |
Hiscox Ltd. (a) | 1,524,151 | 17,092,021 | |
Jardine Matheson Holdings Ltd. | 1,177,576 | 79,180,210 | |
TOTAL BERMUDA | 113,105,574 | ||
Cayman Islands - 0.0% | |||
China Huishan Dairy Holdings Co. Ltd. (c) | 5,145,000 | 7 | |
Denmark - 2.8% | |||
Christian Hansen Holding A/S (a) | 463,411 | 42,599,588 | |
Coloplast A/S Series B | 506,559 | 83,906,219 | |
Tryg A/S | 754,031 | 17,255,648 | |
TOTAL DENMARK | 143,761,455 | ||
Finland - 1.4% | |||
Elisa Corp. (A Shares) | 678,600 | 38,499,813 | |
Kesko Oyj | 1,230,710 | 37,493,599 | |
TOTAL FINLAND | 75,993,412 | ||
France - 9.0% | |||
Essilor International SA | 609,102 | 101,349,334 | |
L'Oreal SA | 272,101 | 111,417,311 | |
Orange SA | 7,064,077 | 87,970,520 | |
Orpea (a) | 247,482 | 31,851,147 | |
Sanofi SA | 1,082,736 | 113,516,616 | |
Thales SA | 218,078 | 22,227,983 | |
TOTAL FRANCE | 468,332,911 | ||
Germany - 8.4% | |||
Beiersdorf AG | 442,843 | 49,983,957 | |
Deutsche Borse AG | 452,402 | 77,940,913 | |
Deutsche Telekom AG | 5,110,330 | 98,348,578 | |
Hannover Reuck SE | 245,958 | 45,479,122 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 310,058 | 89,706,434 | |
Symrise AG | 579,714 | 74,853,628 | |
TOTAL GERMANY | 436,312,632 | ||
Hong Kong - 6.8% | |||
CLP Holdings Ltd. | 7,286,000 | 71,918,074 | |
Hang Seng Bank Ltd. | 3,158,500 | 62,009,108 | |
Hong Kong & China Gas Co. Ltd. | 47,781,586 | 76,643,975 | |
Link (REIT) | 6,985,757 | 66,055,660 | |
MTR Corp. Ltd. | 6,961,871 | 38,807,765 | |
Power Assets Holdings Ltd. | 6,155,000 | 37,836,085 | |
TOTAL HONG KONG | 353,270,667 | ||
Ireland - 0.3% | |||
Kerry Group PLC Class A | 128,837 | 16,697,604 | |
Israel - 0.9% | |||
Bank Hapoalim BM (Reg.) (a) | 4,257,968 | 33,949,966 | |
Mizrahi Tefahot Bank Ltd. (a) | 529,031 | 14,901,823 | |
TOTAL ISRAEL | 48,851,789 | ||
Italy - 0.0% | |||
Recordati SpA | 8,495 | 468,169 | |
Japan - 30.2% | |||
Advance Residence Investment Corp. | 6,241 | 19,901,075 | |
Ajinomoto Co., Inc. | 2,474,500 | 49,505,849 | |
Ana Holdings, Inc. (a) | 558,400 | 12,798,902 | |
Asahi Group Holdings | 1,136,830 | 47,484,939 | |
Canon, Inc. | 1,619,000 | 38,500,070 | |
Central Japan Railway Co. | 468,180 | 68,477,055 | |
Chubu Electric Power Co., Inc. | 3,244,700 | 39,204,194 | |
Chugoku Electric Power Co., Inc. | 1,465,410 | 16,358,315 | |
Daito Trust Construction Co. Ltd. | 310,600 | 33,023,808 | |
Daiwa House REIT Investment Corp. | 9,005 | 24,150,110 | |
Fujifilm Holdings Corp. | 1,424,510 | 92,373,523 | |
Hankyu Hanshin Holdings, Inc. | 1,145,740 | 36,063,186 | |
Industrial & Infrastructure Fund Investment Corp. | 9,327 | 16,906,201 | |
Japan Prime Realty Investment Corp. | 4,317 | 17,557,933 | |
Japan Real Estate Investment Corp. | 6,241 | 38,717,156 | |
KDDI Corp. | 505,400 | 15,277,968 | |
Keihan Electric Railway Co., Ltd. | 484,500 | 17,666,141 | |
Kintetsu Group Holdings Co. Ltd. | 859,100 | 30,774,787 | |
Kyushu Railway Co. | 708,800 | 15,902,439 | |
McDonald's Holdings Co. (Japan) Ltd. | 299,600 | 13,679,239 | |
Nagoya Railroad Co. Ltd. | 886,300 | 20,322,699 | |
Nippon Building Fund, Inc. | 7,448 | 48,930,954 | |
Nippon Prologis REIT, Inc. | 6,636 | 21,312,435 | |
Nippon Telegraph & Telephone Corp. | 3,377,896 | 85,166,506 | |
NTT Data Corp. | 2,704,300 | 42,015,751 | |
Odakyu Electric Railway Co. Ltd. | 1,447,910 | 39,148,816 | |
Oriental Land Co. Ltd. | 536,100 | 75,909,484 | |
ORIX JREIT, Inc. | 4,499 | 7,936,748 | |
Osaka Gas Co. Ltd. | 1,877,560 | 36,214,626 | |
Otsuka Holdings Co. Ltd. | 784,760 | 30,165,402 | |
Secom Co. Ltd. | 895,270 | 74,347,795 | |
Sekisui House Ltd. | 999,500 | 20,202,173 | |
Seven & i Holdings Co. Ltd. | 2,056,800 | 88,433,555 | |
SHIMANO, Inc. | 344,500 | 78,914,425 | |
SoftBank Corp. | 6,173,600 | 79,620,178 | |
Sohgo Security Services Co., Ltd. | 386,000 | 16,917,742 | |
Suntory Beverage & Food Ltd. | 153,300 | 5,175,926 | |
Suzuken Co. Ltd. | 358,600 | 12,911,437 | |
Tobu Railway Co. Ltd. | 945,400 | 24,307,567 | |
Tohoku Electric Power Co., Inc. | 2,266,000 | 19,966,676 | |
Tokyo Gas Co. Ltd. | 1,734,400 | 35,119,656 | |
Toyo Suisan Kaisha Ltd. | 459,680 | 18,737,985 | |
Trend Micro, Inc. | 633,400 | 30,137,067 | |
Yamada Holdings Co. Ltd. | 3,527,800 | 17,559,916 | |
TOTAL JAPAN | 1,573,798,409 | ||
Netherlands - 3.1% | |||
Koninklijke Ahold Delhaize NV | 2,660,264 | 71,592,811 | |
Wolters Kluwer NV | 983,893 | 89,023,952 | |
Wolters Kluwer NV rights (a)(b) | 983,893 | 1,052,768 | |
TOTAL NETHERLANDS | 161,669,531 | ||
Singapore - 1.8% | |||
Ascendas Real Estate Investment Trust | 1,975,365 | 4,616,483 | |
CapitaMall Trust | 14,104,300 | 22,787,334 | |
Singapore Airlines Ltd. (a) | 3,843,800 | 14,567,684 | |
Singapore Exchange Ltd. | 3,713,100 | 29,157,915 | |
Singapore Telecommunications Ltd. | 13,270,450 | 24,930,396 | |
TOTAL SINGAPORE | 96,059,812 | ||
Spain - 0.7% | |||
Grifols SA | 1,324,878 | 35,918,420 | |
Sweden - 1.7% | |||
ICA Gruppen AB (d) | 96,118 | 4,428,067 | |
Svenska Handelsbanken AB (A Shares) | 7,106,665 | 82,297,070 | |
TOTAL SWEDEN | 86,725,137 | ||
Switzerland - 14.2% | |||
Allreal Holding AG | 63,936 | 12,937,720 | |
Baloise Holdings AG | 108,215 | 18,295,534 | |
Banque Cantonale Vaudoise | 127,968 | 13,045,520 | |
Galenica Sante Ltd. (e) | 225,297 | 15,245,940 | |
Givaudan SA | 19,225 | 80,499,754 | |
Helvetia Holding AG (Reg.) | 157,695 | 18,959,662 | |
Lindt & Spruengli AG | 385 | 38,025,732 | |
Nestle SA (Reg. S) | 806,210 | 96,205,607 | |
Novartis AG | 1,133,107 | 96,695,266 | |
PSP Swiss Property AG | 190,144 | 23,443,980 | |
Roche Holding AG (participation certificate) | 293,981 | 95,883,622 | |
SGS SA (Reg.) | 19,842 | 58,662,360 | |
Swiss Prime Site AG | 342,316 | 33,266,406 | |
Swiss Re Ltd. | 800,071 | 74,360,828 | |
Swisscom AG | 114,374 | 62,030,596 | |
TOTAL SWITZERLAND | 737,558,527 | ||
United Kingdom - 13.0% | |||
Admiral Group PLC | 1,163,080 | 50,260,239 | |
Bunzl PLC | 1,518,454 | 48,798,607 | |
Compass Group PLC (a) | 3,786,997 | 82,383,392 | |
Diageo PLC | 2,487,142 | 111,651,326 | |
Direct Line Insurance Group PLC | 6,148,579 | 24,209,252 | |
GlaxoSmithKline PLC | 277,073 | 5,120,244 | |
Halma PLC | 635,659 | 22,719,453 | |
National Grid PLC | 7,514,332 | 94,722,338 | |
Pearson PLC | 2,708,431 | 31,071,306 | |
RELX PLC: | |||
rights (a)(b) | 3,600,759 | 1,660,925 | |
(London Stock Exchange) | 3,600,759 | 93,464,306 | |
Smith & Nephew PLC | 3,593,579 | 77,778,546 | |
Unilever PLC | 613,994 | 35,965,998 | |
TOTAL UNITED KINGDOM | 679,805,932 | ||
TOTAL COMMON STOCKS | |||
(Cost $4,693,489,703) | 5,166,835,853 | ||
Principal Amount | Value | ||
Government Obligations - 0.1% | |||
United States of America - 0.1% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $2,999,964)(f) | 3,000,000 | 2,999,999 | |
Shares | Value | ||
Money Market Funds - 0.1% | |||
Fidelity Cash Central Fund 0.04% (g) | 2,039,121 | 2,039,529 | |
Fidelity Securities Lending Cash Central Fund 0.04% (g)(h) | 2,301,520 | 2,301,750 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $4,341,279) | 4,341,279 | ||
TOTAL INVESTMENT IN SECURITIES - 99.4% | |||
(Cost $4,700,830,946) | 5,174,177,131 | ||
NET OTHER ASSETS (LIABILITIES) - 0.6% | 32,414,443 | ||
NET ASSETS - 100% | $5,206,591,574 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 355 | June 2021 | $40,097,250 | $1,087,306 | $1,087,306 |
The notional amount of futures purchased as a percentage of Net Assets is 0.8%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(c) Level 3 security
(d) Security or a portion of the security is on loan at period end.
(e) 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 $15,245,940 or 0.3% of net assets.
(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 $2,901,999.
(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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $11,888 |
Fidelity Securities Lending Cash Central Fund | 151,094 |
Total | $162,982 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $522,915,861 | $205,080,983 | $317,834,878 | $-- |
Consumer Discretionary | 391,550,470 | 309,167,078 | 82,383,392 | -- |
Consumer Staples | 799,510,137 | 322,693,120 | 476,817,010 | 7 |
Financials | 686,791,583 | 604,494,513 | 82,297,070 | -- |
Health Care | 657,616,556 | 184,716,043 | 472,900,513 | -- |
Industrials | 804,173,689 | 786,892,312 | 17,281,377 | -- |
Information Technology | 225,745,864 | 187,245,794 | 38,500,070 | -- |
Materials | 197,952,970 | 197,952,970 | -- | -- |
Real Estate | 419,360,214 | 418,792,332 | 567,882 | -- |
Utilities | 461,218,509 | 217,934,122 | 243,284,387 | -- |
Government Obligations | 2,999,999 | -- | 2,999,999 | -- |
Money Market Funds | 4,341,279 | 4,341,279 | -- | -- |
Total Investments in Securities: | $5,174,177,131 | $3,439,310,546 | $1,734,866,578 | $7 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $1,087,306 | $1,087,306 | $-- | $-- |
Total Assets | $1,087,306 | $1,087,306 | $-- | $-- |
Total Derivative Instruments: | $1,087,306 | $1,087,306 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $1,087,306 | $0 |
Total Equity Risk | 1,087,306 | 0 |
Total Value of Derivatives | $1,087,306 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Fidelity® SAI International Low Volatility Index Fund
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $2,144,694) — See accompanying schedule: Unaffiliated issuers (cost $4,696,489,667) | $5,169,835,852 | |
Fidelity Central Funds (cost $4,341,279) | 4,341,279 | |
Total Investment in Securities (cost $4,700,830,946) | $5,174,177,131 | |
Foreign currency held at value (cost $4,841,177) | 4,877,740 | |
Receivable for fund shares sold | 3,412,940 | |
Dividends receivable | 36,570,300 | |
Distributions receivable from Fidelity Central Funds | 22,733 | |
Prepaid expenses | 1,376 | |
Other receivables | 3 | |
Total assets | 5,219,062,223 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $1,547,591 | |
Delayed delivery | 3,281,575 | |
Payable for fund shares redeemed | 3,981,779 | |
Accrued management fee | 650,098 | |
Payable for daily variation margin on futures contracts | 530,457 | |
Other payables and accrued expenses | 177,399 | |
Collateral on securities loaned | 2,301,750 | |
Total liabilities | 12,470,649 | |
Net Assets | $5,206,591,574 | |
Net Assets consist of: | ||
Paid in capital | $4,766,923,652 | |
Total accumulated earnings (loss) | 439,667,922 | |
Net Assets | $5,206,591,574 | |
Net Asset Value, offering price and redemption price per share ($5,206,591,574 ÷ 465,260,578 shares) | $11.19 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $81,829,843 | |
Interest | 792 | |
Income from Fidelity Central Funds (including $151,094 from security lending) | 162,982 | |
Income before foreign taxes withheld | 81,993,617 | |
Less foreign taxes withheld | (9,790,542) | |
Total income | 72,203,075 | |
Expenses | ||
Management fee | $3,868,556 | |
Custodian fees and expenses | 269,590 | |
Independent trustees' fees and expenses | 7,641 | |
Registration fees | 95,001 | |
Audit | 31,845 | |
Legal | 6,014 | |
Interest | 9,825 | |
Miscellaneous | 9,272 | |
Total expenses | 4,297,744 | |
Net investment income (loss) | 67,905,331 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (32,988,194) | |
Fidelity Central Funds | (1,814) | |
Foreign currency transactions | 105,380 | |
Futures contracts | 14,073,664 | |
Total net realized gain (loss) | (18,810,964) | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 751,445,573 | |
Assets and liabilities in foreign currencies | 91,831 | |
Futures contracts | 4,496,831 | |
Total change in net unrealized appreciation (depreciation) | 756,034,235 | |
Net gain (loss) | 737,223,271 | |
Net increase (decrease) in net assets resulting from operations | $805,128,602 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $67,905,331 | $84,804,558 |
Net realized gain (loss) | (18,810,964) | (62,676,577) |
Change in net unrealized appreciation (depreciation) | 756,034,235 | (452,493,923) |
Net increase (decrease) in net assets resulting from operations | 805,128,602 | (430,365,942) |
Distributions to shareholders | (67,692,252) | (156,889,665) |
Share transactions | ||
Proceeds from sales of shares | 699,584,942 | 3,095,884,670 |
Reinvestment of distributions | 65,190,425 | 154,116,638 |
Cost of shares redeemed | (899,580,823) | (606,840,908) |
Net increase (decrease) in net assets resulting from share transactions | (134,805,456) | 2,643,160,400 |
Total increase (decrease) in net assets | 602,630,894 | 2,055,904,793 |
Net Assets | ||
Beginning of period | 4,603,960,680 | 2,548,055,887 |
End of period | $5,206,591,574 | $4,603,960,680 |
Other Information | ||
Shares | ||
Sold | 64,706,610 | 304,635,592 |
Issued in reinvestment of distributions | 6,126,920 | 14,100,333 |
Redeemed | (83,068,914) | (62,012,450) |
Net increase (decrease) | (12,235,384) | 256,723,475 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI International Low Volatility Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $9.64 | $11.54 | $10.49 | $10.83 | $9.76 | $9.61 |
Income from Investment Operations | ||||||
Net investment income (loss)A | .14 | .24 | .28 | .27 | .29 | .28 |
Net realized and unrealized gain (loss) | 1.55 | (1.46) | 1.04 | (.42) | 1.04 | (.02) |
Total from investment operations | 1.69 | (1.22) | 1.32 | (.15) | 1.33 | .26 |
Distributions from net investment income | (.14) | (.22) | (.24) | (.19) | (.22) | (.10) |
Distributions from net realized gain | – | (.46) | (.03) | – | (.05) | –B |
Total distributions | (.14) | (.68) | (.27) | (.19) | (.26)C | (.11)C |
Net asset value, end of period | $11.19 | $9.64 | $11.54 | $10.49 | $10.83 | $9.76 |
Total ReturnD,E | 17.64% | (11.31)% | 12.89% | (1.47)% | 14.15% | 2.75% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .17%H | .18% | .25% | .30% | .31% | .32% |
Expenses net of fee waivers, if any | .17%H | .18% | .20% | .20% | .20% | .20% |
Expenses net of all reductions | .17%H | .18% | .20% | .20% | .20% | .20% |
Net investment income (loss) | 2.63%H | 2.39% | 2.59% | 2.49% | 2.86% | 2.88% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $5,206,592 | $4,603,961 | $2,548,056 | $1,536,470 | $1,814,457 | $1,179,067 |
Portfolio turnover rateI | 34%H | 20% | 93% | 43% | 25% | 22% |
A Calculated based on average shares outstanding during the period.
B Amount represents less than $.005 per share.
C Total distributions per share do not sum due to rounding.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Fidelity® SAI U.S. Low Volatility Index Fund
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Microsoft Corp. | 6.1 |
Apple, Inc. | 3.6 |
Visa, Inc. Class A | 3.1 |
UnitedHealth Group, Inc. | 3.0 |
Johnson & Johnson | 2.9 |
AT&T, Inc. | 2.6 |
Verizon Communications, Inc. | 2.5 |
Procter & Gamble Co. | 2.5 |
Intel Corp. | 2.4 |
Accenture PLC Class A | 2.3 |
31.0 |
Top Five Market Sectors as of April 30, 2021
% of fund's net assets | |
Information Technology | 27.6 |
Health Care | 15.3 |
Consumer Discretionary | 10.8 |
Financials | 8.9 |
Communication Services | 8.6 |
Asset Allocation (% of fund's net assets)
As of April 30, 2021* | ||
Stocks and Equity Futures | 100.0% |
* Foreign investments - 8.9%
Fidelity® SAI U.S. Low Volatility Index Fund
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.7% | |||
Shares | Value | ||
COMMUNICATION SERVICES - 8.6% | |||
Diversified Telecommunication Services - 5.1% | |||
AT&T, Inc. | 6,595,615 | $207,168,267 | |
Verizon Communications, Inc. | 3,517,064 | 203,251,129 | |
410,419,396 | |||
Entertainment - 0.3% | |||
The Walt Disney Co. (a) | 144,859 | 26,946,671 | |
Interactive Media & Services - 1.6% | |||
Alphabet, Inc. Class A (a) | 49,380 | 116,215,830 | |
Facebook, Inc. Class A (a) | 25,473 | 8,280,763 | |
124,496,593 | |||
Media - 0.6% | |||
Cable One, Inc. | 5,361 | 9,596,190 | |
Comcast Corp. Class A | 208,547 | 11,709,914 | |
Interpublic Group of Companies, Inc. | 385,578 | 12,242,102 | |
Omnicom Group, Inc. | 212,517 | 17,481,648 | |
51,029,854 | |||
Wireless Telecommunication Services - 1.0% | |||
T-Mobile U.S., Inc. | 576,693 | 76,198,446 | |
TOTAL COMMUNICATION SERVICES | 689,090,960 | ||
CONSUMER DISCRETIONARY - 10.8% | |||
Distributors - 0.2% | |||
Pool Corp. | 39,700 | 16,774,044 | |
Diversified Consumer Services - 0.3% | |||
Bright Horizons Family Solutions, Inc. (a) | 59,872 | 8,671,262 | |
Grand Canyon Education, Inc. (a) | 46,322 | 5,016,209 | |
Service Corp. International | 170,770 | 9,125,949 | |
22,813,420 | |||
Hotels, Restaurants & Leisure - 4.5% | |||
Domino's Pizza, Inc. | 38,950 | 16,450,143 | |
McDonald's Corp. | 736,598 | 173,896,056 | |
Starbucks Corp. | 1,160,291 | 132,841,717 | |
Yum! Brands, Inc. | 298,222 | 35,643,493 | |
358,831,409 | |||
Internet & Direct Marketing Retail - 1.7% | |||
Amazon.com, Inc. (a) | 39,683 | 137,597,628 | |
Multiline Retail - 0.6% | |||
Dollar General Corp. | 242,202 | 52,012,880 | |
Specialty Retail - 1.5% | |||
AutoZone, Inc. (a) | 22,911 | 33,544,453 | |
TJX Companies, Inc. | 1,186,914 | 84,270,894 | |
117,815,347 | |||
Textiles, Apparel & Luxury Goods - 2.0% | |||
NIKE, Inc. Class B | 1,193,371 | 158,264,862 | |
TOTAL CONSUMER DISCRETIONARY | 864,109,590 | ||
CONSUMER STAPLES - 7.1% | |||
Beverages - 0.9% | |||
PepsiCo, Inc. | 475,939 | 68,611,366 | |
Food & Staples Retailing - 2.2% | |||
Walmart, Inc. | 1,282,898 | 179,490,259 | |
Food Products - 0.7% | |||
Hormel Foods Corp. (b) | 277,549 | 12,822,764 | |
McCormick & Co., Inc. (non-vtg.) | 245,854 | 22,215,367 | |
The Hershey Co. | 145,844 | 23,962,169 | |
59,000,300 | |||
Household Products - 3.3% | |||
Church & Dwight Co., Inc. | 245,611 | 21,058,687 | |
Kimberly-Clark Corp. | 94,451 | 12,592,207 | |
Procter & Gamble Co. | 1,522,850 | 203,178,647 | |
The Clorox Co. | 124,610 | 22,741,325 | |
WD-40 Co. (b) | 13,509 | 3,360,229 | |
262,931,095 | |||
TOTAL CONSUMER STAPLES | 570,033,020 | ||
ENERGY - 0.3% | |||
Oil, Gas & Consumable Fuels - 0.3% | |||
Exxon Mobil Corp. | 378,882 | 21,687,206 | |
FINANCIALS - 8.9% | |||
Banks - 1.2% | |||
Commerce Bancshares, Inc. (b) | 104,204 | 8,108,113 | |
Credicorp Ltd. (United States) | 61,580 | 7,352,652 | |
U.S. Bancorp | 1,355,197 | 80,430,942 | |
95,891,707 | |||
Capital Markets - 2.4% | |||
Cboe Global Markets, Inc. | 106,807 | 11,147,447 | |
CME Group, Inc. | 354,886 | 71,683,423 | |
FactSet Research Systems, Inc. | 37,558 | 12,627,751 | |
Intercontinental Exchange, Inc. | 554,872 | 65,313,983 | |
MarketAxess Holdings, Inc. | 37,529 | 18,331,415 | |
NASDAQ, Inc. (b) | 113,515 | 18,337,213 | |
197,441,232 | |||
Insurance - 5.3% | |||
AFLAC, Inc. | 645,811 | 34,699,425 | |
Allstate Corp. | 300,594 | 38,115,319 | |
Arch Capital Group Ltd. (a) | 401,387 | 15,939,078 | |
Arthur J. Gallagher & Co. | 190,125 | 27,558,619 | |
Brown & Brown, Inc. | 233,075 | 12,394,929 | |
Chubb Ltd. | 446,214 | 76,565,860 | |
Erie Indemnity Co. Class A (b) | 24,657 | 5,277,091 | |
Hanover Insurance Group, Inc. | 29,404 | 4,066,867 | |
Marsh & McLennan Companies, Inc. | 501,396 | 68,039,437 | |
Progressive Corp. | 578,908 | 58,319,192 | |
The Travelers Companies, Inc. | 250,415 | 38,729,184 | |
W.R. Berkley Corp. | 139,186 | 11,095,908 | |
Willis Towers Watson PLC | 127,432 | 32,987,048 | |
423,787,957 | |||
TOTAL FINANCIALS | 717,120,896 | ||
HEALTH CARE - 15.3% | |||
Health Care Equipment & Supplies - 3.9% | |||
Danaher Corp. | 222,291 | 56,448,577 | |
Medtronic PLC | 1,330,642 | 174,207,651 | |
ResMed, Inc. | 143,259 | 26,928,394 | |
STERIS PLC | 38,754 | 8,177,869 | |
Stryker Corp. | 188,272 | 49,445,875 | |
315,208,366 | |||
Health Care Providers & Services - 3.0% | |||
UnitedHealth Group, Inc. | 601,280 | 239,790,464 | |
Pharmaceuticals - 8.4% | |||
Eli Lilly & Co. | 784,892 | 143,454,711 | |
Johnson & Johnson | 1,441,819 | 234,627,206 | |
Merck & Co., Inc. | 2,298,814 | 171,261,643 | |
Pfizer, Inc. | 3,170,828 | 122,552,502 | |
671,896,062 | |||
TOTAL HEALTH CARE | 1,226,894,892 | ||
INDUSTRIALS - 7.1% | |||
Aerospace & Defense - 1.9% | |||
General Dynamics Corp. | 2,485 | 472,722 | |
L3Harris Technologies, Inc. | 19,163 | 4,009,474 | |
Lockheed Martin Corp. (b) | 243,397 | 92,627,162 | |
Northrop Grumman Corp. | 153,275 | 54,326,791 | |
151,436,149 | |||
Air Freight & Logistics - 0.4% | |||
C.H. Robinson Worldwide, Inc. | 134,393 | 13,046,872 | |
Expeditors International of Washington, Inc. | 167,332 | 18,383,094 | |
31,429,966 | |||
Building Products - 0.6% | |||
Lennox International, Inc. (b) | 34,445 | 11,550,786 | |
Trane Technologies PLC | 237,382 | 41,264,113 | |
52,814,899 | |||
Commercial Services & Supplies - 1.1% | |||
Republic Services, Inc. | 207,955 | 22,105,617 | |
Rollins, Inc. (b) | 218,703 | 8,153,248 | |
Tetra Tech, Inc. | 53,162 | 6,785,066 | |
Waste Management, Inc. | 384,356 | 53,029,597 | |
90,073,528 | |||
Industrial Conglomerates - 2.0% | |||
3M Co. (b) | 570,232 | 112,415,536 | |
Honeywell International, Inc. | 214,855 | 47,921,259 | |
160,336,795 | |||
Machinery - 0.3% | |||
Graco, Inc. (b) | 165,626 | 12,720,077 | |
Toro Co. | 106,071 | 12,155,737 | |
24,875,814 | |||
Professional Services - 0.6% | |||
Booz Allen Hamilton Holding Corp. Class A | 136,324 | 11,308,076 | |
Exponent, Inc. | 51,041 | 4,916,780 | |
Verisk Analytics, Inc. | 160,732 | 30,249,762 | |
46,474,618 | |||
Road & Rail - 0.1% | |||
Landstar System, Inc. (b) | 37,946 | 6,537,337 | |
Trading Companies & Distributors - 0.1% | |||
Watsco, Inc. (b) | 32,448 | 9,502,721 | |
TOTAL INDUSTRIALS | 573,481,827 | ||
INFORMATION TECHNOLOGY - 27.6% | |||
Communications Equipment - 0.1% | |||
F5 Networks, Inc. (a) | 60,899 | 11,373,497 | |
Electronic Equipment & Components - 0.6% | |||
Amphenol Corp. Class A | 591,475 | 39,829,927 | |
Dolby Laboratories, Inc. Class A | 63,486 | 6,441,924 | |
46,271,851 | |||
IT Services - 11.6% | |||
Accenture PLC Class A | 626,328 | 181,616,330 | |
Akamai Technologies, Inc. (a) | 160,934 | 17,493,526 | |
Amdocs Ltd. | 131,499 | 10,091,233 | |
Automatic Data Processing, Inc. (b) | 423,915 | 79,267,866 | |
Broadridge Financial Solutions, Inc. | 114,298 | 18,131,092 | |
Fidelity National Information Services, Inc. | 613,420 | 93,791,918 | |
Fiserv, Inc. (a) | 568,444 | 68,281,493 | |
Genpact Ltd. | 168,641 | 8,015,507 | |
Jack Henry & Associates, Inc. | 75,444 | 12,284,547 | |
MasterCard, Inc. Class A | 344,326 | 131,553,192 | |
Maximus, Inc. | 60,751 | 5,567,222 | |
Paychex, Inc. | 316,300 | 30,836,087 | |
VeriSign, Inc. (a) | 99,270 | 21,717,298 | |
Visa, Inc. Class A | 1,069,631 | 249,823,016 | |
928,470,327 | |||
Semiconductors & Semiconductor Equipment - 2.4% | |||
Intel Corp. | 3,373,911 | 194,101,100 | |
Software - 9.3% | |||
Check Point Software Technologies Ltd. (a)(b) | 109,492 | 12,789,761 | |
Citrix Systems, Inc. | 121,717 | 15,074,650 | |
Intuit, Inc. | 180,431 | 74,366,441 | |
Microsoft Corp. | 1,944,138 | 490,272,718 | |
Oracle Corp. | 1,875,188 | 142,120,499 | |
Tyler Technologies, Inc. (a) | 39,866 | 16,937,469 | |
751,561,538 | |||
Technology Hardware, Storage & Peripherals - 3.6% | |||
Apple, Inc. | 2,199,678 | 289,169,670 | |
TOTAL INFORMATION TECHNOLOGY | 2,220,947,983 | ||
MATERIALS - 4.4% | |||
Chemicals - 3.3% | |||
Air Products & Chemicals, Inc. | 218,502 | 63,033,457 | |
Ecolab, Inc. | 245,500 | 55,021,460 | |
Linde PLC | 518,861 | 148,311,228 | |
266,366,145 | |||
Construction Materials - 0.5% | |||
Martin Marietta Materials, Inc. | 61,563 | 21,739,127 | |
Vulcan Materials Co. | 130,997 | 23,348,905 | |
45,088,032 | |||
Containers & Packaging - 0.6% | |||
Aptargroup, Inc. (b) | 63,982 | 9,649,125 | |
Ball Corp. | 323,375 | 30,280,835 | |
Sonoco Products Co. (b) | 99,271 | 6,498,280 | |
46,428,240 | |||
TOTAL MATERIALS | 357,882,417 | ||
REAL ESTATE - 5.1% | |||
Equity Real Estate Investment Trusts (REITs) - 5.1% | |||
American Tower Corp. | 439,138 | 111,879,188 | |
AvalonBay Communities, Inc. | 129,547 | 24,873,024 | |
CoreSite Realty Corp. | 42,279 | 5,136,476 | |
Crown Castle International Corp. | 426,371 | 80,609,701 | |
CubeSmart | 193,035 | 8,173,102 | |
Equinix, Inc. | 30,413 | 21,920,474 | |
Equity Lifestyle Properties, Inc. | 167,533 | 11,626,790 | |
Essex Property Trust, Inc. | 64,460 | 18,726,919 | |
Extra Space Storage, Inc. | 127,758 | 18,996,337 | |
Mid-America Apartment Communities, Inc. | 113,063 | 17,788,202 | |
National Retail Properties, Inc. | 171,743 | 7,972,310 | |
Public Storage | 150,358 | 42,274,655 | |
Realty Income Corp. | 346,980 | 23,993,667 | |
WP Carey, Inc. | 173,394 | 12,985,477 | |
406,956,322 | |||
UTILITIES - 4.5% | |||
Electric Utilities - 2.7% | |||
Alliant Energy Corp. | 246,907 | 13,868,766 | |
Duke Energy Corp. | 727,551 | 73,257,110 | |
Evergy, Inc. | 224,240 | 14,344,633 | |
Eversource Energy | 338,907 | 29,220,562 | |
IDACORP, Inc. | 49,886 | 5,112,317 | |
NextEra Energy, Inc. | 407,250 | 31,565,948 | |
Pinnacle West Capital Corp. (b) | 111,311 | 9,422,476 | |
Xcel Energy, Inc. | 519,455 | 37,037,142 | |
213,828,954 | |||
Gas Utilities - 0.2% | |||
Atmos Energy Corp. | 124,451 | 12,891,879 | |
Multi-Utilities - 1.3% | |||
Ameren Corp. | 244,382 | 20,733,369 | |
CMS Energy Corp. | 283,062 | 18,226,362 | |
Consolidated Edison, Inc. (b) | 338,207 | 26,180,604 | |
DTE Energy Co. | 61,717 | 8,641,614 | |
WEC Energy Group, Inc. (b) | 311,831 | 30,300,618 | |
104,082,567 | |||
Water Utilities - 0.3% | |||
American Water Works Co., Inc. (b) | 179,201 | 27,953,564 | |
TOTAL UTILITIES | 358,756,964 | ||
TOTAL COMMON STOCKS | |||
(Cost $6,269,319,809) | 8,006,962,077 | ||
Principal Amount | Value | ||
U.S. Treasury Obligations - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (c) | |||
(Cost $999,988) | 1,000,000 | 1,000,000 | |
Shares | Value | ||
Money Market Funds - 1.0% | |||
Fidelity Cash Central Fund 0.04% (d) | 14,759,487 | $14,762,439 | |
Fidelity Securities Lending Cash Central Fund 0.04% (d)(e) | 63,767,852 | 63,774,229 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $78,536,668) | 78,536,668 | ||
TOTAL INVESTMENT IN SECURITIES - 100.7% | |||
(Cost $6,348,856,465) | 8,086,498,745 | ||
NET OTHER ASSETS (LIABILITIES) - (0.7)% | (56,036,027) | ||
NET ASSETS - 100% | $8,030,462,718 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P 500 Index Contracts (United States) | 83 | June 2021 | $17,323,760 | $944,722 | $944,722 |
CME E-mini S&P MidCap 400 Index Contracts (United States) | 22 | June 2021 | 5,984,660 | 236,311 | 236,311 |
TOTAL FUTURES CONTRACTS | $1,181,033 |
The notional amount of futures purchased as a percentage of Net Assets is 0.3%
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(c) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,000,000.
(d) 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.
(e) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $13,560 |
Fidelity Securities Lending Cash Central Fund | 5,196 |
Total | $18,756 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $689,090,960 | $689,090,960 | $-- | $-- |
Consumer Discretionary | 864,109,590 | 864,109,590 | -- | -- |
Consumer Staples | 570,033,020 | 570,033,020 | -- | -- |
Energy | 21,687,206 | 21,687,206 | -- | -- |
Financials | 717,120,896 | 717,120,896 | -- | -- |
Health Care | 1,226,894,892 | 1,226,894,892 | -- | -- |
Industrials | 573,481,827 | 573,481,827 | -- | -- |
Information Technology | 2,220,947,983 | 2,220,947,983 | -- | -- |
Materials | 357,882,417 | 357,882,417 | -- | -- |
Real Estate | 406,956,322 | 406,956,322 | -- | -- |
Utilities | 358,756,964 | 358,756,964 | -- | -- |
U.S. Government and Government Agency Obligations | 1,000,000 | -- | 1,000,000 | -- |
Money Market Funds | 78,536,668 | 78,536,668 | -- | -- |
Total Investments in Securities: | $8,086,498,745 | $8,085,498,745 | $1,000,000 | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $1,181,033 | $1,181,033 | $-- | $-- |
Total Assets | $1,181,033 | $1,181,033 | $-- | $-- |
Total Derivative Instruments: | $1,181,033 | $1,181,033 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $1,181,033 | $0 |
Total Equity Risk | 1,181,033 | 0 |
Total Value of Derivatives | $1,181,033 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Fidelity® SAI U.S. Low Volatility Index Fund
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $62,277,954) — See accompanying schedule: Unaffiliated issuers (cost $6,270,319,797) | $8,007,962,077 | |
Fidelity Central Funds (cost $78,536,668) | 78,536,668 | |
Total Investment in Securities (cost $6,348,856,465) | $8,086,498,745 | |
Segregated cash with brokers for derivative instruments | 242,000 | |
Receivable for fund shares sold | 53,725,835 | |
Dividends receivable | 8,730,057 | |
Distributions receivable from Fidelity Central Funds | 2,922 | |
Prepaid expenses | 1,437 | |
Total assets | 8,149,200,996 | |
Liabilities | ||
Payable for investments purchased | $49,819,684 | |
Payable for fund shares redeemed | 4,103,587 | |
Accrued management fee | 658,045 | |
Payable for daily variation margin on futures contracts | 204,914 | |
Other payables and accrued expenses | 181,748 | |
Collateral on securities loaned | 63,770,300 | |
Total liabilities | 118,738,278 | |
Net Assets | $8,030,462,718 | |
Net Assets consist of: | ||
Paid in capital | $6,305,006,243 | |
Total accumulated earnings (loss) | 1,725,456,475 | |
Net Assets | $8,030,462,718 | |
Net Asset Value, offering price and redemption price per share ($8,030,462,718 ÷ 452,647,998 shares) | $17.74 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $65,945,769 | |
Interest | 631 | |
Income from Fidelity Central Funds (including $5,196 from security lending) | 18,756 | |
Total income | 65,965,156 | |
Expenses | ||
Management fee | $3,362,401 | |
Custodian fees and expenses | 51,238 | |
Independent trustees' fees and expenses | 9,297 | |
Registration fees | 211,941 | |
Audit | 27,187 | |
Legal | 9,533 | |
Interest | 4,332 | |
Miscellaneous | 10,666 | |
Total expenses before reductions | 3,686,595 | |
Expense reductions | (39) | |
Total expenses after reductions | 3,686,556 | |
Net investment income (loss) | 62,278,600 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 20,284,587 | |
Fidelity Central Funds | 4,043 | |
Futures contracts | 4,360,513 | |
Total net realized gain (loss) | 24,649,143 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 1,126,918,618 | |
Futures contracts | 1,008,567 | |
Total change in net unrealized appreciation (depreciation) | 1,127,927,185 | |
Net gain (loss) | 1,152,576,328 | |
Net increase (decrease) in net assets resulting from operations | $1,214,854,928 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $62,278,600 | $87,394,658 |
Net realized gain (loss) | 24,649,143 | (65,686,287) |
Change in net unrealized appreciation (depreciation) | 1,127,927,185 | 100,530,998 |
Net increase (decrease) in net assets resulting from operations | 1,214,854,928 | 122,239,369 |
Distributions to shareholders | (80,110,109) | (165,562,928) |
Share transactions | ||
Proceeds from sales of shares | 2,655,477,438 | 3,206,742,666 |
Reinvestment of distributions | 79,731,236 | 162,467,419 |
Cost of shares redeemed | (1,083,486,587) | (2,202,432,212) |
Net increase (decrease) in net assets resulting from share transactions | 1,651,722,087 | 1,166,777,873 |
Total increase (decrease) in net assets | 2,786,466,906 | 1,123,454,314 |
Net Assets | ||
Beginning of period | 5,243,995,812 | 4,120,541,498 |
End of period | $8,030,462,718 | $5,243,995,812 |
Other Information | ||
Shares | ||
Sold | 160,272,397 | 219,272,884 |
Issued in reinvestment of distributions | 4,912,584 | 10,889,237 |
Redeemed | (65,076,512) | (150,183,258) |
Net increase (decrease) | 100,108,469 | 79,978,863 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI U.S. Low Volatility Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $14.87 | $15.12 | $13.18 | $12.60 | $10.86 | $10.22 |
Income from Investment Operations | ||||||
Net investment income (loss)A | .15 | .30 | .29 | .26 | .24 | .23 |
Net realized and unrealized gain (loss) | 2.94 | .03 | 1.98 | .82 | 1.74 | .53 |
Total from investment operations | 3.09 | .33 | 2.27 | 1.08 | 1.98 | .76 |
Distributions from net investment income | (.22) | (.24) | (.20) | (.14) | (.24) | (.12) |
Distributions from net realized gain | – | (.34) | (.13) | (.37) | – | –B |
Total distributions | (.22) | (.58) | (.33) | (.50)C | (.24) | (.12) |
Net asset value, end of period | $17.74 | $14.87 | $15.12 | $13.18 | $12.60 | $10.86 |
Total ReturnD,E | 20.89% | 2.16% | 17.62% | 8.79% | 18.60% | 7.56% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .11%H | .12% | .19% | .23% | .26% | .23% |
Expenses net of fee waivers, if any | .11%H | .12% | .15% | .15% | .15% | .15% |
Expenses net of all reductions | .11%H | .12% | .15% | .15% | .15% | .15% |
Net investment income (loss) | 1.85%H | 2.06% | 2.05% | 2.00% | 2.04% | 2.12% |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $8,030,463 | $5,243,996 | $4,120,541 | $1,979,673 | $848,388 | $948,587 |
Portfolio turnover rateI | 34%H | 49% | 72% | 39% | 108% | 37% |
A Calculated based on average shares outstanding during the period.
B Amount represents less than $.005 per share.
C Total distributions per share do not sum due to rounding.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI Emerging Markets Low Volatility Index Fund, Fidelity SAI International Low Volatility Index Fund and Fidelity SAI U.S. Low Volatility Index Fund (the Funds) are funds of Fidelity Salem Street Trust (the Trust). Each Fund is authorized to issue an unlimited number of shares. Shares are offered only to certain clients of Fidelity Management & Research Company (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. Investments in emerging markets, if applicable, can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
Each Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. Each Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of each Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of each Fund's investments to the Fair Value Committee (the Committee) established by each Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, each Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees each Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing each Fund's investments and ratifies the fair value determinations of the Committee.
Each Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 each Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of each Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Funds' investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and for certain Funds include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Funds are informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Funds represent a return of capital or capital gain. The Funds determine the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, each Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. Each Fund files a U.S. federal tax return, in addition to state and local tax returns as required. Each Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on each Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. Fidelity SAI Emerging Markets Low Volatility Index Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on each applicable Fund's Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, certain foreign taxes, passive foreign investment companies (PFIC), market discount, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows for each Fund:
Tax cost | Gross unrealized appreciation | Gross unrealized depreciation | Net unrealized appreciation (depreciation) | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $1,340,520,905 | $303,904,706 | $(51,167,014) | $252,737,692 |
Fidelity SAI International Low Volatility Index Fund | 4,727,947,518 | 612,174,166 | (164,857,247) | 447,316,919 |
Fidelity SAI U.S. Low Volatility Index Fund | 6,391,462,063 | 1,747,729,098 | (51,511,383) | 1,696,217,715 |
Capital loss carryforwards are only available to offset future capital gains of the Funds to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |||
Short-term | Long-term | Total capital loss carryforward | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $(25,596,571) | $(10,049,788) | $(35,646,359) |
Fidelity SAI International Low Volatility Index Fund | (17,124,413) | (30,816,908) | (47,941,321) |
Fidelity SAI U.S. Low Volatility Index Fund | (178,636) | (48,269,480) | (48,448,116) |
Due to large subscriptions in the current period, Fidelity SAI Emerging Markets Low Volatility Index Fund is subject to an annual limit on its use of capital loss carryforwards from prior fiscal years to offset capital gains.
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Funds' investment objective allows the Funds to enter into various types of derivative contracts, including futures 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 Funds used derivatives to increase returns and 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 Funds may not achieve their objectives.
The Funds' use of derivatives increased or decreased their exposure to the following risk:
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. |
The Funds are also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Funds will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Funds. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Funds used futures contracts to manage their exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities and U.S. government securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | 342,380,799 | 281,909,331 |
Fidelity SAI International Low Volatility Index Fund | 855,455,064 | 872,057,511 |
Fidelity SAI U.S. Low Volatility Index Fund | 2,759,508,663 | 1,119,100,906 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Funds with investment management related services for which the Funds pay a monthly management fee. Each Fund's management fee is equal to the following annualized rate of average net assets:
Fidelity SAI Emerging Markets Low Volatility Index Fund | .15% |
Fidelity SAI International Low Volatility Index Fund | .15% |
Fidelity SAI U.S. Low Volatility Index Fund | .10% |
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Funds. Geode provides discretionary investment advisory services to the Funds and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), each Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing each Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | Borrower | $11,764,679 | .31% | $2,815 |
Fidelity SAI International Low Volatility Index Fund | Borrower | $24,210,500 | .30% | $8,814 |
Fidelity SAI U.S. Low Volatility Index Fund | Borrower | $41,545,250 | .31% | $4,332 |
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $1,382 |
Fidelity SAI International Low Volatility Index Fund | 5,048 |
Fidelity SAI U.S. Low Volatility Index Fund | 6,255 |
During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $9 | $– | $– |
Fidelity SAI International Low Volatility Index Fund | $9,313 | $– | $– |
Fidelity SAI U.S. Low Volatility Index Fund | $552 | $1 | $– |
9. Bank Borrowings.
Each Fund is permitted to have bank borrowings for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity requirements. Each Fund has established borrowing arrangements with certain banks. The interest rate on the borrowings is the bank's base rate, as revised from time to time. Any open loans, including accrued interest, at period end are presented under the caption "Notes payable" in the Statement of Assets and Liabilities, if applicable. Activity in this program during the period for which loans were outstanding was as follows:
Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | $19,772,000 | .57% | $939 |
Fidelity SAI International Low Volatility Index Fund | $9,123,714 | .57% | $1,011 |
10. Expense Reductions.
Through arrangements with each applicable Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce each applicable Fund's expenses. All of the applicable expense reductions are noted in the table below.
Custodian credits | |
Fidelity SAI U.S. Low Volatility Index Fund | 39 |
11. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
At the end of the period, the following mutual funds managed by the investment adviser or its affiliates were the owners of record of 10% or more of the total outstanding shares.
Strategic Advisers Fidelity U.S. Total Stock Fund | Strategic Advisers Large Cap Fund | Strategic Advisers Fidelity International Fund | Strategic Advisers Emerging Markets Fund | Strategic Advisers Fidelity Emerging Markets Fund | |
Fidelity SAI U.S. Low Volatility Index Fund | 24% | 18% | – | – | – |
Fidelity SAI International Low Volatility Index Fund | – | – | 22% | – | – |
Fidelity SAI Emerging Markets Low Volatility Index Fund | – | – | – | 36% | 28% |
Mutual funds managed by the investment adviser or its affiliates, in aggregate, were the owners of record of more than 20% of the total outstanding shares.
Fund | % of shares held |
Fidelity SAI U.S. Low Volatility Index Fund | 42% |
Fidelity SAI International Low Volatility Index Fund | 22% |
Fidelity SAI Emerging Markets Low Volatility Index Fund | 64% |
12. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Funds' performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI Emerging Markets Low Volatility Index Fund | .23% | |||
Actual | $1,000.00 | $1,224.90 | $1.27 | |
Hypothetical-C | $1,000.00 | $1,023.65 | $1.15 | |
Fidelity SAI International Low Volatility Index Fund | .17% | |||
Actual | $1,000.00 | $1,176.40 | $.92 | |
Hypothetical-C | $1,000.00 | $1,023.95 | $.85 | |
Fidelity SAI U.S. Low Volatility Index Fund | .11% | |||
Actual | $1,000.00 | $1,208.90 | $.60 | |
Hypothetical-C | $1,000.00 | $1,024.25 | $.55 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Funds have adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage each Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. Each Fund’s Board of Trustees (the Board) has designated each Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
SV1-SV2-SANN-0621
1.9867662.105
Fidelity® SAI International Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 23.5% | |
United Kingdom | 13.5% | |
France | 10.5% | |
Switzerland | 9.2% | |
Germany | 9.2% | |
Australia | 6.9% | |
Netherlands | 5.4% | |
Sweden | 3.4% | |
Hong Kong | 2.5% | |
Other* | 15.9% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Nestle SA (Reg. S) (Switzerland, Food Products) | 2.0 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.6 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.4 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 1.2 |
Novartis AG (Switzerland, Pharmaceuticals) | 1.1 |
Toyota Motor Corp. (Japan, Automobiles) | 0.9 |
Unilever PLC (United Kingdom, Personal Products) | 0.9 |
AIA Group Ltd. (Hong Kong, Insurance) | 0.9 |
SAP SE (Germany, Software) | 0.9 |
SoftBank Group Corp. (Japan, Wireless Telecommunication Services) | 0.8 |
11.7 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 16.4 |
Industrials | 15.8 |
Consumer Discretionary | 13.0 |
Health Care | 11.9 |
Consumer Staples | 9.8 |
Information Technology | 9.1 |
Materials | 8.2 |
Communication Services | 4.8 |
Utilities | 3.8 |
Energy | 3.3 |
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.1 |
Short-Term Investments and Net Other Assets (Liabilities)(a) | (0.1) |
(a) Short-Term Investments and Net Other Assets (Liabilities) are not included in the pie chart
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.0% | |||
Shares | Value | ||
Australia - 6.9% | |||
Afterpay Ltd. (a) | 52,927 | $4,796,863 | |
AGL Energy Ltd. | 156,508 | 1,076,654 | |
AMP Ltd. | 847,809 | 728,217 | |
Ampol Ltd. | 63,427 | 1,250,353 | |
APA Group unit | 296,874 | 2,293,830 | |
Aristocrat Leisure Ltd. | 142,067 | 4,067,934 | |
ASX Ltd. | 47,700 | 2,681,701 | |
Aurizon Holdings Ltd. | 460,126 | 1,329,218 | |
AusNet Services | 459,028 | 670,095 | |
Australia & New Zealand Banking Group Ltd. | 704,732 | 15,602,667 | |
BHP Billiton Ltd. | 730,586 | 26,590,317 | |
BlueScope Steel Ltd. | 126,068 | 2,099,658 | |
Brambles Ltd. | 364,639 | 2,921,356 | |
Cimic Group Ltd. | 24,744 | 369,794 | |
Coca-Cola Amatil Ltd. | 128,237 | 1,290,064 | |
Cochlear Ltd. | 16,244 | 2,784,268 | |
Coles Group Ltd. | 329,931 | 4,147,929 | |
Commonwealth Bank of Australia | 440,239 | 30,196,858 | |
Computershare Ltd. | 133,176 | 1,448,601 | |
Crown Ltd. | 89,979 | 847,033 | |
CSL Ltd. | 112,830 | 23,568,845 | |
DEXUS Property Group unit | 271,372 | 2,126,053 | |
Evolution Mining Ltd. | 409,908 | 1,462,027 | |
Fortescue Metals Group Ltd. | 419,813 | 7,305,673 | |
Goodman Group unit | 411,294 | 5,991,451 | |
Insurance Australia Group Ltd. | 610,949 | 2,306,158 | |
Lendlease Group unit | 171,982 | 1,683,901 | |
Macquarie Group Ltd. | 85,172 | 10,530,110 | |
Magellan Financial Group Ltd. | 31,343 | 1,171,036 | |
Medibank Private Ltd. | 690,537 | 1,638,422 | |
Mirvac Group unit | 984,160 | 2,039,417 | |
National Australia Bank Ltd. | 816,331 | 16,765,423 | |
Newcrest Mining Ltd. | 201,714 | 4,120,953 | |
Northern Star Resources Ltd. | 276,934 | 2,242,162 | |
Orica Ltd. | 99,374 | 1,038,055 | |
Origin Energy Ltd. | 439,204 | 1,407,498 | |
Qantas Airways Ltd. | 233,653 | 890,973 | |
QBE Insurance Group Ltd. | 363,624 | 2,761,961 | |
Ramsay Health Care Ltd. | 45,923 | 2,381,565 | |
REA Group Ltd. | 13,194 | 1,609,469 | |
Rio Tinto Ltd. | 91,938 | 8,580,381 | |
Santos Ltd. | 462,790 | 2,488,442 | |
Scentre Group unit | 1,282,635 | 2,687,572 | |
SEEK Ltd. | 84,113 | 2,006,746 | |
Sonic Healthcare Ltd. | 112,168 | 3,100,341 | |
South32 Ltd. | 1,193,227 | 2,647,303 | |
Stockland Corp. Ltd. unit | 597,317 | 2,153,470 | |
Suncorp Group Ltd. | 315,805 | 2,556,877 | |
Sydney Airport unit (a) | 324,505 | 1,547,391 | |
Tabcorp Holdings Ltd. | 546,660 | 2,092,964 | |
Telstra Corp. Ltd. | 1,026,132 | 2,679,730 | |
The GPT Group unit | 486,745 | 1,732,334 | |
TPG Telecom Ltd. | 97,084 | 412,086 | |
Transurban Group unit | 677,208 | 7,392,307 | |
Treasury Wine Estates Ltd. | 181,758 | 1,405,773 | |
Vicinity Centres unit | 973,877 | 1,189,108 | |
Washington H. Soul Pattinson & Co. Ltd. | 27,845 | 649,303 | |
Wesfarmers Ltd. | 281,070 | 11,716,020 | |
Westpac Banking Corp. | 896,127 | 17,268,978 | |
WiseTech Global Ltd. | 35,551 | 860,764 | |
Woodside Petroleum Ltd. | 237,731 | 4,186,491 | |
Woolworths Group Ltd. | 313,690 | 9,496,888 | |
TOTAL AUSTRALIA | 289,085,831 | ||
Austria - 0.2% | |||
Erste Group Bank AG | 69,688 | 2,479,959 | |
OMV AG | 36,559 | 1,802,515 | |
Raiffeisen International Bank-Holding AG | 35,303 | 772,039 | |
Verbund AG | 17,253 | 1,416,707 | |
Voestalpine AG | 29,429 | 1,277,255 | |
TOTAL AUSTRIA | 7,748,475 | ||
Bailiwick of Jersey - 0.7% | |||
Experian PLC | 227,447 | 8,768,443 | |
Ferguson PLC | 55,789 | 7,035,968 | |
Glencore Xstrata PLC | 2,477,258 | 10,090,921 | |
WPP PLC | 302,924 | 4,084,058 | |
TOTAL BAILIWICK OF JERSEY | 29,979,390 | ||
Belgium - 0.9% | |||
Ageas | 43,886 | 2,657,091 | |
Anheuser-Busch InBev SA NV | 188,969 | 13,385,149 | |
Colruyt NV | 13,668 | 810,608 | |
Elia System Operator SA/NV | 7,432 | 804,161 | |
Galapagos Genomics NV (a) | 10,438 | 812,653 | |
Groupe Bruxelles Lambert SA | 28,058 | 3,069,004 | |
KBC Groep NV | 61,793 | 4,800,661 | |
Proximus | 37,059 | 789,946 | |
Sofina SA | 3,884 | 1,476,508 | |
Solvay SA Class A | 18,525 | 2,356,344 | |
UCB SA | 31,625 | 2,929,910 | |
Umicore SA | 48,691 | 2,958,592 | |
TOTAL BELGIUM | 36,850,627 | ||
Bermuda - 0.1% | |||
CK Infrastructure Holdings Ltd. | 163,000 | 998,848 | |
Hongkong Land Holdings Ltd. | 288,120 | 1,426,194 | |
Jardine Matheson Holdings Ltd. | 53,961 | 3,628,338 | |
TOTAL BERMUDA | 6,053,380 | ||
Cayman Islands - 0.6% | |||
ASM Pacific Technology Ltd. | 77,800 | 1,179,858 | |
Budweiser Brewing Co. APAC Ltd. (b) | 432,400 | 1,366,602 | |
CK Asset Holdings Ltd. | 639,000 | 4,010,331 | |
CK Hutchison Holdings Ltd. | 668,500 | 5,482,083 | |
ESR Cayman Ltd. (a)(b) | 464,400 | 1,587,309 | |
Melco Crown Entertainment Ltd. sponsored ADR (a) | 54,241 | 1,046,309 | |
Sands China Ltd. (a) | 607,600 | 2,886,349 | |
WH Group Ltd. (b) | 2,393,500 | 2,092,223 | |
Wharf Real Estate Investment Co. Ltd. | 413,000 | 2,376,634 | |
Wynn Macau Ltd. (a) | 379,200 | 729,329 | |
Xinyi Glass Holdings Ltd. | 458,000 | 1,624,396 | |
TOTAL CAYMAN ISLANDS | 24,381,423 | ||
Denmark - 2.4% | |||
A.P. Moller - Maersk A/S: | |||
Series A | 771 | 1,813,634 | |
Series B | 1,539 | 3,828,460 | |
Ambu A/S Series B | 41,290 | 2,313,693 | |
Carlsberg A/S Series B | 25,530 | 4,480,359 | |
Christian Hansen Holding A/S (a) | 26,103 | 2,399,548 | |
Coloplast A/S Series B | 29,421 | 4,873,282 | |
Danske Bank A/S | 170,978 | 3,263,160 | |
Demant A/S (a) | 27,212 | 1,364,691 | |
DSV Panalpina A/S | 51,369 | 11,456,581 | |
Genmab A/S (a) | 16,232 | 5,957,034 | |
GN Store Nord A/S | 31,613 | 2,853,930 | |
H Lundbeck A/S | 17,275 | 532,879 | |
Novo Nordisk A/S Series B | 427,269 | 31,518,558 | |
Novozymes A/S Series B | 51,523 | 3,667,601 | |
ORSTED A/S (b) | 46,915 | 6,843,003 | |
Pandora A/S | 24,777 | 2,812,018 | |
Rockwool International A/S Series B | 1,981 | 889,391 | |
Tryg A/S | 81,672 | 1,869,026 | |
Vestas Wind Systems A/S | 244,015 | 10,186,030 | |
TOTAL DENMARK | 102,922,878 | ||
Finland - 1.2% | |||
Elisa Corp. (A Shares) | 35,558 | 2,017,354 | |
Fortum Corp. | 110,153 | 2,893,627 | |
Kesko Oyj | 68,143 | 2,075,978 | |
Kone OYJ (B Shares) | 84,284 | 6,620,931 | |
Neste Oyj | 104,772 | 6,348,492 | |
Nokia Corp. (a) | 1,401,665 | 6,639,627 | |
Nordea Bank ABP (Stockholm Stock Exchange) | 804,123 | 8,334,399 | |
Orion Oyj (B Shares) | 25,890 | 1,146,380 | |
Sampo Oyj (A Shares) | 116,582 | 5,537,750 | |
Stora Enso Oyj (R Shares) | 143,815 | 2,754,322 | |
UPM-Kymmene Corp. | 132,179 | 5,172,592 | |
Wartsila Corp. | 111,169 | 1,434,764 | |
TOTAL FINLAND | 50,976,216 | ||
France - 10.5% | |||
Accor SA (a) | 45,749 | 1,840,908 | |
Aeroports de Paris SA | 7,294 | 935,675 | |
Air Liquide SA | 117,491 | 19,785,764 | |
Alstom SA (a) | 65,713 | 3,588,694 | |
Amundi SA (b) | 15,193 | 1,353,495 | |
Arkema SA | 17,259 | 2,157,962 | |
Atos Origin SA | 24,814 | 1,689,124 | |
AXA SA | 479,930 | 13,555,648 | |
bioMerieux SA | 10,483 | 1,246,707 | |
BNP Paribas SA | 279,019 | 17,890,069 | |
Bollore SA | 221,145 | 1,116,661 | |
Bouygues SA (c) | 57,030 | 2,443,632 | |
Bureau Veritas SA | 73,808 | 2,206,856 | |
Capgemini SA | 39,870 | 7,305,097 | |
Carrefour SA | 151,586 | 2,935,044 | |
CNP Assurances | 41,849 | 732,808 | |
Compagnie de St. Gobain | 126,176 | 7,961,094 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 41,807 | 6,049,500 | |
Covivio | 12,791 | 1,141,046 | |
Credit Agricole SA | 285,803 | 4,422,905 | |
Danone SA | 153,189 | 10,813,540 | |
Dassault Aviation SA | 601 | 654,632 | |
Dassault Systemes SA | 32,733 | 7,593,209 | |
Edenred SA | 60,835 | 3,448,498 | |
EDF SA | 153,586 | 2,237,943 | |
Eiffage SA | 20,554 | 2,251,671 | |
ENGIE | 452,341 | 6,727,140 | |
Essilor International SA | 70,715 | 11,766,368 | |
Eurazeo SA | 9,686 | 806,998 | |
Faurecia SA | 26,731 | 1,442,967 | |
Gecina SA | 11,427 | 1,671,241 | |
Getlink SE | 109,442 | 1,740,759 | |
Hermes International SCA | 7,863 | 9,869,237 | |
Iliad SA | 3,599 | 653,362 | |
Ipsen SA | 9,241 | 893,688 | |
Kering SA | 18,790 | 15,056,420 | |
Klepierre SA | 48,231 | 1,279,165 | |
L'Oreal SA | 62,527 | 25,602,957 | |
La Francaise des Jeux SAEM (b) | 21,007 | 1,076,396 | |
Legrand SA | 66,068 | 6,433,850 | |
LVMH Moet Hennessy Louis Vuitton SE | 68,898 | 51,904,342 | |
Natixis SA | 236,622 | 1,156,122 | |
Orange SA | 494,395 | 6,156,811 | |
Orpea (a) | 12,922 | 1,663,073 | |
Pernod Ricard SA | 51,901 | 10,651,335 | |
Publicis Groupe SA | 55,142 | 3,570,620 | |
Remy Cointreau SA | 5,565 | 1,111,965 | |
Renault SA | 47,462 | 1,912,976 | |
Safran SA | 79,444 | 11,861,680 | |
Sanofi SA | 281,135 | 29,474,863 | |
Sartorius Stedim Biotech | 6,851 | 3,146,387 | |
Schneider Electric SA | 133,591 | 21,315,233 | |
SCOR SE | 39,778 | 1,286,920 | |
SEB SA | 6,091 | 1,109,420 | |
Societe Generale Series A | 200,667 | 5,708,414 | |
Sodexo SA (a) | 22,194 | 2,217,335 | |
SR Teleperformance SA | 14,558 | 5,620,006 | |
Suez Environnement SA | 85,883 | 2,050,601 | |
Thales SA | 26,686 | 2,720,017 | |
Total SA | 625,007 | 27,623,940 | |
Ubisoft Entertainment SA (a) | 22,960 | 1,723,016 | |
Valeo SA | 57,466 | 1,861,244 | |
Veolia Environnement SA | 133,353 | 4,246,973 | |
VINCI SA | 129,333 | 14,191,681 | |
Vivendi SA | 205,761 | 7,173,909 | |
Wendel SA | 6,471 | 861,219 | |
Worldline SA/France (a)(b) | 58,707 | 5,761,485 | |
TOTAL FRANCE | 440,460,317 | ||
Germany - 8.5% | |||
adidas AG | 47,213 | 14,579,276 | |
Allianz SE | 102,321 | 26,620,537 | |
BASF AG | 227,896 | 18,379,113 | |
Bayer AG | 243,627 | 15,763,908 | |
Bayerische Motoren Werke AG (BMW) | 82,502 | 8,272,282 | |
Bechtle AG | 6,929 | 1,410,752 | |
Beiersdorf AG | 24,865 | 2,806,528 | |
Brenntag AG | 38,198 | 3,429,570 | |
Carl Zeiss Meditec AG | 10,114 | 1,781,983 | |
Commerzbank AG | 251,402 | 1,659,644 | |
Continental AG | 27,185 | 3,673,766 | |
Covestro AG (b) | 45,379 | 2,968,987 | |
Daimler AG (Germany) | 212,312 | 18,901,418 | |
Delivery Hero AG (a)(b) | 32,091 | 5,094,674 | |
Deutsche Bank AG (a) | 486,292 | 6,785,385 | |
Deutsche Borse AG | 47,116 | 8,117,259 | |
Deutsche Lufthansa AG (a)(c) | 74,949 | 967,574 | |
Deutsche Post AG | 245,816 | 14,477,870 | |
Deutsche Telekom AG | 827,334 | 15,922,088 | |
Deutsche Wohnen AG (Bearer) | 84,663 | 4,580,374 | |
E.ON AG | 556,087 | 6,702,938 | |
Evonik Industries AG | 52,575 | 1,840,626 | |
Fresenius Medical Care AG & Co. KGaA | 52,862 | 4,209,206 | |
Fresenius SE & Co. KGaA | 103,639 | 5,093,647 | |
GEA Group AG | 38,432 | 1,686,940 | |
Hannover Reuck SE | 14,904 | 2,755,840 | |
HeidelbergCement AG | 36,790 | 3,371,270 | |
HelloFresh AG (a) | 36,611 | 3,037,075 | |
Henkel AG & Co. KGaA | 25,160 | 2,501,560 | |
Hochtief AG | 6,436 | 603,384 | |
Infineon Technologies AG | 323,765 | 12,983,158 | |
KION Group AG | 18,104 | 1,805,233 | |
Knorr-Bremse AG | 17,951 | 2,201,322 | |
Lanxess AG | 20,626 | 1,518,110 | |
LEG Immobilien AG | 17,790 | 2,474,595 | |
Merck KGaA | 32,042 | 5,630,063 | |
MTU Aero Engines AG | 13,124 | 3,311,871 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 34,748 | 10,053,342 | |
Nemetschek Se | 14,169 | 1,056,150 | |
Puma AG | 24,207 | 2,552,903 | |
Rational AG | 1,259 | 1,049,856 | |
RWE AG | 159,159 | 6,035,145 | |
SAP SE | 259,095 | 36,278,667 | |
Scout24 AG (b) | 26,892 | 2,235,359 | |
Siemens AG | 189,792 | 31,663,934 | |
Siemens Healthineers AG (b) | 66,677 | 3,806,112 | |
Symrise AG | 31,819 | 4,108,522 | |
TeamViewer AG (a)(b) | 39,681 | 1,887,268 | |
Telefonica Deutschland Holding AG | 253,401 | 736,647 | |
Uniper SE | 50,151 | 1,829,321 | |
United Internet AG | 26,801 | 1,128,075 | |
Volkswagen AG (c) | 8,250 | 2,620,484 | |
Vonovia SE | 133,328 | 8,758,442 | |
Vonovia SE rights 5/20/21 (a)(d) | 133,328 | 270,896 | |
Zalando SE (a)(b) | 37,999 | 3,953,519 | |
TOTAL GERMANY | 357,944,468 | ||
Hong Kong - 2.5% | |||
AIA Group Ltd. | 3,000,000 | 38,077,728 | |
Bank of East Asia Ltd. | 320,542 | 673,457 | |
BOC Hong Kong (Holdings) Ltd. | 917,500 | 3,236,394 | |
CLP Holdings Ltd. | 407,500 | 4,022,319 | |
Galaxy Entertainment Group Ltd. | 537,000 | 4,728,628 | |
Hang Lung Properties Ltd. | 512,000 | 1,397,367 | |
Hang Seng Bank Ltd. | 189,400 | 3,718,387 | |
Henderson Land Development Co. Ltd. | 357,021 | 1,587,986 | |
Hong Kong & China Gas Co. Ltd. | 2,642,690 | 4,239,003 | |
Hong Kong Exchanges and Clearing Ltd. | 298,660 | 18,070,896 | |
Link (REIT) | 510,229 | 4,824,604 | |
MTR Corp. Ltd. | 388,435 | 2,165,265 | |
New World Development Co. Ltd. | 376,845 | 1,993,927 | |
PCCW Ltd. | 1,013,700 | 587,255 | |
Power Assets Holdings Ltd. | 347,500 | 2,136,156 | |
Sino Land Ltd. | 796,152 | 1,182,787 | |
SJM Holdings Ltd. | 478,000 | 620,288 | |
Sun Hung Kai Properties Ltd. | 323,000 | 4,877,590 | |
Swire Pacific Ltd. (A Shares) | 122,000 | 987,120 | |
Swire Properties Ltd. | 286,400 | 855,393 | |
Techtronic Industries Co. Ltd. | 340,500 | 6,207,048 | |
TOTAL HONG KONG | 106,189,598 | ||
Ireland - 0.8% | |||
CRH PLC | 194,715 | 9,187,480 | |
DCC PLC (United Kingdom) | 24,804 | 2,152,620 | |
Flutter Entertainment PLC (Ireland) | 40,465 | 8,263,040 | |
James Hardie Industries PLC CDI | 109,749 | 3,626,987 | |
Kerry Group PLC Class A | 39,406 | 5,107,118 | |
Kingspan Group PLC (Ireland) | 38,258 | 3,406,440 | |
Smurfit Kappa Group PLC | 60,758 | 3,108,851 | |
TOTAL IRELAND | 34,852,536 | ||
Isle of Man - 0.1% | |||
Entain PLC (a) | 145,012 | 3,387,547 | |
Israel - 0.6% | |||
Azrieli Group | 10,995 | 773,426 | |
Bank Hapoalim BM (Reg.) (a) | 282,647 | 2,253,623 | |
Bank Leumi le-Israel BM (a) | 362,929 | 2,556,318 | |
Check Point Software Technologies Ltd. (a) | 27,766 | 3,243,346 | |
CyberArk Software Ltd. (a) | 9,807 | 1,377,884 | |
Elbit Systems Ltd. (Israel) | 6,519 | 896,868 | |
Icl Group Ltd. | 173,422 | 1,113,134 | |
Israel Discount Bank Ltd. (Class A) | 286,191 | 1,293,359 | |
Mizrahi Tefahot Bank Ltd. (a) | 34,429 | 969,801 | |
NICE Systems Ltd. (a) | 15,516 | 3,748,659 | |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | 271,255 | 2,902,429 | |
Wix.com Ltd. (a) | 13,780 | 4,380,386 | |
TOTAL ISRAEL | 25,509,233 | ||
Italy - 1.9% | |||
Amplifon SpA | 31,370 | 1,324,913 | |
Assicurazioni Generali SpA | 273,541 | 5,487,107 | |
Atlantia SpA (a) | 122,528 | 2,390,093 | |
Davide Campari-Milano NV | 145,310 | 1,714,146 | |
DiaSorin SpA | 6,380 | 1,083,438 | |
Enel SpA | 2,018,313 | 20,040,498 | |
Eni SpA | 624,061 | 7,433,126 | |
FinecoBank SpA | 150,313 | 2,587,822 | |
Infrastrutture Wireless Italiane SpA (b) | 82,093 | 957,354 | |
Intesa Sanpaolo SpA | 4,097,626 | 11,423,832 | |
Mediobanca SpA (a) | 155,475 | 1,757,420 | |
Moncler SpA | 47,853 | 2,935,245 | |
Nexi SpA (a)(b) | 110,256 | 2,112,931 | |
Poste Italiane SpA (b) | 128,513 | 1,684,102 | |
Prysmian SpA | 60,552 | 1,896,405 | |
Recordati SpA | 26,373 | 1,453,446 | |
Snam Rete Gas SpA | 501,133 | 2,819,640 | |
Telecom Italia SpA | 2,072,791 | 1,137,106 | |
Telecom Italia SpA (Risparmio Shares) | 1,523,238 | 893,681 | |
Terna SpA | 347,954 | 2,564,349 | |
UniCredit SpA | 526,503 | 5,419,645 | |
TOTAL ITALY | 79,116,299 | ||
Japan - 23.5% | |||
ABC-MART, Inc. | 7,900 | 422,866 | |
ACOM Co. Ltd. | 104,100 | 446,728 | |
Advantest Corp. | 49,300 | 4,682,350 | |
AEON Co. Ltd. | 161,900 | 4,418,215 | |
AEON MALL Co. Ltd. | 26,800 | 425,210 | |
AGC, Inc. | 48,230 | 2,197,689 | |
Air Water, Inc. | 44,900 | 743,609 | |
Aisin Seiki Co. Ltd. | 40,690 | 1,567,434 | |
Ajinomoto Co., Inc. | 116,600 | 2,332,747 | |
Alfresa Holdings Corp. | 45,900 | 821,908 | |
Amada Co. Ltd. | 78,700 | 851,881 | |
Ana Holdings, Inc. (a) | 39,600 | 907,659 | |
Asahi Group Holdings | 113,000 | 4,719,965 | |
ASAHI INTECC Co. Ltd. | 48,700 | 1,310,965 | |
Asahi Kasei Corp. | 310,200 | 3,268,326 | |
Astellas Pharma, Inc. | 461,300 | 6,943,058 | |
Azbil Corp. | 30,300 | 1,225,419 | |
Bandai Namco Holdings, Inc. | 49,400 | 3,627,820 | |
Bank of Kyoto Ltd. | 13,800 | 739,940 | |
Bridgestone Corp. | 132,300 | 5,298,537 | |
Brother Industries Ltd. | 54,700 | 1,156,663 | |
Calbee, Inc. | 22,700 | 543,977 | |
Canon, Inc. | 247,800 | 5,892,722 | |
Capcom Co. Ltd. | 43,400 | 1,409,736 | |
Casio Computer Co. Ltd. | 47,700 | 842,792 | |
Central Japan Railway Co. | 35,800 | 5,236,188 | |
Chiba Bank Ltd. | 129,400 | 807,492 | |
Chubu Electric Power Co., Inc. | 160,360 | 1,937,555 | |
Chugai Pharmaceutical Co. Ltd. | 166,400 | 6,243,997 | |
Chugoku Electric Power Co., Inc. | 71,500 | 798,152 | |
Coca-Cola West Co. Ltd. | 29,800 | 475,807 | |
Concordia Financial Group Ltd. | 256,500 | 962,256 | |
Cosmos Pharmaceutical Corp. | 4,900 | 703,459 | |
CyberAgent, Inc. | 101,200 | 2,081,596 | |
Dai Nippon Printing Co. Ltd. | 60,920 | 1,210,150 | |
Dai-ichi Mutual Life Insurance Co. | 267,300 | 4,807,193 | |
Daifuku Co. Ltd. | 25,000 | 2,475,066 | |
Daiichi Sankyo Kabushiki Kaisha | 422,000 | 10,761,405 | |
Daikin Industries Ltd. | 61,800 | 12,465,975 | |
Daito Trust Construction Co. Ltd. | 16,400 | 1,743,691 | |
Daiwa House Industry Co. Ltd. | 140,200 | 4,149,941 | |
Daiwa House REIT Investment Corp. | 499 | 1,338,246 | |
Daiwa Securities Group, Inc. | 357,200 | 1,902,517 | |
DENSO Corp. | 107,400 | 6,936,926 | |
Dentsu Group, Inc. | 54,100 | 1,663,245 | |
Disco Corp. | 7,200 | 2,332,144 | |
East Japan Railway Co. | 75,000 | 5,132,446 | |
Eisai Co. Ltd. | 62,500 | 4,076,883 | |
ENEOS Holdings, Inc. | 756,700 | 3,262,486 | |
FANUC Corp. | 47,600 | 10,961,467 | |
Fast Retailing Co. Ltd. | 14,500 | 11,902,233 | |
Fuji Electric Co. Ltd. | 31,900 | 1,452,123 | |
Fujifilm Holdings Corp. | 89,200 | 5,784,247 | |
Fujitsu Ltd. | 48,700 | 7,755,728 | |
Fukuoka Financial Group, Inc. | 42,000 | 714,796 | |
GLP J-REIT | 1,025 | 1,718,181 | |
GMO Payment Gateway, Inc. | 10,100 | 1,289,185 | |
Hakuhodo DY Holdings, Inc. | 57,300 | 965,224 | |
Hamamatsu Photonics K.K. | 35,000 | 2,030,378 | |
Hankyu Hanshin Holdings, Inc. | 56,700 | 1,784,683 | |
Harmonic Drive Systems, Inc. | 10,600 | 714,814 | |
Hikari Tsushin, Inc. | 5,300 | 1,065,916 | |
Hino Motors Ltd. | 70,470 | 589,990 | |
Hirose Electric Co. Ltd. | 8,230 | 1,311,047 | |
Hisamitsu Pharmaceutical Co., Inc. | 12,400 | 721,603 | |
Hitachi Construction Machinery Co. Ltd. | 26,500 | 813,501 | |
Hitachi Ltd. | 240,000 | 11,816,635 | |
Hitachi Metals Ltd. | 52,700 | 1,022,271 | |
Honda Motor Co. Ltd. | 404,200 | 12,053,176 | |
Hoshizaki Corp. | 12,700 | 1,127,185 | |
Hoya Corp. | 93,200 | 10,604,282 | |
Hulic Co. Ltd. | 73,800 | 840,033 | |
Ibiden Co. Ltd. | 25,900 | 1,227,578 | |
Idemitsu Kosan Co. Ltd. | 49,123 | 1,176,273 | |
Iida Group Holdings Co. Ltd. | 36,100 | 879,626 | |
INPEX Corp. | 256,000 | 1,747,424 | |
Isuzu Motors Ltd. | 138,400 | 1,400,589 | |
ITO EN Ltd. | 13,100 | 725,181 | |
Itochu Corp. | 334,300 | 10,424,507 | |
ITOCHU Techno-Solutions Corp. | 23,200 | 804,538 | |
Japan Airlines Co. Ltd. (a) | 35,600 | 756,040 | |
Japan Airport Terminal Co. Ltd. | 15,100 | 678,388 | |
Japan Exchange Group, Inc. | 126,000 | 2,953,143 | |
Japan Post Bank Co. Ltd. | 100,700 | 920,480 | |
Japan Post Holdings Co. Ltd. | 390,900 | 3,282,001 | |
Japan Post Insurance Co. Ltd. | 57,100 | 1,100,307 | |
Japan Real Estate Investment Corp. | 323 | 2,003,788 | |
Japan Retail Fund Investment Corp. | 1,718 | 1,693,006 | |
Japan Tobacco, Inc. | 297,500 | 5,564,004 | |
JFE Holdings, Inc. | 123,700 | 1,627,602 | |
JSR Corp. | 50,600 | 1,557,956 | |
Kajima Corp. | 110,200 | 1,522,573 | |
Kakaku.com, Inc. | 34,000 | 923,964 | |
Kansai Electric Power Co., Inc. | 174,400 | 1,726,606 | |
Kansai Paint Co. Ltd. | 44,800 | 1,128,506 | |
Kao Corp. | 119,300 | 7,648,779 | |
KDDI Corp. | 400,000 | 12,091,783 | |
Keihan Electric Railway Co., Ltd. | 24,300 | 886,042 | |
Keikyu Corp. | 53,920 | 689,726 | |
Keio Corp. | 25,700 | 1,669,595 | |
Keisei Electric Railway Co. | 32,800 | 1,023,406 | |
Keyence Corp. | 45,200 | 21,721,146 | |
Kikkoman Corp. | 36,500 | 2,240,964 | |
Kintetsu Group Holdings Co. Ltd. | 42,600 | 1,526,023 | |
Kirin Holdings Co. Ltd. | 203,400 | 3,816,193 | |
Kobayashi Pharmaceutical Co. Ltd. | 12,060 | 1,075,899 | |
Kobe Bussan Co. Ltd. | 30,200 | 807,433 | |
Koito Manufacturing Co. Ltd. | 26,200 | 1,632,556 | |
Komatsu Ltd. | 217,100 | 6,383,744 | |
Konami Holdings Corp. | 23,400 | 1,395,992 | |
Kose Corp. | 8,300 | 1,250,050 | |
Kubota Corp. | 254,500 | 5,984,674 | |
Kuraray Co. Ltd. | 77,720 | 844,118 | |
Kurita Water Industries Ltd. | 24,200 | 1,116,003 | |
Kyocera Corp. | 79,500 | 4,827,903 | |
Kyowa Hakko Kirin Co., Ltd. | 67,400 | 2,047,470 | |
Kyushu Electric Power Co., Inc. | 93,200 | 851,071 | |
Kyushu Railway Co. | 36,600 | 821,147 | |
Lasertec Corp. | 18,600 | 3,291,463 | |
Lawson, Inc. | 12,000 | 538,018 | |
Lion Corp. | 56,630 | 1,062,234 | |
LIXIL Group Corp. | 66,600 | 1,804,397 | |
M3, Inc. | 109,300 | 7,577,693 | |
Makita Corp. | 56,220 | 2,528,331 | |
Marubeni Corp. | 407,500 | 3,387,817 | |
Marui Group Co. Ltd. | 46,500�� | 870,519 | |
Mazda Motor Corp. | 143,400 | 1,110,041 | |
McDonald's Holdings Co. (Japan) Ltd. | 16,100 | 735,099 | |
Medipal Holdings Corp. | 44,900 | 824,954 | |
Meiji Holdings Co. Ltd. | 28,100 | 1,740,662 | |
Mercari, Inc. (a) | 21,200 | 1,047,488 | |
Minebea Mitsumi, Inc. | 89,710 | 2,249,932 | |
Misumi Group, Inc. | 71,250 | 2,007,960 | |
Mitsubishi Chemical Holdings Corp. | 320,900 | 2,388,619 | |
Mitsubishi Corp. | 331,800 | 9,168,597 | |
Mitsubishi Electric Corp. | 452,200 | 6,959,469 | |
Mitsubishi Estate Co. Ltd. | 292,900 | 4,811,986 | |
Mitsubishi Gas Chemical Co., Inc. | 38,700 | 894,820 | |
Mitsubishi Heavy Industries Ltd. | 80,400 | 2,388,680 | |
Mitsubishi UFJ Financial Group, Inc. | 3,033,200 | 16,136,919 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 162,700 | 931,926 | |
Mitsui & Co. Ltd. | 404,500 | 8,525,627 | |
Mitsui Chemicals, Inc. | 46,400 | 1,460,481 | |
Mitsui Fudosan Co. Ltd. | 227,200 | 4,926,928 | |
Miura Co. Ltd. | 22,200 | 1,163,931 | |
Mizuho Financial Group, Inc. | 598,420 | 8,404,929 | |
MonotaRO Co. Ltd. | 63,200 | 1,613,396 | |
MS&AD Insurance Group Holdings, Inc. | 110,000 | 3,115,107 | |
Murata Manufacturing Co. Ltd. | 142,400 | 11,321,855 | |
Nabtesco Corp. | 28,500 | 1,281,705 | |
Nagoya Railroad Co. Ltd. | 45,700 | 1,047,893 | |
NEC Corp. | 64,200 | 3,736,042 | |
Nexon Co. Ltd. | 120,810 | 4,007,103 | |
NGK Insulators Ltd. | 64,700 | 1,178,678 | |
NGK Spark Plug Co. Ltd. | 36,900 | 615,844 | |
NH Foods Ltd. | 20,100 | 896,582 | |
Nidec Corp. | 110,900 | 12,805,508 | |
Nihon M&A Center, Inc. | 76,200 | 1,996,860 | |
Nintendo Co. Ltd. | 27,800 | 15,947,562 | |
Nippon Building Fund, Inc. | 367 | 2,411,071 | |
Nippon Express Co. Ltd. | 17,800 | 1,359,960 | |
Nippon Paint Holdings Co. Ltd. | 181,400 | 2,592,614 | |
Nippon Prologis REIT, Inc. | 521 | 1,673,264 | |
Nippon Sanso Holdings Corp. | 37,000 | 695,379 | |
Nippon Shinyaku Co. Ltd. | 11,100 | 747,516 | |
Nippon Steel & Sumitomo Metal Corp. | 199,800 | 3,486,308 | |
Nippon Telegraph & Telephone Corp. | 319,400 | 8,052,996 | |
Nippon Yusen KK | 37,700 | 1,479,852 | |
Nissan Chemical Corp. | 30,700 | 1,578,681 | |
Nissan Motor Co. Ltd. (a) | 574,000 | 2,881,451 | |
Nisshin Seifun Group, Inc. | 47,900 | 772,255 | |
Nissin Food Holdings Co. Ltd. | 16,100 | 1,141,687 | |
Nitori Holdings Co. Ltd. | 19,800 | 3,552,731 | |
Nitto Denko Corp. | 39,200 | 3,249,629 | |
Nomura Holdings, Inc. | 779,000 | 4,187,247 | |
Nomura Real Estate Holdings, Inc. | 30,000 | 738,402 | |
Nomura Real Estate Master Fund, Inc. | 1,052 | 1,663,332 | |
Nomura Research Institute Ltd. | 79,120 | 2,436,076 | |
NSK Ltd. | 87,600 | 806,346 | |
NTT Data Corp. | 158,300 | 2,459,451 | |
Obayashi Corp. | 164,000 | 1,496,093 | |
OBIC Co. Ltd. | 17,200 | 3,325,428 | |
Odakyu Electric Railway Co. Ltd. | 73,900 | 1,998,120 | |
Oji Holdings Corp. | 217,900 | 1,373,713 | |
Olympus Corp. | 289,000 | 5,943,156 | |
OMRON Corp. | 45,900 | 3,481,663 | |
Ono Pharmaceutical Co. Ltd. | 92,100 | 2,318,301 | |
Oracle Corp. Japan | 9,500 | 890,978 | |
Oriental Land Co. Ltd. | 49,600 | 7,023,149 | |
ORIX Corp. | 325,600 | 5,235,996 | |
ORIX JREIT, Inc. | 638 | 1,125,505 | |
Osaka Gas Co. Ltd. | 94,430 | 1,821,378 | |
Otsuka Corp. | 26,500 | 1,336,033 | |
Otsuka Holdings Co. Ltd. | 96,500 | 3,709,365 | |
Pan Pacific International Holdings Ltd. | 103,400 | 2,228,081 | |
Panasonic Corp. | 547,400 | 6,427,571 | |
PeptiDream, Inc. (a) | 24,000 | 1,028,822 | |
Persol Holdings Co. Ltd. | 43,500 | 799,629 | |
Pigeon Corp. | 28,300 | 959,388 | |
Pola Orbis Holdings, Inc. | 23,700 | 614,348 | |
Rakuten Group, Inc. | 213,300 | 2,710,895 | |
Recruit Holdings Co. Ltd. | 336,600 | 15,176,450 | |
Renesas Electronics Corp. (a) | 195,100 | 2,276,077 | |
Resona Holdings, Inc. | 524,120 | 2,153,261 | |
Ricoh Co. Ltd. | 168,100 | 1,787,283 | |
Rinnai Corp. | 8,900 | 894,153 | |
ROHM Co. Ltd. | 22,000 | 2,180,071 | |
Ryohin Keikaku Co. Ltd. | 60,300 | 1,269,009 | |
Santen Pharmaceutical Co. Ltd. | 91,200 | 1,168,268 | |
SBI Holdings, Inc. Japan | 61,300 | 1,733,159 | |
SCSK Corp. | 12,700 | 736,737 | |
Secom Co. Ltd. | 52,000 | 4,318,346 | |
Sega Sammy Holdings, Inc. | 42,100 | 604,400 | |
Seibu Holdings, Inc. | 51,400 | 553,083 | |
Seiko Epson Corp. | 70,600 | 1,200,245 | |
Sekisui Chemical Co. Ltd. | 87,800 | 1,528,004 | |
Sekisui House Ltd. | 153,800 | 3,108,649 | |
Seven & i Holdings Co. Ltd. | 186,800 | 8,031,597 | |
SG Holdings Co. Ltd. | 80,600 | 1,831,919 | |
Sharp Corp. | 52,400 | 885,560 | |
Shimadzu Corp. | 55,600 | 1,945,924 | |
Shimamura Co. Ltd. | 5,300 | 524,714 | |
SHIMANO, Inc. | 18,400 | 4,214,878 | |
SHIMIZU Corp. | 138,800 | 1,136,664 | |
Shin-Etsu Chemical Co. Ltd. | 87,800 | 14,822,125 | |
Shinsei Bank Ltd. | 40,000 | 582,304 | |
Shionogi & Co. Ltd. | 65,400 | 3,447,837 | |
Shiseido Co. Ltd. | 99,100 | 7,188,808 | |
Shizuoka Bank Ltd. | 100,800 | 771,979 | |
SMC Corp. | 14,200 | 8,244,030 | |
SoftBank Corp. | 712,400 | 9,187,737 | |
SoftBank Group Corp. | 388,800 | 35,035,018 | |
Sohgo Security Services Co., Ltd. | 17,400 | 762,613 | |
Sompo Holdings, Inc. | 83,000 | 3,083,356 | |
Sony Group Corp. | 312,900 | 31,283,408 | |
Square Enix Holdings Co. Ltd. | 23,300 | 1,296,221 | |
Stanley Electric Co. Ltd. | 31,400 | 899,277 | |
Subaru Corp. | 151,600 | 2,812,417 | |
Sumco Corp. | 65,600 | 1,699,874 | |
Sumitomo Chemical Co. Ltd. | 372,400 | 1,897,949 | |
Sumitomo Corp. | 293,500 | 3,996,047 | |
Sumitomo Dainippon Pharma Co., Ltd. | 44,100 | 764,658 | |
Sumitomo Electric Industries Ltd. | 185,900 | 2,765,792 | |
Sumitomo Metal Mining Co. Ltd. | 58,330 | 2,475,916 | |
Sumitomo Mitsui Financial Group, Inc. | 323,800 | 11,374,679 | |
Sumitomo Mitsui Trust Holdings, Inc. | 84,300 | 2,869,393 | |
Sumitomo Realty & Development Co. Ltd. | 76,500 | 2,547,200 | |
Sundrug Co. Ltd. | 17,500 | 596,464 | |
Suntory Beverage & Food Ltd. | 35,000 | 1,181,718 | |
Suzuken Co. Ltd. | 16,400 | 590,484 | |
Suzuki Motor Corp. | 91,000 | 3,452,987 | |
Sysmex Corp. | 41,400 | 4,138,485 | |
T&D Holdings, Inc. | 134,800 | 1,651,544 | |
Taiheiyo Cement Corp. | 27,890 | 698,973 | |
Taisei Corp. | 47,300 | 1,744,158 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 8,800 | 518,547 | |
Takeda Pharmaceutical Co. Ltd. | 391,003 | 13,059,698 | |
TDK Corp. | 32,000 | 4,348,065 | |
TECMO KOEI HOLDINGS CO., LTD. | 14,430 | 644,986 | |
Teijin Ltd. | 42,800 | 704,130 | |
Terumo Corp. | 159,900 | 6,045,446 | |
THK Co. Ltd. | 30,400 | 1,036,142 | |
TIS, Inc. | 56,900 | 1,413,519 | |
Tobu Railway Co. Ltd. | 46,500 | 1,195,581 | |
Toho Co. Ltd. | 28,270 | 1,125,213 | |
Toho Gas Co. Ltd. | 18,200 | 1,010,834 | |
Tohoku Electric Power Co., Inc. | 105,010 | 925,287 | |
Tokio Marine Holdings, Inc. | 156,600 | 7,493,988 | |
Tokyo Century Corp. | 10,500 | 648,504 | |
Tokyo Electric Power Co., Inc. (a) | 366,000 | 1,081,691 | |
Tokyo Electron Ltd. | 37,000 | 16,358,679 | |
Tokyo Gas Co. Ltd. | 93,900 | 1,901,370 | |
Tokyu Corp. | 124,600 | 1,601,821 | |
Tokyu Fudosan Holdings Corp. | 149,700 | 831,438 | |
Toppan Printing Co. Ltd. | 65,300 | 1,113,129 | |
Toray Industries, Inc. | 347,000 | 2,156,486 | |
Toshiba Corp. | 95,800 | 3,957,700 | |
Tosoh Corp. | 65,390 | 1,159,537 | |
Toto Ltd. | 35,600 | 1,846,939 | |
Toyo Suisan Kaisha Ltd. | 21,600 | 880,483 | |
Toyoda Gosei Co. Ltd. | 15,200 | 371,342 | |
Toyota Industries Corp. | 36,170 | 2,895,850 | |
Toyota Motor Corp. | 526,230 | 39,374,728 | |
Toyota Tsusho Corp. | 53,140 | 2,246,379 | |
Trend Micro, Inc. | 33,200 | 1,579,650 | |
Tsuruha Holdings, Inc. | 9,400 | 1,085,442 | |
Unicharm Corp. | 100,000 | 3,883,246 | |
United Urban Investment Corp. | 721 | 1,077,971 | |
USS Co. Ltd. | 55,300 | 1,002,373 | |
Welcia Holdings Co. Ltd. | 23,100 | 720,752 | |
West Japan Railway Co. | 40,200 | 2,218,743 | |
Yakult Honsha Co. Ltd. | 31,900 | 1,552,823 | |
Yamada Holdings Co. Ltd. | 176,000 | 876,055 | |
Yamaha Corp. | 33,500 | 1,823,817 | |
Yamaha Motor Co. Ltd. | 70,200 | 1,752,912 | |
Yamato Holdings Co. Ltd. | 71,900 | 2,029,568 | |
Yamazaki Baking Co. Ltd. | 31,700 | 502,083 | |
Yaskawa Electric Corp. | 59,300 | 2,734,669 | |
Yokogawa Electric Corp. | 57,900 | 1,051,090 | |
Z Holdings Corp. | 656,200 | 3,032,126 | |
ZOZO, Inc. | 27,600 | 931,869 | |
TOTAL JAPAN | 988,759,645 | ||
Luxembourg - 0.3% | |||
ArcelorMittal SA (Netherlands) | 177,410 | 5,172,311 | |
Aroundtown SA | 251,043 | 1,932,833 | |
Eurofins Scientific SA (a) | 33,088 | 3,275,887 | |
SES SA (France) (depositary receipt) | 93,698 | 710,136 | |
Tenaris SA | 116,369 | 1,247,822 | |
TOTAL LUXEMBOURG | 12,338,989 | ||
Multi-National - 0.1% | |||
HK Electric Investments & HK Electric Investments Ltd. unit | 686,000 | 687,082 | |
HKT Trust/HKT Ltd. unit | 955,000 | 1,386,811 | |
TOTAL MULTI-NATIONAL | 2,073,893 | ||
Netherlands - 5.4% | |||
ABN AMRO Group NV GDR (a)(b) | 105,513 | 1,363,416 | |
Adyen BV (a)(b) | 4,511 | 11,101,994 | |
AEGON NV | 442,176 | 2,049,188 | |
Airbus Group NV | 145,853 | 17,540,239 | |
Akzo Nobel NV | 47,822 | 5,744,800 | |
Argenx SE (a) | 11,168 | 3,209,204 | |
ASM International NV (Netherlands) | 11,666 | 3,547,036 | |
ASML Holding NV (Netherlands) | 105,619 | 68,561,728 | |
CNH Industrial NV | 253,636 | 3,772,032 | |
EXOR NV | 26,809 | 2,202,030 | |
Ferrari NV | 31,235 | 6,689,938 | |
Heineken Holding NV | 28,544 | 2,834,586 | |
Heineken NV (Bearer) | 64,313 | 7,456,770 | |
ING Groep NV (Certificaten Van Aandelen) | 967,608 | 12,361,187 | |
JDE Peet's BV | 18,516 | 719,471 | |
Just Eat Takeaway.com NV (a)(b) | 31,295 | 3,235,700 | |
Koninklijke Ahold Delhaize NV | 273,062 | 7,348,623 | |
Koninklijke DSM NV | 42,746 | 7,667,594 | |
Koninklijke KPN NV | 883,826 | 3,048,860 | |
Koninklijke Philips Electronics NV | 226,106 | 12,784,747 | |
Koninklijke Vopak NV | 17,471 | 800,272 | |
NN Group NV | 73,740 | 3,685,343 | |
Prosus NV | 120,907 | 13,122,243 | |
QIAGEN NV (Germany) (a) | 57,117 | 2,783,151 | |
Randstad NV | 29,556 | 2,134,865 | |
Stellantis NV (Italy) | 507,873 | 8,440,800 | |
STMicroelectronics NV (France) | 157,858 | 5,896,196 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 34,319 | 2,830,025 | |
Wolters Kluwer NV | 66,374 | 6,005,608 | |
Wolters Kluwer NV rights (a)(d) | 66,374 | 71,020 | |
TOTAL NETHERLANDS | 229,008,666 | ||
New Zealand - 0.3% | |||
Auckland International Airport Ltd. | 309,401 | 1,680,482 | |
Fisher & Paykel Healthcare Corp. | 142,435 | 3,664,257 | |
Mercury Nz Ltd. | 165,048 | 819,672 | |
Meridian Energy Ltd. | 324,285 | 1,236,871 | |
Ryman Healthcare Group Ltd. | 97,887 | 993,980 | |
Spark New Zealand Ltd. | 478,594 | 1,506,920 | |
The a2 Milk Co. Ltd. (a) | 186,711 | 1,022,120 | |
Xero Ltd. (a) | 29,994 | 3,270,868 | |
TOTAL NEW ZEALAND | 14,195,170 | ||
Norway - 0.6% | |||
Adevinta ASA Class B (a) | 58,473 | 1,071,256 | |
DNB ASA | 230,639 | 4,946,341 | |
Equinor ASA | 241,787 | 4,923,462 | |
Gjensidige Forsikring ASA | 50,832 | 1,156,910 | |
Mowi ASA | 108,644 | 2,683,470 | |
Norsk Hydro ASA | 337,573 | 2,149,593 | |
Orkla ASA | 188,054 | 1,919,398 | |
Schibsted ASA: | |||
(A Shares) | 19,457 | 980,330 | |
(B Shares) | 24,313 | 1,066,103 | |
Telenor ASA | 172,922 | 3,083,886 | |
Yara International ASA | 42,881 | 2,239,353 | |
TOTAL NORWAY | 26,220,102 | ||
Papua New Guinea - 0.0% | |||
Oil Search Ltd. ADR | 495,481 | 1,450,436 | |
Portugal - 0.2% | |||
Energias de Portugal SA | 686,280 | 3,813,520 | |
Galp Energia SGPS SA Class B | 125,814 | 1,448,724 | |
Jeronimo Martins SGPS SA | 61,595 | 1,124,859 | |
TOTAL PORTUGAL | 6,387,103 | ||
Singapore - 1.1% | |||
Ascendas Real Estate Investment Trust | 787,489 | 1,840,384 | |
CapitaLand Ltd. | 646,265 | 1,806,580 | |
CapitaMall Trust | 1,115,149 | 1,801,669 | |
City Developments Ltd. | 109,300 | 648,038 | |
DBS Group Holdings Ltd. | 445,702 | 10,017,619 | |
Genting Singapore Ltd. | 1,476,100 | 959,479 | |
Keppel Corp. Ltd. | 368,300 | 1,500,046 | |
Mapletree Commercial Trust | 522,400 | 859,708 | |
Mapletree Logistics Trust (REIT) | 706,268 | 1,056,151 | |
Oversea-Chinese Banking Corp. Ltd. | 833,752 | 7,643,640 | |
Singapore Airlines Ltd. (a) | 337,090 | 1,277,543 | |
Singapore Exchange Ltd. | 203,000 | 1,594,101 | |
Singapore Technologies Engineering Ltd. | 389,500 | 1,129,791 | |
Singapore Telecommunications Ltd. | 2,020,100 | 3,795,040 | |
Suntec (REIT) | 512,700 | 589,465 | |
United Overseas Bank Ltd. | 292,772 | 5,849,940 | |
UOL Group Ltd. | 120,591 | 697,765 | |
Venture Corp. Ltd. | 67,000 | 1,014,503 | |
Wilmar International Ltd. | 478,000 | 1,875,003 | |
TOTAL SINGAPORE | 45,956,465 | ||
Spain - 2.5% | |||
ACS Actividades de Construccion y Servicios SA | 59,619 | 1,944,595 | |
Aena Sme SA (a)(b) | 16,694 | 2,904,181 | |
Amadeus IT Holding SA Class A (a) | 111,701 | 7,606,625 | |
Banco Bilbao Vizcaya Argentaria SA | 1,653,704 | 9,285,728 | |
Banco Santander SA (Spain) | 4,300,897 | 16,623,972 | |
CaixaBank SA | 1,106,245 | 3,538,839 | |
Cellnex Telecom SA (b) | 109,378 | 6,185,746 | |
Enagas SA | 62,375 | 1,358,825 | |
Endesa SA | 78,616 | 2,066,122 | |
Ferrovial SA | 120,363 | 3,420,860 | |
Grifols SA | 74,880 | 2,030,052 | |
Iberdrola SA | 1,519,138 | 20,529,569 | |
Industria de Diseno Textil SA | 270,639 | 9,637,629 | |
Naturgy Energy Group SA | 72,032 | 1,847,188 | |
Red Electrica Corporacion SA | 109,039 | 2,002,432 | |
Repsol SA | 371,492 | 4,434,237 | |
Siemens Gamesa Renewable Energy SA | 58,873 | 2,130,480 | |
Telefonica SA | 1,254,296 | 5,812,810 | |
TOTAL SPAIN | 103,359,890 | ||
Sweden - 3.4% | |||
Alfa Laval AB | 77,819 | 2,632,713 | |
ASSA ABLOY AB (B Shares) | 248,557 | 7,084,809 | |
Atlas Copco AB: | |||
(A Shares) | 168,217 | 10,193,705 | |
(B Shares) | 94,809 | 4,922,132 | |
Boliden AB | 67,331 | 2,623,074 | |
Electrolux AB (B Shares) | 56,911 | 1,597,304 | |
Epiroc AB: | |||
(A Shares) | 166,624 | 3,611,756 | |
(B Shares) | 93,154 | 1,827,747 | |
EQT AB | 58,954 | 1,993,790 | |
Ericsson (B Shares) | 723,820 | 9,941,044 | |
Essity AB (B Shares) | 150,916 | 4,925,621 | |
Evolution Gaming Group AB (b) | 39,649 | 7,830,930 | |
Fastighets AB Balder (a) | 25,549 | 1,471,877 | |
H&M Hennes & Mauritz AB (B Shares) | 199,124 | 4,911,328 | |
Hexagon AB (B Shares) | 69,760 | 6,653,345 | |
Husqvarna AB (B Shares) | 105,809 | 1,472,981 | |
ICA Gruppen AB (c) | 25,314 | 1,166,192 | |
Industrivarden AB: | |||
(A Shares) | 29,746 | 1,141,273 | |
(C Shares) | 35,959 | 1,298,093 | |
Investor AB (B Shares) | 113,218 | 9,614,546 | |
Kinnevik AB (B Shares) | 59,895 | 3,311,168 | |
L E Lundbergforetagen AB | 18,592 | 1,062,519 | |
Latour Investment AB (B Shares) | 36,458 | 1,115,417 | |
Lundin Petroleum AB | 46,785 | 1,498,791 | |
Nibe Industrier AB (B Shares) | 77,022 | 2,818,649 | |
Sandvik AB | 280,029 | 6,923,362 | |
Securitas AB (B Shares) | 78,448 | 1,338,580 | |
Skandinaviska Enskilda Banken AB (A Shares) | 403,652 | 5,180,619 | |
Skanska AB (B Shares) | 85,314 | 2,313,860 | |
SKF AB (B Shares) | 94,324 | 2,435,663 | |
Svenska Cellulosa AB SCA (B Shares) | 149,490 | 2,622,306 | |
Svenska Handelsbanken AB (A Shares) | 385,558 | 4,464,864 | |
Swedbank AB (A Shares) | 224,458 | 3,943,735 | |
Swedish Match Co. AB | 40,073 | 3,287,051 | |
Tele2 AB (B Shares) | 124,128 | 1,603,369 | |
Telia Co. AB | 613,353 | 2,538,747 | |
Volvo AB (B Shares) | 353,400 | 8,635,090 | |
TOTAL SWEDEN | 142,008,050 | ||
Switzerland - 9.2% | |||
ABB Ltd. (Reg.) (c) | 457,273 | 14,853,221 | |
Adecco SA (Reg.) | 38,394 | 2,599,819 | |
Alcon, Inc. (Switzerland) | 121,937 | 9,146,110 | |
Baloise Holdings AG | 11,551 | 1,952,887 | |
Banque Cantonale Vaudoise | 7,350 | 749,286 | |
Barry Callebaut AG | 883 | 1,949,223 | |
Clariant AG (Reg.) | 48,387 | 1,012,776 | |
Coca-Cola HBC AG | 50,198 | 1,734,535 | |
Compagnie Financiere Richemont SA Series A | 129,516 | 13,291,809 | |
Credit Suisse Group AG | 607,048 | 6,345,338 | |
Credit Suisse Group AG rights 5/6/21 (a)(e) | 607,048 | 7 | |
Ems-Chemie Holding AG | 2,049 | 1,912,699 | |
Geberit AG (Reg.) | 9,185 | 6,038,515 | |
Givaudan SA | 2,289 | 9,584,600 | |
Julius Baer Group Ltd. | 55,451 | 3,489,944 | |
Kuehne & Nagel International AG | 13,420 | 4,011,673 | |
LafargeHolcim Ltd. (Reg.) | 129,930 | 8,009,920 | |
Lindt & Spruengli AG | 25 | 2,469,203 | |
Lindt & Spruengli AG (participation certificate) | 256 | 2,374,290 | |
Logitech International SA (Reg.) | 40,737 | 4,567,718 | |
Lonza Group AG | 18,479 | 11,747,366 | |
Nestle SA (Reg. S) | 715,154 | 85,339,829 | |
Novartis AG | 551,092 | 47,028,204 | |
Partners Group Holding AG | 4,636 | 6,599,288 | |
Roche Holding AG: | |||
(Bearer) | 7,568 | 2,628,601 | |
(participation certificate) | 174,743 | 56,993,451 | |
Schindler Holding AG: | |||
(participation certificate) | 10,518 | 2,992,145 | |
(Reg.) | 4,557 | 1,267,427 | |
SGS SA (Reg.) | 1,505 | 4,449,494 | |
Siemens Energy AG (a) | 98,957 | 3,307,395 | |
Sika AG | 35,158 | 10,486,766 | |
Sonova Holding AG Class B | 13,555 | 4,008,985 | |
Straumann Holding AG | 2,558 | 3,653,886 | |
Swatch Group AG (Bearer) | 7,225 | 2,212,001 | |
Swatch Group AG (Bearer) (Reg.) | 12,709 | 761,914 | |
Swiss Life Holding AG | 7,518 | 3,662,478 | |
Swiss Prime Site AG | 18,991 | 1,845,553 | |
Swiss Re Ltd. | 70,856 | 6,585,554 | |
Swisscom AG | 6,408 | 3,475,371 | |
Temenos Group AG | 16,544 | 2,429,291 | |
UBS Group AG | 909,826 | 13,872,792 | |
Vifor Pharma AG | 11,474 | 1,652,784 | |
Zurich Insurance Group Ltd. | 37,351 | 15,323,568 | |
TOTAL SWITZERLAND | 388,417,716 | ||
United Kingdom - 13.5% | |||
3i Group PLC | 240,856 | 4,264,370 | |
Admiral Group PLC | 48,388 | 2,090,993 | |
Anglo American PLC (United Kingdom) | 304,135 | 12,894,787 | |
Antofagasta PLC | 97,570 | 2,513,743 | |
Ashtead Group PLC | 111,908 | 7,188,146 | |
Associated British Foods PLC | 88,279 | 2,813,861 | |
AstraZeneca PLC (United Kingdom) | 325,586 | 34,656,664 | |
Auto Trader Group PLC (a)(b) | 240,469 | 1,893,116 | |
Aveva Group PLC | 28,323 | 1,361,219 | |
Aviva PLC | 973,543 | 5,382,080 | |
BAE Systems PLC | 797,416 | 5,570,138 | |
Barclays PLC | 4,304,595 | 10,421,298 | |
Barratt Developments PLC | 251,815 | 2,684,777 | |
Berkeley Group Holdings PLC | 31,463 | 2,010,523 | |
BHP Group PLC | 523,809 | 15,774,412 | |
BP PLC | 5,026,672 | 21,043,414 | |
British American Tobacco PLC (United Kingdom) | 569,236 | 21,120,567 | |
British Land Co. PLC | 221,061 | 1,582,656 | |
BT Group PLC (a) | 2,210,632 | 5,035,912 | |
Bunzl PLC | 83,285 | 2,676,533 | |
Burberry Group PLC (a) | 100,154 | 2,850,727 | |
Coca-Cola European Partners PLC | 50,667 | 2,878,899 | |
Compass Group PLC (a) | 442,200 | 9,619,742 | |
Croda International PLC | 34,522 | 3,224,846 | |
Diageo PLC | 580,258 | 26,048,603 | |
Direct Line Insurance Group PLC | 343,343 | 1,351,870 | |
Evraz PLC | 125,063 | 1,109,542 | |
Fresnillo PLC | 47,880 | 544,603 | |
GlaxoSmithKline PLC | 1,244,828 | 23,004,130 | |
Halma PLC | 93,698 | 3,348,914 | |
Hargreaves Lansdown PLC | 83,701 | 1,987,661 | |
Hikma Pharmaceuticals PLC | 43,566 | 1,468,071 | |
HSBC Holdings PLC (United Kingdom) | 5,053,651 | 31,553,552 | |
Imperial Brands PLC | 234,399 | 4,880,030 | |
Informa PLC (a) | 371,787 | 2,886,652 | |
InterContinental Hotel Group PLC (a) | 42,863 | 3,045,977 | |
Intertek Group PLC | 39,885 | 3,381,006 | |
J Sainsbury PLC | 448,632 | 1,472,749 | |
JD Sports Fashion PLC (a) | 129,360 | 1,640,746 | |
Johnson Matthey PLC | 47,786 | 2,144,833 | |
Kingfisher PLC | 529,478 | 2,613,856 | |
Land Securities Group PLC | 176,171 | 1,753,713 | |
Legal & General Group PLC | 1,478,084 | 5,560,523 | |
Lloyds Banking Group PLC | 17,564,240 | 11,014,183 | |
London Stock Exchange Group PLC | 78,443 | 8,016,694 | |
M&G PLC | 652,680 | 1,958,707 | |
Melrose Industries PLC | 1,201,540 | 2,703,141 | |
Mondi PLC | 119,989 | 3,256,217 | |
National Grid PLC | 873,830 | 11,015,114 | |
NatWest Group PLC | 1,201,936 | 3,263,430 | |
Next PLC (a) | 32,915 | 3,546,575 | |
NMC Health PLC (a) | 55,366 | 19,932 | |
Ocado Group PLC (a) | 120,467 | 3,488,799 | |
Pearson PLC | 186,190 | 2,135,984 | |
Persimmon PLC | 78,971 | 3,415,850 | |
Phoenix Group Holdings PLC | 137,814 | 1,353,994 | |
Prudential PLC | 647,213 | 13,704,272 | |
Reckitt Benckiser Group PLC | 176,587 | 15,722,895 | |
RELX PLC: | |||
rights (a)(d) | 479,312 | 221,093 | |
(London Stock Exchange) | 479,312 | 12,441,422 | |
Rentokil Initial PLC | 459,112 | 3,172,819 | |
Rio Tinto PLC | 278,323 | 23,311,574 | |
Rolls-Royce Holdings PLC | 2,075,139 | 2,998,274 | |
Royal Dutch Shell PLC: | |||
Class A (United Kingdom) | 1,011,396 | 19,030,705 | |
Class B (United Kingdom) | 925,602 | 16,562,418 | |
RSA Insurance Group PLC | 257,166 | 2,423,606 | |
Sage Group PLC | 274,597 | 2,419,501 | |
Schroders PLC | 31,398 | 1,564,508 | |
Segro PLC | 295,074 | 4,097,533 | |
Severn Trent PLC | 59,119 | 2,022,379 | |
Smith & Nephew PLC | 216,575 | 4,687,496 | |
Smiths Group PLC | 99,592 | 2,235,738 | |
Spirax-Sarco Engineering PLC | 18,237 | 2,975,751 | |
SSE PLC | 257,943 | 5,229,488 | |
St. James's Place Capital PLC | 132,864 | 2,498,241 | |
Standard Chartered PLC (United Kingdom) | 664,652 | 4,769,500 | |
Standard Life PLC | 543,992 | 2,084,802 | |
Taylor Wimpey PLC | 901,209 | 2,235,328 | |
Tesco PLC | 1,916,018 | 5,848,775 | |
Unilever PLC | 652,430 | 38,217,468 | |
United Utilities Group PLC | 168,639 | 2,255,681 | |
Vodafone Group PLC | 6,654,023 | 12,557,478 | |
Whitbread PLC (a) | 49,721 | 2,227,564 | |
WM Morrison Supermarkets PLC | 606,579 | 1,456,369 | |
TOTAL UNITED KINGDOM | 565,511,752 | ||
TOTAL COMMON STOCKS | |||
(Cost $2,929,381,833) | 4,121,146,095 | ||
Nonconvertible Preferred Stocks - 0.7% | |||
Germany - 0.7% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 13,589 | 1,114,209 | |
Fuchs Petrolub AG | 16,961 | 904,153 | |
Henkel AG & Co. KGaA | 44,841 | 5,151,648 | |
Porsche Automobil Holding SE (Germany) | 37,939 | 3,999,398 | |
Sartorius AG (non-vtg.) | 8,814 | 4,971,939 | |
Volkswagen AG | 45,779 | 11,926,692 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $16,638,088) | 28,068,039 | ||
Principal Amount | Value | ||
Government Obligations - 0.1% | |||
United States of America - 0.1% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $2,999,964)(f) | 3,000,000 | 2,999,999 | |
Shares | Value | ||
Money Market Funds - 0.6% | |||
Fidelity Cash Central Fund 0.04% (g) | 14,536,588 | 14,539,495 | |
Fidelity Securities Lending Cash Central Fund 0.04% (g)(h) | 11,520,907 | 11,522,059 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $26,061,554) | 26,061,554 | ||
TOTAL INVESTMENT IN SECURITIES - 99.4% | |||
(Cost $2,975,081,439) | 4,178,275,687 | ||
NET OTHER ASSETS (LIABILITIES) - 0.6% | 26,098,072 | ||
NET ASSETS - 100% | $4,204,373,759 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 503 | June 2021 | $56,813,850 | $1,305,692 | $1,305,692 |
The notional amount of futures purchased as a percentage of Net Assets is 1.4%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $79,295,902 or 1.9% of net assets.
(c) Security or a portion of the security is on loan at period end.
(d) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(e) Level 3 security
(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 $2,999,999.
(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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $8,023 |
Fidelity Securities Lending Cash Central Fund | 110,243 |
Total | $118,266 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $217,226,362 | $92,764,782 | $124,461,580 | $-- |
Consumer Discretionary | 525,615,567 | 326,274,600 | 199,340,967 | -- |
Consumer Staples | 429,309,137 | 177,054,203 | 252,254,934 | -- |
Energy | 131,816,624 | 32,992,238 | 98,824,386 | -- |
Financials | 718,629,932 | 461,804,776 | 256,825,149 | 7 |
Health Care | 495,435,590 | 206,985,173 | 288,450,417 | -- |
Industrials | 635,102,253 | 420,118,766 | 214,983,487 | -- |
Information Technology | 383,636,195 | 207,412,579 | 176,223,616 | -- |
Materials | 334,662,760 | 224,814,107 | 109,848,653 | -- |
Real Estate | 128,192,876 | 127,921,980 | 270,896 | -- |
Utilities | 149,586,838 | 87,484,654 | 62,102,184 | -- |
Government Obligations | 2,999,999 | -- | 2,999,999 | -- |
Money Market Funds | 26,061,554 | 26,061,554 | -- | -- |
Total Investments in Securities: | $4,178,275,687 | $2,391,689,412 | $1,786,586,268 | $7 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $1,305,692 | $1,305,692 | $-- | $-- |
Total Assets | $1,305,692 | $1,305,692 | $-- | $-- |
Total Derivative Instruments: | $1,305,692 | $1,305,692 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $1,305,692 | $0 |
Total Equity Risk | 1,305,692 | 0 |
Total Value of Derivatives | $1,305,692 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $10,799,189) — See accompanying schedule: Unaffiliated issuers (cost $2,949,019,885) | $4,152,214,133 | |
Fidelity Central Funds (cost $26,061,554) | 26,061,554 | |
Total Investment in Securities (cost $2,975,081,439) | $4,178,275,687 | |
Segregated cash with brokers for derivative instruments | 579,744 | |
Foreign currency held at value (cost $1,391,589) | 1,404,984 | |
Receivable for fund shares sold | 1,694,293 | |
Dividends receivable | 37,165,849 | |
Interest receivable | 7,414 | |
Distributions receivable from Fidelity Central Funds | 33,720 | |
Prepaid expenses | 1,632 | |
Receivable from investment adviser for expense reductions | 37,425 | |
Other receivables | 616 | |
Total assets | 4,219,201,364 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $298,057 | |
Delayed delivery | 563,009 | |
Payable for fund shares redeemed | 1,496,295 | |
Accrued management fee | 123,064 | |
Payable for daily variation margin on futures contracts | 703,567 | |
Other payables and accrued expenses | 121,554 | |
Collateral on securities loaned | 11,522,059 | |
Total liabilities | 14,827,605 | |
Net Assets | $4,204,373,759 | |
Net Assets consist of: | ||
Paid in capital | $3,557,230,546 | |
Total accumulated earnings (loss) | 647,143,213 | |
Net Assets | $4,204,373,759 | |
Net Asset Value, offering price and redemption price per share ($4,204,373,759 ÷ 301,908,368 shares) | $13.93 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $59,138,534 | |
Interest | 1,308 | |
Income from Fidelity Central Funds (including $110,243 from security lending) | 118,266 | |
Income before foreign taxes withheld | 59,258,108 | |
Less foreign taxes withheld | (4,888,304) | |
Total income | 54,369,804 | |
Expenses | ||
Management fee | $730,890 | |
Custodian fees and expenses | 194,518 | |
Independent trustees' fees and expenses | 6,196 | |
Registration fees | 36,291 | |
Audit | 29,799 | |
Legal | 5,780 | |
Interest | 2,268 | |
Miscellaneous | 9,081 | |
Total expenses before reductions | 1,014,823 | |
Expense reductions | (275,940) | |
Total expenses after reductions | 738,883 | |
Net investment income (loss) | 53,630,921 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 41,133,195 | |
Fidelity Central Funds | 102 | |
Foreign currency transactions | (201,818) | |
Futures contracts | 12,539,025 | |
Total net realized gain (loss) | 53,470,504 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 902,404,163 | |
Assets and liabilities in foreign currencies | 335,474 | |
Futures contracts | 5,021,640 | |
Total change in net unrealized appreciation (depreciation) | 907,761,277 | |
Net gain (loss) | 961,231,781 | |
Net increase (decrease) in net assets resulting from operations | $1,014,862,702 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $53,630,921 | $129,126,696 |
Net realized gain (loss) | 53,470,504 | (348,165,849) |
Change in net unrealized appreciation (depreciation) | 907,761,277 | (345,853,085) |
Net increase (decrease) in net assets resulting from operations | 1,014,862,702 | (564,892,238) |
Distributions to shareholders | (79,662,707) | (205,960,432) |
Share transactions | ||
Proceeds from sales of shares | 252,011,119 | 2,458,344,434 |
Reinvestment of distributions | 79,438,628 | 201,549,942 |
Cost of shares redeemed | (720,197,002) | (4,721,154,030) |
Net increase (decrease) in net assets resulting from share transactions | (388,747,255) | (2,061,259,654) |
Total increase (decrease) in net assets | 546,452,740 | (2,832,112,324) |
Net Assets | ||
Beginning of period | 3,657,921,019 | 6,490,033,343 |
End of period | $4,204,373,759 | $3,657,921,019 |
Other Information | ||
Shares | ||
Sold | 18,986,621 | 224,395,398 |
Issued in reinvestment of distributions | 6,210,995 | 16,753,944 |
Redeemed | (54,733,858) | (442,136,418) |
Net increase (decrease) | (29,536,242) | (200,987,076) |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI International Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 A | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $11.04 | $12.19 | $11.27 | $12.40 | $10.19 | $10.00 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .17 | .28 | .38 | .37 | .33 | .25 |
Net realized and unrealized gain (loss) | 2.97 | (1.04) | .85 | (1.24) | 2.02 | (.06) |
Total from investment operations | 3.14 | (.76) | 1.23 | (.87) | 2.35 | .19 |
Distributions from net investment income | (.25) | (.39) | (.31) | (.20) | (.12) | – |
Distributions from net realized gain | – | – | – | (.06) | (.03) | – |
Total distributions | (.25) | (.39) | (.31) | (.26) | (.14)C | – |
Net asset value, end of period | $13.93 | $11.04 | $12.19 | $11.27 | $12.40 | $10.19 |
Total ReturnD,E | 28.64% | (6.51)% | 11.36% | (7.14)% | 23.41% | 1.90% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .05%H | .05% | .11% | .13% | .12% | .21%H |
Expenses net of fee waivers, if any | .04%H | .04% | .05% | .05% | .05% | .07%H |
Expenses net of all reductions | .04%H | .04% | .05% | .05% | .05% | .07%H |
Net investment income (loss) | 2.57%H | 2.51% | 3.35% | 2.98% | 2.89% | 3.02%H |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $4,204,374 | $3,657,921 | $6,490,033 | $7,884,495 | $6,365,867 | $1,623,150 |
Portfolio turnover rateI | 3%H | 16% | 4% | 7% | 2% | 1%H |
A For the period January 5, 2016 (commencement of operations) to October 31, 2016.
B Calculated based on average shares outstanding during the period.
C Total distributions per share do not sum due to rounding.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI International Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered exclusively to certain clients of Fidelity Management & Research Company LLC (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, passive foreign investment companies (PFIC), market discount, partnerships, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $1,368,708,156 |
Gross unrealized depreciation | (185,133,752) |
Net unrealized appreciation (depreciation) | $1,183,574,404 |
Tax cost | $2,996,006,975 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(207,709,218) |
Long-term | (429,505,052) |
Total capital loss carryforward | $(637,214,270) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities and U.S. government securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI International Index Fund | 55,798,173 | 429,546,474 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .04% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI International Index Fund | Borrower | $28,339,111 | .32% | $2,268 |
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI International Index Fund | $4,092 |
During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity SAI International Index Fund | $6,335 | $– | $– |
9. Expense Reductions.
The investment adviser contractually agreed to reimburse the Fund to the extent annual operating expenses exceeded .035% of average net assets. This reimbursement will remain in place through February 28, 2022. Some expenses, for example the compensation of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses, are excluded from this reimbursement. During the period this reimbursement reduced the Fund's expenses by $275,940.
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI International Index Fund | .04% | |||
Actual | $1,000.00 | $1,286.40 | $.23 | |
Hypothetical-C | $1,000.00 | $1,024.60 | $.20 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
SV7-SANN-0621
1.9870291.105
Fidelity® SAI Emerging Markets Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Cayman Islands | 24.3% | |
Taiwan | 14.0% | |
Korea (South) | 13.2% | |
China | 11.0% | |
India | 9.3% | |
Brazil | 4.6% | |
South Africa | 3.6% | |
Saudi Arabia | 2.8% | |
Russia | 2.6% | |
Other* | 14.6% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 6.2 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 5.5 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 5.3 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 4.2 |
Meituan Class B (Cayman Islands, Internet & Direct Marketing Retail) | 1.7 |
Naspers Ltd. Class N (South Africa, Internet & Direct Marketing Retail) | 1.2 |
China Construction Bank Corp. (H Shares) (China, Banks) | 1.0 |
Reliance Industries Ltd. (India, Oil, Gas & Consumable Fuels) | 0.9 |
Vale SA (Brazil, Metals & Mining) | 0.9 |
Ping An Insurance Group Co. of China Ltd. (H Shares) (China, Insurance) | 0.9 |
27.8 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Information Technology | 20.9 |
Financials | 18.8 |
Consumer Discretionary | 16.3 |
Communication Services | 11.6 |
Materials | 8.8 |
Consumer Staples | 5.9 |
Energy | 4.6 |
Health Care | 4.6 |
Industrials | 3.5 |
Real Estate | 1.6 |
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.1 |
Short-Term Investments and Net Other Assets (Liabilities) | (0.1) |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 96.7% | |||
Shares | Value | ||
Argentina - 0.0% | |||
Telecom Argentina SA Class B sponsored ADR (a) | 42,707 | $197,733 | |
YPF SA Class D sponsored ADR (b) | 80,086 | 302,725 | |
TOTAL ARGENTINA | 500,458 | ||
Bailiwick of Jersey - 0.1% | |||
Polymetal International PLC | 106,053 | 2,189,099 | |
Bermuda - 0.7% | |||
Alibaba Health Information Technology Ltd. (b) | 1,827,000 | 5,574,317 | |
Alibaba Pictures Group Ltd. (b) | 5,430,000 | 789,920 | |
Beijing Enterprises Water Group Ltd. | 2,050,000 | 783,818 | |
Brilliance China Automotive Holdings Ltd. (c) | 1,362,000 | 1,279,985 | |
China Gas Holdings Ltd. | 1,172,300 | 4,233,274 | |
China Resource Gas Group Ltd. | 402,000 | 2,181,365 | |
China Youzan Ltd. (b) | 6,236,000 | 2,015,044 | |
Cosco Shipping Ports Ltd. | 704,473 | 592,219 | |
Credicorp Ltd. (United States) | 29,861 | 3,565,403 | |
GOME Electrical Appliances Holdings Ltd. (a)(b) | 5,352,000 | 881,923 | |
Hopson Development Holdings Ltd. | 282,000 | 1,109,086 | |
Kunlun Energy Co. Ltd. | 1,719,000 | 1,845,639 | |
Nine Dragons Paper (Holdings) Ltd. | 716,000 | 984,440 | |
Shenzhen International Holdings Ltd. | 413,912 | 689,520 | |
TOTAL BERMUDA | 26,525,953 | ||
Brazil - 3.4% | |||
Ambev SA | 2,117,498 | 5,823,846 | |
Atacadao SA | 169,100 | 676,145 | |
B2W Companhia Global do Varejo (b) | 100,764 | 1,248,779 | |
B3 SA - Brasil Bolsa Balcao | 925,080 | 8,770,468 | |
Banco Bradesco SA | 614,675 | 2,338,957 | |
Banco do Brasil SA | 383,205 | 2,090,959 | |
Banco Inter SA unit | 43,700 | 1,863,991 | |
Banco Santander SA (Brasil) unit | 185,200 | 1,313,640 | |
BB Seguridade Participacoes SA | 325,458 | 1,337,888 | |
BRF SA (b) | 251,269 | 961,678 | |
BTG Pactual Participations Ltd. unit | 106,900 | 2,120,466 | |
CCR SA | 539,612 | 1,196,036 | |
Centrais Eletricas Brasileiras SA (Electrobras) | 148,097 | 1,003,026 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 150,600 | 1,186,047 | |
Companhia Siderurgica Nacional SA (CSN) | 312,700 | 2,831,659 | |
Cosan SA | 115,506 | 1,915,017 | |
CPFL Energia SA | 107,100 | 578,674 | |
Energisa SA unit | 82,100 | 665,923 | |
ENGIE Brasil Energia SA | 100,420 | 751,849 | |
Equatorial Energia SA | 406,800 | 1,878,961 | |
Hapvida Participacoes e Investimentos SA (d) | 502,500 | 1,335,794 | |
Hypermarcas SA | 175,800 | 1,121,718 | |
JBS SA | 480,400 | 2,663,755 | |
Klabin SA unit (b) | 326,500 | 1,674,559 | |
Localiza Rent A Car SA | 271,311 | 3,211,549 | |
Lojas Renner SA | 356,994 | 2,655,086 | |
Magazine Luiza SA | 1,316,908 | 4,855,932 | |
Natura & Co. Holding SA (b) | 404,626 | 3,630,576 | |
Notre Dame Intermedica Participacoes SA | 232,640 | 3,480,574 | |
Petrobras Distribuidora SA | 339,200 | 1,405,619 | |
Petroleo Brasileiro SA - Petrobras (ON) | 1,603,008 | 6,816,853 | |
Raia Drogasil SA | 489,900 | 2,371,917 | |
Rumo SA (b) | 581,000 | 2,139,156 | |
Sul America SA unit | 148,353 | 893,332 | |
Suzano Papel e Celulose SA (b) | 337,512 | 4,266,704 | |
Telefonica Brasil SA | 181,900 | 1,446,614 | |
TIM SA | 378,600 | 849,612 | |
Totvs SA | 225,200 | 1,289,333 | |
Ultrapar Participacoes SA | 324,638 | 1,261,606 | |
Vale SA | 1,659,206 | 33,299,885 | |
Via Varejo SA (b) | 577,300 | 1,257,253 | |
Weg SA | 754,080 | 4,860,106 | |
TOTAL BRAZIL | 127,341,542 | ||
British Virgin Islands - 0.0% | |||
Mail.Ru Group Ltd. unit (b) | 40,610 | 909,206 | |
Cayman Islands - 24.3% | |||
21Vianet Group, Inc. ADR (b) | 36,917 | 1,030,353 | |
3SBio, Inc. (b)(d) | 553,500 | 524,445 | |
51job, Inc. sponsored ADR (b) | 11,067 | 681,174 | |
AAC Technology Holdings, Inc. | 316,633 | 1,757,687 | |
Abu Dhabi Islamic Bank | 448,705 | 590,024 | |
Agile Property Holdings Ltd. | 540,000 | 846,732 | |
Airtac International Group | 54,000 | 2,280,193 | |
AK Medical Holdings Ltd. (d) | 166,000 | 258,582 | |
Alibaba Group Holding Ltd. sponsored ADR (b) | 849,562 | 196,206,344 | |
Anta Sports Products Ltd. | 486,000 | 8,728,010 | |
Autohome, Inc. ADR Class A | 26,724 | 2,478,117 | |
Baidu.com, Inc. sponsored ADR (b) | 121,022 | 25,454,557 | |
Baozun, Inc. sponsored ADR (a)(b) | 25,808 | 895,796 | |
BeiGene Ltd. ADR (b) | 20,536 | 7,054,937 | |
Bilibili, Inc. ADR (a)(b) | 72,465 | 8,033,470 | |
Bosideng International Holdings Ltd. | 1,412,000 | 718,020 | |
Chailease Holding Co. Ltd. | 561,985 | 4,062,300 | |
China Aoyuan Group Ltd. | 576,000 | 599,154 | |
China Conch Venture Holdings Ltd. | 716,100 | 3,387,941 | |
China East Education Holdings Ltd. (d) | 249,500 | 582,657 | |
China Education Group Holdings Ltd. | 350,000 | 845,290 | |
China Evergrande Group | 874,000 | 1,480,717 | |
China Feihe Ltd. (d) | 510,000 | 1,454,282 | |
China Hongqiao Group Ltd. | 748,700 | 1,185,544 | |
China Huishan Dairy Holdings Co. Ltd. (c) | 2,302,000 | 3 | |
China Liansu Group Holdings Ltd. | 455,000 | 1,146,909 | |
China Literature Ltd. (b)(d) | 135,300 | 1,410,872 | |
China Medical System Holdings Ltd. | 589,000 | 1,364,874 | |
China Meidong Auto Holding Ltd. | 242,000 | 1,210,350 | |
China Mengniu Dairy Co. Ltd. | 1,241,000 | 6,646,146 | |
China Overseas Property Holdings Ltd. | 585,000 | 593,454 | |
China Resources Cement Holdings Ltd. | 1,042,000 | 1,136,203 | |
China Resources Land Ltd. | 1,454,812 | 6,826,674 | |
China State Construction International Holdings Ltd. | 887,500 | 623,829 | |
China Yuhua Education Corp. Ltd. (d) | 566,000 | 537,018 | |
CIFI Holdings Group Co. Ltd. | 1,500,814 | 1,342,816 | |
Country Garden Holdings Co. Ltd. | 3,533,719 | 4,208,027 | |
Country Garden Services Holdings Co. Ltd. | 660,000 | 6,924,785 | |
Dali Foods Group Co. Ltd. (d) | 667,300 | 396,888 | |
Daqo New Energy Corp. ADR (b) | 23,352 | 1,879,602 | |
ENN Energy Holdings Ltd. | 354,143 | 6,036,308 | |
Ever Sunshine Lifestyle Services Group Ltd. | 286,000 | 707,659 | |
GDS Holdings Ltd. ADR (b) | 39,898 | 3,310,337 | |
Geely Automobile Holdings Ltd. | 2,657,517 | 6,893,755 | |
Genscript Biotech Corp. | 462,000 | 1,070,580 | |
Greentown China Holdings Ltd. | 358,500 | 431,986 | |
Greentown Service Group Co. Ltd. | 594,000 | 946,699 | |
GSX Techedu, Inc. ADR (a)(b) | 34,811 | 1,112,211 | |
Haidilao International Holding Ltd. (d) | 361,000 | 2,339,976 | |
Haitian International Holdings Ltd. | 268,000 | 1,091,976 | |
Hansoh Pharmaceutical Group Co. Ltd. (d) | 526,000 | 2,271,868 | |
Hengan International Group Co. Ltd. | 285,400 | 1,849,942 | |
Huazhu Group Ltd. ADR (b) | 71,932 | 4,241,111 | |
Hutchison China Meditech Ltd. sponsored ADR (b) | 31,430 | 889,155 | |
HUYA, Inc. ADR (a)(b) | 34,476�� | 607,467 | |
Innovent Biologics, Inc. (b)(d) | 444,000 | 4,824,254 | |
iQIYI, Inc. ADR (a)(b) | 125,304 | 1,843,222 | |
JD Health International, Inc. (d) | 126,750 | 1,974,413 | |
JD.com, Inc. sponsored ADR (b) | 388,818 | 30,078,960 | |
Jinxin Fertility Group Ltd. (d) | 588,000 | 1,513,952 | |
Jiumaojiu International Holdings Ltd. (d) | 284,000 | 1,188,246 | |
JOYY, Inc. ADR | 25,917 | 2,463,670 | |
Kaisa Group Holdings Ltd. | 1,356,571 | 590,288 | |
KE Holdings, Inc. ADR (b) | 55,219 | 2,874,149 | |
Kingboard Chemical Holdings Ltd. | 295,400 | 1,749,335 | |
Kingboard Laminates Holdings Ltd. | 487,500 | 1,218,789 | |
Kingdee International Software Group Co. Ltd. | 1,098,000 | 3,632,789 | |
Kingsoft Cloud Holdings Ltd. ADR | 24,535 | 1,077,577 | |
Kingsoft Corp. Ltd. | 372,000 | 2,633,967 | |
Koolearn Technology Holding Ltd. (b)(d) | 115,500 | 222,145 | |
Kuaishou Technology Class B (d) | 88,600 | 2,999,813 | |
KWG Property Holding Ltd. | 606,500 | 974,429 | |
Lee & Man Paper Manufacturing Ltd. | 560,000 | 488,069 | |
Li Ning Co. Ltd. | 948,500 | 7,741,611 | |
Logan Property Holdings Co. Ltd. | 656,000 | 1,043,824 | |
Longfor Properties Co. Ltd. (d) | 817,700 | 5,100,263 | |
Lufax Holding Ltd. ADR (a)(b) | 77,836 | 926,248 | |
Meituan Class B (b)(d) | 1,617,200 | 62,041,853 | |
Microport Scientific Corp. | 325,000 | 2,347,205 | |
Ming Yuan Cloud Group Holdings Ltd. | 168,000 | 780,767 | |
Minth Group Ltd. | 324,000 | 1,315,980 | |
Momo, Inc. ADR | 67,345 | 987,278 | |
NetEase, Inc. ADR | 186,906 | 20,944,686 | |
New Oriental Education & Technology Group, Inc. sponsored ADR | 691,210 | 10,547,865 | |
NIO, Inc. sponsored ADR (b) | 575,415 | 22,924,534 | |
Noah Holdings Ltd. sponsored ADR (b) | 13,866 | 610,797 | |
Pinduoduo, Inc. ADR (b) | 176,194 | 23,597,662 | |
Ping An Healthcare and Technology Co. Ltd. (b)(d) | 231,400 | 2,710,875 | |
RLX Technology, Inc. ADR (a) | 50,493 | 549,869 | |
Seazen Group Ltd. | 960,000 | 1,025,780 | |
Shenzhou International Group Holdings Ltd. | 367,500 | 8,084,631 | |
Shimao Property Holdings Ltd. | 566,700 | 1,641,499 | |
Silergy Corp. | 33,000 | 3,454,106 | |
Sino Biopharmaceutical Ltd. | 4,653,750 | 5,014,565 | |
Smoore International Holdings Ltd. (d) | 285,000 | 2,019,793 | |
SSY Group Ltd. | 612,000 | 377,391 | |
Sunac China Holdings Ltd. | 1,171,000 | 4,560,233 | |
Sunny Optical Technology Group Co. Ltd. | 320,000 | 7,802,517 | |
TAL Education Group ADR (b) | 171,715 | 9,779,169 | |
Tencent Holdings Ltd. | 2,579,600 | 205,779,952 | |
Tencent Music Entertainment Group ADR (b) | 166,267 | 2,896,371 | |
Tingyi (Cayman Islands) Holding Corp. | 853,000 | 1,535,186 | |
Tongcheng-Elong Holdings Ltd. (b) | 373,200 | 935,913 | |
Topsports International Holdings Ltd. (d) | 551,000 | 744,810 | |
Trip.com Group Ltd. ADR (b) | 226,842 | 8,864,985 | |
Uni-President China Holdings Ltd. | 541,000 | 658,860 | |
Vinda International Holdings Ltd. | 153,000 | 544,617 | |
Vipshop Holdings Ltd. ADR (b) | 200,670 | 6,174,616 | |
Want Want China Holdings Ltd. | 2,181,418 | 1,581,073 | |
Weibo Corp. sponsored ADR (a)(b) | 24,916 | 1,255,766 | |
Weimob, Inc. (b)(d) | 707,000 | 1,561,858 | |
Wuxi Biologics (Cayman), Inc. (b)(d) | 1,460,000 | 20,495,181 | |
Xiaomi Corp. Class B (b)(d) | 6,436,200 | 20,383,061 | |
Xinyi Solar Holdings Ltd. | 1,900,680 | 3,180,952 | |
XPeng, Inc. ADR (a)(b) | 75,905 | 2,270,319 | |
Yadea Group Holdings Ltd. (d) | 470,000 | 1,028,612 | |
Yihai International Holding Ltd. | 212,000 | 2,066,029 | |
Zai Lab Ltd. ADR (b) | 33,917 | 5,637,345 | |
Zhen Ding Technology Holding Ltd. | 270,000 | 1,024,155 | |
Zhenro Properties Group Ltd. | 688,000 | 464,114 | |
Zhongsheng Group Holdings Ltd. Class H | 257,100 | 1,947,840 | |
ZTO Express, Inc. sponsored ADR | 182,081 | 5,855,725 | |
TOTAL CAYMAN ISLANDS | 908,352,214 | ||
Chile - 0.4% | |||
Banco de Chile | 20,488,266 | 2,193,740 | |
Banco de Credito e Inversiones | 23,672 | 1,099,284 | |
Banco Santander Chile | 29,829,297 | 1,636,828 | |
Cencosud SA | 645,097 | 1,339,244 | |
Cencosud Shopping SA | 251,609 | 410,657 | |
Colbun SA | 3,657,543 | 627,834 | |
Compania Cervecerias Unidas SA | 55,005 | 506,145 | |
Empresas CMPC SA | 502,140 | 1,395,363 | |
Empresas COPEC SA | 175,813 | 1,893,367 | |
Enel Americas SA | 9,535,262 | 1,357,312 | |
Enel Chile SA | 13,048,383 | 890,418 | |
Falabella SA | 335,035 | 1,513,180 | |
TOTAL CHILE | 14,863,372 | ||
China - 11.0% | |||
360 Security Technology, Inc. (A Shares) | 125,800 | 245,051 | |
A-Living Services Co. Ltd. (H Shares) (d) | 197,250 | 909,086 | |
Accelink Technologies Co. Ltd. (A Shares) | 21,300 | 73,144 | |
Addsino Co. Ltd. (A Shares) | 43,700 | 114,760 | |
AECC Aero-Engine Control Co. Ltd. (A Shares) | 30,500 | 85,467 | |
AECC Aviation Power Co. Ltd. | 63,900 | 374,013 | |
Agricultural Bank of China Ltd.: | |||
(A Shares) | 1,552,800 | 767,585 | |
(H Shares) | 12,764,297 | 4,962,592 | |
Aier Eye Hospital Group Co. Ltd. (A Shares) | 111,455 | 1,282,331 | |
Air China Ltd. (H Shares) | 1,148,000 | 910,390 | |
Aluminum Corp. of China Ltd.: | |||
(A shares) (b) | 1,314,300 | 901,443 | |
(H Shares) (b) | 614,000 | 317,276 | |
Angel Yeast Co. Ltd. (A Shares) | 24,000 | 217,700 | |
Anhui Conch Cement Co. Ltd.: | |||
(A Shares) | 47,600 | 360,520 | |
(H Shares) | 609,900 | 3,647,112 | |
Anhui Gujing Distillery Co. Ltd.: | |||
(A Shares) | 24,000 | 842,808 | |
(B Shares) | 9,900 | 132,892 | |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | 16,700 | 160,564 | |
Apeloa Pharmaceutical Co. Ltd. A Shares | 35,000 | 168,147 | |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | 6,900 | 350,569 | |
Autobio Diagnostics Co. Ltd. | 7,700 | 145,329 | |
AVIC Aircraft Co. Ltd. (A Shares) | 73,500 | 273,063 | |
Avic Aviation High-Technology Co. Ltd. (A Series) | 8,200 | 30,414 | |
AVIC Capital Co. Ltd. (A Shares) | 264,900 | 158,772 | |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | 104,300 | 157,090 | |
AVIC Jonhon OptronicTechnology Co. Ltd. | 30,300 | 319,125 | |
AVIC Shenyang Aircraft Co. Ltd. (A Shares) | 30,900 | 275,611 | |
AviChina Industry & Technology Co. Ltd. (H Shares) | 1,126,000 | 724,792 | |
Avicopter PLC (A Shares) | 15,300 | 120,301 | |
Bank of Beijing Co. Ltd. (A Shares) | 621,525 | 457,011 | |
Bank of Chengdu Co. Ltd. (A Shares) | 99,800 | 183,921 | |
Bank of China Ltd.: | |||
(A Shares) | 304,500 | 152,873 | |
(H Shares) | 36,443,464 | 14,497,159 | |
Bank of Communications Co. Ltd.: | |||
(A Shares) | 1,101,600 | 818,521 | |
(H Shares) | 3,711,176 | 2,374,503 | |
Bank of Hangzhou Co. Ltd. (A Shares) | 162,300 | 414,682 | |
Bank of Jiangsu Co. Ltd. (A Shares) | 436,843 | 477,096 | |
Bank of Nanjing Co. Ltd. (A Shares) | 288,600 | 408,815 | |
Bank of Ningbo Co. Ltd. (A Shares) | 162,800 | 1,062,029 | |
Bank of Shanghai Co. Ltd. (A Shares) | 408,380 | 516,034 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 524,500 | 699,225 | |
BBMG Corp. (A Shares) | 326,200 | 140,084 | |
Beijing BDStar Navigation Co. Ltd. (A Shares) (b) | 14,900 | 93,495 | |
Beijing Capital International Airport Co. Ltd. (H Shares) | 833,000 | 605,896 | |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | 120,400 | 151,581 | |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | 16,200 | 61,537 | |
Beijing Enlight Media Co. Ltd. (A Shares) | 80,600 | 161,984 | |
Beijing Kunlun Tech Co. Ltd. (A Shares) | 32,000 | 91,697 | |
Beijing New Building Materials PLC (A Shares) | 47,500 | 338,704 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 65,600 | 585,318 | |
Beijing Originwater Technology Co. Ltd. (A Shares) | 101,800 | 110,551 | |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | 21,100 | 93,057 | |
Beijing Shunxin Agriculture Co. Ltd. | 20,100 | 154,162 | |
Beijing Sinnet Technology Co. Ltd. (A Shares) | 44,200 | 96,273 | |
Beijing Thunisoft Corp. Ltd. (A Shares) | 21,900 | 60,556 | |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | 33,940 | 189,164 | |
Beijing Yanjing Brewery Co. Ltd. (A Shares) | 84,600 | 96,577 | |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | 294,500 | 267,500 | |
Betta Pharmaceuticals Co. Ltd. (A Shares) | 11,100 | 183,471 | |
BGI Genomics Co. Ltd. | 10,900 | 217,596 | |
BOE Technology Group Co. Ltd. (A Shares) | 912,200 | 1,032,892 | |
By-Health Co. Ltd. (A Shares) | 45,900 | 231,858 | |
BYD Co. Ltd.: | |||
(A Shares) | 37,100 | 908,774 | |
(H Shares) | 365,300 | 7,596,242 | |
C&S Paper Co. Ltd. (A Shares) | 39,700 | 189,132 | |
Caitong Securities Co. Ltd. | 101,500 | 156,636 | |
Cansino Biologics, Inc. (H Shares) (b)(d) | 32,400 | 1,622,555 | |
CGN Power Co. Ltd. (H Shares) (d) | 4,138,447 | 953,664 | |
Chacha Food Co. Ltd. (A Shares) | 15,600 | 130,010 | |
Changchun High & New Technology Industry Group, Inc. (A Shares) | 10,900 | 837,853 | |
Changjiang Securities Co. Ltd. (A Shares) | 160,900 | 179,951 | |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | 7,700 | 231,208 | |
Chaozhou Three-Circle Group Co. (A Shares) | 51,700 | 345,811 | |
Chengdu Kanghong Pharmaceutical Group Co. Ltd. (A Shares) | 22,100 | 73,707 | |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (b) | 51,000 | 119,435 | |
China Aerospace Times Electronics Co. Ltd. (A Shares) | 72,100 | 76,071 | |
China Avionics Systems Co. Ltd. (A Shares) | 42,800 | 99,372 | |
China Bohai Bank Co. Ltd. (H Shares) (d) | 1,008,000 | 455,483 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 3,690,000 | 726,813 | |
China CITIC Bank Corp. Ltd. (H Shares) | 3,808,051 | 1,995,271 | |
China Communications Services Corp. Ltd. (H Shares) | 1,078,000 | 467,685 | |
China Construction Bank Corp. (H Shares) | 43,864,000 | 34,623,682 | |
China Eastern Airlines Corp. Ltd.: | |||
(A Shares) | 39,700 | 32,013 | |
(H Shares) | 250,000 | 109,749 | |
China Everbright Bank Co. Ltd. (A Shares) | 2,003,400 | 1,169,823 | |
China Film Co. Ltd. (A Shares) | 54,500 | 119,044 | |
China Fortune Land Development Co. Ltd. (A Shares) | 90,750 | 78,084 | |
China Galaxy Securities Co. Ltd.: | |||
(A Shares) | 255,900 | 394,513 | |
(H Shares) | 1,138,000 | 678,310 | |
China Gezhouba Group Co. Ltd. (A Shares) | 157,900 | 173,425 | |
China Great Wall Securities Co. Ltd. (A Shares) | 65,900 | 102,512 | |
China Greatwall Technology Group Co. Ltd. (A Shares) | 79,500 | 145,037 | |
China Huarong Asset Management Co. Ltd. (c)(d) | 4,537,000 | 595,763 | |
China International Capital Corp. Ltd. (H Shares) (d) | 673,000 | 1,691,218 | |
China International Travel Service Corp. Ltd. (A Shares) | 52,700 | 2,539,874 | |
China Jushi Co. Ltd. (A Shares) | 100,100 | 278,644 | |
China Life Insurance Co. Ltd. (H Shares) | 3,554,747 | 7,206,006 | |
China Longyuan Power Grid Corp. Ltd. (H Shares) | 1,433,000 | 2,110,459 | |
China Merchants Bank Co. Ltd.: | |||
(A Shares) | 398,400 | 3,243,327 | |
(H Shares) | 1,893,921 | 15,275,228 | |
China Merchants Energy Shipping Co. Ltd. (A Shares) | 200,600 | 152,150 | |
China Merchants Property Operation & Service Co. Ltd. (A Shares) | 24,700 | 80,508 | |
China Merchants Securities Co. Ltd. (A Shares) | 198,450 | 573,876 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 171,900 | 308,562 | |
China Minsheng Banking Corp. Ltd.: | |||
(A Shares) | 1,192,400 | 865,726 | |
(H Shares) | 2,129,061 | 1,093,618 | |
China Molybdenum Co. Ltd.: | |||
(A Shares) | 530,700 | 476,306 | |
(H Shares) | 1,396,000 | 947,111 | |
China National Accord Medicines Corp. Ltd. (A Shares) | 12,100 | 78,131 | |
China National Building Materials Co. Ltd. (H Shares) | 1,720,000 | 2,493,283 | |
China National Chemical Engineering Co. Ltd. (A Shares) | 152,608 | 148,518 | |
China National Medicines Corp. Ltd. (A Shares) | 20,700 | 117,897 | |
China National Nuclear Power Co. Ltd. (A Shares) | 410,100 | 330,690 | |
China National Software & Service Co. Ltd. (A Shares) | 12,200 | 87,031 | |
China Northern Rare Earth Group High-Tech Co. Ltd. (b) | 101,200 | 318,131 | |
China Oilfield Services Ltd. (H Shares) | 756,000 | 696,850 | |
China Pacific Insurance (Group) Co. Ltd. | 73,900 | 375,465 | |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | 1,361,828 | 4,926,442 | |
China Petroleum & Chemical Corp.: | |||
(A Shares) | 658,100 | 435,107 | |
(H Shares) | 10,728,704 | 5,291,458 | |
China Railway Group Ltd.: | |||
(A Shares) | 1,162,700 | 968,093 | |
(H Shares) | 411,000 | 212,703 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | 34,800 | 134,340 | |
China Shenhua Energy Co. Ltd.: | |||
(A Shares) | 187,785 | 557,249 | |
(H Shares) | 1,453,702 | 3,027,906 | |
China Shipbuilding Industry Co. (A Shares) (b) | 665,000 | 420,151 | |
China South Publishing & Media Group Co. Ltd. (A Shares) | 60,600 | 95,578 | |
China Southern Airlines Ltd. (H Shares) (b) | 1,218,000 | 827,915 | |
China State Construction Engineering Corp. Ltd. (A Shares) | 1,167,140 | 890,658 | |
China Tower Corp. Ltd. (H Shares) (d) | 20,005,000 | 2,884,439 | |
China TransInfo Technology Co. Ltd. (A Shares) | 41,300 | 95,506 | |
China Vanke Co. Ltd.: | |||
(A Shares) | 341,700 | 1,486,937 | |
(H Shares) | 670,900 | 2,349,262 | |
China Yangtze Power Co. Ltd. (A Shares) | 597,600 | 1,843,527 | |
China Zheshang Bank Co. Ltd. | 392,700 | 239,618 | |
Chongqing Brewery Co. Ltd. (A Shares) | 14,300 | 347,653 | |
Chongqing Changan Automobile Co. Ltd. (A Shares) (b) | 120,700 | 305,223 | |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | 24,200 | 149,346 | |
Chongqing Rural Commercial Bank Co. Ltd.: | |||
(A Shares) | 94,700 | 60,710 | |
(H Shares) | 1,064,646 | 452,297 | |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | 43,200 | 1,504,509 | |
CITIC Securities Co. Ltd.: | |||
(A Shares) | 305,200 | 1,124,433 | |
(H Shares) | 883,100 | 2,130,513 | |
Contemporary Amperex Technology Co. Ltd. | 62,800 | 3,765,672 | |
COSCO Shipping Energy Transportation Co. Ltd. (H Shares) | 104,000 | 45,522 | |
COSCO SHIPPING Holdings Co. Ltd.: | |||
(A Shares) (b) | 248,400 | 701,437 | |
(H Shares) (b) | 1,156,500 | 2,069,499 | |
CSC Financial Co. Ltd. (A Shares) | 71,600 | 316,440 | |
Da An Gene Co. Ltd. of Sun Yat-Sen University (A Shares) | 24,230 | 125,501 | |
Daqin Railway Co. Ltd. (A Shares) | 428,000 | 454,876 | |
DaShenLin Pharmaceutical Group Co. Ltd. | 18,900 | 220,780 | |
DHC Software Co. Ltd. (A Shares) | 88,500 | 93,374 | |
Dong E-E-Jiao Co. Ltd. (A Shares) | 21,400 | 117,521 | |
Dongfang Electric Corp. Ltd. (A Shares) | 84,400 | 148,500 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 1,227,000 | 1,066,235 | |
Dongxing Securities Co. Ltd. (A Shares) | 80,700 | 128,527 | |
East Group Co. Ltd. (A Shares) | 59,000 | 57,054 | |
East Money Information Co. Ltd. (A Shares) | 230,820 | 1,149,554 | |
Ecovacs Robotics Co. Ltd. Class A (b) | 8,400 | 212,819 | |
Eve Energy Co. Ltd. (A shares) | 51,174 | 700,950 | |
Everbright Securities Co. Ltd. (A Shares) | 106,858 | 247,440 | |
Fangda Carbon New Material Co. Ltd. (A Shares) | 107,548 | 147,695 | |
FAW Jiefang Group Co. Ltd. (A Shares) (b) | 76,800 | 131,213 | |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | 33,100 | 91,270 | |
Financial Street Holdings Co. Ltd. (A Shares) | 116,900 | 111,961 | |
First Capital Securities Co. Ltd. (A Shares) | 120,600 | 121,653 | |
Focus Media Information Technology Co. Ltd. (A Shares) | 394,440 | 656,841 | |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | 72,940 | 1,909,837 | |
Founder Securities Co. Ltd. (A Shares) (b) | 223,500 | 317,979 | |
Foxconn Industrial Internet Co. Ltd. (A Shares) | 174,697 | 371,334 | |
Fu Jian Anjoy Foods Co. Ltd. (A Shares) | 7,100 | 276,388 | |
Fujian Sunner Development Co. Ltd. A Shares | 39,400 | 160,923 | |
Fuyao Glass Industries Group Co. Ltd.: | |||
(A Shares) | 240,300 | 1,905,399 | |
(H Shares) (d) | 8,400 | 48,825 | |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | 2,000 | 141,500 | |
GCL System Integration Technology Co. Ltd. (b) | 162,100 | 77,876 | |
GEM Co. Ltd. (A Shares) | 133,100 | 205,607 | |
Gemdale Corp. (A Shares) | 119,000 | 216,180 | |
GF Securities Co. Ltd.: | |||
(A Shares) | 419,000 | 961,172 | |
(H Shares) | 117,828 | 170,801 | |
Giant Network Group Co. Ltd. (A Shares) | 50,000 | 105,816 | |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | 13,400 | 399,982 | |
GoerTek, Inc. (A Shares) | 87,200 | 507,830 | |
Great Wall Motor Co. Ltd.: | |||
(A Shares) | 24,800 | 128,070 | |
(H Shares) | 1,451,500 | 3,591,494 | |
Greenland Holdings Corp. Ltd. (A Shares) | 207,100 | 181,394 | |
GRG Banking Equipment Co. Ltd. (A Shares) | 72,100 | 143,899 | |
Guangdong Haid Group Co. Ltd. (A Shares) | 45,600 | 587,478 | |
Guangdong HEC Technology Holding Co. Ltd. (A Shares) (b) | 103,100 | 74,695 | |
Guangdong Hongda Blasting Co. Ltd. (A Shares) | 20,000 | 85,827 | |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | 9,000 | 263,292 | |
Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. | 19,500 | 112,780 | |
Guanghui Energy Co. Ltd. (A Shares) (b) | 247,100 | 116,422 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 1,316,200 | 1,123,415 | |
Guangzhou Baiyun International Airport Co. Ltd. (A Shares) | 62,700 | 117,777 | |
Guangzhou Baiyunshan Pharma Health (A Shares) | 45,500 | 215,358 | |
Guangzhou Haige Communications Group (A Shares) | 73,500 | 112,745 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | 12,600 | 280,807 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 789,600 | 1,010,412 | |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | 19,200 | 395,419 | |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | 25,500 | 265,498 | |
Guangzhou Wondfo Biotech Co. Ltd. (A Shares) | 9,689 | 151,812 | |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | 54,500 | 108,520 | |
Guolian Securities Co. Ltd. (b) | 44,200 | 94,770 | |
Guosen Securities Co. Ltd. (A Shares) | 116,700 | 189,287 | |
Guotai Junan Securities Co. Ltd. (A Shares) | 196,700 | 503,183 | |
Guoxuan High Tech Co. Ltd. (A Shares) (b) | 35,500 | 190,511 | |
Guoyuan Securities Co. Ltd. (A Shares) | 121,270 | 143,872 | |
Haier Smart Home Co. Ltd. (b) | 910,200 | 3,937,140 | |
Haier Smart Home Co. Ltd. (A Shares) | 146,300 | 748,732 | |
Haitong Securities Co. Ltd.: | |||
(A Shares) | 262,100 | 448,204 | |
(H Shares) | 1,078,000 | 964,514 | |
Hangzhou First Applied Material Co. Ltd. (A Shares) | 18,900 | 267,026 | |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | 27,900 | 165,370 | |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | 39,200 | 218,057 | |
Hangzhou Tigermed Consulting Co. Ltd. (A Shares) | 56,400 | 1,363,584 | |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | 21,400 | 158,744 | |
Heilongjiang Agriculture Co. Ltd. (A Shares) | 57,000 | 133,398 | |
Henan Billions Chemicals Co. Ltd. (A Shares) | 47,300 | 247,332 | |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | 79,600 | 450,536 | |
Hengli Petrochemical Co. Ltd. (A Shares) | 159,520 | 730,635 | |
Hengtong Optic-electric Co. Ltd. (A Shares) | 64,308 | 114,937 | |
Hengyi Petrochemical Co. Ltd. (A Shares) | 105,980 | 215,611 | |
Hesteel Co. Ltd. (A Shares) (b) | 367,000 | 144,566 | |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | 15,000 | 251,641 | |
Hongfa Technology Co. Ltd. (A Shares) | 22,300 | 192,634 | |
Huaan Securities Co. Ltd. (A Shares) | 108,893 | 102,442 | |
Huadian Power International Corp. Ltd. (A Shares) | 231,200 | 121,430 | |
Huadong Medicine Co. Ltd. (A Shares) | 49,900 | 405,768 | |
Huagong Tech Co. Ltd. (A Shares) | 33,400 | 104,119 | |
Hualan Biological Engineer, Inc. (A Shares) | 48,670 | 316,372 | |
Huaneng Power International, Inc.: | |||
(A Shares) | 231,200 | 150,717 | |
(H Shares) | 1,538,186 | 554,462 | |
Huatai Securities Co. Ltd.: | |||
(A Shares) | 224,500 | 552,103 | |
(H Shares) (d) | 509,600 | 728,211 | |
HUAXI Securities Co. Ltd. | 80,700 | 116,434 | |
Huaxia Bank Co. Ltd. (A Shares) | 370,758 | 357,385 | |
Huaxin Cement Co. Ltd. (A Shares) | 46,900 | 159,098 | |
Huayu Automotive Systems Co. Ltd. (A Shares) | 85,100 | 343,371 | |
Hubei Biocause Pharmaceutical Co. Ltd. (A Shares) | 149,900 | 88,456 | |
Hubei Jumpcan Pharmaceutical Co. Ltd. (A Shares) | 30,000 | 89,349 | |
Hunan Valin Steel Co. Ltd. (A Shares) | 186,600 | 226,566 | |
Hundsun Technologies, Inc. (A Shares) | 27,978 | 397,142 | |
iFlytek Co. Ltd. (A Shares) | 59,900 | 471,631 | |
Industrial & Commercial Bank of China Ltd. (H Shares) | 28,998,000 | 18,889,624 | |
Industrial Bank Co. Ltd. (A Shares) | 558,100 | 1,874,271 | |
Industrial Securities Co. Ltd. (A Shares) | 193,700 | 271,991 | |
Ingenic Semiconductor Co. Ltd. (A Shares) (b) | 11,300 | 123,063 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 165,700 | 1,048,183 | |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (b) | 1,345,300 | 305,490 | |
Inner Mongolia First Machinery Group Co. Ltd. (A Shares) | 45,700 | 73,137 | |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | 238,200 | 213,050 | |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | 40,272 | 168,031 | |
Intco Medical Technology Co. Ltd. (A Shares) | 9,400 | 247,651 | |
JA Solar Technology Co. Ltd. (A Shares) (b) | 30,100 | 121,125 | |
Jafron Biomedical Co. Ltd. (A Shares) | 22,340 | 333,021 | |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | 19,200 | 238,017 | |
JCET Group Co. Ltd. (A Shares) (b) | 26,200 | 148,940 | |
Jiangsu Changshu Rural Commercial Bank Co. Ltd. | 84,400 | 90,482 | |
Jiangsu Expressway Co. Ltd. (H Shares) | 438,000 | 516,505 | |
Jiangsu Hengli Hydraulic Co. Ltd. | 35,476 | 471,296 | |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | 143,132 | 1,859,489 | |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | 34,500 | 284,751 | |
Jiangsu Shagang Co. Ltd. (A Shares) | 59,100 | 89,835 | |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | 40,800 | 1,213,254 | |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | 8,900 | 154,009 | |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | 30,200 | 148,353 | |
Jiangsu Zhongnan Construction Group Co. Ltd. (A Shares) | 102,200 | 111,775 | |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | 91,900 | 145,087 | |
Jiangxi Copper Co. Ltd.: | |||
(A Shares) | 262,100 | 1,075,365 | |
(H Shares) | 202,000 | 494,094 | |
Jiangxi Ganfeng Lithium Co. Ltd. | 29,500 | 498,950 | |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | 79,200 | 180,214 | |
Jilin Aodong Pharmaceutical Group Co. Ltd. (A Shares) | 45,100 | 106,036 | |
Jinke Properties Group Co. Ltd. (A Shares) | 139,900 | 142,634 | |
Jinyu Bio-Technology Co. Ltd. (A Shares) | 28,500 | 96,064 | |
JiuGui Liquor Co. Ltd. (A Shares) | 9,000 | 276,277 | |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | 62,300 | 141,471 | |
Jointown Pharmaceutical Group (A Shares) (b) | 58,000 | 151,865 | |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | 22,500 | 162,246 | |
Joyoung Co. Ltd. (A Shares) | 22,400 | 110,036 | |
Juewei Food Co. Ltd. | 17,700 | 235,991 | |
Kingfa Sci & Tech Co. Ltd. (A Shares) | 73,200 | 257,588 | |
Kuang-Chi Technologies Co. Ltd. (A Shares) (b) | 59,800 | 173,760 | |
Kweichow Moutai Co. Ltd. (A Shares) | 33,900 | 10,508,974 | |
Lakala Payment Co. Ltd. (A Shares) | 18,900 | 95,354 | |
Laobaixing Pharmacy Chain JSC (A Shares) | 12,360 | 102,435 | |
Legend Holdings Corp. rights (b)(c) | 16,330 | 2,733 | |
Lens Technology Co. Ltd. (A Shares) | 126,700 | 511,419 | |
Leo Group Co. Ltd. (A Shares) | 205,300 | 78,016 | |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | 49,600 | 245,874 | |
Leyard Optoelectronic Co. Ltd. (A Shares) | 76,400 | 84,620 | |
Liaoning Chengda Co. Ltd. (A Shares) | 40,300 | 140,320 | |
Lingyi iTech Guangdong Co. (A Shares) | 176,900 | 225,173 | |
Livzon Pharmaceutical Group, Inc. (A Shares) | 20,000 | 145,207 | |
LONGi Green Energy Technology Co. Ltd. | 102,820 | 1,578,792 | |
Luenmei Quantum Co. Ltd. (A Shares) | 38,783 | 54,459 | |
Luxshare Precision Industry Co. Ltd. (A Shares) | 187,024 | 1,067,801 | |
Luzhou Laojiao Co. Ltd. (A Shares) | 39,900 | 1,575,290 | |
Maccura Biotechnology Co. Ltd. (A Shares) | 15,300 | 112,360 | |
Mango Excellent Media Co. Ltd. (A Shares) | 47,370 | 497,958 | |
Maxscend Microelectronics Co. Ltd. (A Shares) | 7,380 | 487,045 | |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (b) | 108,788 | 206,703 | |
Metallurgical Corp. China Ltd. (A Shares) | 504,900 | 240,224 | |
Midea Group Co. Ltd. (A Shares) | 72,700 | 900,341 | |
Muyuan Foodstuff Co. Ltd. (A Shares) | 101,882 | 1,780,161 | |
Nanji E-Commerce Co. Ltd. (A Shares) | 67,700 | 84,501 | |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 23,780 | 169,162 | |
Nanjing Securities Co. Ltd. (A Shares) | 101,500 | 153,814 | |
Nanyang Topsec Technologies Group, Inc. (b) | 33,900 | 94,890 | |
NARI Technology Co. Ltd. (A Shares) | 128,200 | 633,326 | |
NAURA Technology Group Co. Ltd. | 13,900 | 355,622 | |
NavInfo Co. Ltd. (A Shares) | 59,300 | 130,353 | |
New China Life Insurance Co. Ltd. | 69,400 | 521,130 | |
New China Life Insurance Co. Ltd. (H Shares) | 336,600 | 1,297,824 | |
New Hope Liuhe Co. Ltd. (A Shares) | 123,900 | 318,100 | |
Ninestar Corp. (A Shares) | 30,600 | 119,970 | |
Ningbo Joyson Electronic Corp. (A shares) | 35,900 | 100,543 | |
Ningbo Tuopu Group Co. Ltd. (A Shares) | 29,400 | 153,960 | |
Nongfu Spring Co. Ltd. (H Shares) (a)(d) | 129,400 | 685,502 | |
Northeast Securities Co. Ltd. (A Shares) | 83,700 | 106,282 | |
O-film Tech Co. Ltd. (A Shares) | 71,500 | 93,662 | |
Oceanwide Holdings Co., Ltd. (A Shares) | 129,600 | 55,055 | |
Offcn Education Technology Co. A Shares | 43,676 | 172,046 | |
Offshore Oil Enginering Co. Ltd. (A Shares) | 164,400 | 110,472 | |
Oppein Home Group, Inc. (A Shares) | 11,280 | 290,647 | |
Orient Securities Co. Ltd. (A Shares) | 166,918 | 227,164 | |
Ovctek China, Inc. (A Shares) | 17,350 | 311,327 | |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (b) | 294,700 | 101,519 | |
People's Insurance Co. of China Group Ltd.: | |||
(A Shares) | 55,700 | 52,142 | |
(H Shares) | 3,804,552 | 1,302,837 | |
Perfect World Co. Ltd. (A Shares) | 51,200 | 168,544 | |
PetroChina Co. Ltd.: | |||
(A Shares) | 429,700 | 282,108 | |
(H Shares) | 9,299,790 | 3,388,163 | |
Pharmaron Beijing Co. Ltd. (H Shares) (d) | 55,300 | 1,146,900 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 3,073,568 | 3,019,063 | |
Ping An Bank Co. Ltd. (A Shares) | 520,600 | 1,872,986 | |
Ping An Insurance Group Co. of China Ltd.: | |||
(A Shares) | 92,996 | 1,041,509 | |
(H Shares) | 2,871,641 | 31,307,416 | |
Poly Developments & Holdings (A Shares) | 312,900 | 676,697 | |
Poly Property Development Co. Ltd. (H Shares) | 53,200 | 389,356 | |
Postal Savings Bank of China Co. Ltd. | 273,700 | 215,206 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (d) | 4,870,000 | 3,172,373 | |
Power Construction Corp. of China Ltd. (A Shares) | 464,700 | 274,219 | |
Proya Cosmetics Co. Ltd. (A Shares) | 5,700 | 160,914 | |
Qianhe Condiment and Food Co. Ltd. (A Shares) | 20,800 | 105,711 | |
Qingdao Rural Commercial Bank Corp. (A Shares) | 153,500 | 101,725 | |
Risesun Real Estate Development Co. Ltd. (A Shares) | 126,400 | 120,279 | |
Rongsheng Petrochemical Co. Ltd. (A Shares) | 154,500 | 676,139 | |
SAIC Motor Corp. Ltd. (A Shares) | 208,000 | 644,548 | |
Sanan Optoelectronics Co. Ltd. (A Shares) | 123,700 | 479,628 | |
Sangfor Technologies, Inc. | 11,000 | 464,724 | |
Sanquan Food Co. Ltd. (A Shares) | 24,000 | 73,778 | |
Sany Heavy Industry Co. Ltd. (A Shares) | 230,000 | 1,097,150 | |
SDIC Capital Co. Ltd. | 116,700 | 233,454 | |
SDIC Power Holdings Co. Ltd. (A Shares) | 207,900 | 317,944 | |
Sealand Securities Co. Ltd. (A Shares) | 145,850 | 94,853 | |
Seazen Holdings Co. Ltd. (A Shares) | 62,100 | 432,067 | |
SF Holding Co. Ltd. (A Shares) | 110,700 | 1,100,416 | |
SG Micro Corp. (A Shares) | 4,500 | 182,336 | |
Shaanxi Coal Industry Co. Ltd. (A Shares) | 234,500 | 407,527 | |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | 39,088 | 137,911 | |
Shandong Gold Mining Co. Ltd. (A Shares) | 294,344 | 880,281 | |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | 47,000 | 283,227 | |
Shandong Linglong Tyre Co. Ltd. (A Shares) | 36,000 | 309,032 | |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | 356,100 | 210,134 | |
Shandong Pharmaceutical Glass Co. Ltd. (A Shares) | 15,000 | 94,910 | |
Shandong Sinocera Functional Material Co. Ltd. (A Shares) | 28,400 | 217,162 | |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | 78,400 | 194,017 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 1,094,000 | 2,453,411 | |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | 15,200 | 292,377 | |
Shanghai Baosight Software Co. Ltd. (A Shares) | 23,600 | 231,133 | |
Shanghai Construction Group Co. Ltd. (A Shares) | 301,194 | 134,929 | |
Shanghai Electric Group Co. Ltd. (A Shares) (b) | 222,900 | 175,951 | |
Shanghai Electric Power Co. Ltd. (A Shares) | 115,800 | 125,934 | |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd.: | |||
(A Shares) | 39,200 | 364,781 | |
(H Shares) | 250,500 | 1,591,474 | |
Shanghai International Airport Co. Ltd. (A Shares) | 24,500 | 185,978 | |
Shanghai International Port Group Co. Ltd. (A Shares) | 256,843 | 183,700 | |
Shanghai Jahwa United Co. Ltd. (A Shares) | 21,100 | 192,307 | |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | 21,600 | 204,205 | |
Shanghai Lingang Holdings Corp. Ltd. (A Shares) | 28,000 | 89,015 | |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | 62,400 | 56,347 | |
Shanghai M&G Stationery, Inc. (A Shares) | 25,400 | 358,625 | |
Shanghai Oriental Pearl Media Co. Ltd. | 119,970 | 163,086 | |
Shanghai Pharmaceuticals Holding Co. Ltd.: | |||
(A Shares) | 70,200 | 242,693 | |
(H Shares) | 248,509 | 565,626 | |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | 801,709 | 1,244,640 | |
Shanghai Putailai New Energy Technology Co. Ltd. | 18,862 | 236,216 | |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | 138,900 | 171,439 | |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 88,000 | 160,272 | |
Shanghai Zhangjiang High Ltd. (A Shares) | 44,000 | 123,500 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | 108,200 | 149,593 | |
Shanxi Meijin Energy Co. Ltd. (A Shares) (b) | 127,900 | 155,294 | |
Shanxi Securities Co. Ltd. (A Shares) | 104,760 | 108,264 | |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | 214,900 | 211,464 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | 23,600 | 1,495,621 | |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | 129,490 | 112,617 | |
Shenergy Co. Ltd. (A Shares) | 177,400 | 155,381 | |
Shengyi Technology Co. Ltd. | 62,100 | 223,804 | |
Shennan Circuits Co. Ltd. (A Shares) | 13,340 | 163,579 | |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | 640,500 | 447,217 | |
Shenzhen Airport Co. Ltd. (A Shares) | 61,900 | 81,564 | |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | 11,400 | 135,634 | |
Shenzhen Energy Group Co. Ltd. (A Shares) | 128,460 | 168,079 | |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | 13,400 | 235,563 | |
Shenzhen Hepalink Pharmaceutical Group Co. Ltd. (A Shares) | 34,200 | 85,586 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 47,500 | 656,349 | |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | 44,300 | 118,184 | |
Shenzhen Kangtai Biological Products Co. Ltd. | 18,400 | 513,614 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 27,300 | 1,966,688 | |
Shenzhen MTC Co. Ltd. (A Shares) (b) | 124,200 | 111,278 | |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | 211,200 | 303,742 | |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | 29,800 | 168,438 | |
Shenzhen SC New Energy Technology Corp. (A Shares) | 9,100 | 155,277 | |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | 26,000 | 112,900 | |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | 35,800 | 155,123 | |
Siasun Robot & Automation Co. Ltd. (A Shares) (b) | 50,700 | 75,578 | |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | 143,900 | 250,300 | |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | 47,100 | 158,104 | |
Sichuan Swellfun Co. Ltd. (A Shares) | 13,800 | 218,080 | |
Sinolink Securities Co. Ltd. (A Shares) | 79,600 | 148,662 | |
Sinoma Science & Technology Co. Ltd. (A Shares) | 46,500 | 157,742 | |
Sinopec Shanghai Petrochemical Co. Ltd. (A Shares) | 228,000 | 129,259 | |
Sinopharm Group Co. Ltd. (H Shares) | 577,000 | 1,790,184 | |
Sinotrans Ltd. | 149,600 | 112,775 | |
SKSHU Paint Co. Ltd. (A Shares) | 7,800 | 285,492 | |
Songcheng Performance Development Co. Ltd. (A Shares) | 70,460 | 236,517 | |
Soochow Securities Co. Ltd. (A Shares) | 121,000 | 148,037 | |
Southwest Securities Co. Ltd. (A Shares) | 215,900 | 150,081 | |
Spring Airlines Co. Ltd. (A Shares) | 24,600 | 244,347 | |
STO Express Co. Ltd. | 52,500 | 69,746 | |
Sungrow Power Supply Co. Ltd. (A Shares) | 39,500 | 548,552 | |
Suning.com Co. Ltd. (A Shares) | 263,400 | 270,988 | |
Sunshine City Group Co. Ltd. (A Shares) | 108,700 | 96,215 | |
Sunwoda Electronic Co. Ltd. (A Shares) | 45,100 | 149,927 | |
Suofeiya Home Collection Co. Ltd. (A Shares) | 14,500 | 65,226 | |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | 47,000 | 126,621 | |
Suzhou Gold Mantis Consolidated Co. Ltd. | 84,900 | 121,314 | |
Tangshan Jidong Cement Co. Ltd. A Shares | 44,700 | 96,809 | |
TBEA Co. Ltd. (A Shares) | 108,900 | 207,421 | |
TCL Corp. (A Shares) | 378,200 | 525,805 | |
The Pacific Securities Co. Ltd. (A Shares) (b) | 189,900 | 108,833 | |
Thunder Software Technology Co. Ltd. (A Shares) | 11,500 | 238,669 | |
Tianfeng Securities Co. Ltd. (A Shares) | 188,900 | 137,440 | |
Tianjin 712 Communication & Broadcasting Co. Ltd. | 22,200 | 105,830 | |
Tianjin Chase Sun Pharmaceutical Co. Ltd. (A Shares) | 94,800 | 63,996 | |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | 86,000 | 367,063 | |
Tianma Microelectronics Co. Ltd. (A Shares) | 73,400 | 157,606 | |
Tianshui Huatian Technology Co. Ltd. (A Shares) | 82,200 | 162,533 | |
Toly Bread Co. Ltd. | 17,300 | 131,617 | |
TongFu Microelectronics Co. Ltd. (A Shares) (b) | 37,500 | 123,793 | |
Tonghua Dongbao Pharmaceutical Co. Ltd. (A Shares) | 65,700 | 134,475 | |
Tongkun Group Co. Ltd. (A Shares) | 53,400 | 188,820 | |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | 336,200 | 148,014 | |
Tongwei Co. Ltd. (A Shares) | 117,000 | 636,736 | |
Topchoice Medical Corp. (b) | 9,000 | 435,437 | |
Transfar Zhilian Co. Ltd. | 111,500 | 105,239 | |
TravelSky Technology Ltd. (H Shares) | 425,000 | 933,411 | |
Tsingtao Brewery Co. Ltd.: | |||
(A Shares) | 34,000 | 478,001 | |
(H Shares) | 179,000 | 1,624,602 | |
Unigroup Guoxin Microelectronics Co. Ltd. | 17,900 | 323,823 | |
Unisplendour Corp. Ltd. (A Shares) | 76,910 | 217,061 | |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | 42,400 | 106,106 | |
Visionox Technology, Inc. (A Shares) (b) | 39,900 | 57,938 | |
Walvax Biotechnology Co. Ltd. (A Shares) | 42,600 | 411,292 | |
Wangfujing Group Co. Ltd. | 22,900 | 118,117 | |
Wangsu Science & Technology Co. Ltd. (A Shares) | 76,100 | 65,244 | |
Wanhua Chemical Group Co. Ltd. (A Shares) | 85,800 | 1,361,720 | |
Weichai Power Co. Ltd.: | |||
(A Shares) | 29,100 | 81,409 | |
(H Shares) | 1,020,000 | 2,360,981 | |
Weifu High-Technology Group Co. Ltd. (A Shares) | 26,800 | 100,932 | |
Weihai Guangwei Composites Co. Ltd. (A Shares) | 13,700 | 133,646 | |
Wens Foodstuffs Group Co. Ltd. (A Shares) | 180,100 | 400,346 | |
Western Securities Co. Ltd. (A Shares) | 117,700 | 153,273 | |
Will Semiconductor Ltd. | 23,600 | 1,102,840 | |
Wingtech Technology Co. Ltd. (A Shares) | 33,500 | 441,423 | |
Winning Health Technology Group Co. Ltd. (A Shares) | 62,330 | 145,872 | |
Wuchan Zhongda Group Co. Ltd. | 117,500 | 83,857 | |
Wuhan Guide Infrared Co. Ltd. (A Shares) | 44,480 | 239,595 | |
Wuhan Humanwell Hi-Tech Industry Co. Ltd. | 39,300 | 199,854 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 56,100 | 191,174 | |
Wuhu Token Science Co. Ltd. (A Shares) | 75,700 | 88,405 | |
Wuliangye Yibin Co. Ltd. (A Shares) | 104,900 | 4,618,290 | |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | 50,600 | 113,183 | |
WuXi AppTec Co. Ltd. | 51,820 | 1,270,785 | |
WuXi AppTec Co. Ltd. (H Shares) (d) | 128,224 | 3,032,377 | |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | 24,800 | 338,661 | |
Wuxi Taiji Industry Co. Ltd. (A Shares) | 69,800 | 83,779 | |
XCMG Construction Machinery Co. Ltd. (A Shares) | 237,200 | 270,416 | |
Xiamen C&D, Inc. (A Shares) | 96,325 | 120,676 | |
Xiamen Intretech, Inc. | 20,910 | 131,400 | |
Xiamen Tungsten Co. Ltd. (A Shares) | 42,900 | 127,968 | |
Xinhu Zhongbao Co. Ltd. (A Shares) | 304,200 | 144,734 | |
Xinjiang Goldwind Science & Technology Co. Ltd.: | |||
(A Shares) | 234,000 | 440,636 | |
(H Shares) | 196,164 | 323,247 | |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | 17,600 | 166,172 | |
Yantai Jereh Oilfield Services (A Shares) | 27,300 | 139,210 | |
Yanzhou Coal Mining Co. Ltd.: | |||
(A Shares) | 220,800 | 443,067 | |
(H Shares) | 382,000 | 455,877 | |
Yealink Network Technology Corp. Ltd. | 21,250 | 229,816 | |
Yifan Pharmaceutical Co. Ltd. (A Shares) | 39,400 | 108,885 | |
Yifeng Pharmacy Chain Co. Ltd. | 15,500 | 215,135 | |
Yihai Kerry Arawana Holdings Co. Ltd. (A Series) | 30,500 | 370,231 | |
Yintai Gold Co. Ltd. (A Shares) | 90,580 | 119,915 | |
Yonghui Superstores Co. Ltd. (A Shares) | 276,900 | 238,253 | |
Yonyou Network Technology Co. Ltd. (A Shares) | 87,220 | 447,317 | |
Youngor Group Co. Ltd. (A Shares) | 151,387 | 173,755 | |
YTO Express Group Co. Ltd. (A Shares) | 82,600 | 150,309 | |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (b) | 41,300 | 107,820 | |
Yunda Holding Co. Ltd. (A Shares) | 79,660 | 198,119 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 35,100 | 583,147 | |
Yunnan Energy New Material Co. Ltd. | 23,700 | 492,598 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | 16,600 | 870,093 | |
Zhaojin Mining Industry Co. Ltd. (H Shares) | 426,500 | 387,091 | |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) | 199,210 | 204,026 | |
Zhejiang Chint Electric Co. Ltd. (A Shares) | 60,500 | 311,122 | |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | 82,800 | 300,068 | |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | 14,640 | 165,974 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 564,000 | 490,829 | |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | 40,890 | 137,195 | |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) (b) | 32,450 | 409,892 | |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | 38,000 | 227,055 | |
Zhejiang Juhua Co. Ltd. (A Shares) | 85,500 | 115,435 | |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | 102,300 | 214,761 | |
Zhejiang NHU Co. Ltd. (A Shares) | 61,900 | 373,972 | |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | 102,150 | 338,002 | |
Zhejiang Semir Garment Co. Ltd. (A Shares) | 63,500 | 114,866 | |
Zhejiang Supor Co. Ltd. | 16,400 | 191,019 | |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | 46,800 | 170,037 | |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 15,000 | 170,009 | |
Zhengzhou Yutong Bus Co. Ltd. (A Shares) | 62,800 | 132,032 | |
Zheshang Securities Co. Ltd. | 100,300 | 176,321 | |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (b)(d) | 168,500 | 997,844 | |
Zhongji Innolight Co. Ltd. (A Shares) | 20,100 | 106,221 | |
Zhongjin Gold Co. Ltd. (A Shares) | 138,600 | 183,273 | |
Zhongtian Financial Group Co. Ltd. (A Shares) (b) | 190,093 | 81,340 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 241,327 | 963,102 | |
Zijin Mining Group Co. Ltd.: | |||
(A Shares) | 401,600 | 684,274 | |
(H Shares) | 2,698,000 | 3,799,829 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 368,900 | 673,007 | |
(H Shares) | 349,000 | 483,440 | |
ZTE Corp.: | |||
(A Shares) | 84,300 | 376,996 | |
(H Shares) | 345,800 | 865,418 | |
TOTAL CHINA | 409,237,971 | ||
Colombia - 0.1% | |||
Bancolombia SA | 112,725 | 838,536 | |
Ecopetrol SA | 2,233,869 | 1,315,334 | |
Grupo de Inversiones Suramerica SA | 107,358 | 548,045 | |
Interconexion Electrica SA ESP | 198,626 | 1,131,436 | |
TOTAL COLOMBIA | 3,833,351 | ||
Cyprus - 0.1% | |||
TCS Group Holding PLC unit | 52,327 | 3,025,062 | |
Czech Republic - 0.1% | |||
CEZ A/S | 73,993 | 2,062,150 | |
Komercni Banka A/S (b) | 32,571 | 987,989 | |
MONETA Money Bank A/S (b)(d) | 206,671 | 768,617 | |
TOTAL CZECH REPUBLIC | 3,818,756 | ||
Egypt - 0.1% | |||
Commercial International Bank SAE | 617,863 | 2,248,927 | |
Eastern Tobacco Co. | 455,207 | 343,295 | |
Elsewedy Electric Co. | 235,128 | 120,867 | |
TOTAL EGYPT | 2,713,089 | ||
Greece - 0.1% | |||
Ff Group (b)(c) | 1,944 | 2,805 | |
Hellenic Telecommunications Organization SA | 110,633 | 1,876,750 | |
Jumbo SA | 49,755 | 930,169 | |
OPAP SA | 89,733 | 1,375,489 | |
TOTAL GREECE | 4,185,213 | ||
Hong Kong - 1.1% | |||
Beijing Enterprises Holdings Ltd. | 199,927 | 653,747 | |
BYD Electronic International Co. Ltd. | 300,500 | 1,599,649 | |
China Everbright International Ltd. | 1,476,814 | 929,693 | |
China Everbright Ltd. | 361,000 | 432,210 | |
China Jinmao Holdings Group Ltd. | 2,566,000 | 974,504 | |
China Merchants Holdings International Co. Ltd. | 554,880 | 890,065 | |
China Overseas Land and Investment Ltd. | 1,741,202 | 4,406,943 | |
China Power International Development Ltd. | 1,696,000 | 388,643 | |
China Resources Beer Holdings Co. Ltd. | 644,144 | 5,203,571 | |
China Resources Pharmaceutical Group Ltd. (d) | 624,200 | 421,879 | |
China Resources Power Holdings Co. Ltd. | 860,940 | 1,130,519 | |
China Taiping Insurance Group Ltd. | 725,055 | 1,347,854 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 1,144,000 | 653,904 | |
CITIC Pacific Ltd. | 2,517,941 | 2,651,573 | |
CSPC Pharmaceutical Group Ltd. | 4,025,608 | 4,985,530 | |
Far East Horizon Ltd. | 861,000 | 986,502 | |
Fosun International Ltd. | 1,073,454 | 1,545,005 | |
Guangdong Investment Ltd. | 1,289,126 | 1,984,867 | |
Hua Hong Semiconductor Ltd. (b)(d) | 231,000 | 1,443,796 | |
Lenovo Group Ltd. | 3,233,000 | 4,445,102 | |
Shenzhen Investment Ltd. | 1,442,515 | 529,261 | |
Sinotruk Hong Kong Ltd. | 292,000 | 718,746 | |
Sun Art Retail Group Ltd. | 805,500 | 742,478 | |
Wharf Holdings Ltd. | 748,000 | 2,272,576 | |
Yuexiu Property Co. Ltd. | 3,273,000 | 758,444 | |
TOTAL HONG KONG | 42,097,061 | ||
Hungary - 0.2% | |||
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (b) | 191,863 | 1,326,429 | |
OTP Bank PLC (b) | 101,409 | 4,562,118 | |
Richter Gedeon PLC | 65,574 | 1,876,873 | |
TOTAL HUNGARY | 7,765,420 | ||
India - 9.3% | |||
ACC Ltd. | 30,603 | 778,041 | |
Adani Green Energy Ltd. (b) | 176,603 | 2,429,946 | |
Adani Ports & Special Economic Zone Ltd. (b) | 225,657 | 2,224,575 | |
Ambuja Cements Ltd. | 299,140 | 1,248,386 | |
Apollo Hospitals Enterprise Ltd. (b) | 40,496 | 1,748,511 | |
Asian Paints Ltd. | 173,436 | 5,940,221 | |
Aurobindo Pharma Ltd. | 133,965 | 1,774,351 | |
Avenue Supermarts Ltd. (b)(d) | 72,746 | 2,802,472 | |
Axis Bank Ltd. (b) | 1,020,060 | 9,847,288 | |
Bajaj Auto Ltd. | 31,148 | 1,612,499 | |
Bajaj Finance Ltd. | 122,147 | 8,992,414 | |
Bajaj Finserv Ltd. | 17,360 | 2,588,388 | |
Balkrishna Industries Ltd. | 40,859 | 976,550 | |
Bandhan Bank Ltd. (b)(d) | 329,019 | 1,465,046 | |
Berger Paints India Ltd. (b) | 110,390 | 1,049,417 | |
Bharat Forge Ltd. (b) | 108,997 | 898,410 | |
Bharat Petroleum Corp. Ltd. | 394,452 | 2,246,707 | |
Bharti Airtel Ltd. | 1,067,478 | 7,737,071 | |
Biocon Ltd. (b) | 194,403 | 996,625 | |
Britannia Industries Ltd. | 48,348 | 2,251,735 | |
Cipla Ltd. (b) | 199,486 | 2,452,260 | |
Coal India Ltd. | 551,480 | 990,810 | |
Colgate-Palmolive Ltd. | 51,729 | 1,035,139 | |
Container Corp. of India Ltd. | 119,359 | 950,778 | |
Dabur India Ltd. | 240,465 | 1,747,109 | |
Divi's Laboratories Ltd. (b) | 59,400 | 3,258,438 | |
DLF Ltd. | 283,082 | 945,327 | |
Dr. Reddy's Laboratories Ltd. | 52,934 | 3,684,852 | |
Eicher Motors Ltd. | 62,790 | 2,053,277 | |
GAIL India Ltd. | 713,131 | 1,321,201 | |
Godrej Consumer Products Ltd. (b) | 190,949 | 1,783,660 | |
Grasim Industries Ltd. | 131,346 | 2,486,183 | |
Havells India Ltd. | 94,808 | 1,267,755 | |
HCL Technologies Ltd. | 490,553 | 5,954,799 | |
HDFC Asset Management Co. Ltd. (d) | 24,823 | 930,624 | |
HDFC Standard Life Insurance Co. Ltd. (b)(d) | 325,227 | 2,920,917 | |
Hero Motocorp Ltd. | 54,160 | 2,061,781 | |
Hindalco Industries Ltd. | 701,804 | 3,453,344 | |
Hindustan Petroleum Corp. Ltd. | 304,895 | 966,088 | |
Hindustan Unilever Ltd. | 371,468 | 11,806,668 | |
Housing Development Finance Corp. Ltd. | 767,132 | 25,069,694 | |
ICICI Bank Ltd. (b) | 2,294,180 | 18,588,332 | |
ICICI Lombard General Insurance Co. Ltd. (d) | 92,499 | 1,766,168 | |
ICICI Prudential Life Insurance Co. Ltd. (b)(d) | 171,924 | 1,211,744 | |
Indian Oil Corp. Ltd. | 817,122 | 1,002,438 | |
Indraprastha Gas Ltd. | 140,188 | 963,455 | |
Indus Towers Ltd. | 273,876 | 933,815 | |
Info Edge India Ltd. (b) | 31,802 | 2,110,557 | |
Infosys Ltd. | 1,531,808 | 27,845,205 | |
InterGlobe Aviation Ltd. (b)(d) | 43,382 | 962,717 | |
Ipca Laboratories Ltd. | 31,564 | 897,329 | |
ITC Ltd. | 1,339,617 | 3,664,930 | |
JSW Steel Ltd. | 382,244 | 3,705,271 | |
Jubilant Foodworks Ltd. (b) | 36,476 | 1,424,315 | |
Kotak Mahindra Bank Ltd. (b) | 250,146 | 5,907,168 | |
Larsen & Toubro Infotech Ltd. (d) | 21,274 | 1,117,564 | |
Larsen & Toubro Ltd. | 312,308 | 5,653,005 | |
Lupin Ltd. (b) | 103,355 | 1,492,650 | |
Mahindra & Mahindra Ltd. | 367,816 | 3,737,762 | |
Marico Ltd. | 231,907 | 1,288,477 | |
Maruti Suzuki India Ltd. | 61,380 | 5,350,723 | |
Motherson Sumi Systems Ltd. (b) | 562,348 | 1,630,357 | |
MRF Ltd. | 850 | 926,507 | |
Muthoot Finance Ltd. | 57,780 | 903,039 | |
Nestle India Ltd. | 15,334 | 3,377,031 | |
NTPC Ltd. | 2,047,235 | 2,832,209 | |
Oil & Natural Gas Corp. Ltd. | 1,125,684 | 1,643,950 | |
Page Industries Ltd. | 2,473 | 990,489 | |
Petronet LNG Ltd. | 324,721 | 1,052,148 | |
PI Industries Ltd. | 31,684 | 1,074,595 | |
Pidilite Industries Ltd. (b) | 68,677 | 1,683,934 | |
Piramal Enterprises Ltd. | 40,981 | 929,799 | |
Power Grid Corp. of India Ltd. | 943,915 | 2,804,787 | |
Rec Ltd. | 426,306 | 737,422 | |
Reliance Industries Ltd. | 1,280,788 | 34,495,060 | |
SBI Life Insurance Co. Ltd. (d) | 202,746 | 2,542,573 | |
Shree Cement Ltd. (b) | 4,792 | 1,806,051 | |
Shriram Transport Finance Co. Ltd. | 86,097 | 1,563,767 | |
Siemens India Ltd. | 29,937 | 760,583 | |
State Bank of India (b) | 803,030 | 3,833,247 | |
Sun Pharmaceutical Industries Ltd. | 385,034 | 3,402,680 | |
Tata Consultancy Services Ltd. | 421,672 | 17,285,107 | |
Tata Consumer Products Ltd. (b) | 267,088 | 2,414,630 | |
Tata Motors Ltd. (b) | 766,135 | 3,012,192 | |
Tata Steel Ltd. | 301,549 | 4,210,407 | |
Tech Mahindra Ltd. | 287,153 | 3,724,012 | |
Titan Co. Ltd. | 161,662 | 3,256,271 | |
Torrent Pharmaceuticals Ltd. | 24,553 | 831,944 | |
Trent Ltd. | 69,168 | 725,444 | |
Ultratech Cemco Ltd. | 51,662 | 4,380,300 | |
United Spirits Ltd. (b) | 111,556 | 782,647 | |
UPL Ltd. | 225,049 | 1,844,335 | |
Vedanta Ltd. | 668,112 | 2,320,867 | |
Wipro Ltd. | 520,347 | 3,442,233 | |
Yes Bank Ltd. (b) | 4,569,222 | 897,741 | |
Zee Entertainment Enterprises Ltd. | 388,665 | 974,090 | |
TOTAL INDIA | 345,465,430 | ||
Indonesia - 1.2% | |||
PT Adaro Energy Tbk | 6,318,100 | 544,551 | |
PT Aneka Tambang Tbk | 3,560,900 | 613,821 | |
PT Astra International Tbk | 9,137,659 | 3,479,206 | |
PT Bank Central Asia Tbk | 4,451,570 | 9,869,265 | |
PT Bank Mandiri (Persero) Tbk | 8,448,398 | 3,596,999 | |
PT Bank Negara Indonesia (Persero) Tbk | 3,286,000 | 1,296,656 | |
PT Bank Rakyat Indonesia Tbk | 25,041,405 | 7,020,955 | |
PT Barito Pacific Tbk (b) | 12,701,200 | 879,280 | |
PT Charoen Pokphand Indonesia Tbk | 3,303,100 | 1,612,105 | |
PT Gudang Garam Tbk (b) | 213,300 | 533,065 | |
PT Indah Kiat Pulp & Paper Tbk | 1,227,100 | 773,043 | |
PT Indocement Tunggal Prakarsa Tbk | 646,800 | 575,381 | |
PT Indofood CBP Sukses Makmur Tbk | 999,900 | 602,224 | |
PT Indofood Sukses Makmur Tbk | 1,868,500 | 844,026 | |
PT Kalbe Farma Tbk | 9,573,400 | 954,358 | |
PT Merdeka Copper Gold Tbk (b) | 4,325,600 | 784,567 | |
PT Perusahaan Gas Negara Tbk Series B | 4,977,800 | 422,139 | |
PT Sarana Menara Nusantara Tbk | 8,187,700 | 646,174 | |
PT Semen Gresik (Persero) Tbk | 1,353,948 | 977,148 | |
PT Telekomunikasi Indonesia Tbk Series B | 22,570,865 | 4,986,913 | |
PT Unilever Indonesia Tbk | 3,358,195 | 1,394,889 | |
PT United Tractors Tbk | 748,600 | 1,097,377 | |
TOTAL INDONESIA | 43,504,142 | ||
Isle of Man - 0.0% | |||
NEPI Rockcastle PLC | 187,589 | 1,263,744 | |
Korea (South) - 12.5% | |||
Alteogen, Inc. | 12,322 | 889,210 | |
AMOREPACIFIC Corp. | 14,487 | 3,504,251 | |
AMOREPACIFIC Group, Inc. | 13,334 | 876,390 | |
BGF Retail Co. Ltd. | 3,427 | 468,873 | |
Celltrion Healthcare Co. Ltd. | 31,245 | 3,134,894 | |
Celltrion Pharm, Inc. | 7,401 | 880,221 | |
Celltrion, Inc. (b) | 43,217 | 10,279,824 | |
Cheil Worldwide, Inc. | 32,420 | 636,351 | |
CJ CheilJedang Corp. | 3,767 | 1,332,268 | |
CJ Corp. | 7,282 | 621,876 | |
CJ ENM Co. Ltd. | 4,890 | 629,681 | |
CJ Logistics Corp. (b) | 4,162 | 638,286 | |
Coway Co. Ltd. | 22,364 | 1,337,904 | |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (b) | 16,222 | 532,378 | |
Db Insurance Co. Ltd. | 23,309 | 1,020,295 | |
Doosan Bobcat, Inc. | 21,866 | 892,606 | |
Doosan Heavy Industries & Construction Co. Ltd. (b) | 94,796 | 1,182,534 | |
DuzonBizon Co. Ltd. | 8,852 | 667,296 | |
E-Mart Co. Ltd. | 8,679 | 1,303,852 | |
Fila Holdings Corp. | 21,911 | 893,463 | |
GS Engineering & Construction Corp. | 27,324 | 1,078,759 | |
GS Holdings Corp. | 22,273 | 857,435 | |
GS Retail Co. Ltd. | 11,231 | 359,543 | |
Hana Financial Group, Inc. | 134,958 | 5,509,204 | |
Hankook Tire Co. Ltd. | 33,719 | 1,450,338 | |
Hanmi Pharm Co. Ltd. | 3,008 | 909,168 | |
Hanon Systems | 83,614 | 1,211,277 | |
Hanwha Corp. | 17,216 | 474,168 | |
Hanwha Solutions Corp. | 53,981 | 2,222,900 | |
HLB, Inc. | 40,458 | 1,197,517 | |
Hotel Shilla Co. | 14,032 | 1,085,388 | |
Hyundai Engineering & Construction Co. Ltd. | 35,378 | 1,594,459 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 28,791 | 626,910 | |
Hyundai Glovis Co. Ltd. | 8,302 | 1,425,389 | |
Hyundai Mobis | 29,818 | 7,199,324 | |
Hyundai Motor Co. | 67,841 | 12,861,083 | |
Hyundai Robotics Co. Ltd. | 21,300 | 1,340,916 | |
Hyundai Steel Co. | 39,005 | 1,935,810 | |
Industrial Bank of Korea | 122,021 | 1,057,323 | |
Kakao Corp. | 128,775 | 13,070,038 | |
Kangwon Land, Inc. | 48,026 | 1,086,542 | |
KB Financial Group, Inc. | 177,459 | 8,689,734 | |
Kia Corp. | 118,089 | 8,131,106 | |
KMW Co. Ltd. (b) | 10,580 | 543,059 | |
Korea Aerospace Industries Ltd. | 32,490 | 947,146 | |
Korea Electric Power Corp. | 115,367 | 2,435,390 | |
Korea Gas Corp. | 12,677 | 395,632 | |
Korea Investment Holdings Co. Ltd. | 18,842 | 1,887,098 | |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (b) | 17,486 | 2,400,205 | |
Korea Zinc Co. Ltd. | 3,801 | 1,515,941 | |
Korean Air Lines Co. Ltd. (b) | 69,795 | 1,678,905 | |
KT&G Corp. | 52,036 | 3,834,251 | |
Kumho Petro Chemical Co. Ltd. | 8,219 | 1,910,917 | |
LG Chemical Ltd. | 20,844 | 17,371,864 | |
LG Corp. (c) | 42,474 | 4,804,665 | |
LG Display Co. Ltd. (b) | 104,491 | 2,270,568 | |
LG Electronics, Inc. | 47,711 | 6,719,679 | |
LG Household & Health Care Ltd. | 4,559 | 6,274,190 | |
LG Innotek Co. Ltd. | 6,327 | 1,137,217 | |
LG Telecom Ltd. | 98,581 | 1,163,635 | |
Lotte Chemical Corp. | 7,748 | 2,106,263 | |
Lotte Confectionery Co. Ltd. | 11,542 | 377,756 | |
Lotte Shopping Co. Ltd. | 5,170 | 573,273 | |
Meritz Securities Co. Ltd. | 123,042 | 531,435 | |
Mirae Asset Securities Co. Ltd. | 135,288 | 1,209,786 | |
NAVER Corp. | 55,260 | 17,764,755 | |
NCSOFT Corp. | 7,387 | 5,482,715 | |
Netmarble Corp. (d) | 9,723 | 1,125,951 | |
NH Investment & Securities Co. Ltd. | 52,436 | 602,535 | |
Orion Corp./Republic of Korea | 10,614 | 1,110,489 | |
Ottogi Corp. | 467 | 231,771 | |
Pan Ocean Co., Ltd. (Korea) | 104,835 | 688,100 | |
Pearl Abyss Corp. (b) | 13,285 | 670,024 | |
POSCO | 33,333 | 10,835,948 | |
POSCO Chemtech Co. Ltd. | 11,861 | 1,580,364 | |
S-Oil Corp. | 19,499 | 1,518,728 | |
S1 Corp. | 7,791 | 567,806 | |
Samsung Biologics Co. Ltd. (b)(d) | 7,434 | 5,344,758 | |
Samsung C&T Corp. | 37,684 | 4,582,952 | |
Samsung Card Co. Ltd. | 14,342 | 452,724 | |
Samsung Electro-Mechanics Co. Ltd. | 25,276 | 4,045,860 | |
Samsung Electronics Co. Ltd. | 2,154,240 | 157,000,537 | |
Samsung Engineering Co. Ltd. (b) | 71,262 | 1,105,623 | |
Samsung Fire & Marine Insurance Co. Ltd. | 13,967 | 2,472,964 | |
Samsung Heavy Industries Co. Ltd. (b) | 208,554 | 1,398,715 | |
Samsung Life Insurance Co. Ltd. | 31,595 | 2,308,287 | |
Samsung SDI Co. Ltd. | 24,691 | 14,439,956 | |
Samsung SDS Co. Ltd. | 15,636 | 2,558,740 | |
Samsung Securities Co. Ltd. | 28,808 | 1,098,706 | |
Seegene, Inc. | 16,524 | 1,383,058 | |
Shin Poong Pharmaceutical Co. | 13,098 | 817,542 | |
Shinhan Financial Group Co. Ltd. | 197,720 | 7,067,492 | |
Shinsegae Co. Ltd. | 3,010 | 819,602 | |
SK Biopharmaceuticals Co. Ltd. (b) | 7,338 | 715,243 | |
SK Chemicals Co. Ltd. | 3,406 | 811,692 | |
SK Holdings Co., Ltd. | 15,755 | 3,888,454 | |
SK Hynix, Inc. | 245,141 | 28,059,205 | |
SK Innovation Co., Ltd. | 24,903 | 6,023,770 | |
SK Telecom Co. Ltd. | 17,840 | 4,833,388 | |
Woori Financial Group, Inc. | 247,989 | 2,372,825 | |
Yuhan Corp. | 22,442 | 1,290,393 | |
TOTAL KOREA (SOUTH) | 466,257,331 | ||
Kuwait - 0.5% | |||
Agility Public Warehousing Co. KSC | 405,586 | 1,275,699 | |
Boubyan Bank KSC | 383,019 | 832,374 | |
Gulf Bank | 715,936 | 515,455 | |
Kuwait Finance House KSCP | 2,173,464 | 5,213,718 | |
Mabanee Co. SAKC | 145,949 | 338,482 | |
Mobile Telecommunication Co. | 939,750 | 1,880,124 | |
National Bank of Kuwait | 3,186,096 | 8,699,924 | |
TOTAL KUWAIT | 18,755,776 | ||
Luxembourg - 0.1% | |||
Globant SA (b) | 16,971 | 3,889,414 | |
Reinet Investments SCA | 59,456 | 1,147,713 | |
TOTAL LUXEMBOURG | 5,037,127 | ||
Malaysia - 1.4% | |||
AMMB Holdings Bhd | 754,000 | 548,631 | |
Axiata Group Bhd | 1,270,498 | 1,200,544 | |
CIMB Group Holdings Bhd | 2,950,943 | 2,983,007 | |
Dialog Group Bhd | 1,631,365 | 1,210,927 | |
DiGi.com Bhd | 1,442,300 | 1,475,580 | |
Fraser & Neave Holdings Bhd | 64,000 | 468,807 | |
Gamuda Bhd (b) | 845,300 | 728,582 | |
Genting Bhd | 956,700 | 1,163,317 | |
Genting Malaysia Bhd | 1,366,640 | 961,036 | |
Genting Plantations Bhd | 112,500 | 239,806 | |
Hap Seng Consolidated Bhd | 291,500 | 571,541 | |
Hartalega Holdings Bhd | 769,700 | 1,932,002 | |
Hong Leong Bank Bhd | 297,100 | 1,292,717 | |
Hong Leong Credit Bhd | 111,200 | 450,176 | |
IHH Healthcare Bhd | 1,018,087 | 1,337,397 | |
IOI Corp. Bhd | 1,156,300 | 1,154,747 | |
Kossan Rubber Industries Bhd | 578,300 | 626,945 | |
Kuala Lumpur Kepong Bhd | 196,328 | 1,054,625 | |
Malayan Banking Bhd | 1,787,136 | 3,591,290 | |
Malaysia Airports Holdings Bhd | 488,300 | 714,178 | |
Maxis Bhd | 1,077,100 | 1,209,781 | |
MISC Bhd | 566,500 | 937,827 | |
Nestle (Malaysia) Bhd | 30,900 | 1,023,838 | |
Petronas Chemicals Group Bhd | 1,088,500 | 2,179,392 | |
Petronas Dagangan Bhd | 133,426 | 656,786 | |
Petronas Gas Bhd | 367,600 | 1,412,776 | |
PPB Group Bhd | 297,340 | 1,343,130 | |
Press Metal Bhd | 1,267,400 | 1,609,200 | |
Public Bank Bhd | 6,538,985 | 6,626,001 | |
QL Resources Bhd | 485,200 | 716,753 | |
RHB Capital Bhd | 742,160 | 944,122 | |
Sime Darby Bhd | 1,172,749 | 647,152 | |
Sime Darby Plantation Bhd | 971,549 | 1,076,995 | |
Supermax Corp. Bhd | 671,868 | 989,223 | |
Telekom Malaysia Bhd | 526,600 | 734,193 | |
Tenaga Nasional Bhd | 1,035,072 | 2,517,230 | |
Top Glove Corp. Bhd | 2,205,700 | 3,042,902 | |
Westports Holdings Bhd | 394,000 | 413,674 | |
TOTAL MALAYSIA | 51,786,830 | ||
Mexico - 1.7% | |||
America Movil S.A.B. de CV Series L | 15,478,247 | 10,811,927 | |
Arca Continental S.A.B. de CV | 175,900 | 941,804 | |
Becle S.A.B. de CV | 217,000 | 517,513 | |
CEMEX S.A.B. de CV unit (b) | 6,821,686 | 5,418,420 | |
Coca-Cola FEMSA S.A.B. de CV unit | 218,484 | 1,022,799 | |
Fibra Uno Administracion SA de CV | 1,422,683 | 1,756,494 | |
Fomento Economico Mexicano S.A.B. de CV unit | 873,791 | 6,767,491 | |
Gruma S.A.B. de CV Series B | 100,080 | 1,088,346 | |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B (b) | 172,027 | 1,768,421 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 92,475 | 1,564,045 | |
Grupo Bimbo S.A.B. de CV Series A | 738,170 | 1,477,287 | |
Grupo Carso SA de CV Series A1 | 202,300 | 576,730 | |
Grupo Financiero Banorte S.A.B. de CV Series O | 1,165,381 | 6,630,309 | |
Grupo Financiero Inbursa S.A.B. de CV Series O (b) | 1,042,400 | 968,454 | |
Grupo Mexico SA de CV Series B | 1,403,254 | 6,343,287 | |
Grupo Televisa SA de CV | 1,081,593 | 2,683,559 | |
Industrias Penoles SA de CV (b) | 63,320 | 815,436 | |
Infraestructura Energetica Nova S.A.B. de CV (b) | 247,600 | 1,060,584 | |
Kimberly-Clark de Mexico SA de CV Series A | 705,827 | 1,219,526 | |
Megacable Holdings S.A.B. de CV unit | 143,700 | 525,725 | |
Orbia Advance Corp. S.A.B. de CV | 484,220 | 1,350,567 | |
Promotora y Operadora de Infraestructura S.A.B. de CV | 101,985 | 788,109 | |
Telesites S.A.B. de C.V. (b) | 312,900 | 295,492 | |
Wal-Mart de Mexico SA de CV Series V | 2,364,456 | 7,739,896 | |
TOTAL MEXICO | 64,132,221 | ||
Netherlands - 0.3% | |||
X5 Retail Group NV GDR | 56,050 | 1,723,440 | |
Yandex NV Class A (b) | 134,846 | 8,885,322 | |
TOTAL NETHERLANDS | 10,608,762 | ||
Pakistan - 0.0% | |||
Habib Bank Ltd. | 35,078 | 28,540 | |
MCB Bank Ltd. | 168,706 | 178,348 | |
Oil & Gas Development Co. Ltd. | 94,373 | 56,279 | |
TOTAL PAKISTAN | 263,167 | ||
Peru - 0.0% | |||
Compania de Minas Buenaventura SA sponsored ADR (b) | 94,725 | 920,727 | |
Philippines - 0.6% | |||
Aboitiz Equity Ventures, Inc. | 904,920 | 664,900 | |
Aboitiz Power Corp. | 732,055 | 348,489 | |
Ayala Corp. | 128,056 | 1,963,976 | |
Ayala Land, Inc. | 3,674,613 | 2,448,981 | |
Bank of the Philippine Islands (BPI) | 747,588 | 1,281,182 | |
BDO Unibank, Inc. | 896,961 | 1,914,037 | |
Globe Telecom, Inc. | 13,150 | 498,892 | |
GT Capital Holdings, Inc. | 43,167 | 469,061 | |
International Container Terminal Services, Inc. | 450,580 | 1,211,432 | |
JG Summit Holdings, Inc. | 1,367,243 | 1,492,747 | |
Jollibee Food Corp. | 206,823 | 753,407 | |
Manila Electric Co. | 92,570 | 522,676 | |
Megaworld Corp. | 5,610,500 | 365,789 | |
Metro Pacific Investments Corp. | 6,248,200 | 523,755 | |
Metropolitan Bank & Trust Co. | 775,132 | 705,905 | |
PLDT, Inc. | 37,790 | 994,094 | |
PUREGOLD Price Club, Inc. | 396,900 | 306,414 | |
SM Investments Corp. | 108,450 | 2,157,103 | |
SM Prime Holdings, Inc. | 4,575,500 | 3,262,465 | |
Universal Robina Corp. | 399,058 | 1,130,726 | |
TOTAL PHILIPPINES | 23,016,031 | ||
Poland - 0.7% | |||
Allegro.eu SA (b)(d) | 159,987 | 2,452,836 | |
Bank Polska Kasa Opieki SA (b) | 81,702 | 1,724,442 | |
CD Projekt RED SA | 30,156 | 1,380,560 | |
Cyfrowy Polsat SA | 134,971 | 1,050,668 | |
Dino Polska SA (b)(d) | 21,820 | 1,416,614 | |
KGHM Polska Miedz SA (Bearer) (b) | 62,027 | 3,182,969 | |
LPP SA (b) | 569 | 1,470,439 | |
Orange Polska SA (b) | 296,860 | 533,490 | |
PGE Polska Grupa Energetyczna SA (b) | 380,129 | 1,012,421 | |
Polish Oil & Gas Co. SA | 754,345 | 1,308,895 | |
Polski Koncern Naftowy Orlen SA | 133,034 | 2,340,601 | |
Powszechna Kasa Oszczednosci Bank SA (b) | 393,407 | 3,658,949 | |
Powszechny Zaklad Ubezpieczen SA (b) | 273,375 | 2,355,140 | |
Santander Bank Polska SA (b) | 15,752 | 932,110 | |
TOTAL POLAND | 24,820,134 | ||
Qatar - 0.7% | |||
Barwa Real Estate Co. | 932,672 | 829,184 | |
Industries Qatar QSC (b) | 825,514 | 3,056,284 | |
Masraf al Rayan | 1,581,458 | 1,940,663 | |
Mesaieed Petrochemical Holding Co. (b) | 2,084,381 | 1,104,877 | |
Ooredoo QSC (b) | 386,391 | 754,529 | |
Qatar Electricity & Water Co. (b) | 264,403 | 1,249,034 | |
Qatar Fuel Co. | 196,755 | 983,505 | |
Qatar Gas Transport Co. Ltd. (Nakilat) (b) | 858,151 | 744,784 | |
Qatar International Islamic Bank QSC (b) | 296,868 | 754,196 | |
Qatar Islamic Bank (b) | 509,180 | 2,433,324 | |
Qatar National Bank SAQ (b) | 2,053,968 | 10,097,783 | |
The Commercial Bank of Qatar (b) | 867,364 | 1,286,395 | |
TOTAL QATAR | 25,234,558 | ||
Russia - 2.5% | |||
Alrosa Co. Ltd. | 1,154,131 | 1,667,952 | |
Gazprom OAO | 5,319,956 | 16,219,853 | |
Inter Rao Ues JSC | 16,844,158 | 1,098,905 | |
Lukoil PJSC | 187,186 | 14,434,768 | |
Magnit OJSC GDR (Reg. S) | 159,532 | 2,247,008 | |
MMC Norilsk Nickel PJSC | 28,394 | 9,686,918 | |
Mobile TeleSystems OJSC sponsored ADR | 209,211 | 1,772,017 | |
Moscow Exchange MICEX-RTS OAO | 620,707 | 1,460,497 | |
NOVATEK OAO GDR (Reg. S) | 41,051 | 7,391,233 | |
Novolipetsk Steel OJSC | 546,226 | 1,929,322 | |
PhosAgro OJSC GDR (Reg. S) | 64,896 | 1,192,140 | |
Polyus PJSC | 15,061 | 2,777,696 | |
Rosneft Oil Co. OJSC | 531,181 | 3,711,893 | |
Sberbank of Russia | 4,842,105 | 19,129,873 | |
Severstal PAO | 95,391 | 2,250,344 | |
Surgutneftegas OJSC | 3,428,762 | 1,552,819 | |
Tatneft PAO | 637,668 | 4,300,438 | |
VTB Bank OJSC | 1,527,059,962 | 1,044,064 | |
TOTAL RUSSIA | 93,867,740 | ||
Saudi Arabia - 2.8% | |||
Abdullah Al Othaim Markets Co. | 18,614 | 667,090 | |
Advanced Polypropylene Co. | 47,037 | 1,018,454 | |
Al Rajhi Bank | 552,616 | 14,573,549 | |
Alinma Bank | 427,450 | 2,261,375 | |
Almarai Co. Ltd. | 115,607 | 1,658,487 | |
Arab National Bank | 272,850 | 1,655,929 | |
Bank Al-Jazira | 169,293 | 863,123 | |
Bank Albilad | 162,908 | 1,626,821 | |
Banque Saudi Fransi | 265,357 | 2,759,566 | |
Bupa Arabia for Cooperative Insurance Co. (b) | 27,292 | 841,277 | |
Dar Al Arkan Real Estate Development Co. (b) | 255,850 | 706,791 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 17,719 | 714,392 | |
Emaar The Economic City (b) | 179,253 | 512,397 | |
Etihad Etisalat Co. (b) | 161,746 | 1,334,872 | |
Jarir Marketing Co. | 28,307 | 1,502,078 | |
Mobile Telecommunications Co. Saudi Arabia (b) | 192,035 | 775,268 | |
National Industrialization Co. (b) | 147,431 | 754,806 | |
Rabigh Refining & Petrochemical Co. (b) | 98,468 | 538,788 | |
Riyad Bank | 609,669 | 4,332,483 | |
Sabic Agriculture-Nutrients Co. | 91,957 | 2,574,659 | |
Sahara International Petrochemical Co. | 161,953 | 1,174,636 | |
Saudi Airlines Catering Co. | 18,519 | 376,780 | |
Saudi Arabian Mining Co. (b) | 192,376 | 2,939,349 | |
Saudi Arabian Oil Co. | 991,264 | 9,357,033 | |
Saudi Basic Industries Corp. | 405,930 | 13,422,036 | |
Saudi Cement Co. | 29,845 | 514,898 | |
Saudi Electricity Co. | 377,363 | 2,616,244 | |
Saudi Industrial Investment Group | 96,982 | 918,047 | |
Saudi Kayan Petrochemical Co. (b) | 335,904 | 1,630,167 | |
Saudi Telecom Co. | 272,340 | 9,222,756 | |
The Co. for Cooperative Insurance | 27,750 | 574,209 | |
The Saudi British Bank | 370,114 | 3,034,773 | |
The Saudi National Bank | 988,771 | 14,975,786 | |
The Savola Group | 120,024 | 1,278,587 | |
Yanbu National Petrochemical Co. | 115,580 | 2,252,919 | |
TOTAL SAUDI ARABIA | 105,960,425 | ||
Singapore - 0.0% | |||
BOC Aviation Ltd. Class A (d) | 100,700 | 908,766 | |
South Africa - 3.6% | |||
Absa Group Ltd. | 325,483 | 2,748,174 | |
African Rainbow Minerals Ltd. | 39,458 | 737,629 | |
Anglo American Platinum Ltd. | 23,852 | 3,264,398 | |
AngloGold Ashanti Ltd. | 186,618 | 3,849,416 | |
Aspen Pharmacare Holdings Ltd. (b) | 176,545 | 1,966,007 | |
Bidcorp Ltd. | 152,200 | 3,000,657 | |
Bidvest Group Ltd. | 129,597 | 1,496,721 | |
Capitec Bank Holdings Ltd. | 31,176 | 3,195,312 | |
Clicks Group Ltd. | 113,485 | 1,895,264 | |
Discovery Ltd. (b) | 180,134 | 1,639,558 | |
Exxaro Resources Ltd. (a) | 112,396 | 1,181,892 | |
FirstRand Ltd. | 2,141,148 | 7,535,542 | |
Gold Fields Ltd. | 395,580 | 3,712,084 | |
Growthpoint Properties Ltd. | 1,528,319 | 1,530,163 | |
Harmony Gold Mining Co. Ltd. | 243,328 | 1,096,660 | |
Impala Platinum Holdings Ltd. | 351,318 | 6,564,743 | |
Kumba Iron Ore Ltd. | 29,273 | 1,328,826 | |
Mr Price Group Ltd. | 116,634 | 1,462,580 | |
MTN Group Ltd. | 764,756 | 4,831,370 | |
MultiChoice Group Ltd. | 199,697 | 1,718,337 | |
Naspers Ltd. Class N | 195,242 | 44,433,176 | |
Nedbank Group Ltd. | 169,957 | 1,732,794 | |
Northam Platinum Ltd. (b) | 160,705 | 2,770,187 | |
Old Mutual Ltd. | 2,118,343 | 1,847,753 | |
Rand Merchant Insurance Holdings Ltd. | 361,154 | 734,137 | |
Remgro Ltd. | 244,574 | 1,854,732 | |
Sanlam Ltd. | 809,556 | 3,127,139 | |
Sasol Ltd. (b) | 253,863 | 4,270,738 | |
Shoprite Holdings Ltd. | 228,357 | 2,276,720 | |
Sibanye Stillwater Ltd. | 1,218,932 | 5,670,958 | |
Spar Group Ltd. | 87,255 | 1,103,796 | |
Standard Bank Group Ltd. | 583,401 | 4,747,261 | |
Tiger Brands Ltd. | 71,164 | 956,868 | |
Vodacom Group Ltd. | 293,539 | 2,544,848 | |
Woolworths Holdings Ltd. (b) | 448,937 | 1,521,789 | |
TOTAL SOUTH AFRICA | 134,348,229 | ||
Taiwan - 14.0% | |||
Accton Technology Corp. | 225,000 | 2,560,386 | |
Acer, Inc. | 1,267,000 | 1,555,130 | |
Advantech Co. Ltd. | 175,066 | 2,230,220 | |
ASE Technology Holding Co. Ltd. | 1,460,592 | 6,100,812 | |
Asia Cement Corp. | 1,004,000 | 1,794,589 | |
ASMedia Technology, Inc. | 12,000 | 506,710 | |
ASUSTeK Computer, Inc. | 314,502 | 4,231,625 | |
AU Optronics Corp. (b) | 3,875,000 | 4,534,331 | |
Catcher Technology Co. Ltd. | 309,095 | 2,184,515 | |
Cathay Financial Holding Co. Ltd. | 3,583,809 | 6,707,218 | |
Chang Hwa Commercial Bank | 2,383,212 | 1,526,552 | |
Cheng Shin Rubber Industry Co. Ltd. | 817,000 | 1,581,668 | |
Chicony Electronics Co. Ltd. | 236,008 | 713,640 | |
China Development Finance Holding Corp. | 5,896,000 | 2,753,366 | |
China Life Insurance Co. Ltd. | 815,918 | 773,728 | |
China Steel Corp. | 5,316,289 | 7,476,477 | |
Chunghwa Telecom Co. Ltd. | 1,741,129 | 7,094,364 | |
Compal Electronics, Inc. | 1,850,000 | 1,655,037 | |
CTBC Financial Holding Co. Ltd. | 7,957,778 | 6,492,658 | |
Delta Electronics, Inc. | 875,717 | 9,479,492 | |
E.SUN Financial Holdings Co. Ltd. | 5,116,617 | 4,934,437 | |
ECLAT Textile Co. Ltd. | 86,129 | 1,652,000 | |
Evergreen Marine Corp. (Taiwan) (b) | 1,067,735 | 3,018,467 | |
Far Eastern Textile Ltd. | 1,306,000 | 1,553,927 | |
Far EasTone Telecommunications Co. Ltd. | 696,348 | 1,622,196 | |
Feng Tay Enterprise Co. Ltd. | 179,390 | 1,332,025 | |
First Financial Holding Co. Ltd. | 4,678,993 | 3,834,279 | |
Formosa Chemicals & Fibre Corp. | 1,590,149 | 5,172,465 | |
Formosa Petrochemical Corp. | 527,347 | 1,953,137 | |
Formosa Plastics Corp. | 1,725,085 | 6,543,532 | |
Foxconn Technology Co. Ltd. | 403,710 | 996,815 | |
Fubon Financial Holding Co. Ltd. | 3,002,846 | 6,898,648 | |
Giant Manufacturing Co. Ltd. | 131,000 | 1,668,850 | |
GlobalWafers Co. Ltd. | 99,000 | 3,060,870 | |
Highwealth Construction Corp. | 360,900 | 584,388 | |
HIWIN Technologies Corp. | 117,967 | 1,794,095 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 5,595,465 | 23,226,836 | |
Hotai Motor Co. Ltd. | 135,000 | 2,917,874 | |
Hua Nan Financial Holdings Co. Ltd. | 3,770,780 | 2,563,780 | |
Innolux Corp. | 3,683,000 | 3,967,017 | |
Inventec Corp. | 1,042,000 | 1,012,356 | |
Largan Precision Co. Ltd. | 45,451 | 5,058,243 | |
Lite-On Technology Corp. | 922,044 | 2,108,378 | |
MediaTek, Inc. | 679,615 | 28,818,886 | |
Mega Financial Holding Co. Ltd. | 4,937,289 | 5,768,563 | |
Micro-Star International Co. Ltd. | 303,000 | 2,000,483 | |
Nan Ya Plastics Corp. | 2,328,358 | 7,348,763 | |
Nan Ya Printed Circuit Board Corp. | 93,000 | 1,059,957 | |
Nanya Technology Corp. | 553,000 | 1,812,661 | |
Nien Made Enterprise Co. Ltd. | 75,000 | 1,213,097 | |
Novatek Microelectronics Corp. | 257,000 | 5,738,701 | |
Oneness Biotech Co. Ltd. (b) | 88,000 | 743,174 | |
Pegatron Corp. | 868,000 | 2,286,091 | |
Phison Electronics Corp. | 58,000 | 1,253,605 | |
Pou Chen Corp. | 1,085,391 | 1,382,713 | |
Powertech Technology, Inc. | 303,981 | 1,212,878 | |
President Chain Store Corp. | 257,000 | 2,492,288 | |
Quanta Computer, Inc. | 1,310,000 | 4,612,775 | |
Realtek Semiconductor Corp. | 216,000 | 4,112,077 | |
Ruentex Development Co. Ltd. | 414,400 | 787,427 | |
Shin Kong Financial Holding Co. Ltd. | 5,118,029 | 1,849,780 | |
Sinopac Holdings Co. | 4,542,302 | 2,161,840 | |
Synnex Technology International Corp. | 619,700 | 1,235,187 | |
Taishin Financial Holdings Co. Ltd. | 4,466,022 | 2,253,387 | |
Taiwan Business Bank | 2,428,472 | 886,399 | |
Taiwan Cement Corp. | 2,196,537 | 4,095,172 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 4,210,088 | 3,224,043 | |
Taiwan High Speed Rail Corp. | 895,000 | 1,007,255 | |
Taiwan Mobile Co. Ltd. | 741,000 | 2,651,637 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 11,045,740 | 232,519,222 | |
The Shanghai Commercial & Savings Bank Ltd. | 1,528,420 | 2,376,448 | |
Unified-President Enterprises Corp. | 2,192,332 | 5,891,721 | |
Unimicron Technology Corp. | 542,000 | 2,230,453 | |
United Microelectronics Corp. | 5,248,000 | 10,462,695 | |
Vanguard International Semiconductor Corp. | 399,000 | 1,706,227 | |
Walsin Technology Corp. | 139,000 | 1,206,209 | |
Win Semiconductors Corp. | 149,000 | 1,954,142 | |
Winbond Electronics Corp. | 1,331,000 | 1,700,365 | |
Wistron Corp. | 1,276,251 | 1,493,412 | |
Wiwynn Corp. | 34,629 | 1,132,614 | |
WPG Holding Co. Ltd. | 727,880 | 1,341,414 | |
Yageo Corp. | 167,321 | 3,251,219 | |
Yuanta Financial Holding Co. Ltd. | 4,444,215 | 4,134,893 | |
TOTAL TAIWAN | 522,837,006 | ||
Thailand - 1.8% | |||
Advanced Info Service PCL (For. Reg.) | 584,200 | 3,207,005 | |
Airports of Thailand PCL (For. Reg.) | 1,983,100 | 3,947,101 | |
Asset World Corp. PCL | 785,400 | 120,016 | |
B. Grimm Power PCL: | |||
unit | 44,700 | 61,346 | |
(For. Reg.) | 184,400 | 253,069 | |
Bangkok Bank PCL: | |||
(For. Reg.) | 191,600 | 747,332 | |
NVDR | 6,500 | 25,353 | |
Bangkok Commercial Asset Management PCL | 242,900 | 160,634 | |
Bangkok Commercial Asset Management PCL unit | 327,100 | 216,317 | |
Bangkok Dusit Medical Services PCL (For. Reg.) | 4,563,800 | 3,179,276 | |
Bangkok Expressway and Metro PCL | 3,640,200 | 934,883 | |
Berli Jucker PCL: | |||
unit | 195,300 | 222,573 | |
(For. Reg) | 130,200 | 148,382 | |
BTS Group Holdings PCL (For. Reg.) | 3,862,400 | 1,109,743 | |
Bumrungrad Hospital PCL (For. Reg.) | 187,600 | 807,011 | |
Central Pattana PCL: | |||
unit | 193,600 | 324,738 | |
(For. Reg.) | 734,400 | 1,231,859 | |
Central Retail Corp. PCL | 1,140,324 | 1,281,263 | |
Charoen Pokphand Foods PCL (For. Reg.) | 1,906,800 | 1,775,191 | |
CP ALL PCL (For. Reg.) | 2,558,300 | 5,133,026 | |
Delta Electronics PCL: | |||
(For. Reg.) | 114,600 | 1,302,356 | |
NVDR | 27,000 | 306,838 | |
Electricity Generating PCL: | |||
(For. Reg.) | 53,000 | 300,305 | |
NVDR | 33,200 | 188,116 | |
Energy Absolute PCL (For. Reg.) | 785,100 | 1,537,435 | |
Global Power Synergy Public Co. Ltd. | 141,400 | 330,236 | |
Global Power Synergy Public Co. Ltd. unit | 131,700 | 307,582 | |
Gulf Energy Development PCL (For. Reg.) | 1,364,300 | 1,511,022 | |
Home Product Center PCL: | |||
unit | 477,900 | 216,321 | |
(For. Reg.) | 1,638,400 | 741,619 | |
Indorama Ventures PCL: | |||
unit | 350,200 | 539,634 | |
(For. Reg.) | 355,200 | 547,339 | |
Intouch Holdings PCL (For. Reg.) | 1,129,500 | 2,311,577 | |
Kasikornbank PCL (For. Reg.) | 799,300 | 3,387,082 | |
Krung Thai Bank PCL (For. Reg.) | 1,776,300 | 644,372 | |
Krungthai Card PCL (For. Reg.) | 364,900 | 893,214 | |
Land & House PCL (For. Reg.) | 4,369,300 | 1,213,305 | |
Minor International PCL: | |||
warrants 9/30/21 (b) | 79,000 | 1,699 | |
warrants 7/31/23 (b) | 81,648 | 26,211 | |
(For. Reg.) | 1,769,173 | 1,703,858 | |
Muangthai Leasing PCL | 122,901 | 252,509 | |
Muangthai Leasing PCL unit | 105,400 | 216,552 | |
Osotspa PCL | 303,500 | 348,319 | |
PTT Exploration and Production PCL (For. Reg.) | 691,800 | 2,642,831 | |
PTT Global Chemical PCL: | |||
(For. Reg.) | 809,000 | 1,759,543 | |
NVDR | 58,200 | 126,583 | |
PTT Oil & Retail Business PCL NVDR unit | 1,194,200 | 1,169,281 | |
PTT PCL (For. Reg.) | 5,243,600 | 6,733,355 | |
Ratchaburi Electric Generating Holding PCL: | |||
unit | 123,200 | 199,730 | |
(For. Reg.) | 62,300 | 101,000 | |
Robinsons Department Store PCL (For. Reg.) (b) | 55,100 | 98,022 | |
Siam Cement PCL (For. Reg.) | 364,900 | 5,412,000 | |
Siam Commercial Bank PCL (For. Reg.) | 408,400 | 1,376,629 | |
Sri Trang Gloves Thailand PCL | 92,700 | 131,685 | |
Sri Trang Gloves Thailand PCL unit | 253,200 | 359,682 | |
Srisawad Corp. PCL: | |||
unit | 66,900 | 178,794 | |
warrants 8/29/25 (b) | 16,016 | 10,437 | |
(For. Reg.) | 173,400 | 463,421 | |
Thai Oil PCL (For. Reg.) | 562,500 | 1,069,924 | |
Thai Union Frozen Products PCL: | |||
(For. Reg.) | 275,800 | 133,694 | |
NVDR | 692,700 | 335,787�� | |
Total Access Communication PCL (For. Reg.) | 208,900 | 219,630 | |
True Corp. PCL (For. Reg.) | 4,958,137 | 518,893 | |
TOTAL THAILAND | 66,754,540 | ||
Turkey - 0.3% | |||
Akbank TAS | 1,406,013 | 828,790 | |
Aselsan A/S | 310,907 | 563,322 | |
Bim Birlesik Magazalar A/S JSC | 209,878 | 1,647,842 | |
Eregli Demir ve Celik Fabrikalari T.A.S. | 631,616 | 1,452,631 | |
Ford Otomotiv Sanayi A/S | 31,771 | 674,660 | |
Haci Omer Sabanci Holding A/S | 428,035 | 418,276 | |
Koc Holding A/S | 349,868 | 773,798 | |
Turk Hava Yollari AO (b) | 232,778 | 343,877 | |
Turk Sise ve Cam Fabrikalari A/S | 584,367 | 530,104 | |
Turkcell Iletisim Hizmet A/S | 536,570 | 961,824 | |
Turkiye Garanti Bankasi A/S | 1,039,119 | 904,973 | |
Turkiye Is Bankasi A/S Series C | 713,747 | 419,864 | |
Turkiye Petrol Rafinerileri A/S (b) | 54,980 | 582,756 | |
Yapi ve Kredi Bankasi A/S | 1,333,601 | 338,283 | |
TOTAL TURKEY | 10,441,000 | ||
United Arab Emirates - 0.6% | |||
Abu Dhabi Commercial Bank PJSC | 1,268,010 | 2,164,470 | |
Aldar Properties PJSC | 1,767,500 | 1,688,993 | |
Dubai Islamic Bank Pakistan Ltd. | 835,014 | 1,011,615 | |
Emaar Malls Group PJSC (b) | 1,290,302 | 646,354 | |
Emaar Properties PJSC (b) | 1,630,250 | 1,655,482 | |
Emirates NBD Bank PJSC | 1,156,604 | 3,920,265 | |
Emirates Telecommunications Corp. | 797,110 | 4,596,270 | |
First Abu Dhabi Bank PJSC | 1,244,851 | 4,826,015 | |
TOTAL UNITED ARAB EMIRATES | 20,509,464 | ||
United States of America - 0.4% | |||
DouYu International Holdings Ltd. ADR (b) | 42,869 | 390,537 | |
Li Auto, Inc. ADR (a)(b) | 79,905 | 1,577,325 | |
Southern Copper Corp. | 37,596 | 2,609,538 | |
Yum China Holdings, Inc. | 180,618 | 11,364,485 | |
TOTAL UNITED STATES OF AMERICA | 15,941,885 | ||
TOTAL COMMON STOCKS | |||
(Cost $2,091,779,369) | 3,609,992,802 | ||
Nonconvertible Preferred Stocks - 2.1% | |||
Brazil - 1.2% | |||
Alpargatas SA (PN) (b) | 84,400 | 617,301 | |
Banco Bradesco SA (PN) | 2,221,280 | 9,752,769 | |
Bradespar SA (PN) | 98,800 | 1,291,554 | |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 109,505 | 745,482 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 440,027 | 1,121,119 | |
Companhia Paranaense de Energia-COPEL (PN-B) | 465,000 | 535,875 | |
Gerdau SA | 489,700 | 2,994,787 | |
Itau Unibanco Holding SA | 2,169,271 | 10,994,013 | |
Itausa-Investimentos Itau SA (PN) | 1,977,612 | 3,662,480 | |
Lojas Americanas SA (PN) | 419,213 | 1,609,850 | |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | 2,198,900 | 9,561,403 | |
TOTAL BRAZIL | 42,886,633 | ||
Chile - 0.1% | |||
Embotelladora Andina SA Class B | 99,560 | 237,438 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (b) | 61,640 | 3,247,867 | |
TOTAL CHILE | 3,485,305 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 207,064 | 1,544,716 | |
Korea (South) - 0.7% | |||
AMOREPACIFIC Corp. | 52 | 4,139 | |
Hyundai Motor Co. | 9,290 | 884,738 | |
Hyundai Motor Co. Series 2 | 15,448 | 1,464,292 | |
LG Chemical Ltd. | 2,825 | 1,125,423 | |
LG Household & Health Care Ltd. | 129 | 82,595 | |
Samsung Electronics Co. Ltd. | 355,008 | 23,269,741 | |
TOTAL KOREA (SOUTH) | 26,830,928 | ||
Russia - 0.1% | |||
Surgutneftegas OJSC | 2,991,022 | 1,703,957 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $52,778,865) | 76,451,539 | ||
Principal Amount | Value | ||
Government Obligations - 0.1% | |||
United States of America - 0.1% | |||
U.S. Treasury Bills, yield at date of purchase 0.02% 8/5/21 (Cost $3,999,819)(e) | 4,000,000 | 3,999,813 | |
Shares | Value | ||
Money Market Funds - 1.8% | |||
Fidelity Cash Central Fund 0.04% (f) | 44,787,641 | 44,796,598 | |
Fidelity Securities Lending Cash Central Fund 0.04% (f)(g) | 23,801,717 | 23,804,097 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $68,600,695) | 68,600,695 | ||
TOTAL INVESTMENT IN SECURITIES - 100.7% | |||
(Cost $2,217,158,748) | 3,759,044,849 | ||
NET OTHER ASSETS (LIABILITIES) - (0.7)% | (24,500,024) | ||
NET ASSETS - 100% | $3,734,544,825 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 712 | June 2021 | $47,582,960 | $497,702 | $497,702 |
The notional amount of futures purchased as a percentage of Net Assets is 1.3%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Security or a portion of the security is on loan at period end.
(b) Non-income producing
(c) Level 3 security
(d) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $188,448,793 or 5.0% of net assets.
(e) 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 $3,430,840.
(f) 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.
(g) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $30,020 |
Fidelity Securities Lending Cash Central Fund | 102,173 |
Total | $132,193 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $431,692,638 | $206,623,367 | $225,069,271 | $-- |
Consumer Discretionary | 642,987,499 | 578,578,468 | 63,126,241 | 1,282,790 |
Consumer Staples | 203,044,872 | 203,044,869 | -- | 3 |
Energy | 173,474,842 | 134,500,857 | 38,973,985 | -- |
Financials | 662,973,558 | 532,168,261 | 130,209,534 | 595,763 |
Health Care | 172,564,328 | 148,384,295 | 24,180,033 | -- |
Industrials | 160,586,444 | 153,420,798 | 2,360,981 | 4,804,665 |
Information Technology | 776,581,038 | 489,916,120 | 286,662,185 | 2,733 |
Materials | 315,775,844 | 269,771,103 | 46,004,741 | -- |
Real Estate | 75,618,987 | 75,618,987 | -- | -- |
Utilities | 71,144,291 | 68,708,901 | 2,435,390 | -- |
Government Obligations | 3,999,813 | -- | 3,999,813 | -- |
Money Market Funds | 68,600,695 | 68,600,695 | -- | -- |
Total Investments in Securities: | $3,759,044,849 | $2,929,336,721 | $823,022,174 | $6,685,954 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $497,702 | $497,702 | $-- | $-- |
Total Assets | $497,702 | $497,702 | $-- | $-- |
Total Derivative Instruments: | $497,702 | $497,702 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $497,702 | $0 |
Total Equity Risk | 497,702 | 0 |
Total Value of Derivatives | $497,702 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $19,932,326) — See accompanying schedule: Unaffiliated issuers (cost $2,148,558,053) | $3,690,444,154 | |
Fidelity Central Funds (cost $68,600,695) | 68,600,695 | |
Total Investment in Securities (cost $2,217,158,748) | $3,759,044,849 | |
Cash | 123,972 | |
Foreign currency held at value (cost $5,371,060) | 5,377,574 | |
Receivable for investments sold | 849 | |
Receivable for fund shares sold | 2,587,295 | |
Dividends receivable | 3,399,301 | |
Distributions receivable from Fidelity Central Funds | 35,999 | |
Prepaid expenses | 1,426 | |
Receivable from investment adviser for expense reductions | 214,653 | |
Other receivables | 534 | |
Total assets | 3,770,786,452 | |
Liabilities | ||
Payable for fund shares redeemed | $874,745 | |
Accrued management fee | 236,413 | |
Payable for daily variation margin on futures contracts | 800,735 | |
Other payables and accrued expenses | 10,514,384 | |
Collateral on securities loaned | 23,815,350 | |
Total liabilities | 36,241,627 | |
Net Assets | $3,734,544,825 | |
Net Assets consist of: | ||
Paid in capital | $2,552,116,173 | |
Total accumulated earnings (loss) | 1,182,428,652 | |
Net Assets | $3,734,544,825 | |
Net Asset Value, offering price and redemption price per share ($3,734,544,825 ÷ 214,936,142 shares) | $17.38 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $31,872,221 | |
Interest | 1,355 | |
Income from Fidelity Central Funds (including $102,173 from security lending) | 132,193 | |
Income before foreign taxes withheld | 32,005,769 | |
Less foreign taxes withheld | (3,782,233) | |
Total income | 28,223,536 | |
Expenses | ||
Management fee | $1,486,549 | |
Custodian fees and expenses | 960,001 | |
Independent trustees' fees and expenses | 5,879 | |
Registration fees | 57,908 | |
Audit | 29,799 | |
Legal | 6,239 | |
Interest | 6,977 | |
Miscellaneous | 8,293 | |
Total expenses before reductions | 2,561,645 | |
Expense reductions | (1,072,524) | |
Total expenses after reductions | 1,489,121 | |
Net investment income (loss) | 26,734,415 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of foreign taxes of $396,306) | 116,877,688 | |
Fidelity Central Funds | (129) | |
Foreign currency transactions | (491,605) | |
Futures contracts | 17,265,114 | |
Total net realized gain (loss) | 133,651,068 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $9,166,664) | 647,605,945 | |
Assets and liabilities in foreign currencies | 64,143 | |
Futures contracts | (438,317) | |
Total change in net unrealized appreciation (depreciation) | 647,231,771 | |
Net gain (loss) | 780,882,839 | |
Net increase (decrease) in net assets resulting from operations | $807,617,254 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $26,734,415 | $86,043,153 |
Net realized gain (loss) | 133,651,068 | (208,111,942) |
Change in net unrealized appreciation (depreciation) | 647,231,771 | 279,787,572 |
Net increase (decrease) in net assets resulting from operations | 807,617,254 | 157,718,783 |
Distributions to shareholders | (61,451,040) | (101,087,947) |
Share transactions | ||
Proceeds from sales of shares | 338,400,903 | 3,256,992,963 |
Reinvestment of distributions | 59,925,572 | 100,106,928 |
Cost of shares redeemed | (974,356,518) | (3,690,094,340) |
Net increase (decrease) in net assets resulting from share transactions | (576,030,043) | (332,994,449) |
Total increase (decrease) in net assets | 170,136,171 | (276,363,613) |
Net Assets | ||
Beginning of period | 3,564,408,654 | 3,840,772,267 |
End of period | $3,734,544,825 | $3,564,408,654 |
Other Information | ||
Shares | ||
Sold | 19,808,700 | 244,559,724 |
Issued in reinvestment of distributions | 3,717,467 | 7,409,839 |
Redeemed | (55,315,943) | (285,330,039) |
Net increase (decrease) | (31,789,776) | (33,360,476) |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI Emerging Markets Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 A | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $14.45 | $13.71 | $12.62 | $14.80 | $11.94 | $10.00 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .11 | .30 | .42C | .36 | .31 | .25 |
Net realized and unrealized gain (loss) | 3.07 | .80 | .99 | (2.18) | 2.76 | 1.69 |
Total from investment operations | 3.18 | 1.10 | 1.41 | (1.82) | 3.07 | 1.94 |
Distributions from net investment income | (.25) | (.36) | (.32) | (.27) | (.13) | – |
Distributions from net realized gain | – | – | – | (.09) | (.08) | – |
Total distributions | (.25) | (.36) | (.32) | (.36) | (.21) | – |
Net asset value, end of period | $17.38 | $14.45 | $13.71 | $12.62 | $14.80 | $11.94 |
Total ReturnD,E | 22.13% | 8.19% | 11.44% | (12.61)% | 26.24% | 19.40% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .13%H | .14% | .16% | .17% | .17% | .33%H |
Expenses net of fee waivers, if any | .08%H | .08% | .08% | .08% | .09% | .11%H |
Expenses net of all reductions | .08%H | .08% | .08% | .08% | .09% | .11%H |
Net investment income (loss) | 1.35%H | 2.21% | 3.12%C | 2.48% | 2.36% | 2.67%H |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $3,734,545 | $3,564,409 | $3,840,772 | $4,257,694 | $3,209,729 | $1,461,386 |
Portfolio turnover rateI | 10%H | 38% | 22% | 3% | 2% | 16%H |
A For the period January 5, 2016 (commencement of operations) to October 31, 2016.
B Calculated based on average shares outstanding during the period.
C Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $.08 per share. Such dividends are not annualized in the ratio of net investment income (loss) to average net assets. Excluding such non-recurring dividend(s) the ratio of net investment income (loss) to average net assets would have been 2.51%.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI Emerging Markets Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered exclusively to certain clients of Fidelity Management & Research Company LLC (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund's investments in emerging markets can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, 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 vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. The Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on the Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, certain foreign taxes, passive foreign investment companies (PFIC), market discount, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $1,647,089,950 |
Gross unrealized depreciation | (106,862,638) |
Net unrealized appreciation (depreciation) | $1,540,227,312 |
Tax cost | $2,219,315,239 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(292,935,208) |
Long-term | (192,810,667) |
Total capital loss carryforward | $(485,745,875) |
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI Emerging Markets Index Fund | 193,693,370 | 760,236,853 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .08% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI Emerging Markets Index Fund | Borrower | $61,784,615 | .31% | $6,977 |
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI Emerging Markets Index Fund | $3,921 |
During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity SAI Emerging Markets Index Fund | $8,658 | $4 | $– |
9. Expense Reductions.
The investment adviser contractually agreed to reimburse the Fund to the extent annual operating expenses exceeded .075% of average net assets. This reimbursement will remain in place through February 28, 2022. Some expenses, for example the compensation of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses, are excluded from this reimbursement. During the period this reimbursement reduced the Fund's expenses by $1,065,216.
In addition, through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $7,308.
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
At the end of the period, the following mutual funds managed by the investment adviser or its affiliates were the owners of record of 10% or more of the total outstanding shares.
Strategic Advisers Emerging Markets Fund | Strategic Advisers Fidelity Emerging Markets Fund | |
Fidelity SAI Emerging Markets Index Fund | 10% | 16% |
Mutual funds managed by the investment adviser or its affiliates, in aggregate, were the owners of record of more than 20% of the total outstanding shares.
Fund | % of shares held |
Fidelity SAI Emerging Markets Index Fund | 26% |
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI Emerging Markets Index Fund | .08% | |||
Actual | $1,000.00 | $1,221.30 | $.44 | |
Hypothetical-C | $1,000.00 | $1,024.40 | $.40 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
SV6-SANN-0621
1.9870287.105
Fidelity Flex® Funds
Fidelity Flex® International Index Fund
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 (for managed account clients) or 1-800-835-5092 (for retirement plan participants) to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.9 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.7 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 1.6 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.3 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.2 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.0 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 0.8 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 0.8 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.7 |
Toyota Motor Corp. (Japan, Automobiles) | 0.6 |
11.6 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 20.0 |
Consumer Discretionary | 13.2 |
Information Technology | 12.5 |
Industrials | 10.5 |
Health Care | 9.2 |
Materials | 7.9 |
Consumer Staples | 7.7 |
Communication Services | 6.6 |
Energy | 4.2 |
Utilities | 2.5 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 14.3% | |
United Kingdom | 8.2% | |
Cayman Islands | 7.7% | |
Canada | 6.8% | |
France | 6.4% | |
Switzerland | 5.6% | |
Germany | 5.6% | |
Taiwan | 4.2% | |
Australia | 4.2% | |
Other* | 37.0% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 95.3% | |||
Shares | Value | ||
Argentina - 0.0% | |||
Telecom Argentina SA Class B sponsored ADR | 2,179 | $10,089 | |
YPF SA Class D sponsored ADR (a) | 4,233 | 16,001 | |
TOTAL ARGENTINA | 26,090 | ||
Australia - 4.2% | |||
Afterpay Ltd. (a) | 7,451 | 675,297 | |
AGL Energy Ltd. | 20,090 | 138,204 | |
AMP Ltd. | 108,253 | 92,983 | |
Ampol Ltd. | 7,785 | 153,468 | |
APA Group unit | 38,611 | 298,332 | |
Aristocrat Leisure Ltd. | 20,306 | 581,440 | |
ASX Ltd. | 7,464 | 419,627 | |
Aurizon Holdings Ltd. | 72,136 | 208,387 | |
AusNet Services | 52,349 | 76,420 | |
Australia & New Zealand Banking Group Ltd. | 98,476 | 2,180,245 | |
BHP Billiton Ltd. | 102,522 | 3,731,378 | |
BlueScope Steel Ltd. | 17,165 | 285,883 | |
Brambles Ltd. | 54,016 | 432,757 | |
Cimic Group Ltd. | 3,466 | 51,799 | |
Coca-Cola Amatil Ltd. | 16,163 | 162,600 | |
Cochlear Ltd. | 2,199 | 376,915 | |
Coles Group Ltd. | 47,798 | 600,922 | |
Commonwealth Bank of Australia | 61,415 | 4,212,575 | |
Computershare Ltd. | 20,037 | 217,949 | |
Crown Ltd. | 12,124 | 114,131 | |
CSL Ltd. | 15,792 | 3,298,761 | |
DEXUS Property Group unit | 42,659 | 334,210 | |
Evolution Mining Ltd. | 54,787 | 195,410 | |
Fortescue Metals Group Ltd. | 59,283 | 1,031,655 | |
Goodman Group unit | 55,808 | 812,973 | |
Insurance Australia Group Ltd. | 83,809 | 316,355 | |
Lendlease Group unit | 23,252 | 227,664 | |
Macquarie Group Ltd. | 12,008 | 1,484,591 | |
Magellan Financial Group Ltd. | 4,303 | 160,769 | |
Medibank Private Ltd. | 87,009 | 206,444 | |
Mirvac Group unit | 125,396 | 259,851 | |
National Australia Bank Ltd. | 113,805 | 2,337,274 | |
Newcrest Mining Ltd. | 29,299 | 598,569 | |
Northern Star Resources Ltd. | 37,266 | 301,720 | |
Orica Ltd. | 12,526 | 130,846 | |
Origin Energy Ltd. | 59,469 | 190,578 | |
Qantas Airways Ltd. | 27,886 | 106,336 | |
QBE Insurance Group Ltd. | 49,007 | 372,240 | |
Ramsay Health Care Ltd. | 6,069 | 314,738 | |
REA Group Ltd. | 1,679 | 204,813 | |
Rio Tinto Ltd. | 13,121 | 1,224,555 | |
Santos Ltd. | 62,539 | 336,275 | |
Scentre Group unit | 178,883 | 374,823 | |
SEEK Ltd. | 10,604 | 252,987 | |
Sonic Healthcare Ltd. | 17,205 | 475,549 | |
South32 Ltd. | 164,042 | 363,945 | |
Stockland Corp. Ltd. unit | 76,700 | 276,522 | |
Suncorp Group Ltd. | 43,779 | 354,451 | |
Sydney Airport unit (a) | 44,169 | 210,618 | |
Tabcorp Holdings Ltd. | 74,488 | 285,188 | |
Telstra Corp. Ltd. | 138,518 | 361,738 | |
The GPT Group unit | 61,900 | 220,303 | |
TPG Telecom Ltd. | 12,297 | 52,196 | |
Transurban Group unit | 97,696 | 1,066,436 | |
Treasury Wine Estates Ltd. | 24,011 | 185,709 | |
Vicinity Centres unit | 136,928 | 167,190 | |
Washington H. Soul Pattinson & Co. Ltd. | 3,531 | 82,338 | |
Wesfarmers Ltd. | 38,972 | 1,624,495 | |
Westpac Banking Corp. | 125,058 | 2,409,953 | |
WiseTech Global Ltd. | 5,141 | 124,474 | |
Woodside Petroleum Ltd. | 35,288 | 621,429 | |
Woolworths Group Ltd. | 44,089 | 1,334,784 | |
TOTAL AUSTRALIA | 40,303,067 | ||
Austria - 0.1% | |||
Erste Group Bank AG | 9,737 | 346,507 | |
OMV AG | 5,772 | 284,584 | |
Raiffeisen International Bank-Holding AG | 5,223 | 114,221 | |
Verbund AG | 2,369 | 194,527 | |
Voestalpine AG | 4,654 | 201,989 | |
TOTAL AUSTRIA | 1,141,828 | ||
Bailiwick of Jersey - 0.5% | |||
Experian PLC | 31,779 | 1,225,131 | |
Ferguson PLC | 7,758 | 978,419 | |
Glencore Xstrata PLC | 348,103 | 1,417,971 | |
Polymetal International PLC | 7,549 | 155,823 | |
WPP PLC | 42,770 | 576,630 | |
TOTAL BAILIWICK OF JERSEY | 4,353,974 | ||
Belgium - 0.5% | |||
Ageas | 5,834 | 353,221 | |
Anheuser-Busch InBev SA NV | 26,398 | 1,869,837 | |
Colruyt NV | 2,257 | 133,856 | |
Elia System Operator SA/NV | 1,501 | 162,412 | |
Galapagos Genomics NV (a) | 1,429 | 111,255 | |
Groupe Bruxelles Lambert SA | 3,951 | 432,163 | |
KBC Groep NV | 8,876 | 689,571 | |
Proximus | 5,302 | 113,017 | |
Sofina SA | 508 | 193,117 | |
Solvay SA Class A | 2,515 | 319,903 | |
UCB SA | 4,372 | 405,046 | |
Umicore SA | 6,480 | 393,742 | |
TOTAL BELGIUM | 5,177,140 | ||
Bermuda - 0.3% | |||
Alibaba Health Information Technology Ltd. (a) | 134,000 | 408,844 | |
Alibaba Pictures Group Ltd. (a) | 290,000 | 42,187 | |
Beijing Enterprises Water Group Ltd. | 140,000 | 53,529 | |
Brilliance China Automotive Holdings Ltd. (b) | 110,000 | 103,376 | |
China Gas Holdings Ltd. | 98,800 | 356,775 | |
China Resource Gas Group Ltd. | 30,000 | 162,788 | |
China Youzan Ltd. (a) | 436,000 | 140,885 | |
CK Infrastructure Holdings Ltd. | 25,000 | 153,198 | |
Cosco Shipping Ports Ltd. | 43,757 | 36,785 | |
Credicorp Ltd. (United States) | 2,316 | 276,530 | |
GOME Electrical Appliances Holdings Ltd. (a) | 367,000 | 60,476 | |
Hongkong Land Holdings Ltd. | 39,209 | 194,085 | |
Hopson Development Holdings Ltd. | 18,000 | 70,793 | |
Jardine Matheson Holdings Ltd. | 7,635 | 513,377 | |
Kunlun Energy Co. Ltd. | 142,000 | 152,461 | |
Nine Dragons Paper (Holdings) Ltd. | 52,000 | 71,496 | |
Shanghai Industrial Urban Development Group Ltd. | 2,400 | 247 | |
Shenzhen International Holdings Ltd. | 27,143 | 45,216 | |
TOTAL BERMUDA | 2,843,048 | ||
Brazil - 1.0% | |||
Ambev SA | 155,900 | 428,778 | |
Atacadao SA | 9,700 | 38,785 | |
B2W Companhia Global do Varejo (a) | 7,227 | 89,565 | |
B3 SA - Brasil Bolsa Balcao | 72,900 | 691,148 | |
Banco Bradesco SA | 41,371 | 157,425 | |
Banco do Brasil SA | 30,800 | 168,060 | |
Banco Inter SA unit | 3,500 | 149,290 | |
Banco Santander SA (Brasil) unit | 15,100 | 107,106 | |
BB Seguridade Participacoes SA | 18,100 | 74,405 | |
BRF SA (a) | 16,300 | 62,385 | |
BTG Pactual Participations Ltd. unit | 6,500 | 128,934 | |
CCR SA | 51,300 | 113,705 | |
Centrais Eletricas Brasileiras SA (Electrobras) | 11,200 | 75,855 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 11,200 | 88,205 | |
Companhia Siderurgica Nacional SA (CSN) | 23,700 | 214,616 | |
Cosan SA | 7,927 | 131,425 | |
CPFL Energia SA | 9,500 | 51,330 | |
Energisa SA unit | 5,000 | 40,556 | |
ENGIE Brasil Energia SA | 9,450 | 70,753 | |
Equatorial Energia SA | 29,700 | 137,181 | |
Hapvida Participacoes e Investimentos SA (c) | 32,300 | 85,863 | |
Hypermarcas SA | 10,400 | 66,359 | |
JBS SA | 36,100 | 200,170 | |
Klabin SA unit (a) | 25,200 | 129,246 | |
Localiza Rent A Car SA | 19,630 | 232,363 | |
Lojas Renner SA | 25,130 | 186,900 | |
Magazine Luiza SA | 103,732 | 382,499 | |
Natura & Co. Holding SA (a) | 33,893 | 304,111 | |
Notre Dame Intermedica Participacoes SA | 17,370 | 259,876 | |
Petrobras Distribuidora SA | 25,600 | 106,084 | |
Petroleo Brasileiro SA - Petrobras (ON) | 128,644 | 547,064 | |
Raia Drogasil SA | 37,100 | 179,625 | |
Rumo SA (a) | 48,900 | 180,043 | |
Sul America SA unit | 10,533 | 63,426 | |
Suzano Papel e Celulose SA (a) | 24,822 | 313,791 | |
Telefonica Brasil SA | 18,000 | 143,150 | |
TIM SA | 20,500 | 46,004 | |
Totvs SA | 14,100 | 80,726 | |
Ultrapar Participacoes SA | 27,000 | 104,927 | |
Vale SA | 128,073 | 2,570,396 | |
Via Varejo SA (a) | 54,200 | 118,038 | |
Weg SA | 60,960 | 392,892 | |
TOTAL BRAZIL | 9,713,060 | ||
British Virgin Islands - 0.0% | |||
Mail.Ru Group Ltd. unit (a) | 3,641 | 81,517 | |
Canada - 6.6% | |||
Agnico Eagle Mines Ltd. (Canada) | 8,746 | 546,612 | |
Air Canada (a) | 5,797 | 116,822 | |
Algonquin Power & Utilities Corp. | 23,412 | 377,708 | |
Alimentation Couche-Tard, Inc. Class B (sub. vtg.) | 30,026 | 1,017,437 | |
AltaGas Ltd. | 9,236 | 172,600 | |
ATCO Ltd. Class I (non-vtg.) | 2,618 | 89,862 | |
B2Gold Corp. | 34,544 | 166,376 | |
Ballard Power Systems, Inc. (a) | 7,254 | 158,400 | |
Bank of Montreal | 22,293 | 2,104,065 | |
Bank of Nova Scotia | 41,809 | 2,662,320 | |
Barrick Gold Corp. (Canada) | 62,638 | 1,334,653 | |
Bausch Health Cos., Inc. (Canada) (a) | 11,067 | 356,280 | |
BCE, Inc. | 4,830 | 228,307 | |
BlackBerry Ltd. (a)(d) | 17,546 | 155,168 | |
Brookfield Asset Management, Inc. (Canada) Class A | 44,628 | 2,034,338 | |
Brookfield Renewable Corp. | 4,521 | 187,402 | |
CAE, Inc. | 9,649 | 302,230 | |
Cameco Corp. | 13,692 | 230,140 | |
Canadian Apartment Properties (REIT) unit | 2,388 | 106,155 | |
Canadian Imperial Bank of Commerce | 15,192 | 1,579,330 | |
Canadian National Railway Co. | 24,497 | 2,637,341 | |
Canadian Natural Resources Ltd. | 41,817 | 1,269,326 | |
Canadian Pacific Railway Ltd. | 4,687 | 1,749,155 | |
Canadian Tire Ltd. Class A (non-vtg.) | 1,966 | 313,370 | |
Canadian Utilities Ltd. Class A (non-vtg.) | 4,161 | 118,924 | |
CCL Industries, Inc. Class B | 4,999 | 283,757 | |
Cenovus Energy, Inc. (Canada) | 44,150 | 343,746 | |
CGI, Inc. Class A (sub. vtg.) (a) | 8,167 | 722,582 | |
Constellation Software, Inc. | 702 | 1,030,272 | |
Dollarama, Inc. | 9,828 | 457,998 | |
Emera, Inc. | 9,462 | 430,087 | |
Empire Co. Ltd. Class A (non-vtg.) | 7,015 | 220,640 | |
Enbridge, Inc. | 70,963 | 2,737,140 | |
Fairfax Financial Holdings Ltd. (sub. vtg.) | 880 | 402,059 | |
First Quantum Minerals Ltd. | 19,511 | 449,698 | |
FirstService Corp. | 1,461 | 237,321 | |
Fortis, Inc. | 16,941 | 755,705 | |
Franco-Nevada Corp. | 6,775 | 943,809 | |
George Weston Ltd. | 3,257 | 287,583 | |
GFL Environmental, Inc. | 7,175 | 236,413 | |
Gildan Activewear, Inc. | 7,245 | 251,452 | |
Great-West Lifeco, Inc. | 9,404 | 272,675 | |
Hydro One Ltd. (c) | 10,621 | 254,648 | |
iA Financial Corp, Inc. | 3,492 | 196,653 | |
IGM Financial, Inc. | 3,008 | 107,384 | |
Imperial Oil Ltd. | 8,204 | 236,946 | |
Intact Financial Corp. | 4,755 | 632,040 | |
Inter Pipeline Ltd. | 14,680 | 214,022 | |
Keyera Corp. | 7,559 | 172,870 | |
Kinross Gold Corp. | 43,139 | 303,586 | |
Kirkland Lake Gold Ltd. | 8,900 | 330,686 | |
Loblaw Companies Ltd. | 5,937 | 329,659 | |
Lundin Mining Corp. | 23,231 | 280,666 | |
Magna International, Inc. Class A (sub. vtg.) | 9,969 | 941,465 | |
Manulife Financial Corp. | 68,109 | 1,487,244 | |
Metro, Inc. Class A (sub. vtg.) | 8,352 | 382,691 | |
National Bank of Canada | 11,746 | 853,942 | |
Northland Power, Inc. | 6,780 | 233,548 | |
Nutrien Ltd. | 20,021 | 1,105,174 | |
Onex Corp. (sub. vtg.) | 2,551 | 170,786 | |
Open Text Corp. | 9,190 | 432,752 | |
Pan American Silver Corp. | 7,296 | 232,159 | |
Parkland Corp. | 4,784 | 153,661 | |
Pembina Pipeline Corp. | 18,832 | 581,285 | |
Power Corp. of Canada (sub. vtg.) | 18,715 | 545,090 | |
Quebecor, Inc. Class B (sub. vtg.) | 6,318 | 169,882 | |
Restaurant Brands International, Inc. | 8,332 | 572,187 | |
Restaurant Brands International, Inc. | 1,853 | 127,134 | |
RioCan (REIT) | 4,479 | 76,596 | |
Ritchie Bros. Auctioneers, Inc. | 3,529 | 224,491 | |
Rogers Communications, Inc. Class B (non-vtg.) | 11,922 | 587,201 | |
Royal Bank of Canada | 48,752 | 4,652,888 | |
Saputo, Inc. | 9,636 | 306,213 | |
Shaw Communications, Inc. Class B | 18,348 | 531,415 | |
Shopify, Inc. Class A (a) | 3,817 | 4,505,622 | |
SSR Mining, Inc. | 7,785 | 123,569 | |
Sun Life Financial, Inc. | 20,557 | 1,109,006 | |
Suncor Energy, Inc. | 54,470 | 1,165,046 | |
TC Energy Corp. | 33,285 | 1,646,716 | |
Teck Resources Ltd. Class B (sub. vtg.) | 16,014 | 338,872 | |
TELUS Corp. | 13,626 | 282,686 | |
The Toronto-Dominion Bank | 62,216 | 4,277,144 | |
Thomson Reuters Corp. | 6,149 | 570,251 | |
TMX Group Ltd. | 1,942 | 214,005 | |
Toromont Industries Ltd. | 3,150 | 251,149 | |
West Fraser Timber Co. Ltd. | 2,920 | 225,447 | |
Wheaton Precious Metals Corp. | 16,154 | 670,132 | |
WSP Global, Inc. | 3,800 | 394,577 | |
Yamana Gold, Inc. | 32,084 | 146,958 | |
TOTAL CANADA | 63,425,402 | ||
Cayman Islands - 7.7% | |||
21Vianet Group, Inc. ADR (a) | 2,946 | 82,223 | |
3SBio, Inc. (a)(c) | 53,000 | 50,218 | |
51job, Inc. sponsored ADR (a) | 893 | 54,964 | |
AAC Technology Holdings, Inc. | 25,500 | 141,555 | |
Abu Dhabi Islamic Bank | 41,084 | 54,023 | |
Agile Property Holdings Ltd. | 34,000 | 53,313 | |
Airtac International Group | 4,000 | 168,903 | |
AK Medical Holdings Ltd. (c) | 10,000 | 15,577 | |
Alibaba Group Holding Ltd. sponsored ADR (a) | 65,556 | 15,140,158 | |
Anta Sports Products Ltd. | 39,000 | 700,396 | |
ASM Pacific Technology Ltd. | 9,900 | 150,136 | |
Autohome, Inc. ADR Class A | 1,910 | 177,114 | |
Baidu.com, Inc. sponsored ADR (a) | 9,411 | 1,979,416 | |
Baozun, Inc. sponsored ADR (a)(d) | 1,892 | 65,671 | |
BeiGene Ltd. ADR (a) | 1,623 | 557,565 | |
Bilibili, Inc. ADR (a) | 5,713 | 633,343 | |
Bosideng International Holdings Ltd. | 80,000 | 40,681 | |
Budweiser Brewing Co. APAC Ltd. (c) | 63,900 | 201,956 | |
Chailease Holding Co. Ltd. | 39,981 | 289,002 | |
China Aoyuan Group Ltd. | 29,000 | 30,166 | |
China Conch Venture Holdings Ltd. | 63,500 | 300,425 | |
China East Education Holdings Ltd. (c) | 13,500 | 31,527 | |
China Education Group Holdings Ltd. | 21,000 | 50,717 | |
China Evergrande Group | 63,000 | 106,734 | |
China Feihe Ltd. (c) | 45,000 | 128,319 | |
China Hongqiao Group Ltd. | 52,000 | 82,340 | |
China Liansu Group Holdings Ltd. | 39,000 | 98,306 | |
China Literature Ltd. (a)(c) | 12,200 | 127,218 | |
China Medical System Holdings Ltd. | 49,000 | 113,546 | |
China Meidong Auto Holding Ltd. | 16,000 | 80,023 | |
China Mengniu Dairy Co. Ltd. | 102,000 | 546,259 | |
China Overseas Property Holdings Ltd. | 30,000 | 30,434 | |
China Resources Cement Holdings Ltd. | 94,000 | 102,498 | |
China Resources Land Ltd. | 108,000 | 506,788 | |
China State Construction International Holdings Ltd. | 50,000 | 35,145 | |
China Yuhua Education Corp. Ltd. (c) | 28,000 | 26,566 | |
CIFI Holdings Group Co. Ltd. | 93,655 | 83,795 | |
CK Asset Holdings Ltd. | 86,000 | 539,732 | |
CK Hutchison Holdings Ltd. | 95,500 | 783,155 | |
Country Garden Holdings Co. Ltd. | 281,827 | 335,606 | |
Country Garden Services Holdings Co. Ltd. | 49,000 | 514,113 | |
Dali Foods Group Co. Ltd. (c) | 62,500 | 37,173 | |
Daqo New Energy Corp. ADR (a) | 1,645 | 132,406 | |
ENN Energy Holdings Ltd. | 29,500 | 502,823 | |
ESR Cayman Ltd. (a)(c) | 58,600 | 200,294 | |
Ever Sunshine Lifestyle Services Group Ltd. | 26,000 | 64,333 | |
GDS Holdings Ltd. ADR (a) | 3,287 | 272,722 | |
Geely Automobile Holdings Ltd. | 210,000 | 544,752 | |
Genscript Biotech Corp. | 34,000 | 78,787 | |
Greentown China Holdings Ltd. | 24,000 | 28,920 | |
Greentown Service Group Co. Ltd. | 60,000 | 95,626 | |
GSX Techedu, Inc. ADR (a) | 2,573 | 82,207 | |
Haidilao International Holding Ltd. (c) | 27,000 | 175,012 | |
Haitian International Holdings Ltd. | 29,000 | 118,162 | |
Hansoh Pharmaceutical Group Co. Ltd. (c) | 48,000 | 207,319 | |
Hengan International Group Co. Ltd. | 23,000 | 149,084 | |
Huazhu Group Ltd. ADR (a) | 5,898 | 347,746 | |
Hutchison China Meditech Ltd. sponsored ADR (a) | 2,034 | 57,542 | |
HUYA, Inc. ADR (a)(d) | 2,245 | 39,557 | |
Innovent Biologics, Inc. (a)(c) | 36,000 | 391,156 | |
iQIYI, Inc. ADR (a) | 9,273 | 136,406 | |
JD Health International, Inc. (c) | 9,000 | 140,195 | |
JD.com, Inc. sponsored ADR (a) | 30,183 | 2,334,957 | |
Jiayuan International Group Ltd. | 11 | 5 | |
Jinxin Fertility Group Ltd. (c) | 50,000 | 128,737 | |
Jiumaojiu International Holdings Ltd. (c) | 26,000 | 108,783 | |
JOYY, Inc. ADR | 2,284 | 217,117 | |
Kaisa Group Holdings Ltd. | 66,285 | 28,843 | |
KE Holdings, Inc. ADR (a) | 4,624 | 240,679 | |
Kingboard Chemical Holdings Ltd. | 28,500 | 168,775 | |
Kingboard Laminates Holdings Ltd. | 35,500 | 88,753 | |
Kingdee International Software Group Co. Ltd. | 85,000 | 281,227 | |
Kingsoft Cloud Holdings Ltd. ADR | 1,528 | 67,110 | |
Kingsoft Corp. Ltd. | 31,000 | 219,497 | |
Koolearn Technology Holding Ltd. (a)(c) | 5,500 | 10,578 | |
Kuaishou Technology Class B (c) | 6,600 | 223,462 | |
KWG Property Holding Ltd. | 37,000 | 59,446 | |
Lee & Man Paper Manufacturing Ltd. | 34,000 | 29,633 | |
Legend Biotech Corp. ADR (a) | 5 | 151 | |
Li Ning Co. Ltd. | 75,500 | 616,227 | |
Logan Property Holdings Co. Ltd. | 38,000 | 60,465 | |
Longfor Properties Co. Ltd. (c) | 68,500 | 427,257 | |
Lufax Holding Ltd. ADR (a) | 5,062 | 60,238 | |
Meituan Class B (a)(c) | 125,100 | 4,799,305 | |
Melco Crown Entertainment Ltd. sponsored ADR (a) | 7,330 | 141,396 | |
Microport Scientific Corp. | 23,000 | 166,110 | |
Ming Yuan Cloud Group Holdings Ltd. | 14,000 | 65,064 | |
Minth Group Ltd. | 26,000 | 105,603 | |
Momo, Inc. ADR | 5,774 | 84,647 | |
NetEase, Inc. ADR | 14,625 | 1,638,878 | |
New Oriental Education & Technology Group, Inc. sponsored ADR | 54,433 | 830,648 | |
NIO, Inc. sponsored ADR (a) | 44,618 | 1,777,581 | |
Noah Holdings Ltd. sponsored ADR (a) | 840 | 37,002 | |
Pinduoduo, Inc. ADR (a) | 13,658 | 1,829,216 | |
Ping An Healthcare and Technology Co. Ltd. (a)(c) | 20,900 | 244,846 | |
RLX Technology, Inc. ADR (d) | 3,423 | 37,276 | |
Sands China Ltd. (a) | 83,200 | 395,234 | |
Seazen Group Ltd. | 80,000 | 85,482 | |
Shenzhou International Group Holdings Ltd. | 29,600 | 651,170 | |
Shimao Property Holdings Ltd. | 44,000 | 127,450 | |
Silergy Corp. | 3,000 | 314,010 | |
Sino Biopharmaceutical Ltd. | 382,250 | 411,887 | |
Smoore International Holdings Ltd. (c) | 21,000 | 148,827 | |
SSY Group Ltd. | 128,000 | 78,931 | |
Sunac China Holdings Ltd. | 91,000 | 354,382 | |
Sunny Optical Technology Group Co. Ltd. | 24,600 | 599,818 | |
TAL Education Group ADR (a) | 13,458 | 766,433 | |
Tencent Holdings Ltd. | 199,200 | 15,890,590 | |
Tencent Music Entertainment Group ADR (a) | 12,520 | 218,098 | |
Tingyi (Cayman Islands) Holding Corp. | 70,000 | 125,982 | |
Tongcheng-Elong Holdings Ltd. (a) | 34,800 | 87,272 | |
Topsports International Holdings Ltd. (c) | 36,000 | 48,663 | |
Trip.com Group Ltd. ADR (a) | 18,157 | 709,576 | |
Uni-President China Holdings Ltd. | 52,000 | 63,329 | |
Vinda International Holdings Ltd. | 9,000 | 32,036 | |
Vipshop Holdings Ltd. ADR (a) | 15,902 | 489,305 | |
Want Want China Holdings Ltd. | 216,000 | 156,555 | |
Weibo Corp. sponsored ADR (a) | 1,615 | 81,396 | |
Weimob, Inc. (a)(c) | 53,000 | 117,084 | |
WH Group Ltd. (c) | 330,000 | 288,462 | |
Wharf Real Estate Investment Co. Ltd. | 57,000 | 328,010 | |
Wuxi Biologics (Cayman), Inc. (a)(c) | 114,500 | 1,607,328 | |
Wynn Macau Ltd. (a) | 55,600 | 106,938 | |
Xiaomi Corp. Class B (a)(c) | 499,400 | 1,581,570 | |
Xinyi Glass Holdings Ltd. | 58,000 | 205,710 | |
Xinyi Solar Holdings Ltd. | 154,638 | 258,800 | |
XPeng, Inc. ADR (a)(d) | 5,634 | 168,513 | |
Yadea Group Holdings Ltd. (c) | 30,000 | 65,656 | |
Yihai International Holding Ltd. | 16,000 | 155,927 | |
Zai Lab Ltd. ADR (a) | 2,617 | 434,972 | |
Zhen Ding Technology Holding Ltd. | 22,000 | 83,450 | |
Zhenro Properties Group Ltd. | 37,000 | 24,960 | |
Zhongsheng Group Holdings Ltd. Class H | 20,000 | 151,524 | |
ZTO Express, Inc. sponsored ADR | 13,956 | 448,825 | |
TOTAL CAYMAN ISLANDS | 74,005,515 | ||
Chile - 0.1% | |||
Banco de Chile | 1,588,106 | 170,043 | |
Banco de Credito e Inversiones | 2,002 | 92,969 | |
Banco Santander Chile | 2,338,942 | 128,345 | |
Cencosud SA | 68,119 | 141,417 | |
Cencosud Shopping SA | 12,482 | 20,372 | |
Colbun SA | 196,203 | 33,679 | |
Compania Cervecerias Unidas SA | 3,868 | 35,593 | |
Empresas CMPC SA | 38,149 | 106,010 | |
Empresas COPEC SA | 12,023 | 129,478 | |
Enel Americas SA | 704,756 | 100,320 | |
Enel Chile SA | 989,338 | 67,512 | |
Falabella SA | 27,588 | 124,601 | |
TOTAL CHILE | 1,150,339 | ||
China - 3.2% | |||
360 Security Technology, Inc. (A Shares) | 21,300 | 41,491 | |
A-Living Services Co. Ltd. (H Shares) (c) | 15,000 | 69,132 | |
Accelink Technologies Co. Ltd. (A Shares) | 1,000 | 3,434 | |
Addsino Co. Ltd. (A Shares) | 2,300 | 6,040 | |
AECC Aero-Engine Control Co. Ltd. (A Shares) | 1,600 | 4,484 | |
AECC Aviation Power Co. Ltd. | 3,100 | 18,145 | |
Agricultural Bank of China Ltd.: | |||
(A Shares) | 224,000 | 110,728 | |
(H Shares) | 904,000 | 351,463 | |
Aier Eye Hospital Group Co. Ltd. (A Shares) | 7,546 | 86,820 | |
Air China Ltd.: | |||
(A Shares) | 29,300 | 37,024 | |
(H Shares) | 32,000 | 25,377 | |
Aluminum Corp. of China Ltd.: | |||
(A shares) (a) | 64,900 | 44,513 | |
(H Shares) (a) | 78,000 | 40,305 | |
Angel Yeast Co. Ltd. (A Shares) | 1,200 | 10,885 | |
Anhui Conch Cement Co. Ltd.: | |||
(A Shares) | 8,200 | 62,106 | |
(H Shares) | 44,500 | 266,103 | |
Anhui Gujing Distillery Co. Ltd. (B Shares) | 13,700 | 183,901 | |
Anhui Kouzi Distillery Co. Ltd. (A Shares) | 900 | 8,653 | |
Apeloa Pharmaceutical Co. Ltd. A Shares | 1,800 | 8,648 | |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | 300 | 15,242 | |
Autobio Diagnostics Co. Ltd. | 400 | 7,550 | |
AVIC Aircraft Co. Ltd. (A Shares) | 3,800 | 14,118 | |
Avic Aviation High-Technology Co. Ltd. (A Series) | 7,700 | 28,559 | |
AVIC Capital Co. Ltd. (A Shares) | 11,800 | 7,073 | |
AVIC Electromechanical Systems Co. Ltd. (A Shares) | 4,900 | 7,380 | |
AVIC Jonhon OptronicTechnology Co. Ltd. | 1,500 | 15,798 | |
AVIC Shenyang Aircraft Co. Ltd. (A Shares) | 1,600 | 14,271 | |
AviChina Industry & Technology Co. Ltd. (H Shares) | 74,000 | 47,633 | |
Avicopter PLC (A Shares) | 800 | 6,290 | |
Bank of Beijing Co. Ltd. (A Shares) | 28,200 | 20,736 | |
Bank of Chengdu Co. Ltd. (A Shares) | 4,600 | 8,477 | |
Bank of China Ltd.: | |||
(A Shares) | 196,600 | 98,702 | |
(H Shares) | 2,540,000 | 1,010,408 | |
Bank of Communications Co. Ltd.: | |||
(A Shares) | 50,700 | 37,672 | |
(H Shares) | 317,000 | 202,825 | |
Bank of Hangzhou Co. Ltd. (A Shares) | 7,900 | 20,185 | |
Bank of Jiangsu Co. Ltd. (A Shares) | 19,760 | 21,581 | |
Bank of Nanjing Co. Ltd. (A Shares) | 13,200 | 18,698 | |
Bank of Ningbo Co. Ltd. (A Shares) | 17,000 | 110,900 | |
Bank of Shanghai Co. Ltd. (A Shares) | 18,818 | 23,779 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 41,900 | 55,858 | |
BBMG Corp. (A Shares) | 10,900 | 4,681 | |
Beijing BDStar Navigation Co. Ltd. (A Shares) (a) | 1,200 | 7,530 | |
Beijing Capital International Airport Co. Ltd. (H Shares) | 46,000 | 33,459 | |
Beijing Dabeinong Technology Group Co. Ltd. (A Shares) | 5,900 | 7,428 | |
Beijing E-Hualu Information Technology Co. Ltd. (A Shares) | 840 | 3,191 | |
Beijing Enlight Media Co. Ltd. (A Shares) | 4,000 | 8,039 | |
Beijing Kunlun Tech Co. Ltd. (A Shares) | 1,600 | 4,585 | |
Beijing New Building Materials PLC (A Shares) | 2,300 | 16,400 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 3,150 | 28,106 | |
Beijing Originwater Technology Co. Ltd. (A Shares) | 4,300 | 4,670 | |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | 1,200 | 5,292 | |
Beijing Shunxin Agriculture Co. Ltd. | 1,100 | 8,437 | |
Beijing Sinnet Technology Co. Ltd. (A Shares) | 2,200 | 4,792 | |
Beijing Thunisoft Corp. Ltd. (A Shares) | 1,100 | 3,042 | |
Beijing Tiantan Biological Products Corp. Ltd. (A Shares) | 1,800 | 10,032 | |
Beijing Yanjing Brewery Co. Ltd. (A Shares) | 4,200 | 4,795 | |
Beijing-Shanghai High Speed Railway Co. Ltd. (A Shares) | 32,800 | 29,793 | |
Betta Pharmaceuticals Co. Ltd. (A Shares) | 600 | 9,917 | |
BGI Genomics Co. Ltd. | 600 | 11,978 | |
BOE Technology Group Co. Ltd. (A Shares) | 64,700 | 73,260 | |
By-Health Co. Ltd. (A Shares) | 2,300 | 11,618 | |
BYD Co. Ltd.: | |||
(A Shares) | 2,600 | 63,688 | |
(H Shares) | 29,000 | 603,041 | |
C&S Paper Co. Ltd. (A Shares) | 1,900 | 9,052 | |
Caitong Securities Co. Ltd. | 5,100 | 7,870 | |
Cansino Biologics, Inc. (H Shares) (a)(c) | 2,200 | 110,173 | |
CGN Power Co. Ltd. (H Shares) (c) | 263,000 | 60,606 | |
Chacha Food Co. Ltd. (A Shares) | 700 | 5,834 | |
Changchun High & New Technology Industry Group, Inc. (A Shares) | 800 | 61,494 | |
Changjiang Securities Co. Ltd. (A Shares) | 7,600 | 8,500 | |
Changzhou Xingyu Automotive Lighting Systems Co. Ltd. (A Shares) | 700 | 21,019 | |
Chaozhou Three-Circle Group Co. (A Shares) | 2,400 | 16,053 | |
Chengdu Kanghong Pharmaceutical Group Co. Ltd. (A Shares) | 1,100 | 3,669 | |
Chifeng Jilong Gold Mining Co. Ltd. (A Shares) (a) | 4,500 | 10,538 | |
China Aerospace Times Electronics Co. Ltd. (A Shares) | 3,800 | 4,009 | |
China Avionics Systems Co. Ltd. (A Shares) | 1,900 | 4,411 | |
China Bohai Bank Co. Ltd. (H Shares) (c) | 71,000 | 32,083 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 356,000 | 70,121 | |
China CITIC Bank Corp. Ltd.: | |||
(A Shares) | 8,100 | 6,482 | |
(H Shares) | 280,000 | 146,709 | |
China Communications Services Corp. Ltd. (H Shares) | 60,000 | 26,031 | |
China Construction Bank Corp.: | |||
(A Shares) | 123,000 | 127,874 | |
(H Shares) | 3,226,000 | 2,546,416 | |
China Eastern Airlines Corp. Ltd.: | |||
(A Shares) | 119,300 | 96,199 | |
(H Shares) | 30,000 | 13,170 | |
China Everbright Bank Co. Ltd.: | |||
(A Shares) | 59,000 | 34,451 | |
(H Shares) | 120,000 | 50,208 | |
China Film Co. Ltd. (A Shares) | 2,200 | 4,805 | |
China Fortune Land Development Co. Ltd. (A Shares) | 5,460 | 4,698 | |
China Galaxy Securities Co. Ltd.: | |||
(A Shares) | 6,200 | 9,558 | |
(H Shares) | 103,000 | 61,394 | |
China Gezhouba Group Co. Ltd. (A Shares) | 6,300 | 6,919 | |
China Great Wall Securities Co. Ltd. (A Shares) | 3,000 | 4,667 | |
China Greatwall Technology Group Co. Ltd. (A Shares) | 5,000 | 9,122 | |
China Huarong Asset Management Co. Ltd. (b)(c) | 250,000 | 32,828 | |
China International Capital Corp. Ltd. (H Shares) (c) | 52,800 | 132,684 | |
China International Travel Service Corp. Ltd. (A Shares) | 4,400 | 212,058 | |
China Jushi Co. Ltd. (A Shares) | 5,000 | 13,918 | |
China Life Insurance Co. Ltd.: | |||
(A Shares) | 4,500 | 22,988 | |
(H Shares) | 249,000 | 504,760 | |
China Longyuan Power Grid Corp. Ltd. (H Shares) | 111,000 | 163,476 | |
China Merchants Bank Co. Ltd.: | |||
(A Shares) | 27,300 | 222,246 | |
(H Shares) | 152,000 | 1,225,941 | |
China Merchants Energy Shipping Co. Ltd. (A Shares) | 9,200 | 6,978 | |
China Merchants Property Operation & Service Co. Ltd. (A Shares) | 1,400 | 4,563 | |
China Merchants Securities Co. Ltd. (A Shares) | 25,050 | 72,439 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 8,900 | 15,976 | |
China Minsheng Banking Corp. Ltd.: | |||
(A Shares) | 20,300 | 14,739 | |
(H Shares) | 257,400 | 132,217 | |
China Molybdenum Co. Ltd.: | |||
(A Shares) | 25,700 | 23,066 | |
(H Shares) | 108,000 | 73,272 | |
China National Accord Medicines Corp. Ltd. (A Shares) | 500 | 3,229 | |
China National Building Materials Co. Ltd. (H Shares) | 125,000 | 181,198 | |
China National Chemical Engineering Co. Ltd. (A Shares) | 6,600 | 6,423 | |
China National Medicines Corp. Ltd. (A Shares) | 1,100 | 6,265 | |
China National Nuclear Power Co. Ltd. (A Shares) | 17,000 | 13,708 | |
China National Software & Service Co. Ltd. (A Shares) | 700 | 4,994 | |
China Northern Rare Earth Group High-Tech Co. Ltd. (a) | 11,000 | 34,579 | |
China Oilfield Services Ltd. (H Shares) | 54,000 | 49,775 | |
China Pacific Insurance (Group) Co. Ltd. | 25,700 | 130,574 | |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | 78,200 | 282,890 | |
China Petroleum & Chemical Corp.: | |||
(A Shares) | 62,300 | 41,190 | |
(H Shares) | 798,000 | 393,578 | |
China Railway Group Ltd.: | |||
(A Shares) | 37,000 | 30,807 | |
(H Shares) | 126,000 | 65,208 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | 1,500 | 5,791 | |
China Shenhua Energy Co. Ltd.: | |||
(A Shares) | 7,300 | 21,663 | |
(H Shares) | 132,500 | 275,983 | |
China Shipbuilding Industry Co. (A Shares) (a) | 31,200 | 19,712 | |
China South Publishing & Media Group Co. Ltd. (A Shares) | 2,400 | 3,785 | |
China Southern Airlines Ltd.: | |||
(A Shares) (a) | 32,900 | 32,272 | |
(H Shares) (a) | 32,000 | 21,751 | |
China State Construction Engineering Corp. Ltd. (A Shares) | 79,700 | 60,820 | |
China Tower Corp. Ltd. (H Shares) (c) | 1,548,000 | 223,200 | |
China TransInfo Technology Co. Ltd. (A Shares) | 2,100 | 4,856 | |
China Vanke Co. Ltd.: | |||
(A Shares) | 13,100 | 57,006 | |
(H Shares) | 61,600 | 215,702 | |
China Yangtze Power Co. Ltd. (A Shares) | 53,800 | 165,967 | |
China Zheshang Bank Co. Ltd. | 26,600 | 16,231 | |
Chongqing Brewery Co. Ltd. (A Shares) | 700 | 17,018 | |
Chongqing Changan Automobile Co. Ltd. (A Shares) (a) | 5,400 | 13,655 | |
Chongqing Fuling Zhacai Group Co. Ltd. Group (A Shares) | 1,100 | 6,788 | |
Chongqing Rural Commercial Bank Co. Ltd. (H Shares) | 79,000 | 33,562 | |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | 2,800 | 97,514 | |
CITIC Securities Co. Ltd.: | |||
(A Shares) | 13,500 | 49,737 | |
(H Shares) | 106,500 | 256,935 | |
Contemporary Amperex Technology Co. Ltd. | 5,100 | 305,811 | |
COSCO Shipping Energy Transportation Co. Ltd.: | |||
(A Shares) | 5,200 | 4,892 | |
(H Shares) | 30,000 | 13,131 | |
COSCO SHIPPING Holdings Co. Ltd.: | |||
(A Shares) (a) | 37,900 | 107,023 | |
(H Shares) (a) | 68,500 | 122,577 | |
CSC Financial Co. Ltd. (A Shares) | 3,500 | 15,468 | |
Da An Gene Co. Ltd. of Sun Yat-Sen University (A Shares) | 1,210 | 6,267 | |
Daqin Railway Co. Ltd. (A Shares) | 20,400 | 21,681 | |
DaShenLin Pharmaceutical Group Co. Ltd. | 1,500 | 17,522 | |
DHC Software Co. Ltd. (A Shares) | 4,300 | 4,537 | |
Dong E-E-Jiao Co. Ltd. (A Shares) | 1,300 | 7,139 | |
Dongfang Electric Corp. Ltd. (A Shares) | 3,900 | 6,862 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 96,000 | 83,422 | |
Dongxing Securities Co. Ltd. (A Shares) | 3,700 | 5,893 | |
East Money Information Co. Ltd. (A Shares) | 14,660 | 73,011 | |
Ecovacs Robotics Co. Ltd. Class A (a) | 1,700 | 43,071 | |
Eve Energy Co. Ltd. (A shares) | 2,471 | 33,846 | |
Everbright Securities Co. Ltd. (A Shares) | 5,300 | 12,273 | |
Fangda Carbon New Material Co. Ltd. (A Shares) | 5,740 | 7,883 | |
FAW Jiefang Group Co. Ltd. (A Shares) (a) | 7,300 | 12,472 | |
Fiberhome Telecommunication Technologies Co. Ltd. (A Shares) | 1,700 | 4,688 | |
Financial Street Holdings Co. Ltd. (A Shares) | 3,700 | 3,544 | |
First Capital Securities Co. Ltd. (A Shares) | 5,200 | 5,245 | |
Focus Media Information Technology Co. Ltd. (A Shares) | 28,100 | 46,794 | |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | 4,800 | 125,682 | |
Founder Securities Co. Ltd. (A Shares) (a) | 11,200 | 15,935 | |
Foxconn Industrial Internet Co. Ltd. (A Shares) | 8,100 | 17,217 | |
Fu Jian Anjoy Foods Co. Ltd. (A Shares) | 600 | 23,357 | |
Fujian Sunner Development Co. Ltd. A Shares | 1,900 | 7,760 | |
Fuyao Glass Industries Group Co. Ltd.: | |||
(A Shares) | 2,500 | 19,823 | |
(H Shares) (c) | 20,000 | 116,250 | |
G-bits Network Technology Xiamen Co. Ltd. (A Shares) | 100 | 7,075 | |
GCL System Integration Technology Co. Ltd. (a) | 7,700 | 3,699 | |
GEM Co. Ltd. (A Shares) | 6,800 | 10,504 | |
Gemdale Corp. (A Shares) | 6,100 | 11,081 | |
GF Securities Co. Ltd.: | |||
(A Shares) | 9,600 | 22,022 | |
(H Shares) | 39,800 | 57,693 | |
Giant Network Group Co. Ltd. (A Shares) | 2,200 | 4,656 | |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | 600 | 17,910 | |
GoerTek, Inc. (A Shares) | 6,100 | 35,525 | |
Great Wall Motor Co. Ltd. (H Shares) | 110,500 | 273,414 | |
Greenland Holdings Corp. Ltd. (A Shares) | 10,900 | 9,547 | |
GRG Banking Equipment Co. Ltd. (A Shares) | 3,400 | 6,786 | |
Guangdong Haid Group Co. Ltd. (A Shares) | 3,500 | 45,092 | |
Guangdong HEC Technology Holding Co. Ltd. (A Shares) (a) | 4,100 | 2,970 | |
Guangdong Hongda Blasting Co. Ltd. (A Shares) | 1,000 | 4,291 | |
Guangdong Kinlong Hardware Products Co. Ltd. (A Shares) | 700 | 20,478 | |
Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. | 1,700 | 9,832 | |
Guanghui Energy Co. Ltd. (A Shares) (a) | 9,000 | 4,240 | |
Guangzhou Automobile Group Co. Ltd. | 17,400 | 29,997 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 82,000 | 69,989 | |
Guangzhou Baiyun International Airport Co. Ltd. (A Shares) | 3,000 | 5,635 | |
Guangzhou Baiyunshan Pharma Health (A Shares) | 2,200 | 10,413 | |
Guangzhou Haige Communications Group (A Shares) | 3,300 | 5,062 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | 600 | 13,372 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 60,600 | 77,547 | |
Guangzhou Shiyuan Electronic Technology Co. Ltd. (A Shares) | 900 | 18,535 | |
Guangzhou Tinci Materials Technology Co. Ltd. (A Shares) | 2,380 | 24,780 | |
Guangzhou Wondfo Biotech Co. Ltd. (A Shares) | 500 | 7,834 | |
Guangzhou Yuexiu Financial Holdings Group Co. Ltd. (A Shares) | 4,300 | 8,562 | |
Guolian Securities Co. Ltd. (a) | 3,400 | 7,290 | |
Guosen Securities Co. Ltd. (A Shares) | 5,400 | 8,759 | |
Guotai Junan Securities Co. Ltd.: | |||
(A Shares) | 11,200 | 28,651 | |
(H Shares) (c) | 6,200 | 8,828 | |
Guoxuan High Tech Co. Ltd. (A Shares) (a) | 2,700 | 14,490 | |
Guoyuan Securities Co. Ltd. (A Shares) | 6,110 | 7,249 | |
Haier Smart Home Co. Ltd. (a) | 70,000 | 302,790 | |
Haier Smart Home Co. Ltd. (A Shares) | 12,400 | 63,461 | |
Haitong Securities Co. Ltd.: | |||
(A Shares) | 12,400 | 21,205 | |
(H Shares) | 99,200 | 88,757 | |
Hangzhou First Applied Material Co. Ltd. (A Shares) | 1,400 | 19,780 | |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | 1,300 | 7,705 | |
Hangzhou Silan Microelectronics Co. Ltd. (A Shares) | 2,000 | 11,125 | |
Hangzhou Tigermed Consulting Co. Ltd.: | |||
(A Shares) | 1,000 | 24,177 | |
(H Shares) (a)(c) | 4,800 | 94,298 | |
Hefei Meiya Optoelectronic Technology, Inc. (A Shares) | 900 | 6,676 | |
Heilongjiang Agriculture Co. Ltd. (A Shares) | 2,600 | 6,085 | |
Henan Billions Chemicals Co. Ltd. (A Shares) | 4,000 | 20,916 | |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | 4,700 | 26,602 | |
Hengli Petrochemical Co. Ltd. (A Shares) | 7,900 | 36,184 | |
Hengtong Optic-electric Co. Ltd. (A Shares) | 2,700 | 4,826 | |
Hengyi Petrochemical Co. Ltd. (A Shares) | 3,800 | 7,731 | |
Hesteel Co. Ltd. (A Shares) (a) | 13,900 | 5,475 | |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | 800 | 13,421 | |
Hongfa Technology Co. Ltd. (A Shares) | 1,000 | 8,638 | |
Huaan Securities Co. Ltd. (A Shares) | 5,100 | 4,798 | |
Huadian Power International Corp. Ltd.: | |||
(A Shares) | 2,800 | 1,471 | |
(H Shares) | 26,000 | 7,966 | |
Huadong Medicine Co. Ltd. (A Shares) | 2,600 | 21,142 | |
Huagong Tech Co. Ltd. (A Shares) | 1,500 | 4,676 | |
Hualan Biological Engineer, Inc. (A Shares) | 2,610 | 16,966 | |
Huaneng Power International, Inc.: | |||
(A Shares) | 10,900 | 7,106 | |
(H Shares) | 132,000 | 47,581 | |
Huatai Securities Co. Ltd.: | |||
(A Shares) | 10,300 | 25,330 | |
(H Shares) (c) | 66,600 | 95,170 | |
HUAXI Securities Co. Ltd. | 12,200 | 17,602 | |
Huaxia Bank Co. Ltd. (A Shares) | 16,800 | 16,194 | |
Huaxin Cement Co. Ltd. (A Shares) | 1,900 | 6,445 | |
Huayu Automotive Systems Co. Ltd. (A Shares) | 4,400 | 17,754 | |
Hubei Biocause Pharmaceutical Co. Ltd. (A Shares) | 6,500 | 3,836 | |
Hubei Jumpcan Pharmaceutical Co. Ltd. (A Shares) | 1,600 | 4,765 | |
Hunan Valin Steel Co. Ltd. (A Shares) | 8,200 | 9,956 | |
Hundsun Technologies, Inc. (A Shares) | 2,230 | 31,654 | |
iFlytek Co. Ltd. (A Shares) | 3,000 | 23,621 | |
Industrial & Commercial Bank of China Ltd.: | |||
(A Shares) | 224,700 | 178,066 | |
(H Shares) | 2,006,000 | 1,306,731 | |
Industrial Bank Co. Ltd. (A Shares) | 36,200 | 121,571 | |
Industrial Securities Co. Ltd. (A Shares) | 9,000 | 12,638 | |
Ingenic Semiconductor Co. Ltd. (A Shares) (a) | 900 | 9,802 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 11,500 | 72,747 | |
Inner Mongolia Baotou Steel Union Co. Ltd. (A Shares) (a) | 62,400 | 14,170 | |
Inner Mongolia First Machinery Group Co. Ltd. (A Shares) | 2,500 | 4,001 | |
Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. (A Shares) | 11,800 | 10,554 | |
Inspur Electronic Information Industry Co. Ltd. (A Shares) | 2,045 | 8,533 | |
Intco Medical Technology Co. Ltd. (A Shares) | 700 | 18,442 | |
JA Solar Technology Co. Ltd. (A Shares) (a) | 2,300 | 9,255 | |
Jafron Biomedical Co. Ltd. (A Shares) | 1,100 | 16,398 | |
Jason Furniture Hangzhou Co. Ltd. (A Shares) | 1,600 | 19,835 | |
JCET Group Co. Ltd. (A Shares) (a) | 10,900 | 61,963 | |
Jiangsu Changshu Rural Commercial Bank Co. Ltd. | 4,200 | 4,503 | |
Jiangsu Expressway Co. Ltd. (H Shares) | 30,000 | 35,377 | |
Jiangsu Hengli Hydraulic Co. Ltd. | 2,676 | 35,550 | |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | 9,660 | 125,497 | |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | 1,800 | 14,857 | |
Jiangsu Shagang Co. Ltd. (A Shares) | 3,100 | 4,712 | |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | 2,800 | 83,263 | |
Jiangsu Yangnong Chemical Co. Ltd. (A Shares) | 400 | 6,922 | |
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. (A Shares) | 1,400 | 6,877 | |
Jiangsu Zhongnan Construction Group Co. Ltd. (A Shares) | 5,200 | 5,687 | |
Jiangsu Zhongtian Technology Co. Ltd. (A Shares) | 4,400 | 6,946 | |
Jiangxi Copper Co. Ltd.: | |||
(A Shares) | 3,400 | 13,950 | |
(H Shares) | 38,000 | 92,948 | |
Jiangxi Ganfeng Lithium Co. Ltd. | 1,500 | 25,370 | |
Jiangxi Zhengbang Technology Co. Ltd. (A Shares) | 3,600 | 8,192 | |
Jilin Aodong Pharmaceutical Group Co. Ltd. (A Shares) | 2,600 | 6,113 | |
Jinke Properties Group Co. Ltd. (A Shares) | 7,200 | 7,341 | |
Jinyu Bio-Technology Co. Ltd. (A Shares) | 1,700 | 5,730 | |
JiuGui Liquor Co. Ltd. (A Shares) | 800 | 24,558 | |
Joincare Pharmaceutical Group Industry Co. Ltd. (A Shares) | 3,100 | 7,039 | |
Jointown Pharmaceutical Group (A Shares) (a) | 2,600 | 6,808 | |
Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. (A Shares) | 1,100 | 7,932 | |
Joyoung Co. Ltd. (A Shares) | 1,000 | 4,912 | |
Juewei Food Co. Ltd. | 800 | 10,666 | |
Kingfa Sci & Tech Co. Ltd. (A Shares) | 6,900 | 24,281 | |
Kuang-Chi Technologies Co. Ltd. (A Shares) (a) | 4,100 | 11,913 | |
Kweichow Moutai Co. Ltd. (A Shares) | 2,700 | 836,998 | |
Lakala Payment Co. Ltd. (A Shares) | 2,300 | 11,604 | |
Laobaixing Pharmacy Chain JSC (A Shares) | 560 | 4,641 | |
Legend Holdings Corp. rights (a)(b) | 438 | 73 | |
Lens Technology Co. Ltd. (A Shares) | 16,300 | 65,794 | |
Leo Group Co. Ltd. (A Shares) | 9,400 | 3,572 | |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | 2,400 | 11,897 | |
Leyard Optoelectronic Co. Ltd. (A Shares) | 3,800 | 4,209 | |
Liaoning Chengda Co. Ltd. (A Shares) | 2,100 | 7,312 | |
Lingyi iTech Guangdong Co. (A Shares) | 8,400 | 10,692 | |
Livzon Pharmaceutical Group, Inc. (A Shares) | 1,000 | 7,260 | |
LONGi Green Energy Technology Co. Ltd. | 6,600 | 101,342 | |
Luenmei Quantum Co. Ltd. (A Shares) | 2,000 | 2,808 | |
Luxshare Precision Industry Co. Ltd. (A Shares) | 12,193 | 69,615 | |
Luzhou Laojiao Co. Ltd. (A Shares) | 2,700 | 106,599 | |
Maccura Biotechnology Co. Ltd. (A Shares) | 1,500 | 11,016 | |
Mango Excellent Media Co. Ltd. (A Shares) | 5,700 | 59,919 | |
Maxscend Microelectronics Co. Ltd. (A Shares) | 540 | 35,637 | |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | 5,600 | 10,640 | |
Metallurgical Corp. China Ltd. (A Shares) | 23,900 | 11,371 | |
Midea Group Co. Ltd. (A Shares) | 12,900 | 159,758 | |
Muyuan Foodstuff Co. Ltd. (A Shares) | 6,800 | 118,815 | |
Nanji E-Commerce Co. Ltd. (A Shares) | 3,400 | 4,244 | |
Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 1,170 | 8,323 | |
Nanjing Securities Co. Ltd. (A Shares) | 4,600 | 6,971 | |
Nanyang Topsec Technologies Group, Inc. (a) | 1,600 | 4,479 | |
NARI Technology Co. Ltd. (A Shares) | 10,500 | 51,871 | |
NAURA Technology Group Co. Ltd. | 700 | 17,909 | |
NavInfo Co. Ltd. (A Shares) | 2,800 | 6,155 | |
New China Life Insurance Co. Ltd. | 11,800 | 88,607 | |
New China Life Insurance Co. Ltd. (H Shares) | 18,300 | 70,559 | |
New Hope Liuhe Co. Ltd. (A Shares) | 5,800 | 14,891 | |
Ninestar Corp. (A Shares) | 1,500 | 5,881 | |
Ningbo Joyson Electronic Corp. (A shares) | 1,800 | 5,041 | |
Ningbo Tuopu Group Co. Ltd. (A Shares) | 1,400 | 7,331 | |
Nongfu Spring Co. Ltd. (H Shares) (c) | 9,600 | 50,856 | |
Northeast Securities Co. Ltd. (A Shares) | 3,400 | 4,317 | |
O-film Tech Co. Ltd. (A Shares) | 3,800 | 4,978 | |
Oceanwide Holdings Co., Ltd. (A Shares) | 6,000 | 2,549 | |
Offcn Education Technology Co. A Shares | 2,200 | 8,666 | |
Offshore Oil Enginering Co. Ltd. (A Shares) | 6,300 | 4,233 | |
Oppein Home Group, Inc. (A Shares) | 560 | 14,429 | |
Orient Securities Co. Ltd. (A Shares) | 8,000 | 10,887 | |
Ovctek China, Inc. (A Shares) | 800 | 14,355 | |
Pangang Group Vanadium Titanium & Resources Co. Ltd. (A Shares) (a) | 11,700 | 4,030 | |
People's Insurance Co. of China Group Ltd.: | |||
(A Shares) | 30,600 | 28,645 | |
(H Shares) | 269,000 | 92,117 | |
Perfect World Co. Ltd. (A Shares) | 2,550 | 8,394 | |
PetroChina Co. Ltd.: | |||
(A Shares) | 52,400 | 34,402 | |
(H Shares) | 696,000 | 253,572 | |
Pharmaron Beijing Co. Ltd. (H Shares) (c) | 3,700 | 76,737 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 224,000 | 220,028 | |
Ping An Bank Co. Ltd. (A Shares) | 34,300 | 123,403 | |
Ping An Insurance Group Co. of China Ltd.: | |||
(A Shares) | 14,400 | 161,273 | |
(H Shares) | 215,500 | 2,349,440 | |
Poly Developments & Holdings (A Shares) | 23,500 | 50,823 | |
Poly Property Development Co. Ltd. (H Shares) | 2,800 | 20,492 | |
Postal Savings Bank of China Co. Ltd. | 89,100 | 70,058 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | 327,000 | 213,011 | |
Power Construction Corp. of China Ltd. (A Shares) | 20,800 | 12,274 | |
Proya Cosmetics Co. Ltd. (A Shares) | 300 | 8,469 | |
Qianhe Condiment and Food Co. Ltd. (A Shares) | 2,200 | 11,181 | |
Qingdao Rural Commercial Bank Corp. (A Shares) | 8,100 | 5,368 | |
Risesun Real Estate Development Co. Ltd. (A Shares) | 6,000 | 5,709 | |
Rongsheng Petrochemical Co. Ltd. (A Shares) | 16,900 | 73,960 | |
SAIC Motor Corp. Ltd. (A Shares) | 14,400 | 44,623 | |
Sanan Optoelectronics Co. Ltd. (A Shares) | 5,600 | 21,713 | |
Sangfor Technologies, Inc. | 1,400 | 59,147 | |
Sanquan Food Co. Ltd. (A Shares) | 2,400 | 7,378 | |
Sany Heavy Industry Co. Ltd. (A Shares) | 15,200 | 72,507 | |
SDIC Capital Co. Ltd. | 4,800 | 9,602 | |
SDIC Power Holdings Co. Ltd. (A Shares) | 19,500 | 29,822 | |
Sealand Securities Co. Ltd. (A Shares) | 7,700 | 5,008 | |
Seazen Holdings Co. Ltd. (A Shares) | 7,400 | 51,486 | |
SF Holding Co. Ltd. (A Shares) | 12,000 | 119,286 | |
SG Micro Corp. (A Shares) | 200 | 8,104 | |
Shaanxi Coal Industry Co. Ltd. (A Shares) | 11,300 | 19,638 | |
Shandong Buchang Pharmaceuticals Co. Ltd. (A Shares) | 2,200 | 7,762 | |
Shandong Gold Mining Co. Ltd.: | |||
(A Shares) | 21,140 | 63,222 | |
(H Shares) (c) | 31,500 | 57,828 | |
Shandong Hualu Hengsheng Chemical Co. Ltd. (A Shares) | 2,200 | 13,257 | |
Shandong Linglong Tyre Co. Ltd. (A Shares) | 1,600 | 13,735 | |
Shandong Nanshan Aluminum Co. Ltd. (A Shares) | 15,500 | 9,147 | |
Shandong Pharmaceutical Glass Co. Ltd. (A Shares) | 1,700 | 10,756 | |
Shandong Sinocera Functional Material Co. Ltd. (A Shares) | 1,300 | 9,941 | |
Shandong Sun Paper Industry JSC Ltd. (A Shares) | 3,600 | 8,909 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 80,000 | 179,408 | |
Shanghai Bairun Investment Holding Group Co. Ltd. (A Shares) | 1,400 | 26,929 | |
Shanghai Baosight Software Co. Ltd. (A Shares) | 1,100 | 10,773 | |
Shanghai Construction Group Co. Ltd. (A Shares) | 11,298 | 5,061 | |
Shanghai Electric Group Co. Ltd. (A Shares) (a) | 16,600 | 13,104 | |
Shanghai Electric Power Co. Ltd. (A Shares) | 3,400 | 3,698 | |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd. (H Shares) | 20,500 | 130,240 | |
Shanghai International Airport Co. Ltd. (A Shares) | 1,400 | 10,627 | |
Shanghai International Port Group Co. Ltd. (A Shares) | 12,400 | 8,869 | |
Shanghai Jahwa United Co. Ltd. (A Shares) | 1,000 | 9,114 | |
Shanghai Jinjiang International Hotels Co. Ltd. (A Shares) | 1,100 | 10,399 | |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | 361,461 | 326,399 | |
Shanghai M&G Stationery, Inc. (A Shares) | 1,200 | 16,943 | |
Shanghai Oriental Pearl Media Co. Ltd. | 4,700 | 6,389 | |
Shanghai Pharmaceuticals Holding Co. Ltd.: | |||
(A Shares) | 2,500 | 8,643 | |
(H Shares) | 24,100 | 54,853 | |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | 50,900 | 79,021 | |
Shanghai Putailai New Energy Technology Co. Ltd. | 840 | 10,520 | |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | 7,100 | 8,763 | |
Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 4,400 | 8,014 | |
Shanghai Zhangjiang High Ltd. (A Shares) | 2,500 | 7,017 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd. (A Shares) | 4,000 | 5,530 | |
Shanxi Meijin Energy Co. Ltd. (A Shares) (a) | 5,800 | 7,042 | |
Shanxi Securities Co. Ltd. (A Shares) | 5,070 | 5,240 | |
Shanxi Taigang Stainless Steel Co. Ltd. (A Shares) | 8,000 | 7,872 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | 1,600 | 101,398 | |
Shanxi Xishan Coal & Electricity Power Co. Ltd. (A Shares) | 5,330 | 4,636 | |
Shenergy Co. Ltd. (A Shares) | 6,400 | 5,606 | |
Shengyi Technology Co. Ltd. | 3,500 | 12,614 | |
Shennan Circuits Co. Ltd. (A Shares) | 640 | 7,848 | |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | 49,000 | 34,213 | |
Shenzhen Airport Co. Ltd. (A Shares) | 2,900 | 3,821 | |
Shenzhen Capchem Technology Co. Ltd. (A Shares) | 1,100 | 13,088 | |
Shenzhen Energy Group Co. Ltd. (A Shares) | 5,040 | 6,594 | |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | 600 | 10,548 | |
Shenzhen Hepalink Pharmaceutical Group Co. Ltd. (A Shares) | 1,600 | 4,004 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 3,200 | 44,217 | |
Shenzhen Kaifa Technology Co. Ltd. (A Shares) | 2,000 | 5,336 | |
Shenzhen Kangtai Biological Products Co. Ltd. | 900 | 25,122 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 1,800 | 129,672 | |
Shenzhen MTC Co. Ltd. (A Shares) (a) | 11,600 | 10,393 | |
Shenzhen Overseas Chinese Town Co. Ltd. (A Shares) | 11,100 | 15,964 | |
Shenzhen Salubris Pharmaceuticals Co. Ltd. (A Shares) | 2,000 | 11,305 | |
Shenzhen SC New Energy Technology Corp. (A Shares) | 800 | 13,651 | |
Shenzhen Sunway Communication Co. Ltd. (A Shares) | 1,400 | 6,079 | |
Shijiazhuang Yiling Pharmaceutical Co. Ltd. (A Shares) | 1,700 | 7,366 | |
Siasun Robot & Automation Co. Ltd. (A Shares) (a) | 2,200 | 3,280 | |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | 19,100 | 33,223 | |
Sichuan Kelun Pharmaceutical Co. Ltd. (A Shares) | 2,400 | 8,056 | |
Sichuan Swellfun Co. Ltd. (A Shares) | 800 | 12,642 | |
Sinolink Securities Co. Ltd. (A Shares) | 8,100 | 15,128 | |
Sinoma Science & Technology Co. Ltd. (A Shares) | 4,600 | 15,605 | |
Sinopec Shanghai Petrochemical Co. Ltd.: | |||
(A Shares) | 8,500 | 4,819 | |
(H Shares) | 6,000 | 1,491 | |
Sinopharm Group Co. Ltd. (H Shares) | 46,800 | 145,200 | |
Sinotrans Ltd. | 5,900 | 4,448 | |
Sinotrans Ltd. (H Shares) | 19,000 | 8,683 | |
SKSHU Paint Co. Ltd. (A Shares) | 600 | 21,961 | |
Songcheng Performance Development Co. Ltd. (A Shares) | 4,720 | 15,844 | |
Soochow Securities Co. Ltd. (A Shares) | 5,500 | 6,729 | |
Southwest Securities Co. Ltd. (A Shares) | 7,600 | 5,283 | |
Spring Airlines Co. Ltd. (A Shares) | 1,200 | 11,919 | |
STO Express Co. Ltd. | 2,200 | 2,923 | |
Sungrow Power Supply Co. Ltd. (A Shares) | 2,800 | 38,885 | |
Suning.com Co. Ltd. (A Shares) | 12,800 | 13,169 | |
Sunshine City Group Co. Ltd. (A Shares) | 5,500 | 4,868 | |
Sunwoda Electronic Co. Ltd. (A Shares) | 2,300 | 7,646 | |
Suofeiya Home Collection Co. Ltd. (A Shares) | 1,300 | 5,848 | |
Suzhou Dongshan Precision Manufacturing Co. Ltd. (A Shares) | 2,300 | 6,196 | |
Suzhou Gold Mantis Consolidated Co. Ltd. | 3,800 | 5,430 | |
Tangshan Jidong Cement Co. Ltd. A Shares | 2,000 | 4,332 | |
TBEA Co. Ltd. (A Shares) | 5,400 | 10,285 | |
TCL Corp. (A Shares) | 30,400 | 42,265 | |
The Pacific Securities Co. Ltd. (A Shares) (a) | 9,800 | 5,616 | |
Thunder Software Technology Co. Ltd. (A Shares) | 600 | 12,452 | |
Tianfeng Securities Co. Ltd. (A Shares) | 9,800 | 7,130 | |
Tianjin 712 Communication & Broadcasting Co. Ltd. | 1,100 | 5,244 | |
Tianjin Chase Sun Pharmaceutical Co. Ltd. (A Shares) | 4,400 | 2,970 | |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | 3,900 | 16,646 | |
Tianma Microelectronics Co. Ltd. (A Shares) | 2,900 | 6,227 | |
Tianshui Huatian Technology Co. Ltd. (A Shares) | 3,800 | 7,514 | |
Toly Bread Co. Ltd. | 800 | 6,086 | |
TongFu Microelectronics Co. Ltd. (A Shares) (a) | 1,600 | 5,282 | |
Tonghua Dongbao Pharmaceutical Co. Ltd. (A Shares) | 3,400 | 6,959 | |
Tongkun Group Co. Ltd. (A Shares) | 2,600 | 9,193 | |
Tongling Nonferrous Metals Group Co. Ltd. (A Shares) | 13,400 | 5,899 | |
Tongwei Co. Ltd. (A Shares) | 5,500 | 29,932 | |
Topchoice Medical Corp. (a) | 500 | 24,191 | |
Transfar Zhilian Co. Ltd. | 4,400 | 4,153 | |
TravelSky Technology Ltd. (H Shares) | 27,000 | 59,299 | |
Tsingtao Brewery Co. Ltd.: | |||
(A Shares) | 500 | 7,029 | |
(H Shares) | 16,000 | 145,216 | |
Unigroup Guoxin Microelectronics Co. Ltd. | 900 | 16,282 | |
Unisplendour Corp. Ltd. (A Shares) | 3,920 | 11,063 | |
Universal Scientific Industrial Shanghai Co. Ltd. (A Shares) | 2,000 | 5,005 | |
Visionox Technology, Inc. (A Shares) (a) | 1,900 | 2,759 | |
Walvax Biotechnology Co. Ltd. (A Shares) | 2,200 | 21,240 | |
Wangfujing Group Co. Ltd. | 1,700 | 8,769 | |
Wangsu Science & Technology Co. Ltd. (A Shares) | 3,600 | 3,086 | |
Wanhua Chemical Group Co. Ltd. (A Shares) | 5,600 | 88,877 | |
Weichai Power Co. Ltd.: | |||
(A Shares) | 8,900 | 24,898 | |
(H Shares) | 82,000 | 189,804 | |
Weifu High-Technology Group Co. Ltd. (A Shares) | 1,200 | 4,519 | |
Weihai Guangwei Composites Co. Ltd. (A Shares) | 700 | 6,829 | |
Wens Foodstuffs Group Co. Ltd. (A Shares) | 13,260 | 29,476 | |
Western Securities Co. Ltd. (A Shares) | 5,100 | 6,641 | |
Will Semiconductor Ltd. | 2,200 | 102,807 | |
Wingtech Technology Co. Ltd. (A Shares) | 1,200 | 15,812 | |
Winning Health Technology Group Co. Ltd. (A Shares) | 2,990 | 6,998 | |
Wuchan Zhongda Group Co. Ltd. | 6,700 | 4,782 | |
Wuhan Guide Infrared Co. Ltd. (A Shares) | 2,210 | 11,904 | |
Wuhan Humanwell Hi-Tech Industry Co. Ltd. | 3,600 | 18,307 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 2,900 | 9,882 | |
Wuhu Token Science Co. Ltd. (A Shares) | 3,400 | 3,971 | |
Wuliangye Yibin Co. Ltd. (A Shares) | 8,300 | 365,413 | |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | 2,400 | 5,368 | |
WuXi AppTec Co. Ltd. | 4,300 | 105,449 | |
WuXi AppTec Co. Ltd. (H Shares) (c) | 10,804 | 255,504 | |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | 1,200 | 16,387 | |
Wuxi Taiji Industry Co. Ltd. (A Shares) | 3,000 | 3,601 | |
XCMG Construction Machinery Co. Ltd. (A Shares) | 11,000 | 12,540 | |
Xiamen C&D, Inc. (A Shares) | 4,100 | 5,136 | |
Xiamen Intretech, Inc. | 1,020 | 6,410 | |
Xiamen Tungsten Co. Ltd. (A Shares) | 2,000 | 5,966 | |
Xinhu Zhongbao Co. Ltd. (A Shares) | 11,600 | 5,519 | |
Xinjiang Goldwind Science & Technology Co. Ltd.: | |||
(A Shares) | 3,436 | 6,470 | |
(H Shares) | 32,816 | 54,075 | |
Yantai Eddie Precision Machinery Co. Ltd. (A Shares) | 1,500 | 14,162 | |
Yantai Jereh Oilfield Services (A Shares) | 1,400 | 7,139 | |
Yanzhou Coal Mining Co. Ltd.: | |||
(A Shares) | 5,800 | 11,639 | |
(H Shares) | 46,000 | 54,896 | |
Yealink Network Technology Corp. Ltd. | 1,050 | 11,356 | |
Yifan Pharmaceutical Co. Ltd. (A Shares) | 2,000 | 5,527 | |
Yifeng Pharmacy Chain Co. Ltd. | 700 | 9,716 | |
Yihai Kerry Arawana Holdings Co. Ltd. (A Series) | 3,900 | 47,341 | |
Yintai Gold Co. Ltd. (A Shares) | 3,920 | 5,190 | |
Yonghui Superstores Co. Ltd. (A Shares) | 13,100 | 11,272 | |
Yonyou Network Technology Co. Ltd. (A Shares) | 6,620 | 33,951 | |
Youngor Group Co. Ltd. (A Shares) | 6,400 | 7,346 | |
YTO Express Group Co. Ltd. (A Shares) | 6,100 | 11,100 | |
Yuan Longping High-tech Agriculture Co. Ltd. (A Shares) (a) | 1,900 | 4,960 | |
Yunda Holding Co. Ltd. (A Shares) | 3,380 | 8,406 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 2,600 | 43,196 | |
Yunnan Energy New Material Co. Ltd. | 1,100 | 22,863 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | 900 | 47,174 | |
Zhaojin Mining Industry Co. Ltd. (H Shares) | 26,000 | 23,598 | |
Zhejiang Century Huatong Group Co. Ltd. (A Shares) | 6,840 | 7,005 | |
Zhejiang Chint Electric Co. Ltd. (A Shares) | 2,900 | 14,913 | |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | 4,200 | 15,221 | |
Zhejiang Dingli Machinery Co. Ltd. (A Shares) | 700 | 7,936 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 34,000 | 29,589 | |
Zhejiang Huahai Pharmaceutical Co. Ltd. (A Shares) | 2,090 | 7,012 | |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) (a) | 1,600 | 20,210 | |
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. (A Shares) | 1,800 | 10,755 | |
Zhejiang Juhua Co. Ltd. (A Shares) | 3,900 | 5,265 | |
Zhejiang Longsheng Group Co. Ltd. (A Shares) | 4,700 | 9,867 | |
Zhejiang NHU Co. Ltd. (A Shares) | 5,800 | 35,041 | |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | 8,040 | 26,603 | |
Zhejiang Semir Garment Co. Ltd. (A Shares) | 3,200 | 5,789 | |
Zhejiang Supor Co. Ltd. | 800 | 9,318 | |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | 2,300 | 8,357 | |
Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 800 | 9,067 | |
Zhengzhou Yutong Bus Co. Ltd. (A Shares) | 3,100 | 6,517 | |
Zheshang Securities Co. Ltd. | 3,900 | 6,856 | |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(c) | 11,800 | 69,879 | |
Zhongji Innolight Co. Ltd. (A Shares) | 900 | 4,756 | |
Zhongjin Gold Co. Ltd. (A Shares) | 4,900 | 6,479 | |
Zhongtian Financial Group Co. Ltd. (A Shares) (a) | 9,600 | 4,108 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 16,800 | 67,046 | |
Zijin Mining Group Co. Ltd.: | |||
(A Shares) | 27,600 | 47,027 | |
(H Shares) | 212,000 | 298,578 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 9,700 | 17,696 | |
(H Shares) | 50,200 | 69,538 | |
ZTE Corp.: | |||
(A Shares) | 4,100 | 18,336 | |
(H Shares) | 34,800 | 87,092 | |
TOTAL CHINA | 30,725,567 | ||
Colombia - 0.0% | |||
Bancolombia SA | 10,612 | 78,940 | |
Ecopetrol SA | 195,525 | 115,128 | |
Grupo de Inversiones Suramerica SA | 5,724 | 29,220 | |
Interconexion Electrica SA ESP | 16,125 | 91,853 | |
TOTAL COLOMBIA | 315,141 | ||
Cyprus - 0.0% | |||
TCS Group Holding PLC unit | 3,878 | 224,190 | |
Czech Republic - 0.0% | |||
CEZ A/S | 5,153 | 143,612 | |
Komercni Banka A/S (a) | 2,493 | 75,621 | |
MONETA Money Bank A/S (a)(c) | 20,946 | 77,899 | |
TOTAL CZECH REPUBLIC | 297,132 | ||
Denmark - 1.5% | |||
A.P. Moller - Maersk A/S: | |||
Series A | 122 | 286,982 | |
Series B | 200 | 497,526 | |
Ambu A/S Series B | 5,412 | 303,262 | |
Carlsberg A/S Series B | 3,422 | 600,540 | |
Christian Hansen Holding A/S (a) | 3,817 | 350,882 | |
Coloplast A/S Series B | 4,314 | 714,569 | |
Danske Bank A/S | 22,548 | 430,335 | |
Demant A/S (a) | 3,592 | 180,140 | |
DSV Panalpina A/S | 7,139 | 1,592,177 | |
Genmab A/S (a) | 2,305 | 845,919 | |
GN Store Nord A/S | 4,636 | 418,525 | |
H Lundbeck A/S | 2,172 | 66,999 | |
Novo Nordisk A/S Series B | 59,821 | 4,412,845 | |
Novozymes A/S Series B | 7,418 | 528,041 | |
ORSTED A/S (c) | 6,661 | 971,571 | |
Pandora A/S | 3,273 | 371,463 | |
Rockwool International A/S Series B | 266 | 119,423 | |
Tryg A/S | 10,781 | 246,718 | |
Vestas Wind Systems A/S | 34,550 | 1,442,237 | |
TOTAL DENMARK | 14,380,154 | ||
Egypt - 0.0% | |||
Commercial International Bank SAE | 43,001 | 156,517 | |
Commercial International Bank SAE sponsored GDR | 3,236 | 11,828 | |
Eastern Tobacco Co. | 26,982 | 20,348 | |
Elsewedy Electric Co. | 73,812 | 37,943 | |
TOTAL EGYPT | 226,636 | ||
Finland - 0.7% | |||
Elisa Corp. (A Shares) | 5,413 | 307,102 | |
Fortum Corp. | 15,081 | 396,165 | |
Kesko Oyj | 9,883 | 301,086 | |
Kone OYJ (B Shares) | 11,670 | 916,737 | |
Neste Oyj | 14,284 | 865,516 | |
Nokia Corp. (a) | 198,182 | 938,780 | |
Nordea Bank ABP (Stockholm Stock Exchange) | 112,095 | 1,161,818 | |
Orion Oyj (B Shares) | 3,626 | 160,555 | |
Sampo Oyj (A Shares) | 16,276 | 773,125 | |
Stora Enso Oyj (R Shares) | 19,654 | 376,410 | |
UPM-Kymmene Corp. | 19,394 | 758,950 | |
Wartsila Corp. | 14,628 | 188,791 | |
TOTAL FINLAND | 7,145,035 | ||
France - 6.4% | |||
Accor SA (a) | 6,412 | 258,014 | |
Aeroports de Paris SA | 1,003 | 128,665 | |
Air Liquide SA | 16,256 | 2,737,549 | |
Alstom SA (a) | 9,368 | 511,602 | |
Amundi SA (c) | 1,795 | 159,911 | |
Arkema SA | 2,401 | 300,207 | |
Atos Origin SA | 3,394 | 231,034 | |
AXA SA (d) | 66,700 | 1,883,945 | |
bioMerieux SA | 1,392 | 165,546 | |
BNP Paribas SA | 39,092 | 2,506,491 | |
Bollore SA | 28,285 | 142,824 | |
Bouygues SA | 8,002 | 342,871 | |
Bureau Veritas SA | 9,605 | 287,189 | |
Capgemini SA | 5,560 | 1,018,719 | |
Carrefour SA | 20,508 | 397,081 | |
CNP Assurances | 6,143 | 107,569 | |
Compagnie de St. Gobain | 17,607 | 1,110,916 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 5,910 | 855,181 | |
Covivio | 1,874 | 167,174 | |
Credit Agricole SA | 40,780 | 631,085 | |
Danone SA | 21,641 | 1,527,628 | |
Dassault Aviation SA | 72 | 78,425 | |
Dassault Systemes SA | 4,536 | 1,052,235 | |
Edenred SA | 8,279 | 469,304 | |
EDF SA | 20,782 | 302,820 | |
Eiffage SA | 3,061 | 335,330 | |
ENGIE | 64,035 | 952,318 | |
Essilor International SA | 9,839 | 1,637,125 | |
Eurazeo SA | 1,157 | 96,397 | |
Faurecia SA | 4,230 | 228,340 | |
Gecina SA | 1,735 | 253,750 | |
Getlink SE | 16,751 | 266,438 | |
Hermes International SCA | 1,077 | 1,351,795 | |
Iliad SA | 538 | 97,668 | |
Ipsen SA | 1,335 | 129,107 | |
Kering SA | 2,621 | 2,100,206 | |
Klepierre SA | 6,655 | 176,501 | |
L'Oreal SA | 8,653 | 3,543,148 | |
La Francaise des Jeux SAEM (c) | 2,862 | 146,649 | |
Legrand SA | 9,338 | 909,355 | |
LVMH Moet Hennessy Louis Vuitton SE | 9,534 | 7,182,444 | |
Natixis SA | 31,376 | 153,301 | |
Orange SA | 69,354 | 863,681 | |
Orpea (a) | 1,796 | 231,147 | |
Pernod Ricard SA | 7,244 | 1,486,643 | |
Publicis Groupe SA | 7,792 | 504,557 | |
Remy Cointreau SA | 697 | 139,270 | |
Renault SA | 6,730 | 271,256 | |
Safran SA | 11,242 | 1,678,528 | |
Sanofi SA (d) | 39,165 | 4,106,152 | |
Sartorius Stedim Biotech | 913 | 419,304 | |
Schneider Electric SA | 18,642 | 2,974,441 | |
SCOR SE | 5,050 | 163,380 | |
SEB SA | 1,018 | 185,419 | |
Societe Generale Series A | 29,161 | 829,549 | |
Sodexo SA (a) | 2,896 | 289,331 | |
SR Teleperformance SA | 2,042 | 788,299 | |
Suez Environnement SA | 11,561 | 276,038 | |
Thales SA | 3,780 | 385,283 | |
Total SA | 87,979 | 3,888,479 | |
Ubisoft Entertainment SA (a) | 3,363 | 252,374 | |
Valeo SA | 8,019 | 259,724 | |
Veolia Environnement SA | 17,850 | 568,480 | |
VINCI SA | 18,071 | 1,982,927 | |
Vivendi SA | 28,698 | 1,000,563 | |
Wendel SA | 765 | 101,813 | |
Worldline SA/France (a)(c) | 8,403 | 824,668 | |
TOTAL FRANCE | 61,405,163 | ||
Germany - 5.2% | |||
adidas AG | 6,622 | 2,044,860 | |
Allianz SE | 14,179 | 3,688,906 | |
BASF AG | 31,730 | 2,558,927 | |
Bayer AG | 34,222 | 2,214,338 | |
Bayerische Motoren Werke AG (BMW) | 11,107 | 1,113,673 | |
Bechtle AG | 856 | 174,282 | |
Beiersdorf AG | 3,560 | 401,819 | |
Brenntag AG | 5,288 | 474,778 | |
Carl Zeiss Meditec AG | 1,448 | 255,123 | |
Commerzbank AG | 31,943 | 210,873 | |
Continental AG | 3,881 | 524,476 | |
Covestro AG (c) | 6,596 | 431,553 | |
Daimler AG (Germany) | 29,390 | 2,616,492 | |
Delivery Hero AG (a)(c) | 4,497 | 713,931 | |
Deutsche Bank AG (a) | 69,843 | 974,541 | |
Deutsche Borse AG | 6,579 | 1,133,446 | |
Deutsche Lufthansa AG (a) | 10,244 | 132,248 | |
Deutsche Post AG | 34,244 | 2,016,875 | |
Deutsche Telekom AG | 114,441 | 2,202,423 | |
Deutsche Wohnen AG (Bearer) | 11,258 | 609,072 | |
E.ON AG | 78,267 | 943,412 | |
Evonik Industries AG | 6,594 | 230,853 | |
Fresenius Medical Care AG & Co. KGaA | 7,613 | 606,195 | |
Fresenius SE & Co. KGaA | 14,973 | 735,893 | |
GEA Group AG | 4,869 | 213,721 | |
Hannover Reuck SE | 1,975 | 365,189 | |
HeidelbergCement AG | 4,966 | 455,062 | |
HelloFresh AG (a) | 5,162 | 428,215 | |
Henkel AG & Co. KGaA | 3,865 | 384,282 | |
Hochtief AG | 764 | 71,626 | |
Infineon Technologies AG | 45,222 | 1,813,428 | |
KION Group AG | 2,533 | 252,577 | |
Knorr-Bremse AG | 2,359 | 289,283 | |
Lanxess AG | 3,272 | 240,825 | |
LEG Immobilien AG | 2,290 | 318,540 | |
Merck KGaA | 4,330 | 760,819 | |
MTU Aero Engines AG | 1,814 | 457,767 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4,882 | 1,412,467 | |
Nemetschek Se | 1,959 | 146,023 | |
Puma AG | 3,354 | 353,717 | |
Rational AG | 161 | 134,255 | |
RWE AG | 22,459 | 851,622 | |
SAP SE | 36,034 | 5,045,506 | |
Scout24 AG (c) | 4,250 | 353,275 | |
Siemens AG | 26,405 | 4,405,276 | |
Siemens Healthineers AG (c) | 9,134 | 521,395 | |
Symrise AG | 4,515 | 582,984 | |
TeamViewer AG (a)(c) | 5,657 | 269,053 | |
Telefonica Deutschland Holding AG | 30,030 | 87,298 | |
Uniper SE | 7,877 | 287,324 | |
United Internet AG | 3,898 | 164,070 | |
Volkswagen AG | 1,120 | 355,751 | |
Vonovia SE | 19,905 | 1,307,578 | |
Vonovia SE rights 5/20/21 (a)(e) | 17,592 | 35,743 | |
Zalando SE (a)(c) | 5,376 | 559,334 | |
TOTAL GERMANY | 49,932,994 | ||
Greece - 0.0% | |||
Ff Group (a)(b) | 256 | 369 | |
Hellenic Telecommunications Organization SA | 7,745 | 131,384 | |
Jumbo SA | 3,890 | 72,724 | |
OPAP SA | 6,339 | 97,169 | |
TOTAL GREECE | 301,646 | ||
Hong Kong - 1.9% | |||
AIA Group Ltd. | 419,400 | 5,323,266 | |
Bank of East Asia Ltd. | 50,366 | 105,819 | |
Beijing Enterprises Holdings Ltd. | 23,000 | 75,208 | |
BOC Hong Kong (Holdings) Ltd. | 123,000 | 433,871 | |
BYD Electronic International Co. Ltd. | 24,000 | 127,759 | |
China Everbright International Ltd. | 131,888 | 83,027 | |
China Everbright Ltd. | 84,000 | 100,570 | |
China Jinmao Holdings Group Ltd. | 152,000 | 57,726 | |
China Merchants Holdings International Co. Ltd. | 42,131 | 67,581 | |
China Overseas Land and Investment Ltd. | 134,500 | 340,416 | |
China Power International Development Ltd. | 161,000 | 36,894 | |
China Resources Beer Holdings Co. Ltd. | 54,000 | 436,227 | |
China Resources Pharmaceutical Group Ltd. (c) | 90,000 | 60,828 | |
China Resources Power Holdings Co. Ltd. | 56,000 | 73,535 | |
China Taiping Insurance Group Ltd. | 54,600 | 101,500 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 156,000 | 89,169 | |
CITIC Pacific Ltd. | 194,000 | 204,296 | |
CLP Holdings Ltd. | 54,000 | 533,019 | |
CSPC Pharmaceutical Group Ltd. | 313,760 | 388,577 | |
Far East Horizon Ltd.�� | 58,000 | 66,454 | |
Fosun International Ltd. | 122,500 | 176,312 | |
Galaxy Entertainment Group Ltd. | 77,000 | 678,034 | |
Guangdong Investment Ltd. | 94,000 | 144,732 | |
Hang Lung Properties Ltd. | 74,000 | 201,963 | |
Hang Seng Bank Ltd. | 25,700 | 504,554 | |
Henderson Land Development Co. Ltd. | 47,010 | 209,095 | |
Hong Kong & China Gas Co. Ltd. | 350,777 | 562,663 | |
Hong Kong Exchanges and Clearing Ltd. | 41,849 | 2,532,140 | |
Hua Hong Semiconductor Ltd. (a)(c) | 16,000 | 100,003 | |
i-CABLE Communications Ltd. (a) | 531 | 5 | |
Lenovo Group Ltd. | 260,000 | 357,478 | |
Link (REIT) | 68,205 | 644,930 | |
MTR Corp. Ltd. | 51,945 | 289,559 | |
New World Development Co. Ltd. | 47,267 | 250,095 | |
PCCW Ltd. | 200,064 | 115,901 | |
Power Assets Holdings Ltd. | 51,500 | 316,581 | |
Shenzhen Investment Ltd. | 73,881 | 27,107 | |
Sino Land Ltd. | 108,997 | 161,929 | |
Sinotruk Hong Kong Ltd. | 20,000 | 49,229 | |
SJM Holdings Ltd. | 76,000 | 98,623 | |
Sun Art Retail Group Ltd. | 63,000 | 58,071 | |
Sun Hung Kai Properties Ltd. | 43,500 | 656,889 | |
Swire Pacific Ltd. (A Shares) | 16,500 | 133,504 | |
Swire Properties Ltd. | 40,200 | 120,066 | |
Techtronic Industries Co. Ltd. | 48,500 | 884,117 | |
Wharf Holdings Ltd. | 72,000 | 218,751 | |
Yuexiu Property Co. Ltd. | 304,000 | 70,445 | |
TOTAL HONG KONG | 18,268,518 | ||
Hungary - 0.1% | |||
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (a) | 14,717 | 101,745 | |
OTP Bank PLC (a) | 7,076 | 318,330 | |
Richter Gedeon PLC | 5,077 | 145,315 | |
TOTAL HUNGARY | 565,390 | ||
India - 2.8% | |||
ACC Ltd. | 3,164 | 80,441 | |
Adani Green Energy Ltd. (a) | 12,828 | 176,505 | |
Adani Ports & Special Economic Zone Ltd. (a) | 17,895 | 176,413 | |
Ambuja Cements Ltd. | 23,974 | 100,049 | |
Apollo Hospitals Enterprise Ltd. (a) | 2,846 | 122,883 | |
Asian Paints Ltd. | 13,629 | 466,796 | |
Aurobindo Pharma Ltd. | 9,500 | 125,826 | |
Avenue Supermarts Ltd. (a)(c) | 5,414 | 208,569 | |
Axis Bank Ltd. (a) | 81,593 | 787,669 | |
Bajaj Auto Ltd. | 2,290 | 118,551 | |
Bajaj Finance Ltd. | 9,709 | 714,773 | |
Bajaj Finserv Ltd. | 1,160 | 172,957 | |
Balkrishna Industries Ltd. | 3,232 | 77,246 | |
Bandhan Bank Ltd. (a)(c) | 21,204 | 94,417 | |
Berger Paints India Ltd. (a) | 9,709 | 92,298 | |
Bharat Forge Ltd. (a) | 7,578 | 62,462 | |
Bharat Petroleum Corp. Ltd. | 30,443 | 173,396 | |
Bharti Airtel Ltd. | 87,411 | 633,554 | |
Biocon Ltd. (a) | 14,228 | 72,941 | |
Britannia Industries Ltd. | 4,201 | 195,655 | |
Cipla Ltd. (a) | 14,275 | 175,481 | |
Coal India Ltd. | 44,863 | 80,603 | |
Colgate-Palmolive Ltd. | 5,712 | 114,302 | |
Container Corp. of India Ltd. | 8,276 | 65,924 | |
Dabur India Ltd. | 17,566 | 127,627 | |
Divi's Laboratories Ltd. (a) | 4,481 | 245,809 | |
DLF Ltd. | 18,650 | 62,280 | |
Dr. Reddy's Laboratories Ltd. | 3,995 | 278,101 | |
Eicher Motors Ltd. | 4,237 | 138,553 | |
GAIL India Ltd. | 56,866 | 105,354 | |
Godrej Consumer Products Ltd. (a) | 13,827 | 129,158 | |
Grasim Industries Ltd. | 9,405 | 178,023 | |
Havells India Ltd. | 8,057 | 107,737 | |
HCL Technologies Ltd. | 35,912 | 435,934 | |
HDFC Asset Management Co. Ltd. (c) | 2,078 | 77,905 | |
HDFC Standard Life Insurance Co. Ltd. (a)(c) | 27,501 | 246,991 | |
Hero Motocorp Ltd. | 4,615 | 175,685 | |
Hindalco Industries Ltd. | 52,239 | 257,051 | |
Hindustan Petroleum Corp. Ltd. | 20,460 | 64,829 | |
Hindustan Unilever Ltd. | 28,450 | 904,249 | |
Housing Development Finance Corp. Ltd. | 59,734 | 1,952,093 | |
ICICI Bank Ltd. (a) | 179,198 | 1,451,931 | |
ICICI Lombard General Insurance Co. Ltd. (c) | 9,189 | 175,454 | |
ICICI Prudential Life Insurance Co. Ltd. (a)(c) | 12,736 | 89,765 | |
Indian Oil Corp. Ltd. | 76,332 | 93,643 | |
Indraprastha Gas Ltd. | 11,533 | 79,262 | |
Indus Towers Ltd. | 20,303 | 69,226 | |
Info Edge India Ltd. (a) | 2,194 | 145,606 | |
Infosys Ltd. | 117,990 | 2,144,822 | |
InterGlobe Aviation Ltd. (a)(c) | 2,958 | 65,643 | |
Ipca Laboratories Ltd. | 2,372 | 67,433 | |
ITC Ltd. | 97,073 | 265,573 | |
JSW Steel Ltd. | 27,075 | 262,451 | |
Jubilant Foodworks Ltd. (a) | 2,369 | 92,505 | |
Kotak Mahindra Bank Ltd. (a) | 18,422 | 435,033 | |
Larsen & Toubro Infotech Ltd. (c) | 1,648 | 86,573 | |
Larsen & Toubro Ltd. | 24,584 | 444,988 | |
Lupin Ltd. (a) | 7,393 | 106,769 | |
Mahindra & Mahindra Ltd. | 30,017 | 305,034 | |
Marico Ltd. | 17,280 | 96,008 | |
Maruti Suzuki India Ltd. | 4,514 | 393,502 | |
Motherson Sumi Systems Ltd. (a) | 37,840 | 109,706 | |
MRF Ltd. | 74 | 80,661 | |
Muthoot Finance Ltd. | 4,427 | 69,189 | |
Nestle India Ltd. | 1,089 | 239,832 | |
NTPC Ltd. | 151,820 | 210,033 | |
Oil & Natural Gas Corp. Ltd. | 80,227 | 117,164 | |
Page Industries Ltd. | 291 | 116,552 | |
Petronet LNG Ltd. | 24,427 | 79,147 | |
PI Industries Ltd. | 2,848 | 96,593 | |
Pidilite Industries Ltd. (a) | 6,138 | 150,501 | |
Piramal Enterprises Ltd. | 2,853 | 64,730 | |
Power Grid Corp. of India Ltd. | 69,930 | 207,793 | |
Rec Ltd. | 33,633 | 58,178 | |
Reliance Industries Ltd. | 99,260 | 2,673,338 | |
SBI Life Insurance Co. Ltd. (c) | 15,625 | 195,948 | |
Shree Cement Ltd. (a) | 374 | 140,956 | |
Shriram Transport Finance Co. Ltd. | 5,593 | 101,585 | |
Siemens India Ltd. | 3,902 | 99,135 | |
State Bank of India (a) | 60,746 | 289,970 | |
Sun Pharmaceutical Industries Ltd. | 32,669 | 288,707 | |
Tata Consultancy Services Ltd. | 32,421 | 1,328,996 | |
Tata Consumer Products Ltd. (a) | 20,161 | 182,267 | |
Tata Motors Ltd. (a) | 60,726 | 238,755 | |
Tata Steel Ltd. | 24,816 | 346,496 | |
Tech Mahindra Ltd. | 22,868 | 296,569 | |
Titan Co. Ltd. | 12,992 | 261,691 | |
Torrent Pharmaceuticals Ltd. | 1,829 | 61,973 | |
Trent Ltd. | 5,902 | 61,901 | |
Ultratech Cemco Ltd. | 4,274 | 362,382 | |
United Spirits Ltd. (a) | 11,399 | 79,972 | |
UPL Ltd. | 15,234 | 124,847 | |
Vedanta Ltd. | 46,219 | 160,554 | |
Wipro Ltd. | 37,474 | 247,900 | |
Yes Bank Ltd. (a) | 295,647 | 58,087 | |
Zee Entertainment Enterprises Ltd. | 27,018 | 67,714 | |
TOTAL INDIA | 26,718,133 | ||
Indonesia - 0.3% | |||
PT Adaro Energy Tbk | 350,700 | 30,226 | |
PT Aneka Tambang Tbk | 350,400 | 60,401 | |
PT Astra International Tbk | 664,500 | 253,011 | |
PT Bank Central Asia Tbk | 334,200 | 740,931 | |
PT Bank Mandiri (Persero) Tbk | 605,700 | 257,884 | |
PT Bank Negara Indonesia (Persero) Tbk | 214,400 | 84,602 | |
PT Bank Rakyat Indonesia Tbk | 1,898,700 | 532,346 | |
PT Barito Pacific Tbk (a) | 781,200 | 54,081 | |
PT Charoen Pokphand Indonesia Tbk | 280,000 | 136,656 | |
PT Gudang Garam Tbk (a) | 12,200 | 30,489 | |
PT Indah Kiat Pulp & Paper Tbk | 81,400 | 51,280 | |
PT Indocement Tunggal Prakarsa Tbk | 35,800 | 31,847 | |
PT Indofood CBP Sukses Makmur Tbk | 57,000 | 34,330 | |
PT Indofood Sukses Makmur Tbk | 125,500 | 56,690 | |
PT Kalbe Farma Tbk | 634,900 | 63,292 | |
PT Merdeka Copper Gold Tbk (a) | 288,600 | 52,346 | |
PT Perusahaan Gas Negara Tbk Series B | 270,400 | 22,931 | |
PT Sarana Menara Nusantara Tbk | 663,100 | 52,332 | |
PT Semen Gresik (Persero) Tbk | 83,000 | 59,901 | |
PT Telekomunikasi Indonesia Tbk Series B | 2,035,500 | 449,733 | |
PT Unilever Indonesia Tbk | 326,100 | 135,452 | |
PT United Tractors Tbk | 49,900 | 73,149 | |
TOTAL INDONESIA | 3,263,910 | ||
Ireland - 0.5% | |||
CRH PLC | 26,092 | 1,231,131 | |
CRH PLC sponsored ADR | 1,152 | 54,455 | |
DCC PLC (United Kingdom) | 3,250 | 282,052 | |
Flutter Entertainment PLC | 645 | 132,191 | |
Flutter Entertainment PLC (Ireland) | 5,025 | 1,026,116 | |
James Hardie Industries PLC CDI | 16,026 | 529,627 | |
Kerry Group PLC Class A | 5,379 | 697,132 | |
Kingspan Group PLC (Ireland) | 5,401 | 480,898 | |
Smurfit Kappa Group PLC | 8,580 | 439,019 | |
TOTAL IRELAND | 4,872,621 | ||
Isle of Man - 0.1% | |||
Entain PLC (a) | 20,214 | 472,208 | |
NEPI Rockcastle PLC | 11,462 | 77,217 | |
TOTAL ISLE OF MAN | 549,425 | ||
Israel - 0.4% | |||
Azrieli Group | 1,151 | 80,965 | |
Bank Hapoalim BM (Reg.) (a) | 41,764 | 332,996 | |
Bank Leumi le-Israel BM (a) | 47,751 | 336,338 | |
Check Point Software Technologies Ltd. (a) | 3,790 | 442,710 | |
CyberArk Software Ltd. (a) | 1,227 | 172,394 | |
Elbit Systems Ltd. (Israel) | 793 | 109,099 | |
Icl Group Ltd. | 23,760 | 152,507 | |
Israel Discount Bank Ltd. (Class A) | 38,099 | 172,178 | |
Mizrahi Tefahot Bank Ltd. (a) | 5,442 | 153,291 | |
NICE Systems Ltd. (a) | 2,197 | 530,794 | |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | 37,033 | 396,253 | |
Wix.com Ltd. (a) | 1,972 | 626,859 | |
TOTAL ISRAEL | 3,506,384 | ||
Italy - 1.2% | |||
Amplifon SpA | 4,325 | 182,667 | |
Assicurazioni Generali SpA | 36,805 | 738,291 | |
Atlantia SpA (a) | 16,409 | 320,082 | |
Davide Campari-Milano NV | 19,165 | 226,079 | |
DiaSorin SpA | 899 | 152,666 | |
Enel SpA | 280,689 | 2,787,054 | |
Eni SpA | 90,344 | 1,076,078 | |
FinecoBank SpA | 20,584 | 354,379 | |
Infrastrutture Wireless Italiane SpA (c) | 13,219 | 154,158 | |
Intesa Sanpaolo SpA | 565,872 | 1,577,603 | |
Mediobanca SpA (a) | 23,102 | 261,135 | |
Moncler SpA | 6,495 | 398,395 | |
Nexi SpA (a)(c) | 14,943 | 286,366 | |
Poste Italiane SpA (c) | 17,045 | 223,367 | |
Prysmian SpA | 8,708 | 272,722 | |
Recordati SpA | 3,425 | 188,756 | |
Snam Rete Gas SpA | 63,390 | 356,666 | |
Telecom Italia SpA | 344,908 | 189,212 | |
Telecom Italia SpA (Risparmio Shares) | 152,307 | 89,358 | |
Terna SpA | 53,411 | 393,628 | |
UniCredit SpA | 75,443 | 776,585 | |
TOTAL ITALY | 11,005,247 | ||
Japan - 14.3% | |||
ABC-MART, Inc. | 1,200 | 64,233 | |
ACOM Co. Ltd. | 13,200 | 56,646 | |
Advantest Corp. | 7,000 | 664,837 | |
AEON Co. Ltd. (d) | 23,100 | 630,394 | |
AEON MALL Co. Ltd. | 2,400 | 38,079 | |
AGC, Inc. | 6,800 | 309,855 | |
Air Water, Inc. | 5,300 | 87,776 | |
Aisin Seiki Co. Ltd. | 5,400 | 208,015 | |
Ajinomoto Co., Inc. | 17,400 | 348,111 | |
Alfresa Holdings Corp. | 6,100 | 109,230 | |
Amada Co. Ltd. | 13,700 | 148,294 | |
Ana Holdings, Inc. (a) | 5,100 | 116,895 | |
Asahi Group Holdings | 16,200 | 676,668 | |
ASAHI INTECC Co. Ltd. | 6,700 | 180,359 | |
Asahi Kasei Corp. | 45,100 | 475,182 | |
Astellas Pharma, Inc. | 65,800 | 990,360 | |
Azbil Corp. | 4,700 | 190,081 | |
Bandai Namco Holdings, Inc. | 7,000 | 514,064 | |
Bank of Kyoto Ltd. | 2,000 | 107,238 | |
Bridgestone Corp. | 18,600 | 744,919 | |
Brother Industries Ltd. | 7,200 | 152,248 | |
Calbee, Inc. | 2,800 | 67,099 | |
Canon, Inc. | 34,800 | 827,549 | |
Capcom Co. Ltd. | 5,600 | 181,901 | |
Casio Computer Co. Ltd. | 6,600 | 116,613 | |
Central Japan Railway Co. | 5,000 | 731,311 | |
Chiba Bank Ltd. | 18,300 | 114,197 | |
Chubu Electric Power Co., Inc. | 23,600 | 285,148 | |
Chugai Pharmaceutical Co. Ltd. | 23,400 | 878,062 | |
Chugoku Electric Power Co., Inc. | 8,500 | 94,885 | |
Coca-Cola West Co. Ltd. | 4,900 | 78,237 | |
Concordia Financial Group Ltd. | 33,600 | 126,050 | |
Cosmos Pharmaceutical Corp. | 800 | 114,850 | |
CyberAgent, Inc. | 13,200 | 271,512 | |
Dai Nippon Printing Co. Ltd. | 9,700 | 192,686 | |
Dai-ichi Mutual Life Insurance Co. | 37,800 | 679,805 | |
Daifuku Co. Ltd. | 3,400 | 336,609 | |
Daiichi Sankyo Kabushiki Kaisha | 59,300 | 1,512,207 | |
Daikin Industries Ltd. | 8,700 | 1,754,919 | |
Daito Trust Construction Co. Ltd. | 2,200 | 233,910 | |
Daiwa House Industry Co. Ltd. | 18,700 | 553,523 | |
Daiwa House REIT Investment Corp. | 63 | 168,957 | |
Daiwa Securities Group, Inc. | 53,600 | 285,484 | |
DENSO Corp. | 15,000 | 968,844 | |
Dentsu Group, Inc. | 7,600 | 233,654 | |
Disco Corp. | 1,000 | 323,909 | |
East Japan Railway Co. | 10,600 | 725,386 | |
Eisai Co. Ltd. | 8,800 | 574,025 | |
ENEOS Holdings, Inc. | 105,600 | 455,291 | |
FANUC Corp. | 6,700 | 1,542,896 | |
Fast Retailing Co. Ltd. | 2,000 | 1,641,687 | |
Fuji Electric Co. Ltd. | 4,600 | 209,397 | |
Fujifilm Holdings Corp. | 12,500 | 810,573 | |
Fujitsu Ltd. | 6,800 | 1,082,935 | |
Fukuoka Financial Group, Inc. | 5,800 | 98,710 | |
GLP J-REIT | 127 | 212,887 | |
GMO Payment Gateway, Inc. | 1,400 | 178,699 | |
Hakuhodo DY Holdings, Inc. | 7,600 | 128,023 | |
Hamamatsu Photonics K.K. | 5,100 | 295,855 | |
Hankyu Hanshin Holdings, Inc. | 8,400 | 264,397 | |
Harmonic Drive Systems, Inc. | 1,300 | 87,666 | |
Hikari Tsushin, Inc. | 700 | 140,781 | |
Hino Motors Ltd. | 10,100 | 84,559 | |
Hirose Electric Co. Ltd. | 1,210 | 192,754 | |
Hisamitsu Pharmaceutical Co., Inc. | 2,300 | 133,846 | |
Hitachi Construction Machinery Co. Ltd. | 3,700 | 113,583 | |
Hitachi Ltd. | 33,600 | 1,654,329 | |
Hitachi Metals Ltd. | 6,900 | 133,846 | |
Honda Motor Co. Ltd. | 56,300 | 1,678,857 | |
Hoshizaki Corp. | 1,700 | 150,883 | |
Hoya Corp. | 13,100 | 1,490,516 | |
Hulic Co. Ltd. | 8,200 | 93,337 | |
Ibiden Co. Ltd. | 3,900 | 184,848 | |
Idemitsu Kosan Co. Ltd. | 6,166 | 147,648 | |
Iida Group Holdings Co. Ltd. | 4,800 | 116,959 | |
INPEX Corp. | 34,400 | 234,810 | |
Isuzu Motors Ltd. | 17,800 | 180,134 | |
ITO EN Ltd. | 1,800 | 99,643 | |
Itochu Corp. | 46,000 | 1,434,422 | |
ITOCHU Techno-Solutions Corp. | 2,900 | 100,567 | |
Japan Airlines Co. Ltd. (a) | 4,200 | 89,196 | |
Japan Airport Terminal Co. Ltd. | 1,800 | 80,867 | |
Japan Exchange Group, Inc. | 17,000 | 398,440 | |
Japan Post Bank Co. Ltd. | 12,200 | 111,518 | |
Japan Post Holdings Co. Ltd. | 56,200 | 471,856 | |
Japan Post Insurance Co. Ltd. | 7,400 | 142,597 | |
Japan Real Estate Investment Corp. | 48 | 297,777 | |
Japan Retail Fund Investment Corp. | 238 | 234,537 | |
Japan Tobacco, Inc. | 41,700 | 779,896 | |
JFE Holdings, Inc. | 16,300 | 214,470 | |
JSR Corp. | 7,500 | 230,922 | |
Kajima Corp. | 14,500 | 200,339 | |
Kakaku.com, Inc. | 4,800 | 130,442 | |
Kansai Electric Power Co., Inc. | 23,400 | 231,666 | |
Kansai Paint Co. Ltd. | 5,600 | 141,063 | |
Kao Corp. | 16,800 | 1,077,112 | |
KDDI Corp. | 55,900 | 1,689,827 | |
Keihan Electric Railway Co., Ltd. | 3,200 | 116,680 | |
Keikyu Corp. | 7,500 | 95,937 | |
Keio Corp. | 3,500 | 227,377 | |
Keisei Electric Railway Co. | 4,300 | 134,166 | |
Keyence Corp. | 6,300 | 3,027,505 | |
Kikkoman Corp. | 5,000 | 306,981 | |
Kintetsu Group Holdings Co. Ltd. | 6,400 | 229,262 | |
Kirin Holdings Co. Ltd. | 29,000 | 544,098 | |
Kobayashi Pharmaceutical Co. Ltd. | 1,700 | 151,661 | |
Kobe Bussan Co. Ltd. | 4,200 | 112,292 | |
Koito Manufacturing Co. Ltd. | 3,500 | 218,089 | |
Komatsu Ltd. | 30,500 | 896,841 | |
Konami Holdings Corp. | 3,200 | 190,905 | |
Kose Corp. | 1,100 | 165,669 | |
Kubota Corp. | 35,700 | 839,500 | |
Kuraray Co. Ltd. | 10,700 | 116,213 | |
Kurita Water Industries Ltd. | 3,200 | 147,571 | |
Kyocera Corp. | 11,200 | 680,157 | |
Kyowa Hakko Kirin Co., Ltd. | 9,200 | 279,477 | |
Kyushu Electric Power Co., Inc. | 12,600 | 115,059 | |
Kyushu Railway Co. | 5,300 | 118,909 | |
Lasertec Corp. | 2,700 | 477,793 | |
Lawson, Inc. | 1,600 | 71,736 | |
Lion Corp. | 7,200 | 135,054 | |
LIXIL Group Corp. | 9,700 | 262,803 | |
M3, Inc. | 15,330 | 1,062,818 | |
Makita Corp. | 7,400 | 332,793 | |
Marubeni Corp. | 55,600 | 462,240 | |
Marui Group Co. Ltd. | 6,800 | 127,302 | |
Mazda Motor Corp. | 19,300 | 149,399 | |
McDonald's Holdings Co. (Japan) Ltd. | 1,800 | 82,185 | |
Medipal Holdings Corp. | 5,600 | 102,890 | |
Meiji Holdings Co. Ltd. | 4,200 | 260,170 | |
Mercari, Inc. (a) | 2,700 | 133,407 | |
Minebea Mitsumi, Inc. | 12,100 | 303,469 | |
Misumi Group, Inc. | 9,500 | 267,728 | |
Mitsubishi Chemical Holdings Corp. | 43,800 | 326,025 | |
Mitsubishi Corp. | 46,000 | 1,271,114 | |
Mitsubishi Electric Corp. | 64,300 | 989,593 | |
Mitsubishi Estate Co. Ltd. | 38,300 | 629,222 | |
Mitsubishi Gas Chemical Co., Inc. | 4,700 | 108,673 | |
Mitsubishi Heavy Industries Ltd. | 10,600 | 314,925 | |
Mitsubishi UFJ Financial Group, Inc. | 425,600 | 2,264,233 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 21,300 | 122,004 | |
Mitsui & Co. Ltd. | 56,600 | 1,192,955 | |
Mitsui Chemicals, Inc. | 6,000 | 188,855 | |
Mitsui Fudosan Co. Ltd. | 30,300 | 657,068 | |
Miura Co. Ltd. | 3,400 | 178,260 | |
Mizuho Financial Group, Inc. | 84,710 | 1,189,769 | |
MonotaRO Co. Ltd. | 8,500 | 216,991 | |
MS&AD Insurance Group Holdings, Inc. | 15,900 | 450,275 | |
Murata Manufacturing Co. Ltd. | 20,000 | 1,590,148 | |
Nabtesco Corp. | 4,300 | 193,380 | |
Nagoya Railroad Co. Ltd. | 7,100 | 162,802 | |
NEC Corp. | 9,100 | 529,564 | |
Nexon Co. Ltd. | 16,900 | 560,550 | |
NGK Insulators Ltd. | 8,600 | 156,671 | |
NGK Spark Plug Co. Ltd. | 5,300 | 88,455 | |
NH Foods Ltd. | 2,800 | 124,897 | |
Nidec Corp. | 15,500 | 1,789,769 | |
Nihon M&A Center, Inc. | 10,000 | 262,055 | |
Nintendo Co. Ltd. | 3,900 | 2,237,248 | |
Nippon Building Fund, Inc. | 52 | 341,623 | |
Nippon Express Co. Ltd. | 2,400 | 183,365 | |
Nippon Paint Holdings Co. Ltd. | 24,000 | 343,014 | |
Nippon Prologis REIT, Inc. | 78 | 250,508 | |
Nippon Sanso Holdings Corp. | 4,800 | 90,211 | |
Nippon Shinyaku Co. Ltd. | 1,600 | 107,750 | |
Nippon Steel & Sumitomo Metal Corp. | 28,700 | 500,786 | |
Nippon Telegraph & Telephone Corp. | 44,200 | 1,114,410 | |
Nippon Yusen KK | 6,100 | 239,446 | |
Nissan Chemical Corp. | 4,100 | 210,834 | |
Nissan Motor Co. Ltd. (a) | 82,000 | 411,636 | |
Nisshin Seifun Group, Inc. | 6,600 | 106,407 | |
Nissin Food Holdings Co. Ltd. | 2,000 | 141,825 | |
Nitori Holdings Co. Ltd. | 2,800 | 502,406 | |
Nitto Denko Corp. | 5,440 | 450,969 | |
Nomura Holdings, Inc. | 111,200 | 597,717 | |
Nomura Real Estate Holdings, Inc. | 3,700 | 91,070 | |
Nomura Real Estate Master Fund, Inc. | 157 | 248,235 | |
Nomura Research Institute Ltd. | 10,700 | 329,449 | |
NSK Ltd. | 12,200 | 112,299 | |
NTT Data Corp. | 21,300 | 330,931 | |
Obayashi Corp. | 21,200 | 193,397 | |
OBIC Co. Ltd. | 2,300 | 444,679 | |
Odakyu Electric Railway Co. Ltd. | 9,700 | 262,270 | |
Oji Holdings Corp. | 28,200 | 177,782 | |
Olympus Corp. | 40,800 | 839,034 | |
OMRON Corp. | 6,600 | 500,631 | |
Ono Pharmaceutical Co. Ltd. | 13,600 | 342,333 | |
Oracle Corp. Japan | 1,300 | 121,923 | |
Oriental Land Co. Ltd. | 6,900 | 977,011 | |
ORIX Corp. | 46,300 | 744,553 | |
ORIX JREIT, Inc. | 87 | 153,478 | |
Osaka Gas Co. Ltd. | 11,900 | 229,529 | |
Otsuka Corp. | 3,300 | 166,374 | |
Otsuka Holdings Co. Ltd. | 13,300 | 511,239 | |
Pan Pacific International Holdings Ltd. | 13,590 | 292,840 | |
Panasonic Corp. | 76,500 | 898,263 | |
PeptiDream, Inc. (a) | 3,200 | 137,176 | |
Persol Holdings Co. Ltd. | 7,000 | 128,676 | |
Pigeon Corp. | 3,800 | 128,822 | |
Pola Orbis Holdings, Inc. | 3,200 | 82,950 | |
Rakuten Group, Inc. | 30,400 | 386,363 | |
Recruit Holdings Co. Ltd. | 47,000 | 2,119,112 | |
Renesas Electronics Corp. (a) | 26,600 | 310,321 | |
Resona Holdings, Inc. | 82,100 | 337,294 | |
Ricoh Co. Ltd. | 22,700 | 241,352 | |
Rinnai Corp. | 1,200 | 120,560 | |
ROHM Co. Ltd. | 3,000 | 297,282 | |
Ryohin Keikaku Co. Ltd. | 8,300 | 174,673 | |
Santen Pharmaceutical Co. Ltd. | 12,400 | 158,843 | |
SBI Holdings, Inc. Japan | 7,700 | 217,705 | |
SCSK Corp. | 1,600 | 92,817 | |
Secom Co. Ltd. | 7,000 | 581,316 | |
Sega Sammy Holdings, Inc. | 4,900 | 70,346 | |
Seibu Holdings, Inc. | 7,600 | 81,779 | |
Seiko Epson Corp. | 8,800 | 149,606 | |
Sekisui Chemical Co. Ltd. | 13,000 | 226,242 | |
Sekisui House Ltd. | 21,300 | 430,522 | |
Seven & i Holdings Co. Ltd. | 26,400 | 1,135,086 | |
SG Holdings Co. Ltd. | 10,800 | 245,468 | |
Sharp Corp. | 6,800 | 114,920 | |
Shimadzu Corp. | 7,800 | 272,989 | |
Shimamura Co. Ltd. | 800 | 79,202 | |
SHIMANO, Inc. | 2,600 | 595,581 | |
SHIMIZU Corp. | 17,900 | 146,587 | |
Shin-Etsu Chemical Co. Ltd. | 12,200 | 2,059,566 | |
Shinsei Bank Ltd. | 4,800 | 69,876 | |
Shionogi & Co. Ltd. | 9,700 | 511,376 | |
Shiseido Co. Ltd. | 13,900 | 1,008,319 | |
Shizuoka Bank Ltd. | 13,700 | 104,922 | |
SMC Corp. | 2,000 | 1,161,131 | |
SoftBank Corp. | 97,700 | 1,260,025 | |
SoftBank Group Corp. | 54,300 | 4,893,008 | |
Sohgo Security Services Co., Ltd. | 3,000 | 131,485 | |
Sompo Holdings, Inc. | 12,200 | 453,216 | |
Sony Group Corp. | 43,600 | 4,359,081 | |
Square Enix Holdings Co. Ltd. | 2,900 | 161,332 | |
Stanley Electric Co. Ltd. | 5,300 | 151,789 | |
Subaru Corp. | 22,000 | 408,134 | |
Sumco Corp. | 9,600 | 248,762 | |
Sumitomo Chemical Co. Ltd. | 50,500 | 257,375 | |
Sumitomo Corp. | 42,400 | 577,282 | |
Sumitomo Dainippon Pharma Co., Ltd. | 6,100 | 105,769 | |
Sumitomo Electric Industries Ltd. | 24,800 | 368,971 | |
Sumitomo Metal Mining Co. Ltd. | 7,800 | 331,084 | |
Sumitomo Mitsui Financial Group, Inc. | 45,800 | 1,608,895 | |
Sumitomo Mitsui Trust Holdings, Inc. | 12,600 | 428,877 | |
Sumitomo Realty & Development Co. Ltd. | 10,400 | 346,286 | |
Sundrug Co. Ltd. | 2,200 | 74,984 | |
Suntory Beverage & Food Ltd. | 4,500 | 151,935 | |
Suzuken Co. Ltd. | 2,100 | 75,611 | |
Suzuki Motor Corp. | 12,900 | 489,489 | |
Sysmex Corp. | 6,000 | 599,780 | |
T&D Holdings, Inc. | 18,300 | 224,208 | |
Taiheiyo Cement Corp. | 4,000 | 100,247 | |
Taisei Corp. | 6,300 | 232,309 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 1,200 | 70,711 | |
Takeda Pharmaceutical Co. Ltd. | 55,077 | 1,839,600 | |
TDK Corp. | 4,592 | 623,947 | |
TECMO KOEI HOLDINGS CO., LTD. | 1,690 | 75,539 | |
Teijin Ltd. | 8,200 | 134,903 | |
Terumo Corp. | 22,700 | 858,234 | |
THK Co. Ltd. | 4,000 | 136,335 | |
TIS, Inc. | 8,100 | 201,222 | |
Tobu Railway Co. Ltd. | 6,700 | 172,266 | |
Toho Co. Ltd. | 3,600 | 143,289 | |
Toho Gas Co. Ltd. | 2,500 | 138,851 | |
Tohoku Electric Power Co., Inc. | 14,000 | 123,360 | |
Tokio Marine Holdings, Inc. | 22,000 | 1,052,795 | |
Tokyo Century Corp. | 1,500 | 92,643 | |
Tokyo Electric Power Co., Inc. (a) | 49,900 | 147,476 | |
Tokyo Electron Ltd. | 5,200 | 2,299,058 | |
Tokyo Gas Co. Ltd. | 13,900 | 281,459 | |
Tokyu Corp. | 16,400 | 210,834 | |
Tokyu Fudosan Holdings Corp. | 20,700 | 114,968 | |
Toppan Printing Co. Ltd. | 8,000 | 136,371 | |
Toray Industries, Inc. | 49,100 | 305,140 | |
Toshiba Corp. | 13,500 | 557,713 | |
Tosoh Corp. | 8,200 | 145,408 | |
Toto Ltd. | 4,700 | 243,838 | |
Toyo Suisan Kaisha Ltd. | 3,000 | 122,289 | |
Toyoda Gosei Co. Ltd. | 2,400 | 58,633 | |
Toyota Industries Corp. | 5,100 | 408,317 | |
Toyota Motor Corp. | 73,000 | 5,462,165 | |
Toyota Tsusho Corp. | 7,700 | 325,501 | |
Trend Micro, Inc. | 4,700 | 223,625 | |
Tsuruha Holdings, Inc. | 1,400 | 161,662 | |
Unicharm Corp. | 14,200 | 551,421 | |
United Urban Investment Corp. | 100 | 149,510 | |
USS Co. Ltd. | 7,700 | 139,571 | |
Welcia Holdings Co. Ltd. | 3,100 | 96,724 | |
West Japan Railway Co. | 5,500 | 303,559 | |
Yakult Honsha Co. Ltd. | 4,300 | 209,315 | |
Yamada Holdings Co. Ltd. | 26,400 | 131,408 | |
Yamaha Corp. | 4,800 | 261,323 | |
Yamaha Motor Co. Ltd. | 9,400 | 234,720 | |
Yamato Holdings Co. Ltd. | 9,900 | 279,454 | |
Yamazaki Baking Co. Ltd. | 4,300 | 68,106 | |
Yaskawa Electric Corp. | 8,100 | 373,538 | |
Yokogawa Electric Corp. | 7,700 | 139,782 | |
Z Holdings Corp. | 94,500 | 436,659 | |
ZOZO, Inc. | 3,400 | 114,796 | |
TOTAL JAPAN | 137,821,295 | ||
Korea (South) - 3.7% | |||
Alteogen, Inc. | 1,047 | 75,556 | |
AMOREPACIFIC Corp. | 919 | 222,296 | |
AMOREPACIFIC Group, Inc. | 1,053 | 69,209 | |
BGF Retail Co. Ltd. | 192 | 26,269 | |
Celltrion Healthcare Co. Ltd. | 2,347 | 235,481 | |
Celltrion Pharm, Inc. | 486 | 57,801 | |
Celltrion, Inc. (a) | 3,359 | 798,990 | |
Cheil Worldwide, Inc. | 1,588 | 31,170 | |
CJ CheilJedang Corp. | 299 | 105,747 | |
CJ Corp. | 382 | 32,622 | |
CJ ENM Co. Ltd. | 477 | 61,423 | |
CJ Logistics Corp. (a) | 215 | 32,973 | |
Coway Co. Ltd. | 2,012 | 120,366 | |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (a) | 899 | 29,504 | |
Db Insurance Co. Ltd. | 1,198 | 52,440 | |
Doosan Bobcat, Inc. | 1,762 | 71,928 | |
Doosan Heavy Industries & Construction Co. Ltd. (a) | 6,995 | 87,259 | |
DuzonBizon Co. Ltd. | 743 | 56,010 | |
E-Mart Co. Ltd. | 709 | 106,514 | |
Fila Holdings Corp. | 1,783 | 72,705 | |
GS Engineering & Construction Corp. | 1,761 | 69,525 | |
GS Holdings Corp. | 1,755 | 67,562 | |
GS Retail Co. Ltd. | 658 | 21,065 | |
Hana Financial Group, Inc. | 10,511 | 429,076 | |
Hankook Tire Co. Ltd. | 2,650 | 113,983 | |
Hanmi Pharm Co. Ltd. | 188 | 56,823 | |
Hanon Systems | 6,513 | 94,351 | |
Hanwha Corp. | 992 | 27,322 | |
Hanwha Solutions Corp. | 3,828 | 157,634 | |
HLB, Inc. | 3,163 | 93,622 | |
Hotel Shilla Co. | 912 | 70,544 | |
Hyundai Engineering & Construction Co. Ltd. | 3,215 | 144,898 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 1,496 | 32,575 | |
Hyundai Glovis Co. Ltd. | 637 | 109,368 | |
Hyundai Mobis | 2,332 | 563,043 | |
Hyundai Motor Co. | 4,547 | 862,006 | |
Hyundai Robotics Co. Ltd. | 1,715 | 107,966 | |
Hyundai Steel Co. | 2,990 | 148,393 | |
Industrial Bank of Korea | 6,302 | 54,607 | |
Kakao Corp. | 10,053 | 1,020,331 | |
Kangwon Land, Inc. | 3,413 | 77,216 | |
KB Financial Group, Inc. | 13,155 | 644,168 | |
Kia Corp. | 9,190 | 632,784 | |
KMW Co. Ltd. (a) | 886 | 45,477 | |
Korea Aerospace Industries Ltd. | 2,736 | 79,760 | |
Korea Electric Power Corp. | 8,591 | 181,355 | |
Korea Gas Corp. | 632 | 19,724 | |
Korea Investment Holdings Co. Ltd. | 1,165 | 116,679 | |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | 1,336 | 183,385 | |
Korea Zinc Co. Ltd. | 383 | 152,751 | |
Korean Air Lines Co. Ltd. (a) | 4,688 | 112,769 | |
KT&G Corp. | 4,305 | 317,212 | |
Kumho Petro Chemical Co. Ltd. | 619 | 143,917 | |
LG Chemical Ltd. | 1,367 | 1,139,289 | |
LG Corp. (b) | 3,358 | 379,857 | |
LG Display Co. Ltd. (a) | 7,308 | 158,801 | |
LG Electronics, Inc. | 3,590 | 505,620 | |
LG Household & Health Care Ltd. | 334 | 459,658 | |
LG Innotek Co. Ltd. | 539 | 96,880 | |
LG Telecom Ltd. | 7,099 | 83,795 | |
Lotte Chemical Corp. | 562 | 152,777 | |
Lotte Confectionery Co. Ltd. | 631 | 20,652 | |
Lotte Shopping Co. Ltd. | 426 | 47,237 | |
Meritz Securities Co. Ltd. | 6,559 | 28,329 | |
Mirae Asset Securities Co. Ltd. | 8,309 | 74,302 | |
NAVER Corp. | 4,336 | 1,393,919 | |
NCSOFT Corp. | 558 | 414,154 | |
Netmarble Corp. (c) | 860 | 99,590 | |
NH Investment & Securities Co. Ltd. | 2,722 | 31,278 | |
Orion Corp./Republic of Korea | 851 | 89,036 | |
Ottogi Corp. | 29 | 14,393 | |
Pan Ocean Co., Ltd. (Korea) | 11,460 | 75,219 | |
Pearl Abyss Corp. (a) | 1,065 | 53,713 | |
POSCO | 2,610 | 848,463 | |
POSCO Chemtech Co. Ltd. | 886 | 118,051 | |
S-Oil Corp. | 1,656 | 128,982 | |
S1 Corp. | 403 | 29,371 | |
Samsung Biologics Co. Ltd. (a)(c) | 557 | 400,461 | |
Samsung C&T Corp. | 2,906 | 353,414 | |
Samsung Card Co. Ltd. | 1,253 | 39,553 | |
Samsung Electro-Mechanics Co. Ltd. | 1,902 | 304,448 | |
Samsung Electronics Co. Ltd. | 164,390 | 11,980,707 | |
Samsung Engineering Co. Ltd. (a) | 4,719 | 73,215 | |
Samsung Fire & Marine Insurance Co. Ltd. | 1,065 | 188,566 | |
Samsung Heavy Industries Co. Ltd. (a) | 17,699 | 118,702 | |
Samsung Life Insurance Co. Ltd. | 2,429 | 177,459 | |
Samsung SDI Co. Ltd. | 1,918 | 1,121,698 | |
Samsung SDS Co. Ltd. | 1,224 | 200,300 | |
Samsung Securities Co. Ltd. | 1,845 | 70,366 | |
Seegene, Inc. | 1,362 | 113,999 | |
Shin Poong Pharmaceutical Co. | 987 | 61,606 | |
Shinhan Financial Group Co. Ltd. | 15,742 | 562,697 | |
Shinsegae Co. Ltd. | 287 | 78,148 | |
SK Biopharmaceuticals Co. Ltd. (a) | 956 | 93,182 | |
SK Chemicals Co. Ltd. | 300 | 71,494 | |
SK Holdings Co., Ltd. | 1,255 | 309,744 | |
SK Hynix, Inc. | 18,967 | 2,170,991 | |
SK Innovation Co., Ltd. | 1,840 | 445,076 | |
SK Telecom Co. Ltd. | 1,420 | 384,720 | |
Woori Financial Group, Inc. | 18,396 | 176,018 | |
Yuhan Corp. | 2,076 | 119,368 | |
TOTAL KOREA (SOUTH) | 35,357,452 | ||
Kuwait - 0.2% | |||
Agility Public Warehousing Co. KSC | 56,692 | 178,315 | |
Boubyan Bank KSC | 36,750 | 79,865 | |
Gulf Bank | 45,000 | 32,399 | |
Kuwait Finance House KSCP | 139,933 | 335,672 | |
Mabanee Co. SAKC | 31,299 | 72,588 | |
Mobile Telecommunication Co. | 81,313 | 162,680 | |
National Bank of Kuwait | 230,516 | 629,445 | |
TOTAL KUWAIT | 1,490,964 | ||
Luxembourg - 0.2% | |||
ArcelorMittal SA (Netherlands) | 25,389 | 740,205 | |
Aroundtown SA | 33,947 | 261,365 | |
Eurofins Scientific SA (a) | 4,655 | 460,870 | |
Globant SA (a) | 1,311 | 300,455 | |
Reinet Investments SCA | 5,533 | 106,807 | |
SES SA (France) (depositary receipt) | 13,624 | 103,256 | |
Tenaris SA | 15,106 | 161,981 | |
TOTAL LUXEMBOURG | 2,134,939 | ||
Malaysia - 0.4% | |||
AMMB Holdings Bhd | 39,400 | 28,669 | |
Axiata Group Bhd | 77,760 | 73,479 | |
CIMB Group Holdings Bhd | 214,983 | 217,319 | |
Dialog Group Bhd | 144,500 | 107,259 | |
DiGi.com Bhd | 85,000 | 86,961 | |
Fraser & Neave Holdings Bhd | 6,200 | 45,416 | |
Gamuda Bhd (a) | 42,800 | 36,890 | |
Genting Bhd | 63,100 | 76,728 | |
Genting Malaysia Bhd | 89,600 | 63,008 | |
Genting Plantations Bhd | 6,100 | 13,003 | |
Hap Seng Consolidated Bhd | 15,000 | 29,410 | |
Hartalega Holdings Bhd | 54,500 | 136,799 | |
Hong Leong Bank Bhd | 38,100 | 165,778 | |
Hong Leong Credit Bhd | 5,400 | 21,861 | |
IHH Healthcare Bhd | 60,600 | 79,606 | |
IOI Corp. Bhd | 74,000 | 73,901 | |
Kossan Rubber Industries Bhd | 33,600 | 36,426 | |
Kuala Lumpur Kepong Bhd | 13,300 | 71,444 | |
Malayan Banking Bhd | 180,534 | 362,787 | |
Malaysia Airports Holdings Bhd | 39,400 | 57,626 | |
Maxis Bhd | 115,800 | 130,065 | |
MISC Bhd | 43,100 | 71,351 | |
Nestle (Malaysia) Bhd | 1,700 | 56,328 | |
Petronas Chemicals Group Bhd | 108,200 | 216,638 | |
Petronas Dagangan Bhd | 7,200 | 35,442 | |
Petronas Gas Bhd | 21,600 | 83,014 | |
PPB Group Bhd | 17,940 | 81,038 | |
Press Metal Bhd | 83,400 | 105,892 | |
Public Bank Bhd | 487,100 | 493,582 | |
QL Resources Bhd | 32,900 | 48,601 | |
RHB Capital Bhd | 46,100 | 58,645 | |
Sime Darby Bhd | 66,100 | 36,476 | |
Sime Darby Plantation Bhd | 60,900 | 67,510 | |
SP Setia Bhd | 1 | 0 | |
Supermax Corp. Bhd | 58,148 | 85,614 | |
Telekom Malaysia Bhd | 34,200 | 47,682 | |
Tenaga Nasional Bhd | 76,200 | 185,314 | |
Top Glove Corp. Bhd | 160,400 | 221,282 | |
Westports Holdings Bhd | 19,500 | 20,474 | |
TOTAL MALAYSIA | 3,829,318 | ||
Mexico - 0.5% | |||
America Movil S.A.B. de CV Series L | 1,206,300 | 842,629 | |
Arca Continental S.A.B. de CV | 19,400 | 103,871 | |
Becle S.A.B. de CV | 13,700 | 32,673 | |
CEMEX S.A.B. de CV unit (a) | 549,280 | 436,289 | |
Coca-Cola FEMSA S.A.B. de CV unit | 19,260 | 90,163 | |
Fibra Uno Administracion SA de CV | 137,700 | 170,009 | |
Fomento Economico Mexicano S.A.B. de CV unit | 66,300 | 513,492 | |
Gruma S.A.B. de CV Series B | 6,385 | 69,435 | |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B (a) | 14,000 | 143,919 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 7,480 | 126,510 | |
Grupo Bimbo S.A.B. de CV Series A | 59,200 | 118,476 | |
Grupo Carso SA de CV Series A1 | 11,300 | 32,215 | |
Grupo Financiero Banorte S.A.B. de CV Series O | 92,200 | 524,562 | |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | 96,500 | 89,654 | |
Grupo Mexico SA de CV Series B | 109,700 | 495,889 | |
Grupo Televisa SA de CV | 82,100 | 203,700 | |
Industrias Penoles SA de CV (a) | 4,120 | 53,057 | |
Infraestructura Energetica Nova S.A.B. de CV (a) | 13,300 | 56,970 | |
Kimberly-Clark de Mexico SA de CV Series A | 63,900 | 110,406 | |
Megacable Holdings S.A.B. de CV unit | 7,400 | 27,073 | |
Orbia Advance Corp. S.A.B. de CV | 32,900 | 91,763 | |
Promotora y Operadora de Infraestructura S.A.B. de CV | 8,975 | 69,356 | |
Telesites S.A.B. de C.V. (a) | 39,100 | 36,925 | |
Wal-Mart de Mexico SA de CV Series V | 186,300 | 609,841 | |
TOTAL MEXICO | 5,048,877 | ||
Multi-National - 0.0% | |||
HK Electric Investments & HK Electric Investments Ltd. unit | 68,000 | 68,107 | |
HKT Trust/HKT Ltd. unit | 124,000 | 180,068 | |
TOTAL MULTI-NATIONAL | 248,175 | ||
Netherlands - 3.4% | |||
ABN AMRO Group NV GDR (a)(c) | 13,711 | 177,171 | |
Adyen BV (a)(c) | 632 | 1,555,411 | |
AEGON NV | 63,632 | 294,892 | |
Airbus Group NV | 20,457 | 2,460,153 | |
Akzo Nobel NV | 6,716 | 806,785 | |
Argenx SE (a) | 1,630 | 468,392 | |
ASM International NV (Netherlands) | 1,659 | 504,417 | |
ASML Holding NV (Netherlands) | 14,691 | 9,536,545 | |
CNH Industrial NV | 35,775 | 532,040 | |
EXOR NV | 3,615 | 296,928 | |
Ferrari NV | 4,296 | 920,121 | |
Heineken Holding NV | 3,842 | 381,533 | |
Heineken NV (Bearer) | 9,083 | 1,053,128 | |
ING Groep NV (Certificaten Van Aandelen) | 135,720 | 1,733,822 | |
JDE Peet's BV | 2,475 | 96,170 | |
Just Eat Takeaway.com NV (a)(c)(d) | 4,215 | 435,804 | |
Koninklijke Ahold Delhaize NV | 38,470 | 1,035,302 | |
Koninklijke DSM NV | 5,961 | 1,069,259 | |
Koninklijke KPN NV | 119,180 | 411,125 | |
Koninklijke Philips Electronics NV | 31,644 | 1,789,252 | |
Koninklijke Vopak NV | 2,287 | 104,758 | |
NN Group NV | 10,124 | 505,973 | |
Prosus NV | 16,864 | 1,830,279 | |
QIAGEN NV (Germany) (a) | 7,668 | 373,640 | |
Randstad NV | 3,969 | 286,686 | |
Stellantis NV (Italy) | 70,870 | 1,177,853 | |
STMicroelectronics NV (France) | 22,118 | 826,135 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 4,558 | 375,863 | |
Wolters Kluwer NV | 9,287 | 840,300 | |
Wolters Kluwer NV rights (a)(e) | 9,287 | 9,937 | |
X5 Retail Group NV GDR | 4,029 | 123,885 | |
Yandex NV Class A (a) | 10,141 | 668,214 | |
TOTAL NETHERLANDS | 32,681,773 | ||
New Zealand - 0.2% | |||
Auckland International Airport Ltd. | 45,404 | 246,607 | |
Fisher & Paykel Healthcare Corp. | 19,528 | 502,374 | |
Mercury Nz Ltd. | 26,836 | 133,275 | |
Meridian Energy Ltd. | 41,189 | 157,101 | |
Ryman Healthcare Group Ltd. | 13,127 | 133,296 | |
Spark New Zealand Ltd. | 62,365 | 196,365 | |
The a2 Milk Co. Ltd. (a) | 23,971 | 131,225 | |
Xero Ltd. (a) | 4,112 | 448,417 | |
TOTAL NEW ZEALAND | 1,948,660 | ||
Norway - 0.4% | |||
Adevinta ASA Class B (a) | 8,806 | 161,330 | |
DNB ASA | 32,472 | 696,403 | |
Equinor ASA | 32,936 | 670,669 | |
Gjensidige Forsikring ASA | 6,782 | 154,355 | |
Mowi ASA | 14,493 | 357,972 | |
Norsk Hydro ASA | 44,416 | 282,832 | |
Orkla ASA | 30,060 | 306,811 | |
Schibsted ASA: | |||
(A Shares) | 2,857 | 143,948 | |
(B Shares) | 2,697 | 118,261 | |
Telenor ASA | 24,821 | 442,657 | |
Yara International ASA | 5,667 | 295,945 | |
TOTAL NORWAY | 3,631,183 | ||
Pakistan - 0.0% | |||
Habib Bank Ltd. | 14,655 | 11,924 | |
MCB Bank Ltd. | 40,262 | 42,563 | |
Oil & Gas Development Co. Ltd. | 16,265 | 9,700 | |
TOTAL PAKISTAN | 64,187 | ||
Papua New Guinea - 0.0% | |||
Oil Search Ltd. ADR | 66,114 | 193,538 | |
Peru - 0.0% | |||
Compania de Minas Buenaventura SA sponsored ADR (a) | 6,597 | 64,123 | |
Philippines - 0.2% | |||
Aboitiz Equity Ventures, Inc. | 90,540 | 66,525 | |
Aboitiz Power Corp. | 33,900 | 16,138 | |
Altus Property Ventures, Inc. (a) | 1 | 0 | |
Ayala Corp. | 9,770 | 149,841 | |
Ayala Land, Inc. | 318,400 | 212,201 | |
Bank of the Philippine Islands (BPI) | 54,440 | 93,297 | |
BDO Unibank, Inc. | 67,230 | 143,463 | |
Globe Telecom, Inc. | 795 | 30,161 | |
GT Capital Holdings, Inc. | 2,947 | 32,023 | |
International Container Terminal Services, Inc. | 50,750 | 136,447 | |
JG Summit Holdings, Inc. | 101,891 | 111,244 | |
Jollibee Food Corp. | 12,910 | 47,028 | |
Manila Electric Co. | 6,770 | 38,225 | |
Megaworld Corp. | 397,000 | 25,883 | |
Metro Pacific Investments Corp. | 341,200 | 28,601 | |
Metropolitan Bank & Trust Co. | 51,413 | 46,821 | |
PLDT, Inc. | 2,480 | 65,238 | |
PUREGOLD Price Club, Inc. | 24,900 | 19,223 | |
SM Investments Corp. | 7,935 | 157,830 | |
SM Prime Holdings, Inc. | 321,600 | 229,310 | |
Universal Robina Corp. | 26,250 | 74,379 | |
TOTAL PHILIPPINES | 1,723,878 | ||
Poland - 0.2% | |||
Allegro.eu SA (a)(c) | 11,396 | 174,717 | |
Bank Polska Kasa Opieki SA (a) | 6,936 | 146,395 | |
CD Projekt RED SA | 2,299 | 105,250 | |
Cyfrowy Polsat SA | 9,461 | 73,648 | |
Dino Polska SA (a)(c) | 1,719 | 111,602 | |
KGHM Polska Miedz SA (Bearer) (a) | 4,798 | 246,213 | |
LPP SA (a) | 39 | 100,786 | |
Orange Polska SA (a) | 28,650 | 51,487 | |
PGE Polska Grupa Energetyczna SA (a) | 28,456 | 75,789 | |
Polish Oil & Gas Co. SA | 55,812 | 96,842 | |
Polski Koncern Naftowy Orlen SA | 9,671 | 170,152 | |
Powszechna Kasa Oszczednosci Bank SA (a) | 30,067 | 279,643 | |
Powszechny Zaklad Ubezpieczen SA (a) | 18,858 | 162,463 | |
Santander Bank Polska SA (a) | 1,096 | 64,855 | |
TOTAL POLAND | 1,859,842 | ||
Portugal - 0.1% | |||
Energias de Portugal SA | 92,760 | 515,449 | |
Galp Energia SGPS SA Class B | 16,575 | 190,858 | |
Jeronimo Martins SGPS SA | 8,237 | 150,426 | |
TOTAL PORTUGAL | 856,733 | ||
Qatar - 0.2% | |||
Barwa Real Estate Co. | 45,337 | 40,306 | |
Industries Qatar QSC (a) | 61,973 | 229,441 | |
Masraf al Rayan | 138,411 | 169,849 | |
Mesaieed Petrochemical Holding Co. (a) | 161,669 | 85,697 | |
Ooredoo QSC (a) | 19,961 | 38,979 | |
Qatar Electricity & Water Co. (a) | 16,220 | 76,623 | |
Qatar Fuel Co. | 21,239 | 106,166 | |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | 76,575 | 66,459 | |
Qatar International Islamic Bank QSC (a) | 41,328 | 104,994 | |
Qatar Islamic Bank (a) | 40,405 | 193,092 | |
Qatar National Bank SAQ (a) | 159,501 | 784,144 | |
The Commercial Bank of Qatar (a) | 57,525 | 85,316 | |
TOTAL QATAR | 1,981,066 | ||
Russia - 0.8% | |||
Alrosa Co. Ltd. | 90,440 | 130,704 | |
Gazprom OAO | 412,120 | 1,256,500 | |
Inter Rao Ues JSC | 1,756,400 | 114,587 | |
Lukoil PJSC | 14,849 | 1,145,074 | |
Magnit OJSC GDR (Reg. S) | 11,563 | 162,865 | |
MMC Norilsk Nickel PJSC | 1,983 | 676,522 | |
MMC Norilsk Nickel PJSC sponsored ADR | 2,256 | 76,546 | |
Mobile TeleSystems OJSC sponsored ADR | 16,138 | 136,689 | |
Moscow Exchange MICEX-RTS OAO | 50,310 | 118,377 | |
NOVATEK OAO GDR (Reg. S) | 3,258 | 586,603 | |
Novolipetsk Steel OJSC | 40,480 | 142,979 | |
PhosAgro OJSC GDR (Reg. S) | 3,805 | 69,898 | |
Polyus PJSC | 1,126 | 207,668 | |
Rosneft Oil Co. OJSC | 41,430 | 289,513 | |
Sberbank of Russia | 374,145 | 1,478,148 | |
Severstal PAO | 5,945 | 140,247 | |
Severstal PAO GDR (Reg. S) | 1,092 | 25,706 | |
Surgutneftegas OJSC | 156,700 | 70,966 | |
Tatneft PAO | 47,070 | 317,440 | |
VTB Bank OJSC | 78,050,000 | 53,363 | |
TOTAL RUSSIA | 7,200,395 | ||
Saudi Arabia - 0.9% | |||
Abdullah Al Othaim Markets Co. | 2,920 | 104,647 | |
Advanced Polypropylene Co. | 3,324 | 71,972 | |
Al Rajhi Bank | 42,955 | 1,132,806 | |
Alinma Bank | 35,889 | 189,867 | |
Almarai Co. Ltd. | 6,812 | 97,724 | |
Arab National Bank | 24,355 | 147,811 | |
Bank Al-Jazira | 11,816 | 60,243 | |
Bank Albilad | 10,838 | 108,230 | |
Banque Saudi Fransi | 22,504 | 234,029 | |
Bupa Arabia for Cooperative Insurance Co. (a) | 1,714 | 52,834 | |
Dar Al Arkan Real Estate Development Co. (a) | 72,722 | 200,896 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 1,556 | 62,735 | |
Emaar The Economic City (a) | 8,751 | 25,015 | |
Etihad Etisalat Co. (a) | 10,653 | 87,918 | |
Jarir Marketing Co. | 1,679 | 89,094 | |
Mobile Telecommunications Co. Saudi Arabia (a) | 24,355 | 98,324 | |
National Industrialization Co. (a) | 10,499 | 53,752 | |
Rabigh Refining & Petrochemical Co. (a) | 5,900 | 32,283 | |
Riyad Bank | 43,900 | 311,966 | |
Sabic Agriculture-Nutrients Co. | 6,765 | 189,410 | |
Sahara International Petrochemical Co. | 10,105 | 73,291 | |
Saudi Airlines Catering Co. | 911 | 18,535 | |
Saudi Arabian Mining Co. (a) | 13,585 | 207,568 | |
Saudi Arabian Oil Co. | 71,471 | 674,650 | |
Saudi Basic Industries Corp. | 31,282 | 1,034,336 | |
Saudi Cement Co. | 1,772 | 30,571 | |
Saudi Electricity Co. | 27,228 | 188,771 | |
Saudi Industrial Investment Group | 6,794 | 64,313 | |
Saudi Kayan Petrochemical Co. (a) | 21,551 | 104,589 | |
Saudi Telecom Co. | 20,083 | 680,108 | |
The Co. for Cooperative Insurance | 1,491 | 30,852 | |
The Saudi British Bank | 28,253 | 231,662 | |
The Saudi National Bank | 76,982 | 1,165,959 | |
The Savola Group | 10,102 | 107,614 | |
Yanbu National Petrochemical Co. | 10,060 | 196,092 | |
TOTAL SAUDI ARABIA | 8,160,467 | ||
Singapore - 0.7% | |||
Ascendas Real Estate Investment Trust | 143,958 | 336,434 | |
BOC Aviation Ltd. Class A (c) | 7,500 | 67,684 | |
CapitaLand Ltd. | 89,145 | 249,197 | |
CapitaMall Trust | 147,556 | 238,396 | |
City Developments Ltd. | 12,800 | 75,891 | |
DBS Group Holdings Ltd. | 62,166 | 1,397,246 | |
Genting Singapore Ltd. | 233,500 | 151,777 | |
Keppel Corp. Ltd. | 50,500 | 205,681 | |
Mapletree Commercial Trust | 61,400 | 101,045 | |
Mapletree Logistics Trust (REIT) | 138,650 | 207,337 | |
Oversea-Chinese Banking Corp. Ltd. | 114,843 | 1,052,853 | |
Singapore Airlines Ltd. (a) | 41,200 | 156,145 | |
Singapore Exchange Ltd. | 35,100 | 275,630 | |
Singapore Technologies Engineering Ltd. | 50,100 | 145,321 | |
Singapore Telecommunications Ltd. | 277,300 | 520,947 | |
Suntec (REIT) | 50,100 | 57,601 | |
United Overseas Bank Ltd. | 38,903 | 777,329 | |
UOL Group Ltd. | 13,600 | 78,692 | |
Venture Corp. Ltd. | 13,000 | 196,844 | |
Wilmar International Ltd. | 64,100 | 251,439 | |
TOTAL SINGAPORE | 6,543,489 | ||
South Africa - 1.1% | |||
Absa Group Ltd. | 23,949 | 202,210 | |
African Rainbow Minerals Ltd. | 3,193 | 59,690 | |
Anglo American Platinum Ltd. | 1,676 | 229,378 | |
AngloGold Ashanti Ltd. | 13,883 | 286,368 | |
Aspen Pharmacare Holdings Ltd. (a) | 14,848 | 165,347 | |
Bidcorp Ltd. | 11,431 | 225,365 | |
Bidvest Group Ltd. | 12,912 | 149,121 | |
Capitec Bank Holdings Ltd. | 2,168 | 222,204 | |
Clicks Group Ltd. | 7,748 | 129,396 | |
Discovery Ltd. (a) | 13,388 | 121,856 | |
Exxaro Resources Ltd. | 8,385 | 88,172 | |
FirstRand Ltd. | 174,252 | 613,261 | |
Gold Fields Ltd. | 29,681 | 278,524 | |
Growthpoint Properties Ltd. | 140,840 | 141,010 | |
Harmony Gold Mining Co. Ltd. | 17,928 | 80,800 | |
Impala Platinum Holdings Ltd. | 27,880 | 520,967 | |
Kumba Iron Ore Ltd. | 1,973 | 89,563 | |
Mr Price Group Ltd. | 7,036 | 88,231 | |
MTN Group Ltd. | 55,996 | 353,756 | |
MultiChoice Group Ltd. | 13,893 | 119,545 | |
Naspers Ltd. Class N | 15,123 | 3,441,693 | |
Nedbank Group Ltd. | 12,277 | 125,170 | |
Northam Platinum Ltd. (a) | 11,466 | 197,648 | |
Old Mutual Ltd. | 149,947 | 130,793 | |
Rand Merchant Insurance Holdings Ltd. | 18,797 | 38,210 | |
Remgro Ltd. | 21,860 | 165,776 | |
Sanlam Ltd. | 60,354 | 233,134 | |
Sasol Ltd. (a) | 18,548 | 312,033 | |
Shoprite Holdings Ltd. | 17,328 | 172,760 | |
Sibanye Stillwater Ltd. | 92,678 | 431,175 | |
Spar Group Ltd. | 5,288 | 66,894 | |
Standard Bank Group Ltd. | 43,328 | 352,569 | |
Tiger Brands Ltd. | 8,461 | 113,766 | |
Vodacom Group Ltd. | 23,247 | 201,541 | |
Woolworths Holdings Ltd. (a) | 33,474 | 113,469 | |
TOTAL SOUTH AFRICA | 10,261,395 | ||
Spain - 1.5% | |||
ACS Actividades de Construccion y Servicios SA | 7,938 | 258,914 | |
Aena Sme SA (a)(c) | 2,227 | 387,421 | |
Amadeus IT Holding SA Class A (a) | 15,746 | 1,072,273 | |
Banco Bilbao Vizcaya Argentaria SA | 234,081 | 1,314,390 | |
Banco Santander SA (Spain) | 603,400 | 2,332,282 | |
CaixaBank SA | 161,356 | 516,172 | |
Cellnex Telecom SA (c) | 15,420 | 872,060 | |
Enagas SA | 8,078 | 175,977 | |
Endesa SA | 10,388 | 273,009 | |
Ferrovial SA | 17,498 | 497,314 | |
Grifols SA | 10,279 | 278,671 | |
Iberdrola SA | 211,664 | 2,860,419 | |
Industria de Diseno Textil SA | 37,749 | 1,344,266 | |
Naturgy Energy Group SA | 9,441 | 242,105�� | |
Red Electrica Corporacion SA | 16,057 | 294,877 | |
Repsol SA | 50,805 | 606,423 | |
Siemens Gamesa Renewable Energy SA | 8,265 | 299,092 | |
Telefonica SA | 178,274 | 826,179 | |
TOTAL SPAIN | 14,451,844 | ||
Sweden - 2.1% | |||
Alfa Laval AB | 10,591 | 358,307 | |
ASSA ABLOY AB (B Shares) | 34,806 | 992,102 | |
Atlas Copco AB: | |||
(A Shares) | 23,230 | 1,407,704 | |
(B Shares) | 13,497 | 700,714 | |
Boliden AB | 9,217 | 359,075 | |
Electrolux AB (B Shares) | 7,102 | 199,330 | |
Epiroc AB: | |||
(A Shares) | 23,933 | 518,774 | |
(B Shares) | 12,320 | 241,727 | |
EQT AB | 8,081 | 273,295 | |
Ericsson (B Shares) | 102,149 | 1,402,928 | |
Essity AB (B Shares) | 20,223 | 660,042 | |
Evolution Gaming Group AB (c) | 5,545 | 1,095,173 | |
Fastighets AB Balder (a) | 3,426 | 197,372 | |
H&M Hennes & Mauritz AB (B Shares) | 27,172 | 670,188 | |
Hexagon AB (B Shares) | 9,662 | 921,511 | |
Husqvarna AB (B Shares) | 12,827 | 178,566 | |
ICA Gruppen AB | 3,811 | 175,569 | |
Industrivarden AB: | |||
(A Shares) | 4,091 | 156,960 | |
(C Shares) | 4,553 | 164,360 | |
Investor AB (B Shares) | 15,744 | 1,336,991 | |
Kinnevik AB (B Shares) | 8,024 | 443,590 | |
L E Lundbergforetagen AB | 3,102 | 177,277 | |
Latour Investment AB (B Shares) | 4,877 | 149,210 | |
Lundin Petroleum AB | 6,262 | 200,608 | |
Nibe Industrier AB (B Shares) | 10,498 | 384,178 | |
Sandvik AB | 39,494 | 976,439 | |
Securitas AB (B Shares) | 12,601 | 215,014 | |
Skandinaviska Enskilda Banken AB (A Shares) | 56,511 | 725,283 | |
Skanska AB (B Shares) | 11,004 | 298,447 | |
SKF AB (B Shares) | 12,714 | 328,305 | |
Svenska Cellulosa AB SCA (B Shares) | 21,667 | 380,076 | |
Svenska Handelsbanken AB (A Shares) | 55,887 | 647,186 | |
Swedbank AB (A Shares) | 30,176 | 530,193 | |
Swedish Match Co. AB | 5,764 | 472,801 | |
Tele2 AB (B Shares) | 16,479 | 212,860 | |
Telia Co. AB | 80,527 | 333,312 | |
Volvo AB (B Shares) | 49,947 | 1,220,421 | |
TOTAL SWEDEN | 19,705,888 | ||
Switzerland - 5.6% | |||
ABB Ltd. (Reg.) | 63,817 | 2,072,915 | |
Adecco SA (Reg.) | 5,588 | 378,387 | |
Alcon, Inc. (Switzerland) | 17,167 | 1,287,642 | |
Baloise Holdings AG | 1,653 | 279,467 | |
Banque Cantonale Vaudoise | 1,282 | 130,692 | |
Barry Callebaut AG | 123 | 271,523 | |
Clariant AG (Reg.) | 6,552 | 137,138 | |
Coca-Cola HBC AG | 6,684 | 230,958 | |
Compagnie Financiere Richemont SA Series A | 18,048 | 1,852,208 | |
Credit Suisse Group AG | 85,952 | 898,437 | |
Credit Suisse Group AG rights 5/6/21 (a)(b) | 85,952 | 1 | |
Ems-Chemie Holding AG | 268 | 250,172 | |
Geberit AG (Reg.) | 1,273 | 836,911 | |
Givaudan SA | 319 | 1,335,731 | |
Julius Baer Group Ltd. | 8,041 | 506,080 | |
Kuehne & Nagel International AG | 1,811 | 541,367 | |
LafargeHolcim Ltd. (Reg.) | 18,092 | 1,115,335 | |
Lindt & Spruengli AG | 3 | 296,304 | |
Lindt & Spruengli AG (participation certificate) | 45 | 417,356 | |
Logitech International SA (Reg.) | 5,760 | 645,852 | |
Lonza Group AG | 2,597 | 1,650,950 | |
Nestle SA (Reg. S) | 99,276 | 11,846,675 | |
Novartis AG | 76,591 | 6,536,000 | |
Partners Group Holding AG | 650 | 925,267 | |
Roche Holding AG: | |||
(Bearer) | 1,946 | 675,906 | |
(participation certificate) | 23,391 | 7,629,111 | |
Schindler Holding AG: | |||
(participation certificate) | 1,365 | 388,313 | |
(Reg.) | 740 | 205,814 | |
SGS SA (Reg.) | 211 | 623,816 | |
Siemens Energy AG (a) | 14,360 | 479,948 | |
Sika AG | 4,933 | 1,471,393 | |
Sonova Holding AG Class B | 1,981 | 585,894 | |
Straumann Holding AG | 352 | 502,802 | |
Swatch Group AG (Bearer) | 912 | 279,217 | |
Swatch Group AG (Bearer) (Reg.) | 2,089 | 125,237 | |
Swiss Life Holding AG | 1,114 | 542,698 | |
Swiss Prime Site AG | 2,507 | 243,631 | |
Swiss Re Ltd. | 10,109 | 939,559 | |
Swisscom AG | 924 | 501,130 | |
Temenos Group AG | 2,236 | 328,330 | |
UBS Group AG | 127,376 | 1,942,196 | |
Vifor Pharma AG | 1,522 | 219,238 | |
Zurich Insurance Group Ltd. | 5,205 | 2,135,396 | |
TOTAL SWITZERLAND | 54,262,997 | ||
Taiwan - 4.2% | |||
Accton Technology Corp. | 17,000 | 193,451 | |
Acer, Inc. | 114,000 | 139,925 | |
Advantech Co. Ltd. | 12,798 | 163,038 | |
ASE Technology Holding Co. Ltd. | 110,500 | 461,552 | |
Asia Cement Corp. | 64,000 | 114,396 | |
ASMedia Technology, Inc. | 1,000 | 42,226 | |
ASUSTeK Computer, Inc. | 25,000 | 336,375 | |
AU Optronics Corp. (a) | 293,000 | 342,854 | |
Catcher Technology Co. Ltd. | 23,000 | 162,551 | |
Cathay Financial Holding Co. Ltd. | 283,436 | 530,460 | |
Chang Hwa Commercial Bank | 170,841 | 109,431 | |
Cheng Shin Rubber Industry Co. Ltd. | 70,000 | 135,516 | |
Chicony Electronics Co. Ltd. | 22,030 | 66,614 | |
China Development Finance Holding Corp. | 400,000 | 186,795 | |
China Life Insurance Co. Ltd. | 64,586 | 61,246 | |
China Steel Corp. | 413,000 | 580,816 | |
Chunghwa Telecom Co. Ltd. | 128,000 | 521,546 | |
Compal Electronics, Inc. | 146,000 | 130,614 | |
CTBC Financial Holding Co. Ltd. | 628,000 | 512,378 | |
Delta Electronics, Inc. | 66,000 | 714,439 | |
E.SUN Financial Holdings Co. Ltd. | 395,591 | 381,506 | |
ECLAT Textile Co. Ltd. | 7,000 | 134,264 | |
Evergreen Marine Corp. (Taiwan) (a) | 83,358 | 235,652 | |
Far Eastern Textile Ltd. | 123,000 | 146,350 | |
Far EasTone Telecommunications Co. Ltd. | 58,000 | 135,115 | |
Feng Tay Enterprise Co. Ltd. | 13,200 | 98,014 | |
First Financial Holding Co. Ltd. | 330,128 | 270,529 | |
Formosa Chemicals & Fibre Corp. | 118,000 | 383,833 | |
Formosa Petrochemical Corp. | 39,000 | 144,444 | |
Formosa Plastics Corp. | 137,000 | 519,664 | |
Foxconn Technology Co. Ltd. | 32,000 | 79,012 | |
Fubon Financial Holding Co. Ltd. | 240,000 | 551,369 | |
Giant Manufacturing Co. Ltd. | 14,000 | 178,350 | |
GlobalWafers Co. Ltd. | 7,000 | 216,425 | |
Highwealth Construction Corp. | 17,600 | 28,499 | |
HIWIN Technologies Corp. | 9,599 | 145,986 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 433,800 | 1,800,709 | |
Hotai Motor Co. Ltd. | 12,000 | 259,367 | |
Hua Nan Financial Holdings Co. Ltd. | 258,371 | 175,668 | |
Innolux Corp. | 266,000 | 286,513 | |
Inventec Corp. | 95,000 | 92,297 | |
Largan Precision Co. Ltd. | 4,000 | 445,160 | |
Lite-On Technology Corp. | 71,000 | 162,351 | |
MediaTek, Inc. | 52,000 | 2,205,046 | |
Mega Financial Holding Co. Ltd. | 378,000 | 441,643 | |
Micro-Star International Co. Ltd. | 22,000 | 145,250 | |
Nan Ya Plastics Corp. | 174,000 | 549,179 | |
Nan Ya Printed Circuit Board Corp. | 9,000 | 102,576 | |
Nanya Technology Corp. | 43,000 | 140,948 | |
Nien Made Enterprise Co. Ltd. | 6,000 | 97,048 | |
Novatek Microelectronics Corp. | 20,000 | 446,592 | |
Oneness Biotech Co. Ltd. (a) | 7,000 | 59,116 | |
Pegatron Corp. | 73,000 | 192,263 | |
Phison Electronics Corp. | 5,000 | 108,069 | |
Pou Chen Corp. | 70,000 | 89,175 | |
Powertech Technology, Inc. | 26,000 | 103,739 | |
President Chain Store Corp. | 19,000 | 184,255 | |
Quanta Computer, Inc. | 102,000 | 359,163 | |
Realtek Semiconductor Corp. | 17,000 | 323,636 | |
Ruentex Development Co. Ltd. | 25,500 | 48,454 | |
Shin Kong Financial Holding Co. Ltd. | 362,953 | 131,180 | |
Sinopac Holdings Co. | 347,100 | 165,197 | |
Synnex Technology International Corp. | 49,000 | 97,667 | |
Taishin Financial Holdings Co. Ltd. | 319,193 | 161,053 | |
Taiwan Business Bank | 216,826 | 79,142 | |
Taiwan Cement Corp. | 173,535 | 323,535 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 304,470 | 233,160 | |
Taiwan High Speed Rail Corp. | 83,000 | 93,410 | |
Taiwan Mobile Co. Ltd. | 54,000 | 193,237 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 852,000 | 17,935,090 | |
The Shanghai Commercial & Savings Bank Ltd. | 104,899 | 163,101 | |
Unified-President Enterprises Corp. | 173,000 | 464,924 | |
Unimicron Technology Corp. | 42,000 | 172,840 | |
United Microelectronics Corp. | 411,000 | 819,392 | |
Vanguard International Semiconductor Corp. | 30,000 | 128,288 | |
Walsin Technology Corp. | 10,000 | 86,778 | |
Win Semiconductors Corp. | 12,000 | 157,381 | |
Winbond Electronics Corp. | 108,000 | 137,971 | |
Wistron Corp. | 100,763 | 117,908 | |
Wiwynn Corp. | 2,629 | 85,987 | |
WPG Holding Co. Ltd. | 55,400 | 102,097 | |
Yageo Corp. | 13,396 | 260,298 | |
Yuanta Financial Holding Co. Ltd. | 340,080 | 316,410 | |
TOTAL TAIWAN | 40,399,498 | ||
Thailand - 0.5% | |||
Advanced Info Service PCL (For. Reg.) | 35,400 | 194,331 | |
Airports of Thailand PCL (For. Reg.) | 171,900 | 342,144 | |
Asset World Corp. PCL | 326,600 | 49,907 | |
B. Grimm Power PCL (For. Reg.) | 25,000 | 34,310 | |
Bangkok Bank PCL (For. Reg.) | 16,800 | 65,528 | |
Bangkok Commercial Asset Management PCL | 58,300 | 38,555 | |
Bangkok Dusit Medical Services PCL: | |||
unit | 36,400 | 25,357 | |
(For. Reg.) | 292,100 | 203,485 | |
Bangkok Expressway and Metro PCL | 178,100 | 45,740 | |
Berli Jucker PCL (For. Reg) | 29,100 | 33,164 | |
BTS Group Holdings PCL: | |||
unit | 37,800 | 10,861 | |
(For. Reg.) | 187,100 | 53,757 | |
Bumrungrad Hospital PCL (For. Reg.) | 12,900 | 55,493 | |
Central Pattana PCL (For. Reg.) | 78,200 | 131,170 | |
Central Retail Corp. PCL | 101,817 | 114,401 | |
Charoen Pokphand Foods PCL: | |||
unit | 23,800 | 22,157 | |
(For. Reg.) | 110,100 | 102,501 | |
CP ALL PCL (For. Reg.) | 166,500 | 334,069 | |
Delta Electronics PCL (For. Reg.) | 10,100 | 114,780 | |
Electricity Generating PCL (For. Reg.) | 6,900 | 39,096 | |
Energy Absolute PCL (For. Reg.) | 66,300 | 129,833 | |
Global Power Synergy Public Co. Ltd. | 24,100 | 56,285 | |
Gulf Energy Development PCL (For. Reg.) | 78,600 | 87,053 | |
Home Product Center PCL (For. Reg.) | 208,400 | 94,332 | |
Indorama Ventures PCL (For. Reg.) | 76,800 | 118,344 | |
Intouch Holdings PCL: | |||
(For. Reg.) | 60,000 | 122,793 | |
NVDR | 37,100 | 75,927 | |
Kasikornbank PCL (For. Reg.) | 62,300 | 264,000 | |
Krung Thai Bank PCL (For. Reg.) | 95,600 | 34,680 | |
Krungthai Card PCL (For. Reg.) | 32,600 | 79,799 | |
Land & House PCL (For. Reg.) | 249,000 | 69,144 | |
Minor International PCL: | |||
unit | 21,500 | 20,706 | |
warrants 9/30/21 (a) | 1,750 | 38 | |
warrants 7/31/23 (a) | 4,385 | 1,408 | |
(For. Reg.) | 107,780 | 103,801 | |
Muangthai Leasing PCL | 28,400 | 58,350 | |
Osotspa PCL | 17,500 | 20,084 | |
PTT Exploration and Production PCL (For. Reg.) | 42,600 | 162,742 | |
PTT Global Chemical PCL: | |||
(For. Reg.) | 71,600 | 155,727 | |
NVDR | 28,800 | 62,639 | |
PTT Oil & Retail Business PCL NVDR unit | 97,500 | 95,465 | |
PTT PCL: | |||
(For. Reg.) | 388,200 | 498,491 | |
NVDR | 55,300 | 71,011 | |
Ratchaburi Electric Generating Holding PCL (For. Reg.) | 15,300 | 24,804 | |
Siam Cement PCL (For. Reg.) | 26,200 | 388,584 | |
Siam Commercial Bank PCL (For. Reg.) | 33,400 | 112,584 | |
Sri Trang Gloves Thailand PCL | 23,800 | 33,809 | |
Srisawad Corp. PCL: | |||
warrants 8/29/25 (a) | 712 | 464 | |
(For. Reg.) | 26,600 | 71,090 | |
Thai Oil PCL (For. Reg.) | 33,900 | 64,481 | |
Thai Union Frozen Products PCL (For. Reg.) | 95,300 | 46,197 | |
Total Access Communication PCL (For. Reg.) | 43,000 | 45,209 | |
True Corp. PCL (For. Reg.) | 278,900 | 29,188 | |
TOTAL THAILAND | 5,209,868 | ||
Turkey - 0.1% | |||
Akbank TAS | 90,142 | 53,135 | |
Aselsan A/S | 16,534 | 29,957 | |
Bim Birlesik Magazalar A/S JSC | 18,456 | 144,906 | |
Eregli Demir ve Celik Fabrikalari T.A.S. | 53,920 | 124,009 | |
Ford Otomotiv Sanayi A/S | 2,467 | 52,387 | |
Haci Omer Sabanci Holding A/S | 31,895 | 31,168 | |
Koc Holding A/S | 21,454 | 47,450 | |
Turk Hava Yollari AO (a) | 12,855 | 18,990 | |
Turk Sise ve Cam Fabrikalari A/S | 35,205 | 31,936 | |
Turkcell Iletisim Hizmet A/S | 51,846 | 92,936 | |
Turkiye Garanti Bankasi A/S | 66,316 | 57,755 | |
Turkiye Is Bankasi A/S Series C | 46,064 | 27,097 | |
Turkiye Petrol Rafinerileri A/S (a) | 3,539 | 37,511 | |
Yapi ve Kredi Bankasi A/S | 92,504 | 23,465 | |
TOTAL TURKEY | 772,702 | ||
United Arab Emirates - 0.2% | |||
Abu Dhabi Commercial Bank PJSC | 113,794 | 194,244 | |
Aldar Properties PJSC | 114,889 | 109,786 | |
Dubai Islamic Bank Pakistan Ltd. | 49,352 | 59,790 | |
Emaar Malls Group PJSC (a) | 85,883 | 43,022 | |
Emaar Properties PJSC (a) | 98,862 | 100,392 | |
Emirates NBD Bank PJSC | 79,619 | 269,866 | |
Emirates Telecommunications Corp. | 57,342 | 330,644 | |
First Abu Dhabi Bank PJSC | 99,072 | 384,081 | |
TOTAL UNITED ARAB EMIRATES | 1,491,825 | ||
United Kingdom - 8.2% | |||
3i Group PLC | 34,484 | 610,541 | |
Admiral Group PLC | 6,465 | 279,372 | |
Anglo American PLC (United Kingdom) | 42,714 | 1,810,998 | |
Antofagasta PLC | 12,984 | 334,513 | |
Ashtead Group PLC | 15,559 | 999,396 | |
Associated British Foods PLC | 12,647 | 403,118 | |
AstraZeneca PLC (United Kingdom) | 45,438 | 4,836,601 | |
Auto Trader Group PLC (a)(c) | 31,704 | 249,593 | |
Aveva Group PLC | 3,869 | 185,946 | |
Aviva PLC | 135,823 | 750,876 | |
BAE Systems PLC | 113,668 | 793,998 | |
Barclays PLC | 604,508 | 1,463,496 | |
Barratt Developments PLC | 36,346 | 387,510 | |
Berkeley Group Holdings PLC | 4,172 | 266,596 | |
BHP Group PLC | 73,109 | 2,201,664 | |
BP PLC | 666,925 | 2,791,982 | |
BP PLC sponsored ADR | 6,861 | 172,623 | |
British American Tobacco PLC (United Kingdom) | 79,426 | 2,946,971 | |
British Land Co. PLC | 27,808 | 199,088 | |
BT Group PLC (a) | 314,785 | 717,093 | |
Bunzl PLC | 11,096 | 356,593 | |
Burberry Group PLC (a) | 13,369 | 380,528 | |
Coca-Cola European Partners PLC | 6,739 | 382,910 | |
Compass Group PLC (a) | 62,091 | 1,350,745 | |
Croda International PLC | 4,832 | 451,378 | |
Diageo PLC | 80,509 | 3,614,163 | |
Direct Line Insurance Group PLC | 46,363 | 182,548 | |
Evraz PLC | 15,239 | 135,198 | |
Fresnillo PLC | 5,148 | 58,555 | |
GlaxoSmithKline PLC | 173,461 | 3,205,519 | |
Halma PLC | 12,609 | 450,666 | |
Hargreaves Lansdown PLC | 10,441 | 247,944 | |
Hikma Pharmaceuticals PLC | 6,472 | 218,091 | |
HSBC Holdings PLC (United Kingdom) | 705,204 | 4,403,092 | |
Imperial Brands PLC | 32,967 | 686,351 | |
Informa PLC (a) | 52,895 | 410,691 | |
InterContinental Hotel Group PLC (a) | 5,868 | 416,998 | |
Intertek Group PLC | 5,378 | 455,887 | |
J Sainsbury PLC | 58,059 | 190,594 | |
JD Sports Fashion PLC (a) | 17,279 | 219,159 | |
Johnson Matthey PLC | 6,463 | 290,086 | |
Kingfisher PLC | 73,999 | 365,308 | |
Land Securities Group PLC | 26,169 | 260,502 | |
Legal & General Group PLC | 211,759 | 796,633 | |
Lloyds Banking Group PLC | 2,456,747 | 1,540,577 | |
London Stock Exchange Group PLC | 10,996 | 1,123,766 | |
M&G PLC | 88,831 | 266,584 | |
Melrose Industries PLC | 163,101 | 366,933 | |
Mondi PLC | 15,701 | 426,088 | |
Mondi PLC | 1,237 | 33,663 | |
National Grid PLC | 122,070 | 1,538,760 | |
NatWest Group PLC | 159,027 | 431,781 | |
Next PLC (a) | 4,641 | 500,066 | |
NMC Health PLC (a) | 2,259 | 813 | |
Ocado Group PLC (a) | 17,000 | 492,331 | |
Pearson PLC | 26,697 | 306,270 | |
Persimmon PLC | 11,187 | 483,888 | |
Phoenix Group Holdings PLC | 35,717 | 350,912 | |
Prudential PLC | 90,567 | 1,917,691 | |
Reckitt Benckiser Group PLC | 24,558 | 2,186,587 | |
RELX PLC: | |||
rights (a)(e) | 66,189 | 30,531 | |
(London Stock Exchange) | 66,189 | 1,718,057 | |
Rentokil Initial PLC | 64,772 | 447,625 | |
Rio Tinto PLC | 38,825 | 3,251,876 | |
Rolls-Royce Holdings PLC | 295,866 | 427,483 | |
Royal Dutch Shell PLC: | |||
Class A (United Kingdom) | 143,203 | 2,694,547 | |
Class B (United Kingdom) | 128,206 | 2,294,076 | |
RSA Insurance Group PLC | 34,387 | 324,073 | |
Sage Group PLC | 37,924 | 334,152 | |
Schroders PLC | 4,410 | 219,743 | |
Segro PLC | 39,294 | 545,654 | |
Severn Trent PLC | 7,496 | 256,428 | |
Smith & Nephew PLC | 29,541 | 639,378 | |
Smiths Group PLC | 13,332 | 299,290 | |
Spirax-Sarco Engineering PLC | 2,602 | 424,571 | |
SSE PLC | 37,256 | 755,321 | |
St. James's Place Capital PLC | 17,685 | 332,531 | |
Standard Chartered PLC (United Kingdom) | 95,140 | 682,719 | |
Standard Life PLC | 77,705 | 297,798 | |
Taylor Wimpey PLC | 129,707 | 321,721 | |
Tesco PLC | 268,726 | 820,304 | |
Unilever PLC | 90,721 | 5,314,175 | |
United Utilities Group PLC | 22,826 | 305,316 | |
Vodafone Group PLC | 899,759 | 1,698,026 | |
Vodafone Group PLC sponsored ADR | 3,101 | 58,764 | |
Whitbread PLC (a) | 7,123 | 319,119 | |
WM Morrison Supermarkets PLC | 80,087 | 192,285 | |
TOTAL UNITED KINGDOM | 78,904,387 | ||
United States of America - 0.1% | |||
DouYu International Holdings Ltd. ADR (a) | 2,837 | 25,845 | |
Li Auto, Inc. ADR (a) | 5,747 | 113,446 | |
NICE Systems Ltd. sponsored ADR (a) | 62 | 14,956 | |
Southern Copper Corp. | 3,497 | 242,727 | |
Yum China Holdings, Inc. | 13,506 | 849,798 | |
TOTAL UNITED STATES OF AMERICA | 1,246,772 | ||
TOTAL COMMON STOCKS | |||
(Cost $776,779,839) | 915,471,796 | ||
Nonconvertible Preferred Stocks - 1.1% | |||
Brazil - 0.4% | |||
Alpargatas SA (PN) (a) | 5,000 | 36,570 | |
Banco Bradesco SA (PN) | 177,714 | 780,272 | |
Bradespar SA (PN) | 6,800 | 88,892 | |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 7,755 | 52,794 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 26,804 | 68,292 | |
Companhia Paranaense de Energia-COPEL (PN-B) | 29,000 | 33,420 | |
Gerdau SA | 34,900 | 213,433 | |
Itau Unibanco Holding SA | 171,650 | 869,934 | |
Itausa-Investimentos Itau SA (PN) | 197,947 | 366,592 | |
Lojas Americanas SA (PN) | 32,083 | 123,204 | |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | 168,000 | 730,509 | |
TOTAL BRAZIL | 3,363,912 | ||
Chile - 0.0% | |||
Embotelladora Andina SA Class B | 9,246 | 22,051 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (a) | 5,439 | 286,586 | |
TOTAL CHILE | 308,637 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 13,123 | 97,899 | |
Germany - 0.4% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 2,323 | 190,471 | |
Fuchs Petrolub AG | 2,363 | 125,966 | |
Henkel AG & Co. KGaA | 5,741 | 659,566 | |
Porsche Automobil Holding SE (Germany) | 5,335 | 562,397 | |
Sartorius AG (non-vtg.) | 1,245 | 702,299 | |
Volkswagen AG | 6,432 | 1,675,713 | |
TOTAL GERMANY | 3,916,412 | ||
Korea (South) - 0.3% | |||
AMOREPACIFIC Corp. | 487 | 38,759 | |
Hyundai Motor Co. | 1,127 | 107,330 | |
Hyundai Motor Co. Series 2 | 2,402 | 227,682 | |
LG Chemical Ltd. | 817 | 325,476 | |
LG Household & Health Care Ltd. | 89 | 56,984 | |
Samsung Electronics Co. Ltd. | 29,262 | 1,918,039 | |
TOTAL KOREA (SOUTH) | 2,674,270 | ||
Russia - 0.0% | |||
Surgutneftegas OJSC | 301,100 | 171,534 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $9,389,366) | 10,532,664 | ||
Principal Amount | Value | ||
Government Obligations - 0.3% | |||
United States of America - 0.3% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $2,999,964)(f) | 3,000,000 | 2,999,999 | |
Shares | Value | ||
Money Market Funds - 3.5% | |||
Fidelity Cash Central Fund 0.04% (g) | 27,653,379 | 27,658,910 | |
Fidelity Securities Lending Cash Central Fund 0.04% (g)(h) | 6,144,706 | 6,145,321 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $33,804,230) | 33,804,231 | ||
TOTAL INVESTMENT IN SECURITIES - 100.2% | |||
(Cost $822,973,399) | 962,808,690 | ||
NET OTHER ASSETS (LIABILITIES) - (0.2)% | (1,473,848) | ||
NET ASSETS - 100% | $961,334,842 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 197 | June 2021 | $22,251,150 | $244,758 | $244,758 |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 163 | June 2021 | 10,893,290 | 108,415 | 108,415 |
TME S&P/TSX 60 Index Contracts (Canada) | 13 | June 2021 | 2,401,692 | 23,096 | 23,096 |
TOTAL FUTURES CONTRACTS | $376,269 |
The notional amount of futures purchased as a percentage of Net Assets is 3.7%
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 $26,294,579 or 2.7% of net assets.
(d) Security or a portion of the security is on loan at period end.
(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(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 $2,162,999.
(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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $9,474 |
Fidelity Securities Lending Cash Central Fund | 5,102 |
Total | $14,576 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $65,349,897 | $30,612,026 | $34,737,871 | $-- |
Consumer Discretionary | 125,622,322 | 92,833,880 | 32,684,697 | 103,745 |
Consumer Staples | 77,999,078 | 42,892,469 | 35,106,609 | -- |
Energy | 40,490,439 | 23,714,880 | 16,775,559 | -- |
Financials | 174,715,110 | 128,868,560 | 45,813,721 | 32,829 |
Health Care | 82,809,370 | 40,876,386 | 41,932,984 | -- |
Industrials | 107,735,175 | 77,135,076 | 30,220,242 | 379,857 |
Information Technology | 120,275,279 | 73,573,338 | 46,701,868 | 73 |
Materials | 78,266,978 | 59,543,678 | 18,723,300 | -- |
Real Estate | 24,000,789 | 23,965,046 | 35,743 | -- |
Utilities | 28,740,023 | 19,971,437 | 8,768,586 | -- |
Government Obligations | 2,999,999 | -- | 2,999,999 | -- |
Money Market Funds | 33,804,231 | 33,804,231 | -- | -- |
Total Investments in Securities: | $962,808,690 | $647,791,007 | $314,501,179 | $516,504 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $376,269 | $376,269 | $-- | $-- |
Total Assets | $376,269 | $376,269 | $-- | $-- |
Total Derivative Instruments: | $376,269 | $376,269 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $376,269 | $0 |
Total Equity Risk | 376,269 | 0 |
Total Value of Derivatives | $376,269 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $5,839,028) — See accompanying schedule: Unaffiliated issuers (cost $789,169,169) | $929,004,459 | |
Fidelity Central Funds (cost $33,804,230) | 33,804,231 | |
Total Investment in Securities (cost $822,973,399) | $962,808,690 | |
Cash | 49 | |
Foreign currency held at value (cost $1,607,165) | 1,605,718 | |
Receivable for investments sold | 105,551 | |
Receivable for fund shares sold | 2,627,028 | |
Dividends receivable | 3,009,225 | |
Distributions receivable from Fidelity Central Funds | 1,752 | |
Other receivables | 430 | |
Total assets | 970,158,443 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $156,271 | |
Delayed delivery | 76,212 | |
Payable for fund shares redeemed | 1,304,212 | |
Payable for daily variation margin on futures contracts | 467,027 | |
Other payables and accrued expenses | 674,800 | |
Collateral on securities loaned | 6,145,079 | |
Total liabilities | 8,823,601 | |
Net Assets | $961,334,842 | |
Net Assets consist of: | ||
Paid in capital | $823,825,482 | |
Total accumulated earnings (loss) | 137,509,360 | |
Net Assets | $961,334,842 | |
Net Asset Value, offering price and redemption price per share ($961,334,842 ÷ 69,636,737 shares) | $13.80 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $9,906,820 | |
Interest | 810 | |
Income from Fidelity Central Funds (including $5,102 from security lending) | 14,576 | |
Income before foreign taxes withheld | 9,922,206 | |
Less foreign taxes withheld | (1,035,460) | |
Total income | 8,886,746 | |
Expenses | ||
Independent trustees' fees and expenses | $1,064 | |
Total expenses before reductions | 1,064 | |
Expense reductions | (1) | |
Total expenses after reductions | 1,063 | |
Net investment income (loss) | 8,885,683 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of foreign taxes of $4,524) | (3,277,761) | |
Fidelity Central Funds | (219) | |
Foreign currency transactions | (36,776) | |
Futures contracts | 3,195,455 | |
Total net realized gain (loss) | (119,301) | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $530,404) | 152,811,331 | |
Fidelity Central Funds | 1 | |
Assets and liabilities in foreign currencies | 17,418 | |
Futures contracts | 1,191,825 | |
Total change in net unrealized appreciation (depreciation) | 154,020,575 | |
Net gain (loss) | 153,901,274 | |
Net increase (decrease) in net assets resulting from operations | $162,786,957 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $8,885,683 | $11,378,734 |
Net realized gain (loss) | (119,301) | (7,448,905) |
Change in net unrealized appreciation (depreciation) | 154,020,575 | (7,386,219) |
Net increase (decrease) in net assets resulting from operations | 162,786,957 | (3,456,390) |
Distributions to shareholders | (10,454,288) | (10,024,220) |
Share transactions | ||
Proceeds from sales of shares | 362,225,876 | 386,505,924 |
Reinvestment of distributions | 7,447,910 | 6,979,662 |
Cost of shares redeemed | (135,791,970) | (183,471,990) |
Net increase (decrease) in net assets resulting from share transactions | 233,881,816 | 210,013,596 |
Total increase (decrease) in net assets | 386,214,485 | 196,532,986 |
Net Assets | ||
Beginning of period | 575,120,357 | 378,587,371 |
End of period | $961,334,842 | $575,120,357 |
Other Information | ||
Shares | ||
Sold | 27,266,230 | 35,972,994 |
Issued in reinvestment of distributions | 587,374 | 607,455 |
Redeemed | (10,325,490) | (17,142,013) |
Net increase (decrease) | 17,528,114 | 19,438,436 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Flex International Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 A | |
Selected Per–Share Data | |||||
Net asset value, beginning of period | $11.04 | $11.59 | $10.60 | $11.79 | $10.00 |
Income from Investment Operations | |||||
Net investment income (loss)B | .15 | .27 | .37 | .36 | .19 |
Net realized and unrealized gain (loss) | 2.81 | (.52) | .81 | (1.35) | 1.60 |
Total from investment operations | 2.96 | (.25) | 1.18 | (.99) | 1.79 |
Distributions from net investment income | (.20) | (.30) | (.19) | (.15) | – |
Distributions from net realized gain | – | – | – | (.05) | – |
Total distributions | (.20) | (.30) | (.19) | (.20) | – |
Net asset value, end of period | $13.80 | $11.04 | $11.59 | $10.60 | $11.79 |
Total ReturnC,D | 26.92% | (2.24)% | 11.40% | (8.53)% | 17.90% |
Ratios to Average Net AssetsE,F | |||||
Expenses before reductionsG | - %H | -% | -% | -% | - %H |
Expenses net of fee waivers, if anyG | - %H | -% | -% | -% | - %H |
Expenses net of all reductionsG | - %H | -% | -% | -% | - %H |
Net investment income (loss) | 2.26%H | 2.46% | 3.35% | 3.13% | 2.64%H |
Supplemental Data | |||||
Net assets, end of period (000 omitted) | $961,335 | $575,120 | $378,587 | $244,871 | $7,993 |
Portfolio turnover rateI | 4%H | 4% | 4% | 4%J | 18%H |
A For the period March 9, 2017 (commencement of operations) to October 31, 2017.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
G Amount represents less than .005%.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
J Portfolio turnover rate excludes securities received or delivered in-kind.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity Flex International Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund is available only to certain fee-based accounts and advisory programs offered by Fidelity. The Fund's investments in emerging markets can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. The Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on the Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, passive foreign investment companies (PFIC), capital loss carryforwards, partnerships and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $182,492,579 |
Gross unrealized depreciation | (44,992,464) |
Net unrealized appreciation (depreciation) | $137,500,115 |
Tax cost | $825,684,844 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(1,702,392) |
Long-term | (5,512,060) |
Total capital loss carryforward | $(7,214,452) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity Flex International Index Fund | 240,973,450 | 13,342,627 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services and the Fund does not pay any fees for these services. Under the management contract, the investment adviser or an affiliate pays all other expenses of the Fund, excluding fees and expenses of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities through a lending agent from time to time in order to earn additional income. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. The Fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds.
Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Flex International Index Fund | $– | $– |
9. Expense Reductions.
Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $1.
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity Flex International Index Fund | - %-C | |||
Actual | $1,000.00 | $1,269.20 | $--D | |
Hypothetical-E | $1,000.00 | $1,024.79 | $--D |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C Amount represents less than .005%.
D Amount represents less than $.005.
E 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
ZEI-SANN-0621
1.9881634.104
Fidelity® Total International Index Fund
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 1.7 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 1.5 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 1.4 |
Nestle SA (Reg. S) (Switzerland, Food Products) | 1.1 |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 1.1 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 0.9 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 0.7 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 0.7 |
Novartis AG (Switzerland, Pharmaceuticals) | 0.6 |
Toyota Motor Corp. (Japan, Automobiles) | 0.5 |
10.2 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 19.7 |
Consumer Discretionary | 13.4 |
Information Technology | 12.3 |
Industrials | 11.7 |
Materials | 9.0 |
Health Care | 9.0 |
Consumer Staples | 8.0 |
Communication Services | 6.7 |
Energy | 4.3 |
Real Estate | 2.0 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 15.2% | |
United Kingdom�� | 8.8% | |
Cayman Islands | 7.1% | |
Canada | 6.8% | |
France | 5.9% | |
Switzerland | 5.5% | |
Germany | 5.5% | |
Australia | 4.5% | |
Taiwan | 4.4% | |
Other* | 36.3% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 97.8% | |||
Shares | Value | ||
Argentina - 0.0% | |||
Banco Macro SA sponsored ADR (a)(b) | 12,515 | $167,326 | |
Central Puerto SA sponsored ADR (a)(b) | 22,701 | 48,126 | |
Grupo Financiero Galicia SA sponsored ADR | 27,761 | 207,930 | |
Pampa Holding SA sponsored ADR (a)(b) | 11,267 | 151,203 | |
Telecom Argentina SA Class B sponsored ADR (b) | 33,924 | 157,068 | |
Transportadora de Gas del Sur SA Class B sponsored ADR (a)(b) | 20,041 | 90,986 | |
YPF SA Class D sponsored ADR (a) | 37,887 | 143,213 | |
TOTAL ARGENTINA | 965,852 | ||
Australia - 4.5% | |||
Abacus Property Group unit | 107,655 | 251,284 | |
Accent Group Ltd. | 71,378 | 161,659 | |
Adbri Ltd. | 107,008 | 265,436 | |
Afterpay Ltd. (a) | 49,195 | 4,458,625 | |
AGL Energy Ltd. | 147,705 | 1,016,096 | |
ALS Ltd. | 115,948 | 941,439 | |
Altium Ltd. | 26,929 | 615,082 | |
Alumina Ltd. | 566,223 | 754,609 | |
AMP Ltd. | 828,260 | 711,426 | |
Ampol Ltd. | 54,886 | 1,081,982 | |
Ansell Ltd. | 29,957 | 975,250 | |
AP Eagers Ltd. | 35,290 | 425,727 | |
APA Group unit | 259,520 | 2,005,210 | |
Appen Ltd. | 26,037 | 314,102 | |
ARB Corp. Ltd. | 16,703 | 503,492 | |
Aristocrat Leisure Ltd. | 129,940 | 3,720,690 | |
ASX Ltd. | 43,345 | 2,436,862 | |
Atlas Arteria Ltd. unit | 219,856 | 1,022,971 | |
Aub Group Ltd. | 26,473 | 416,027 | |
Aurizon Holdings Ltd. | 414,892 | 1,198,545 | |
AusNet Services | 466,473 | 680,963 | |
Austal Ltd. | 67,275 | 124,899 | |
Australia & New Zealand Banking Group Ltd. | 642,128 | 14,216,623 | |
Australian Agricultural Co. Ltd. (a) | 71,591 | 63,423 | |
Bank of Queensland Ltd. | 130,203 | 904,723 | |
Bapcor Ltd. | 80,351 | 477,856 | |
Beach Energy Ltd. | 427,038 | 419,435 | |
Bega Cheese Ltd. | 114,275 | 562,523 | |
Bellevue Gold Ltd. (a) | 214,402 | 155,255 | |
Bendigo & Adelaide Bank Ltd. | 123,310 | 981,266 | |
BHP Billiton Ltd. | 670,547 | 24,405,145 | |
Bingo Industries Ltd. | 85,731 | 225,206 | |
Blackmores Ltd. | 3,391 | 187,142 | |
BlueScope Steel Ltd. | 117,803 | 1,962,005 | |
Boral Ltd. | 288,347 | 1,377,194 | |
Brambles Ltd. | 332,140 | 2,660,986 | |
Bravura Solutions Ltd. | 79,591 | 172,902 | |
Breville Group Ltd. | 26,494 | 532,080 | |
Brickworks Ltd. | 18,329 | 286,631 | |
BWP Trust | 107,908 | 343,314 | |
Carsales.com Ltd. | 57,319 | 878,257 | |
Centuria Industrial REIT | 138,699 | 371,827 | |
Centuria Office REIT unit | 155,585 | 263,681 | |
Chalice Mining Ltd. (a) | 67,080 | 356,558 | |
Challenger Ltd. | 131,741 | 518,597 | |
Champion Iron Ltd. (a) | 70,967 | 372,299 | |
Charter Hall Group unit | 110,795 | 1,194,913 | |
Charter Hall Long Wale REIT unit | 161,123 | 606,952 | |
Charter Hall Retail REIT | 143,633 | 411,609 | |
Charter Hall Social Infrastruc | 97,614 | 244,390 | |
Cimic Group Ltd. | 19,453 | 290,721 | |
Cleanaway Waste Management Ltd. | 453,902 | 996,541 | |
Clinuvel Pharmaceuticals Ltd. | 9,919 | 222,203 | |
Coca-Cola Amatil Ltd. | 110,485 | 1,111,479 | |
Cochlear Ltd. | 15,246 | 2,613,208 | |
Codan Ltd. | 40,215 | 553,606 | |
Coles Group Ltd. | 303,750 | 3,818,779 | |
Collins Foods Ltd. | 30,692 | 268,828 | |
Commonwealth Bank of Australia | 400,997 | 27,505,172 | |
Computershare Ltd. | 132,663 | 1,443,021 | |
Cooper Energy Ltd. (a) | 310,278 | 58,561 | |
Corporate Travel Management Ltd. | 24,251 | 345,799 | |
Costa Group Holdings Ltd. | 84,810 | 304,454 | |
Credit Corp. Group Ltd. | 18,159 | 406,094 | |
Cromwell Property Group unit | 311,525 | 209,985 | |
Crown Ltd. | 83,615 | 787,125 | |
CSL Ltd. | 103,767 | 21,675,692 | |
CSR Ltd. | 113,292 | 521,029 | |
De Grey Mining Ltd. (a) | 226,970 | 255,276 | |
Deterra Royalties Ltd. | 113,732 | 382,871 | |
DEXUS Property Group unit | 246,604 | 1,932,009 | |
Domain Holdings Australia Ltd. (a) | 83,048 | 324,998 | |
Dominos Pizza Enterprises Ltd. | 13,464 | 1,106,173 | |
Downer EDI Ltd. | 154,856 | 671,621 | |
Elders Ltd. | 36,794 | 344,950 | |
EML Payments Ltd. (a) | 70,842 | 311,613 | |
Evolution Mining Ltd. | 379,599 | 1,353,924 | |
Flight Centre Travel Group Ltd. | 32,866 | 424,082 | |
Fortescue Metals Group Ltd. | 387,069 | 6,735,855 | |
G8 Education Ltd. | 297,462 | 229,150 | |
GDI Property Group unit | 141,746 | 116,292 | |
Genworth Mortgage Insurance Ltd. (a) | 106,265 | 224,300 | |
Gold Road Resources Ltd. | 192,155 | 189,474 | |
Goodman Group unit | 375,271 | 5,466,692 | |
GrainCorp Ltd. | 66,940 | 262,993 | |
Growthpoint Properties Australia Ltd. | 63,027 | 181,588 | |
GUD Holdings Ltd. | 20,904 | 214,980 | |
GWA Group Ltd. | 43,695 | 100,645 | |
Harvey Norman Holdings Ltd. | 146,855 | 596,194 | |
Healius Ltd. | 123,946 | 395,295 | |
HUB24 Ltd. | 13,142 | 255,933 | |
IDP Education Ltd. | 36,792 | 643,947 | |
IGO Ltd. | 154,500 | 891,453 | |
Iluka Resources Ltd. | 94,165 | 561,460 | |
Incitec Pivot Ltd. (a) | 470,138 | 959,753 | |
Ingenia Communities Group unit | 98,304 | 399,846 | |
Inghams Group Ltd. | 88,689 | 223,412 | |
Insurance Australia Group Ltd. | 563,642 | 2,127,588 | |
Invocare Ltd. | 30,854 | 268,583 | |
IOOF Holdings Ltd. | 145,163 | 408,166 | |
IPH Ltd. | 58,840 | 320,918 | |
Iress Ltd. | 43,303 | 336,253 | |
Irongate Group | 155,589 | 167,202 | |
JB Hi-Fi Ltd. | 28,114 | 1,002,315 | |
Jumbo Interactive Ltd. | 13,442 | 145,799 | |
Kogan.Com Ltd. | 17,758 | 151,573 | |
Lendlease Group unit | 155,105 | 1,518,656 | |
Link Administration Holdings Ltd. | 123,479 | 473,708 | |
Lovisa Holdings Ltd. | 15,484 | 174,627 | |
Lynas Rare Earths Ltd. (a) | 217,763 | 922,646 | |
Macquarie Group Ltd. | 77,938 | 9,635,745 | |
Magellan Financial Group Ltd. | 29,217 | 1,091,605 | |
Mayne Pharma Group Ltd. (a) | 356,519 | 111,231 | |
McMillan Shakespeare Ltd. | 26,456 | 226,222 | |
Medibank Private Ltd. | 638,806 | 1,515,681 | |
Megaport Ltd. (a) | 29,017 | 321,440 | |
Mesoblast Ltd. (a)(b) | 109,811 | 166,851 | |
Metcash Ltd. | 261,448 | 714,993 | |
Mineral Resources Ltd. | 37,174 | 1,367,416 | |
Mirvac Group unit | 896,263 | 1,857,273 | |
Monadelphous Group Ltd. | 24,351 | 239,175 | |
Nanosonics Ltd. (a) | 77,091 | 358,104 | |
National Australia Bank Ltd. | 739,253 | 15,182,431 | |
National Storage (REIT) unit | 221,447 | 342,889 | |
Nearmap Ltd. (a) | 111,209 | 182,477 | |
Netwealth Group Ltd. | 23,696 | 271,805 | |
New Hope Corp. Ltd. | 80,267 | 72,036 | |
Newcrest Mining Ltd. | 186,229 | 3,804,599 | |
NEXTDC Ltd. (a) | 100,775 | 899,755 | |
NIB Holdings Ltd. | 101,450 | 482,979 | |
Nickel Mines Ltd. | 287,905 | 252,838 | |
Nine Entertainment Co. Holdings Ltd. | 364,718 | 800,737 | |
Northern Star Resources Ltd. | 254,252 | 2,058,520 | |
NRW Holdings Ltd. | 83,436 | 125,015 | |
Nufarm Ltd. (a) | 65,106 | 262,308 | |
Omni Bridgeway Ltd. | 65,850 | 190,228 | |
oOh!media Ltd. | 157,597 | 207,602 | |
Orica Ltd. | 91,361 | 954,352 | |
Origin Energy Ltd. | 395,498 | 1,267,435 | |
Orocobre Ltd. (a) | 75,367 | 391,898 | |
Orora Ltd. | 241,387 | 591,329 | |
OZ Minerals Ltd. | 79,240 | 1,461,358 | |
Pendal Group Ltd. | 56,198 | 319,063 | |
Perenti Global Ltd. | 185,846 | 156,051 | |
Perpetual Trustees Australia Ltd. | 15,768 | 420,889 | |
Perseus Mining Ltd. (Australia) (a) | 274,154 | 258,713 | |
Pilbara Minerals Ltd. (a) | 427,275 | 375,232 | |
Platinum Asset Management Ltd. | 68,712 | 249,840 | |
PointsBet Holdings Ltd. (a) | 40,183 | 420,988 | |
PolyNovo Ltd. (a) | 131,579 | 304,086 | |
Premier Investments Ltd. | 20,736 | 419,956 | |
Pro Medicus Ltd. | 10,259 | 373,102 | |
Qantas Airways Ltd. | 179,887 | 685,951 | |
QBE Insurance Group Ltd. | 338,119 | 2,568,234 | |
Qube Holdings Ltd. | 411,516 | 954,204 | |
Ramelius Resources Ltd. | 184,610 | 241,764 | |
Ramsay Health Care Ltd. | 41,196 | 2,136,423 | |
REA Group Ltd. | 12,332 | 1,504,318 | |
Redbubble Ltd. (a) | 57,816 | 182,608 | |
Regis Resources Ltd. | 182,926 | 366,384 | |
Regis Resources Ltd. rights 5/5/21 (a) | 36,800 | 0 | |
Reliance Worldwide Corp. Ltd. | 196,700 | 747,032 | |
Resolute Mng Ltd. (a) | 272,558 | 101,833 | |
Rio Tinto Ltd. | 84,127 | 7,851,396 | |
Sandfire Resources NL | 39,444 | 204,192 | |
Santos Ltd. | 434,411 | 2,335,847 | |
Scentre Group unit | 1,178,215 | 2,468,775 | |
SEEK Ltd. | 78,388 | 1,870,160 | |
Select Harvests Ltd. | 29,515 | 139,604 | |
Service Stream Ltd. | 80,472 | 63,541 | |
Seven Group Holdings Ltd. | 30,354 | 503,674 | |
Shopping Centres Australasia Property Group unit | 244,819 | 469,605 | |
Sigma Healthcare Ltd. | 189,346 | 87,518 | |
Silver Lake Resources Ltd. (a) | 204,791 | 275,293 | |
Sims Ltd. | 41,768 | 508,059 | |
Smartgroup Corp. Ltd. | 35,945 | 194,939 | |
Sonic Healthcare Ltd. | 102,218 | 2,825,322 | |
South32 Ltd. | 1,110,698 | 2,464,203 | |
Southern Cross Media Group Ltd. | 52,408 | 75,295 | |
Spark Infrastructure Group unit | 398,736 | 672,694 | |
St Barbara Ltd. | 160,850 | 228,615 | |
Steadfast Group Ltd. | 197,837 | 635,524 | |
Stockland Corp. Ltd. unit | 550,506 | 1,984,705 | |
Suncorp Group Ltd. | 292,834 | 2,370,895 | |
Super Retail Group Ltd. | 44,388 | 407,938 | |
Sydney Airport unit (a) | 292,899 | 1,396,679 | |
Tabcorp Holdings Ltd. | 505,972 | 1,937,184 | |
Tassal Group Ltd. | 59,890 | 170,243 | |
Technology One Ltd. | 61,529 | 449,341 | |
Telstra Corp. Ltd. | 911,474 | 2,380,302 | |
Temple & Webster Group Ltd. (a) | 25,897 | 213,462 | |
The GPT Group unit | 439,682 | 1,564,836 | |
The Star Entertainment Group Ltd. | 200,154 | 613,671 | |
TPG Telecom Ltd. | 90,840 | 385,582 | |
Transurban Group unit | 613,362 | 6,695,373 | |
Treasury Wine Estates Ltd. | 168,742 | 1,305,104 | |
Tyro Payments Ltd. (a) | 53,475 | 154,479 | |
United Malt Group Ltd. | 69,875 | 245,995 | |
Vicinity Centres unit | 902,181 | 1,101,567 | |
Viva Energy Group Ltd. (c) | 191,452 | 288,333 | |
Vocus Group Ltd. (a) | 122,530 | 516,319 | |
Washington H. Soul Pattinson & Co. Ltd. | 23,609 | 550,526 | |
Waypoint (REIT) unit | 178,309 | 342,027 | |
Webjet Ltd. | 81,906 | 315,481 | |
Wesfarmers Ltd. | 254,871 | 10,623,951 | |
Western Areas NL | 96,805 | 172,265 | |
Westgold Resources Ltd. (a) | 90,299 | 150,254 | |
Westpac Banking Corp. | 818,535 | 15,773,728 | |
Whitehaven Coal Ltd. (a) | 197,407 | 194,653 | |
WiseTech Global Ltd. | 34,589 | 837,472 | |
Woodside Petroleum Ltd. | 219,819 | 3,871,057 | |
Woolworths Group Ltd. | 286,265 | 8,666,603 | |
WorleyParsons Ltd. | 73,742 | 616,926 | |
Zip Co. Ltd. (a) | 97,217 | 603,622 | |
TOTAL AUSTRALIA | 327,112,105 | ||
Austria - 0.2% | |||
Andritz AG | 15,404 | 837,080 | |
AT&S Austria Technologie & Systemtechnik AG | 7,602 | 292,921 | |
BAWAG Group AG (c) | 16,628 | 898,396 | |
CA Immobilien Anlagen AG | 15,841 | 694,185 | |
DO & CO Restaurants & Catering AG (a) | 1,729 | 147,587 | |
Erste Group Bank AG | 63,508 | 2,260,034 | |
IMMOFINANZ Immobilien Anlagen AG (a) | 23,539 | 489,869 | |
Lenzing AG | 3,392 | 447,768 | |
Oesterreichische Post AG | 10,543 | 467,086 | |
OMV AG | 34,806 | 1,716,085 | |
PORR AG (b) | 3,992 | 75,830 | |
Raiffeisen International Bank-Holding AG | 35,230 | 770,442 | |
S IMMO AG | 14,648 | 380,388 | |
S&T AG | 16,374 | 444,502 | |
Schoeller-Bleckmann Oilfield Equipment AG | 4,330 | 185,324 | |
Telekom Austria AG | 36,419 | 297,736 | |
UNIQA Insurance Group AG | 38,799 | 311,596 | |
Verbund AG | 15,406 | 1,265,043 | |
Vienna Insurance Group AG | 10,702 | 286,922 | |
Voestalpine AG | 27,947 | 1,212,934 | |
Wienerberger AG | 28,050 | 1,100,048 | |
TOTAL AUSTRIA | 14,581,776 | ||
Bailiwick of Guernsey - 0.0% | |||
BMO Commercial Property Trust Ltd. | 239,351 | 263,453 | |
Burford Capital Ltd. (a) | 43,179 | 571,278 | |
Picton Property Income Ltd. | 162,738 | 204,297 | |
Regional REIT Ltd. (c) | 130,746 | 152,037 | |
Sirius Real Estate Ltd. | 265,605 | 372,683 | |
UK Commercial Property REIT Ltd. | 231,627 | 257,190 | |
TOTAL BAILIWICK OF GUERNSEY | 1,820,938 | ||
Bailiwick of Jersey - 0.5% | |||
Boohoo.Com PLC (a) | 239,374 | 1,124,328 | |
Breedon Group PLC (a) | 353,307 | 503,549 | |
Centamin PLC | 252,755 | 374,898 | |
Experian PLC | 209,126 | 8,062,139 | |
Ferguson PLC | 50,845 | 6,412,444 | |
Glencore Xstrata PLC | 2,276,814 | 9,274,428 | |
IWG PLC (a) | 178,898 | 905,995 | |
Man Group PLC | 338,777 | 786,720 | |
Petrofac Ltd. (a) | 83,397 | 151,571 | |
Polymetal International PLC | 53,293 | 1,100,051 | |
Sanne Group PLC | 39,870 | 355,704 | |
TP ICAP Group PLC | 179,939 | 590,820 | |
WPP PLC | 280,850 | 3,786,453 | |
TOTAL BAILIWICK OF JERSEY | 33,429,100 | ||
Belgium - 0.6% | |||
Ackermans & Van Haaren SA | 5,266 | 842,029 | |
Aedifica SA | 7,509 | 917,214 | |
Ageas | 40,495 | 2,451,782 | |
Agfa-Gevaert NV (a) | 35,896 | 176,724 | |
Akka Technologies SA (a) | 3,532 | 100,808 | |
Anheuser-Busch InBev SA NV | 173,488 | 12,288,591 | |
Barco NV | 15,513 | 395,018 | |
Befimmo SCA Sicafi | 6,227 | 264,645 | |
Bekaert SA | 9,221 | 405,081 | |
Bpost SA (a) | 23,553 | 250,460 | |
Cofinimmo SA | 5,497 | 842,618 | |
Colruyt NV | 13,760 | 816,064 | |
Compagnie D'entreprises CFE SA | 1,504 | 152,249 | |
D'ieteren SA | 5,444 | 591,345 | |
Econocom Group SA | 31,139 | 124,665 | |
Elia System Operator SA/NV | 6,882 | 744,650 | |
Euronav NV | 41,817 | 360,166 | |
Fagron NV | 18,048 | 404,889 | |
Galapagos Genomics NV (a) | 10,248 | 797,860 | |
Gimv NV | 6,282 | 394,242 | |
Groupe Bruxelles Lambert SA | 23,754 | 2,598,229 | |
Intervest Offices & Warehouses NV | 5,340 | 142,524 | |
KBC Ancora (a) | 9,184 | 401,026 | |
KBC Groep NV | 56,995 | 4,427,907 | |
Kinepolis Group NV | 4,430 | 240,521 | |
Melexis NV | 5,037 | 548,649 | |
Mithra Pharmaceuticals SA (a)(b) | 5,337 | 153,031 | |
Montea SICAFI SCA | 2,920 | 320,164 | |
Ontex Group NV (a) | 19,217 | 250,674 | |
Orange Belgium SA | 11,884 | 313,611 | |
Proximus | 33,764 | 719,710 | |
Retail Estates NV | 1,852 | 142,278 | |
Sofina SA | 3,439 | 1,307,341 | |
Solvay SA Class A | 17,294 | 2,199,763 | |
Telenet Group Holding NV | 10,658 | 456,420 | |
Tessenderlo Group (a) | 5,833 | 248,952 | |
Titan Cement International Trading SA | 10,981 | 225,753 | |
UCB SA | 29,618 | 2,743,971 | |
Umicore SA | 45,661 | 2,774,482 | |
Warehouses de Pauw | 29,435 | 1,037,583 | |
Warehouses de Pauw rights 5/21/21 (a)(d) | 29,435 | 28,311 | |
Xior Student Housing NV | 6,492 | 362,543 | |
TOTAL BELGIUM | 44,964,543 | ||
Bermuda - 0.4% | |||
Alibaba Health Information Technology Ltd. (a) | 934,000 | 2,849,706 | |
Alibaba Pictures Group Ltd. (a) | 2,830,000 | 411,689 | |
Beijing Enterprises Water Group Ltd. | 1,306,000 | 499,349 | |
Brightoil Petroleum Holdings Ltd. (e) | 26,000 | 0 | |
Brilliance China Automotive Holdings Ltd. (e) | 664,000 | 624,016 | |
BW LPG Ltd. (c) | 25,038 | 185,439 | |
BW Offshore Ltd. | 18,283 | 73,536 | |
Cafe de Coral Holdings Ltd. | 104,000 | 225,733 | |
China Foods Ltd. | 312,000 | 129,736 | |
China Gas Holdings Ltd. | 610,200 | 2,203,484 | |
China Grand Pharmaceutical and Healthcare Holdings Ltd. | 260,000 | 218,236 | |
China Oriental Group Co. Ltd. (H Shares) | 328,000 | 111,476 | |
China Resource Gas Group Ltd. | 220,000 | 1,193,782 | |
China Water Affairs Group Ltd. | 278,000 | 225,471 | |
China Youzan Ltd. (a) | 3,172,000 | 1,024,971 | |
Chinese Estates Holdings Ltd. | 93,000 | 45,975 | |
Chow Sang Sang Holdings International Ltd. | 95,000 | 161,926 | |
CK Infrastructure Holdings Ltd. | 147,000 | 900,801 | |
CMBC Capital Holdings Ltd. | 6,840,000 | 93,340 | |
Cosco Shipping Ports Ltd. | 419,086 | 352,307 | |
Credicorp Ltd. (United States) | 15,700 | 1,874,580 | |
Digital China Holdings Ltd. (H Shares) | 209,000 | 156,594 | |
Frontline Ltd. | 19,491 | 149,297 | |
Gemdale Properties and Investment Corp. Ltd. | 1,710,000 | 239,954 | |
Golden Ocean Group Ltd. (a) | 20,537 | 177,392 | |
GOME Electrical Appliances Holdings Ltd. (a) | 2,836,000 | 467,327 | |
Haitong International Securities Group Ltd. | 666,030 | 210,070 | |
HengTen Networks Group Ltd. (a) | 573,600 | 679,363 | |
Hiscox Ltd. (a) | 78,807 | 883,752 | |
Hongkong Land Holdings Ltd. | 257,539 | 1,274,818 | |
Hopson Development Holdings Ltd. | 158,000 | 621,403 | |
Huabao International Holdings Ltd. | 214,000 | 226,735 | |
Jardine Matheson Holdings Ltd. | 49,758 | 3,345,728 | |
Johnson Electric Holdings Ltd. | 82,927 | 220,989 | |
K Wah International Holdings Ltd. | 295,902 | 147,422 | |
Kerry Logistics Network Ltd. | 153,000 | 459,921 | |
Kerry Properties Ltd. | 134,000 | 451,971 | |
Kunlun Energy Co. Ltd. | 956,000 | 1,026,429 | |
Lancashire Holdings Ltd. | 53,237 | 522,748 | |
Luk Fook Holdings International Ltd. | 89,000 | 222,736 | |
Luye Pharma Group Ltd. (c) | 448,500 | 272,527 | |
Man Wah Holdings Ltd. | 364,800 | 767,382 | |
Nine Dragons Paper (Holdings) Ltd. | 416,000 | 571,965 | |
NWS Holdings Ltd. | 386,367 | 427,266 | |
Pacific Basin Shipping Ltd. | 1,263,000 | 443,885 | |
PAX Global Technology Ltd. | 174,000 | 192,195 | |
Pou Sheng International (Holdings) Ltd. (a) | 736,000 | 179,079 | |
Shanghai Industrial Urban Development Group Ltd. | 1,639,400 | 168,842 | |
Shangri-La Asia Ltd. (a) | 256,000 | 243,880 | |
Shenzhen International Holdings Ltd. | 304,291 | 506,907 | |
Sihuan Pharmaceutical Holdings Group Ltd. | 971,000 | 387,512 | |
Sinopec Kantons Holdings Ltd. | 352,000 | 135,494 | |
Skyworth Group Ltd. (a) | 499,589 | 163,362 | |
SMI Corp. Ltd. (e) | 7,200 | 2,169 | |
Town Health International Holdings Co. Ltd. (a) | 114,000 | 4,770 | |
Vtech Holdings Ltd. | 47,800 | 438,447 | |
Yue Yuen Industrial (Holdings) Ltd. | 192,500 | 483,248 | |
Yuexiu Transport Infrastructure Ltd. | 276,000 | 169,841 | |
TOTAL BERMUDA | 30,448,973 | ||
Brazil - 1.1% | |||
AES Brasil Energia SA | 53,139 | 134,314 | |
Aliansce Sonae Shopping Centers SA | 38,572 | 182,278 | |
Alupar Investimento SA unit | 38,400 | 189,948 | |
Ambev SA | 1,073,463 | 2,952,391 | |
Arezzo Industria e Comercio SA | 13,300 | 185,224 | |
Atacadao SA | 97,300 | 389,053 | |
B2W Companhia Global do Varejo (a) | 53,804 | 666,799 | |
B3 SA - Brasil Bolsa Balcao | 474,178 | 4,495,571 | |
Banco ABC Brasil SA (a) | 416 | 1,133 | |
Banco Bradesco SA | 419,155 | 1,594,966 | |
Banco do Brasil SA | 194,000 | 1,058,562 | |
Banco Inter SA unit | 24,027 | 1,024,854 | |
Banco Santander SA (Brasil) unit | 96,500 | 684,483 | |
BB Seguridade Participacoes SA | 158,400 | 651,149 | |
BK Brasil Operacao e Assessoria a Restaurantes SA (a) | 95,900 | 174,779 | |
BR Malls Participacoes SA (a) | 180,905 | 317,047 | |
BRF SA (a) | 141,000 | 539,647 | |
BTG Pactual Participations Ltd. unit | 54,400 | 1,079,077 | |
CCR SA | 287,084 | 636,314 | |
Centrais Eletricas Brasileiras SA (Electrobras) | 57,776 | 391,303 | |
Cia. Hering SA | 47,200 | 238,257 | |
Cielo SA | 247,560 | 157,230 | |
Cogna Educacao (a) | 434,454 | 309,522 | |
Companhia Brasileira de Distribuicao Grupo Pao de Acucar | 35,661 | 267,389 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 82,600 | 650,515 | |
Companhia de Saneamento de Minas Gerais | 52,000 | 160,919 | |
Companhia Siderurgica Nacional SA (CSN) | 158,187 | 1,432,464 | |
Compania de Locacao das Americas | 75,000 | 364,089 | |
Compania de Saneamento do Parana unit | 45,900 | 178,292 | |
Cosan SA | 62,741 | 1,040,207 | |
CPFL Energia SA | 76,400 | 412,798 | |
CVC Brasil Operadora e Agencia de Viagens SA (a) | 40,050 | 176,729 | |
Cyrela Brazil Realty SA | 73,600 | 318,813 | |
Duratex SA | 73,600 | 321,116 | |
Ecorodovias Infraestrutura e Logistica SA (a) | 36,000 | 79,727 | |
EDP Energias do Brasil SA | 70,700 | 244,558 | |
Embraer SA (a) | 164,288 | 465,761 | |
Energisa SA unit | 48,700 | 395,011 | |
Eneva SA (a) | 179,800 | 485,575 | |
ENGIE Brasil Energia SA | 57,081 | 427,368 | |
Equatorial Energia SA | 215,200 | 993,983 | |
EZ Tec Empreendimentos e Participacoes SA | 30,200 | 179,631 | |
Fleury SA | 61,200 | 287,858 | |
Gol Linhas Aereas Inteligentes SA: | |||
warrants 7/23/24 (a) | 900 | 939 | |
warrants 7/30/24 (a) | 3,278 | 4,399 | |
Grendene SA | 101,400 | 152,509 | |
Grupo SBF SA (a) | 20,100 | 96,318 | |
Guararapes Confeccoes SA | 33,500 | 103,484 | |
Hapvida Participacoes e Investimentos SA (c) | 254,700 | 677,068 | |
Hypermarcas SA | 88,700 | 565,963 | |
Iguatemi Empresa de Shopping Centers SA | 24,500 | 165,978 | |
Iochpe-Maxion SA (a) | 24,430 | 61,209 | |
IRB Brasil Resseguros SA | 234,913 | 263,367 | |
JBS SA | 240,500 | 1,333,541 | |
Klabin SA unit (a) | 170,200 | 872,925 | |
Light SA | 89,200 | 287,697 | |
Linx SA | 35,500 | 247,361 | |
Localiza Rent A Car SA | 141,408 | 1,673,868 | |
Locaweb Servicos de Internet SA (c) | 98,900 | 523,808 | |
LOG Commercial Properties e Participacoes SA | 19,191 | 104,256 | |
Lojas Renner SA | 185,624 | 1,380,549 | |
M. Dias Branco SA | 38,857 | 190,420 | |
Magazine Luiza SA | 676,468 | 2,494,391 | |
Marfrig Global Foods SA | 103,200 | 368,378 | |
Minerva SA | 82,800 | 147,551 | |
MRV Engenharia e Participacoes SA | 69,200 | 221,025 | |
Multiplan Empreendimentos Imobiliarios SA | 68,496 | 290,399 | |
Natura & Co. Holding SA (a) | 206,452 | 1,852,426 | |
Notre Dame Intermedica Participacoes SA | 119,811 | 1,792,517 | |
Odontoprev SA | 84,900 | 199,588 | |
Omega Geracao SA (a) | 45,800 | 330,512 | |
Petro Rio SA (a) | 27,900 | 470,372 | |
Petrobras Distribuidora SA | 190,200 | 788,174 | |
Petroleo Brasileiro SA - Petrobras (ON) | 858,488 | 3,650,753 | |
Qualicorp Consultoria E Corret | 73,000 | 363,518 | |
Raia Drogasil SA | 261,700 | 1,267,056 | |
Rumo SA (a) | 301,500 | 1,110,078 | |
Sao Martinho SA | 43,000 | 246,741 | |
Sendas Distribuidora SA | 40,061 | 596,558 | |
SLC Agricola SA | 25,100 | 225,445 | |
Sul America SA unit | 71,720 | 431,874 | |
Suzano Papel e Celulose SA (a) | 171,889 | 2,172,958 | |
Telefonica Brasil SA | 115,900 | 921,729 | |
Terna Participacoes SA unit | 53,200 | 409,378 | |
TIM SA | 187,980 | 421,844 | |
Totvs SA | 122,200 | 699,629 | |
Ultrapar Participacoes SA | 165,400 | 642,776 | |
Vale SA | 845,174 | 16,962,449 | |
Via Varejo SA (a) | 309,200 | 673,380 | |
Weg SA | 383,780 | 2,473,493 | |
YDUQS Participacoes SA | 62,700 | 337,737 | |
TOTAL BRAZIL | 78,205,092 | ||
British Virgin Islands - 0.0% | |||
Arcos Dorados Holdings, Inc. Class A | 43,278 | 247,983 | |
Despegar.com Corp. (a) | 12,672 | 167,777 | |
First Pacific Co. Ltd. | 540,000 | 185,089 | |
Mail.Ru Group Ltd. unit (a) | 28,929 | 647,683 | |
TOTAL BRITISH VIRGIN ISLANDS | 1,248,532 | ||
Canada - 6.7% | |||
Advantage Oil & Gas Ltd. (a) | 58,810 | 155,978 | |
Aecon Group, Inc. | 21,776 | 330,586 | |
AG Growth International, Inc. | 4,878 | 171,047 | |
Agnico Eagle Mines Ltd. (Canada) | 56,124 | 3,507,664 | |
Air Canada (a) | 31,676 | 638,339 | |
Alamos Gold, Inc. | 98,240 | 787,263 | |
Algonquin Power & Utilities Corp. | 137,077 | 2,211,477 | |
Alimentation Couche-Tard, Inc. Class B (sub. vtg.) | 196,403 | 6,655,156 | |
Allied Properties (REIT) | 15,153 | 525,791 | |
AltaGas Ltd. | 64,445 | 1,204,330 | |
Altius Minerals Corp. | 9,979 | 135,906 | |
Altus Group Ltd. | 10,731 | 542,247 | |
Aphria, Inc. (a)(b) | 64,406 | 989,290 | |
ARC Resources Ltd. | 235,460 | 1,480,784 | |
Aritzia LP (a) | 23,506 | 586,526 | |
Artis (REIT) | 26,390 | 233,380 | |
ATCO Ltd. Class I (non-vtg.) | 17,433 | 598,380 | |
ATS Automation Tooling System, Inc. (a) | 16,993 | 409,911 | |
Aurinia Pharmaceuticals, Inc. (Canada) (a) | 25,230 | 334,802 | |
Aurora Cannabis, Inc. (a)(b) | 47,587 | 423,933 | |
B2Gold Corp. | 245,552 | 1,182,661 | |
Badger Daylighting Ltd. | 8,402 | 284,225 | |
Ballard Power Systems, Inc. (a) | 51,595 | 1,126,640 | |
Bank of Montreal | 145,774 | 13,758,485 | |
Bank of Nova Scotia | 272,383 | 17,344,846 | |
Barrick Gold Corp. (Canada) | 407,468 | 8,682,087 | |
Bausch Health Cos., Inc. (Canada) (a) | 75,971 | 2,445,733 | |
BCE, Inc. | 31,851 | 1,505,547 | |
Birchcliff Energy Ltd. (b) | 83,322 | 211,500 | |
BlackBerry Ltd. (a) | 118,548 | 1,048,380 | |
Boardwalk (REIT) | 6,487 | 193,478 | |
Bombardier, Inc. Class B (sub. vtg.) (a) | 529,444 | 396,281 | |
Boralex, Inc. Class A | 20,739 | 664,782 | |
Boyd Group Services, Inc. | 5,067 | 941,094 | |
Brookfield Asset Management, Inc. (Canada) Class A | 292,620 | 13,338,892 | |
Brookfield Infrastructure Corp. Class A | 9,123 | 654,341 | |
Brookfield Renewable Corp. | 31,987 | 1,325,906 | |
BRP, Inc. | 10,799 | 992,086 | |
CAE, Inc. | 65,294 | 2,045,169 | |
Cameco Corp. | 93,925 | 1,578,726 | |
Canaccord Genuity Group, Inc. | 27,626 | 266,337 | |
Canacol Energy Ltd. | 76,702 | 216,537 | |
Canada Goose Holdings, Inc. (a) | 13,152 | 555,762 | |
Canadian Apartment Properties (REIT) unit | 18,617 | 827,591 | |
Canadian Imperial Bank of Commerce | 98,558 | 10,245,895 | |
Canadian National Railway Co. | 160,549 | 17,284,668 | |
Canadian Natural Resources Ltd. | 271,915 | 8,253,792 | |
Canadian Pacific Railway Ltd. | 30,696 | 11,455,528 | |
Canadian Tire Ltd. Class A (non-vtg.) (b) | 13,762 | 2,193,590 | |
Canadian Utilities Ltd. Class A (non-vtg.) | 28,428 | 812,493 | |
Canadian Western Bank, Edmonton | 21,907 | 602,414 | |
Canfor Corp. (a) | 15,677 | 391,558 | |
Capital Power Corp. (b) | 31,203 | 994,871 | |
Cascades, Inc. | 20,666 | 242,447 | |
CCL Industries, Inc. Class B | 34,810 | 1,975,913 | |
Celestica, Inc. (sub. vtg.) (a) | 29,530 | 246,013 | |
Cenovus Energy, Inc.: | |||
warrants 1/1/26 (a) | 4,336 | 17,638 | |
(Canada) | 309,059 | 2,406,293 | |
Centerra Gold, Inc. | 49,633 | 457,908 | |
CGI, Inc. Class A (sub. vtg.) (a) | 51,940 | 4,595,432 | |
Chorus Aviation, Inc. Class B | 24,896 | 87,905 | |
CI Financial Corp. | 55,017 | 884,462 | |
Cineplex, Inc. (a) | 17,158 | 177,282 | |
Cogeco Communications, Inc. | 3,924 | 372,719 | |
Colliers International Group, Inc. | 7,213 | 780,716 | |
Cominar (REIT) | 24,281 | 192,802 | |
Computer Modelling Group Ltd. | 20,058 | 89,426 | |
Constellation Software, Inc. | 4,604 | 6,756,941 | |
Corus Entertainment, Inc. Class B (non-vtg.) | 57,210 | 273,681 | |
Crescent Point Energy Corp. | 123,652 | 487,908 | |
Cronos Group, Inc. (a)(b) | 48,105 | 392,542 | |
Descartes Systems Group, Inc. (Canada) (a) | 20,230 | 1,294,134 | |
Dollarama, Inc. | 68,221 | 3,179,188 | |
DREAM Unlimited Corp. | 9,565 | 178,437 | |
Dundee Precious Metals, Inc. | 41,596 | 299,495 | |
Dye & Durham Ltd. | 9,430 | 327,516 | |
ECN Capital Corp. | 62,476 | 418,828 | |
Eldorado Gold Corp. (a) | 41,522 | 410,102 | |
Element Fleet Management Corp. | 104,841 | 1,283,698 | |
Emera, Inc. | 56,205 | 2,554,752 | |
Empire Co. Ltd. Class A (non-vtg.) | 43,710 | 1,374,794 | |
Enbridge, Inc. | 457,852 | 17,659,979 | |
Endeavour Silver Corp. (a) | 38,654 | 203,781 | |
Enerflex Ltd. | 23,200 | 154,774 | |
Enerplus Corp. | 65,754 | 353,605 | |
Enghouse Systems Ltd. | 10,569 | 500,612 | |
Equinox Gold Corp. (a) | 64,263 | 519,688 | |
Equitable Group, Inc. | 3,285 | 356,549 | |
ERO Copper Corp. (a) | 16,017 | 316,261 | |
Extendicare, Inc. | 24,719 | 157,064 | |
Fairfax Financial Holdings Ltd. (sub. vtg.) | 6,056 | 2,766,895 | |
Fiera Capital Corp. | 28,214 | 250,429 | |
Finning International, Inc. | 40,678 | 1,058,690 | |
First Capital Realty, Inc. unit | 28,560 | 411,502 | |
First Majestic Silver Corp. | 46,579 | 705,610 | |
First National Financial Corp. | 5,081 | 213,136 | |
First Quantum Minerals Ltd. | 135,993 | 3,134,428 | |
FirstService Corp. | 9,040 | 1,468,435 | |
Fortis, Inc. | 101,499 | 4,527,674 | |
Fortuna Mines, Inc. (a) | 43,338 | 260,913 | |
Franco-Nevada Corp. | 43,582 | 6,071,306 | |
George Weston Ltd. | 18,571 | 1,639,760 | |
GFL Environmental, Inc. | 45,462 | 1,497,955 | |
Gibson Energy, Inc. | 35,068 | 640,505 | |
Gildan Activewear, Inc. | 46,568 | 1,616,231 | |
goeasy Ltd. | 2,842 | 336,235 | |
Granite Real Estate Investment Trust | 7,979 | 510,814 | |
Great Canadian Gaming Corp. (a) | 12,014 | 433,487 | |
Great-West Lifeco, Inc. | 60,920 | 1,766,415 | |
H&R (REIT) unit | 37,451 | 464,043 | |
Home Capital Group, Inc. (a) | 17,500 | 462,576 | |
HudBay Minerals, Inc. | 60,374 | 450,908 | |
Hydro One Ltd. (c) | 74,093 | 1,776,448 | |
i-80 Gold Corp. (a) | 17,682 | 35,388 | |
iA Financial Corp, Inc. | 26,336 | 1,483,121 | |
IAMGOLD Corp. (a) | 109,758 | 342,896 | |
IGM Financial, Inc. | 20,336 | 725,984 | |
Imperial Oil Ltd. | 60,488 | 1,746,999 | |
Innergex Renewable Energy, Inc. | 33,870 | 578,668 | |
Intact Financial Corp. | 32,536 | 4,324,722 | |
Inter Pipeline Ltd. | 102,361 | 1,492,340 | |
Interfor Corp. (a) | 18,579 | 493,818 | |
InterRent REIT | 16,482 | 205,832 | |
Intertape Polymer Group, Inc. | 14,374 | 353,751 | |
Ivanhoe Mines Ltd. (a) | 140,660 | 992,167 | |
Jamieson Wellness, Inc. (c) | 11,674 | 366,418 | |
Keyera Corp. | 50,725 | 1,160,053 | |
Killam Apartment (REIT) | 18,141 | 279,535 | |
Kinaxis, Inc. (a) | 6,308 | 813,628 | |
Kinross Gold Corp. | 296,257 | 2,084,874 | |
Kirkland Lake Gold Ltd. | 60,895 | 2,262,600 | |
Knight Therapeutics, Inc. (a) | 46,978 | 206,388 | |
Labrador Iron Ore Royalty Corp. | 15,329 | 524,041 | |
Largo Resources Ltd. (a) | 6,040 | 105,650 | |
Lassonde Industries, Inc. Class A (sub. vtg.) | 1,440 | 229,587 | |
Laurentian Bank of Canada | 14,903 | 515,782 | |
Lightspeed POS, Inc. (Canada) (a) | 15,695 | 1,095,962 | |
Linamar Corp. | 10,779 | 631,665 | |
Lithium Americas Corp. (a) | 21,286 | 300,635 | |
Loblaw Companies Ltd. | 40,895 | 2,270,743 | |
Lundin Gold, Inc. (a) | 22,222 | 215,504 | |
Lundin Mining Corp. | 155,472 | 1,878,338 | |
MAG Silver Corp. (a) | 20,062 | 345,370 | |
Magna International, Inc. Class A (sub. vtg.) | 65,484 | 6,184,260 | |
Manulife Financial Corp. | 441,166 | 9,633,401 | |
Maple Leaf Foods, Inc. | 19,276 | 444,909 | |
Martinrea International, Inc. | 20,110 | 218,418 | |
MEG Energy Corp. (a) | 62,120 | 343,160 | |
Methanex Corp. | 15,532 | 567,121 | |
Metro, Inc. Class A (sub. vtg.) | 60,057 | 2,751,829 | |
Morguard North American Resources (REIT) | 10,443 | 133,389 | |
Morneau Shephell, Inc. | 19,586 | 492,379 | |
MTY Food Group, Inc. (a) | 7,141 | 300,362 | |
Mullen Group Ltd. | 25,088 | 274,934 | |
National Bank of Canada | 75,865 | 5,515,435 | |
New Gold, Inc. (a) | 150,508 | 247,347 | |
NexGen Energy Ltd. (a) | 78,315 | 295,637 | |
Nfi Group, Inc. | 15,974 | 358,299 | |
North West Co., Inc. | 15,666 | 451,187 | |
Northland Power, Inc. (b) | 55,063 | 1,896,731 | |
Novagold Resources, Inc. (a) | 62,006 | 556,927 | |
Nutrien Ltd. | 130,893 | 7,225,392 | |
OceanaGold Corp. (a) | 163,763 | 273,127 | |
Onex Corp. (sub. vtg.) | 16,984 | 1,137,057 | |
Open Text Corp. | 62,261 | 2,931,836 | |
Orla Mining Ltd. (a) | 49,217 | 177,384 | |
Osisko Gold Royalties Ltd. (b) | 33,428 | 403,589 | |
Osisko Mining, Inc. (a) | 93,634 | 244,531 | |
Pan American Silver Corp. | 49,523 | 1,575,822 | |
Parex Resources, Inc. (a) | 31,980 | 602,316 | |
Park Lawn Corp. | 9,739 | 268,998 | |
Parkland Corp. | 33,868 | 1,087,832 | |
Pason Systems, Inc. | 25,190 | 192,642 | |
Pembina Pipeline Corp. | 127,568 | 3,937,624 | |
Peyto Exploration & Development Corp. | 50,216 | 218,979 | |
Power Corp. of Canada (sub. vtg.) | 128,713 | 3,748,872 | |
PrairieSky Royalty Ltd. | 51,941 | 556,956 | |
Premium Brands Holdings Corp. | 9,491 | 923,271 | |
Pretium Resources, Inc. (a) | 44,257 | 464,840 | |
Primo Water Corp. | 38,350 | 641,979 | |
Quebecor, Inc. Class B (sub. vtg.) | 39,744 | 1,068,657 | |
Real Matters, Inc. (a) | 22,449 | 294,230 | |
Restaurant Brands International, Inc. | 65,791 | 4,518,097 | |
Richelieu Hardware Ltd. | 15,048 | 525,698 | |
RioCan (REIT) (b) | 36,481 | 623,871 | |
Ritchie Bros. Auctioneers, Inc. | 26,158 | 1,663,991 | |
Rogers Communications, Inc. Class B (non-vtg.) | 81,221 | 4,000,423 | |
Rogers Sugar, Inc. | 24,244 | 109,667 | |
Royal Bank of Canada | 319,533 | 30,496,210 | |
Russel Metals, Inc. | 17,916 | 410,750 | |
Sabina Gold & Silver Corp. (a) | 80,380 | 115,095 | |
Sandstorm Gold Ltd. (a) | 52,264 | 386,936 | |
Saputo, Inc. | 55,962 | 1,778,364 | |
Seabridge Gold, Inc. (a) | 13,737 | 232,349 | |
Shaw Communications, Inc. Class B | 105,404 | 3,052,827 | |
Shopify, Inc. Class A (a) | 25,228 | 29,779,364 | |
Sienna Senior Living, Inc. (b) | 26,218 | 312,274 | |
Sierra Wireless, Inc. (a) | 10,046 | 152,429 | |
Silvercorp Metals, Inc. | 41,930 | 220,370 | |
SilverCrest Metals, Inc. (a) | 31,663 | 274,345 | |
Sleep Country Canada Holdings, Inc. (c) | 9,534 | 269,541 | |
Smart (REIT) | 19,014 | 442,729 | |
SNC-Lavalin Group, Inc. | 41,339 | 924,549 | |
Spin Master Corp. (a)(c) | 8,412 | 284,974 | |
Sprott, Inc. | 6,227 | 280,763 | |
SSR Mining, Inc. | 53,480 | 848,875 | |
Stantec, Inc. | 25,851 | 1,210,369 | |
Stella-Jones, Inc. | 14,591 | 610,159 | |
Summit Industrial Income REIT | 18,815 | 238,947 | |
Sun Life Financial, Inc. | 130,611 | 7,046,183 | |
Suncor Energy, Inc. | 350,640 | 7,499,756 | |
SunOpta, Inc. (a) | 26,708 | 330,912 | |
Superior Plus Corp. | 43,827 | 535,558 | |
TC Energy Corp. | 214,511 | 10,612,548 | |
Teck Resources Ltd. Class B (sub. vtg.) | 106,994 | 2,264,096 | |
TELUS Corp. | 94,695 | 1,964,547 | |
TFI International, Inc. (Canada) | 21,591 | 1,891,836 | |
The Toronto-Dominion Bank | 407,997 | 28,048,445 | |
Thomson Reuters Corp. | 39,135 | 3,629,336 | |
Timbercreek Financial Corp. | 20,210 | 149,625 | |
TMX Group Ltd. | 13,338 | 1,469,822 | |
Torex Gold Resources, Inc. (a) | 20,535 | 248,595 | |
Toromont Industries Ltd. | 19,684 | 1,569,403 | |
Tourmaline Oil Corp. | 58,664 | 1,265,728 | |
TransAlta Corp. | 78,470 | 771,198 | |
TransAlta Renewables, Inc. | 33,252 | 526,719 | |
Transcontinental, Inc. Class A | 17,552 | 332,433 | |
Tricon Capital Group, Inc. | 46,219 | 490,335 | |
Trillium Therapeutics, Inc. (a) | 19,093 | 181,574 | |
Turquoise Hill Resources Ltd. (a) | 22,844 | 401,812 | |
Uranium Participation Corp. (a) | 48,244 | 210,772 | |
Vermilion Energy, Inc. (b) | 35,644 | 264,470 | |
Viemed Healthcare, Inc. (a) | 14,032 | 141,102 | |
Wesdome Gold Mines, Inc. (a) | 33,500 | 246,927 | |
West Fraser Timber Co. Ltd. | 19,364 | 1,495,052 | |
Westshore Terminals Investment Corp. | 10,081 | 164,524 | |
Wheaton Precious Metals Corp. | 103,651 | 4,299,853 | |
Whitecap Resources, Inc. | 131,808 | 576,925 | |
Winpak Ltd. | 11,215 | 389,420 | |
WPT Industrial (REIT) | 13,328 | 222,844 | |
WSP Global, Inc. | 26,013 | 2,701,085 | |
Yamana Gold, Inc. | 222,083 | 1,017,229 | |
TOTAL CANADA | 483,619,113 | ||
Cayman Islands - 7.1% | |||
21Vianet Group, Inc. ADR (a) | 20,547 | 573,467 | |
3SBio, Inc. (a)(c) | 348,500 | 330,206 | |
51job, Inc. sponsored ADR (a) | 8,130 | 500,402 | |
AAC Technology Holdings, Inc. | 165,000 | 915,945 | |
Abu Dhabi Islamic Bank | 331,616 | 436,058 | |
Agile Property Holdings Ltd. | 300,000 | 470,406 | |
Airtac International Group | 29,134 | 1,230,206 | |
AK Medical Holdings Ltd. (c) | 104,000 | 162,003 | |
Alchip Technologies Ltd. | 17,000 | 302,344 | |
Alibaba Group Holding Ltd. sponsored ADR (a) | 433,413 | 100,096,732 | |
Anta Sports Products Ltd. | 251,000 | 4,507,676 | |
Asia Cement (China) Holdings Corp. (e) | 124,000 | 127,229 | |
ASM Pacific Technology Ltd. | 71,100 | 1,078,250 | |
Autohome, Inc. ADR Class A | 14,323 | 1,328,172 | |
Baidu.com, Inc. sponsored ADR (a) | 61,977 | 13,035,622 | |
Baozun, Inc. sponsored ADR (a) | 15,647 | 543,107 | |
BeiGene Ltd. ADR (a) | 10,539 | 3,620,568 | |
Beijing Enterprises Urban Resources Group Ltd. (a) | 424,000 | 74,235 | |
Best, Inc. ADR (a)(b) | 44,928 | 59,305 | |
Bilibili, Inc. ADR (a)(b) | 37,444 | 4,151,042 | |
BizLink Holding, Inc. | 38,062 | 355,491 | |
Bosideng International Holdings Ltd. | 862,000 | 438,338 | |
Budweiser Brewing Co. APAC Ltd. (c) | 392,600 | 1,240,814 | |
Chailease Holding Co. Ltd. | 288,855 | 2,087,984 | |
China Aoyuan Group Ltd. | 302,000 | 314,140 | |
China Conch Venture Holdings Ltd. | 378,500 | 1,790,721 | |
China Dongxiang Group Co. Ltd. | 951,000 | 124,878 | |
China East Education Holdings Ltd. (c) | 125,000 | 291,912 | |
China Education Group Holdings Ltd. | 178,000 | 429,890 | |
China Evergrande Group | 469,190 | 794,894 | |
China Feihe Ltd. (c) | 276,000 | 787,023 | |
China Harmony Auto Holding Ltd. | 258,500 | 125,793 | |
China Hongqiao Group Ltd. | 390,000 | 617,553 | |
China Huishan Dairy Holdings Co. Ltd. (e) | 51,000 | 0 | |
China Liansu Group Holdings Ltd. | 265,000 | 667,980 | |
China Literature Ltd. (a)(c) | 72,400 | 754,968 | |
China Logistics Property Holdings Co. Ltd. (a)(c) | 383,000 | 217,934 | |
China Maple Leaf Educational Systems Ltd. (a) | 430,000 | 112,928 | |
China Medical System Holdings Ltd. | 313,000 | 725,307 | |
China Meidong Auto Holding Ltd. | 142,000 | 710,206 | |
China Mengniu Dairy Co. Ltd. | 648,000 | 3,470,349 | |
China New Higher Education Group Ltd. (c) | 367,000 | 295,291 | |
China Overseas Property Holdings Ltd. | 345,000 | 349,986 | |
China Resources Cement Holdings Ltd. | 606,000 | 660,786 | |
China Resources Land Ltd. | 740,000 | 3,472,434 | |
China Resources Medical Holdin | 292,000 | 253,366 | |
China SCE Property Holdings Ltd. | 635,000 | 297,564 | |
China State Construction International Holdings Ltd. | 477,750 | 335,813 | |
China Yuhua Education Corp. Ltd. (c) | 320,000 | 303,614 | |
China Zhongwang Holdings Ltd. (a) | 400,000 | 92,691 | |
ChinaSoft International Ltd. | 562,000 | 632,343 | |
CIFI Holdings Group Co. Ltd. | 790,911 | 707,648 | |
Cimc Enric Holdings Ltd. | 332,000 | 288,928 | |
CK Asset Holdings Ltd. | 591,500 | 3,712,224 | |
CK Hutchison Holdings Ltd. | 613,000 | 5,026,951 | |
COFCO Meat Holdings Ltd. | 553,000 | 281,208 | |
Comba Telecom Systems Holdings Ltd. | 826,000 | 213,738 | |
Country Garden Holdings Co. Ltd. | 1,784,990 | 2,125,604 | |
Country Garden Services Holdings Co. Ltd. | 340,000 | 3,567,314 | |
CStone Pharmaceuticals Co. Ltd. (a)(c) | 161,000 | 230,481 | |
CT Environmental Group Ltd. (a)(e) | 26,000 | 1,138 | |
Dali Foods Group Co. Ltd. (c) | 549,000 | 326,527 | |
Daqo New Energy Corp. ADR (a) | 12,135 | 976,746 | |
Dongyue Group Co. Ltd. | 300,000 | 262,238 | |
E-House China Enterprise Holdings Ltd. | 171,000 | 184,698 | |
Endeavour Mining Corp. | 52,238 | 1,087,557 | |
ENN Energy Holdings Ltd. | 184,000 | 3,136,249 | |
ESR Cayman Ltd. (a)(c) | 445,400 | 1,522,367 | |
Ever Sunshine Lifestyle Services Group Ltd. | 158,000 | 390,945 | |
Fanhua, Inc. ADR | 12,015 | 160,400 | |
Far East Consortium International Ltd. | 207,463 | 73,448 | |
FIH Mobile Ltd. (a) | 831,000 | 117,679 | |
Fu Shou Yuan International Group Ltd. | 286,000 | 309,279 | |
Fufeng Group Ltd. | 468,000 | 173,517 | |
Fulgent Sun International Holding Co. Ltd. | 50,000 | 216,497 | |
Futu Holdings Ltd. ADR (a)(b) | 11,633 | 1,730,758 | |
GCL-Poly Energy Holdings Ltd. (a)(b)(e) | 4,208,000 | 1,072,619 | |
GDS Holdings Ltd. ADR (a) | 21,514 | 1,785,017 | |
Geely Automobile Holdings Ltd. | 1,361,000 | 3,530,514 | |
General Interface Solution Holding Ltd. | 63,000 | 278,422 | |
Genscript Biotech Corp. | 252,000 | 583,953 | |
Glory Sun Financial Group Ltd. (a) | 3,552,000 | 118,892 | |
Gourmet Master Co. Ltd. | 27,630 | 184,398 | |
Greentown China Holdings Ltd. | 247,000 | 297,631 | |
Greentown Service Group Co. Ltd. | 396,000 | 631,133 | |
GSX Techedu, Inc. ADR (a)(b) | 17,263 | 551,553 | |
Haidilao International Holding Ltd. (c) | 187,000 | 1,212,121 | |
Haitian International Holdings Ltd. | 161,000 | 656,001 | |
Hansoh Pharmaceutical Group Co. Ltd. (c) | 288,000 | 1,243,912 | |
Health & Happiness H&H International Holdings Ltd. | 71,000 | 255,930 | |
Hengan International Group Co. Ltd. | 158,000 | 1,024,145 | |
HKBN Ltd. | 219,000 | 320,842 | |
Homeland Interactive Technology Ltd. | 76,000 | 53,812 | |
Hope Education Group Co. Ltd. (c) | 658,000 | 221,938 | |
Huazhu Group Ltd. ADR (a) | 37,209 | 2,193,843 | |
Hutchison China Meditech Ltd. sponsored ADR (a) | 17,367 | 491,312 | |
HUYA, Inc. ADR (a)(b) | 19,182 | 337,987 | |
iDreamSky Technology Holdings Ltd. (a)(c) | 180,400 | 84,768 | |
IGG, Inc. | 186,000 | 314,639 | |
InnoCare Pharma Ltd. (a)(c) | 120,000 | 380,033 | |
Innovent Biologics, Inc. (a)(c) | 223,500 | 2,428,425 | |
iQIYI, Inc. ADR (a) | 64,269 | 945,397 | |
JD Health International, Inc. (c) | 65,300 | 1,017,193 | |
JD.com, Inc. sponsored ADR (a) | 198,516 | 15,357,198 | |
Jiayuan International Group Ltd. | 353,952 | 163,129 | |
Jinchuan Group International Resources Co. Ltd. | 653,000 | 113,488 | |
JinkoSolar Holdings Co. Ltd. ADR (a)(b) | 7,731 | 285,738 | |
Jinxin Fertility Group Ltd. (c) | 304,000 | 782,723 | |
Jiumaojiu International Holdings Ltd. (c) | 163,000 | 681,986 | |
JOYY, Inc. ADR | 14,384 | 1,367,343 | |
Kaisa Group Holdings Ltd. | 764,571 | 332,690 | |
KE Holdings, Inc. ADR (a) | 28,820 | 1,500,081 | |
Kingboard Chemical Holdings Ltd. | 163,000 | 965,273 | |
Kingboard Laminates Holdings Ltd. | 251,000 | 627,520 | |
Kingdee International Software Group Co. Ltd. | 571,000 | 1,889,183 | |
Kingsoft Cloud Holdings Ltd. ADR | 12,040 | 528,797 | |
Kingsoft Corp. Ltd. | 197,000 | 1,394,870 | |
Koolearn Technology Holding Ltd. (a)(c) | 72,500 | 139,442 | |
Kuaishou Technology Class B (c) | 47,000 | 1,591,323 | |
KWG Living Group Holdings Ltd. | 289,000 | 296,153 | |
KWG Property Holding Ltd. | 329,123 | 528,783 | |
Lee & Man Paper Manufacturing Ltd. | 349,000 | 304,172 | |
Li Ning Co. Ltd. | 493,000 | 4,023,842 | |
Lifestyle International Holdings Ltd. (a) | 165,000 | 134,035 | |
Lifetech Scientific Corp. (a) | 800,000 | 431,528 | |
Logan Property Holdings Co. Ltd. | 352,000 | 560,100 | |
Longfor Properties Co. Ltd. (c) | 417,000 | 2,600,966 | |
Lonking Holdings Ltd. | 501,000 | 212,842 | |
Lufax Holding Ltd. ADR (a) | 41,174 | 489,971 | |
Maoyan Entertainment (a)(c) | 138,200 | 275,413 | |
Meitu, Inc. (a)(c) | 502,000 | 155,749 | |
Meituan Class B (a)(c) | 825,900 | 31,684,619 | |
Melco Crown Entertainment Ltd. sponsored ADR (a) | 51,258 | 988,767 | |
MGM China Holdings Ltd. | 219,600 | 362,431 | |
MH Development Ltd. (a)(e) | 74,000 | 11,051 | |
Microport Scientific Corp. | 166,372 | 1,201,567 | |
Ming Yuan Cloud Group Holdings Ltd. | 86,000 | 399,678 | |
Minth Group Ltd. | 192,000 | 779,840 | |
Momo, Inc. ADR | 38,406 | 563,032 | |
NetDragon WebSoft, Inc. | 65,500 | 183,824 | |
NetEase, Inc. ADR | 95,574 | 10,710,022 | |
New Oriental Education & Technology Group, Inc. sponsored ADR | 354,069 | 5,403,093 | |
Nexteer Auto Group Ltd. | 239,000 | 267,991 | |
NIO, Inc. sponsored ADR (a) | 294,480 | 11,732,083 | |
Niu Technologies ADR (a) | 7,218 | 269,664 | |
Noah Holdings Ltd. sponsored ADR (a) | 8,898 | 391,957 | |
OneSmart International Education Group Ltd. ADR (a)(b) | 26,587 | 72,583 | |
Pacific Textile Holdings Ltd. | 262,000 | 167,634 | |
Parade Technologies Ltd. | 17,000 | 842,548 | |
Pinduoduo, Inc. ADR (a) | 90,144 | 12,072,986 | |
Ping An Healthcare and Technology Co. Ltd. (a)(c) | 120,000 | 1,405,812 | |
Powerlong Commercial Management Holdings Ltd. | 43,937 | 172,518 | |
Q Technology (Group) Co. Ltd. | 133,000 | 266,077 | |
Qudian, Inc. ADR (a)(b) | 36,574 | 74,977 | |
Redco Properties Group Ltd. (c) | 460,000 | 166,406 | |
RLX Technology, Inc. ADR (b) | 31,300 | 340,857 | |
Ronshine China Holdings Ltd. | 260,500 | 182,101 | |
Sands China Ltd. (a) | 553,200 | 2,627,927 | |
Sany Heavy Equipment International Holdings Co. Ltd. | 351,000 | 426,112 | |
Sapiens International Corp. NV | 8,937 | 297,960 | |
Scholar Education Group | 44,000 | 47,355 | |
Seazen Group Ltd. | 542,000 | 579,138 | |
Shenzhou International Group Holdings Ltd. | 192,200 | 4,228,207 | |
Shimao Property Holdings Ltd. | 300,000 | 868,978 | |
Silergy Corp. | 17,000 | 1,779,388 | |
Sino Biopharmaceutical Ltd. | 2,429,000 | 2,617,325 | |
SITC International Holdings Co. Ltd. | 307,000 | 1,171,839 | |
Smoore International Holdings Ltd. (c) | 151,000 | 1,070,136 | |
SOHO China Ltd. (a) | 727,500 | 220,093 | |
Sohu.Com Ltd. ADR (a) | 13,487 | 254,500 | |
SSY Group Ltd. | 430,000 | 265,160 | |
Sunac China Holdings Ltd. | 595,000 | 2,317,112 | |
Sunevision Holdings Ltd. | 171,000 | 176,333 | |
Sunny Optical Technology Group Co. Ltd. | 166,400 | 4,057,309 | |
Taigen Biopharmaceuticals Holdings Ltd. (a) | 114,000 | 94,031 | |
TAL Education Group ADR (a) | 87,775 | 4,998,786 | |
TCL Multimedia Technology Holdings Ltd. | 203,000 | 150,007 | |
Tencent Holdings Ltd. | 1,316,025 | 104,981,998 | |
Tencent Music Entertainment Group ADR (a) | 87,149 | 1,518,136 | |
The United Laboratories International Holdings Ltd. | 224,000 | 183,404 | |
Tianli Education International Holdings Ltd. | 294,000 | 244,503 | |
Tianneng Power International Ltd. | 180,000 | 330,443 | |
Times Neighborhood Holdings Ltd. | 186,000 | 143,192 | |
Tingyi (Cayman Islands) Holding Corp. | 468,000 | 842,283 | |
Tongcheng-Elong Holdings Ltd. (a) | 214,800 | 538,676 | |
Tongda Group Holdings Ltd. | 960,000 | 70,445 | |
Tongdao Liepin Group (a) | 67,000 | 224,692 | |
Topsports International Holdings Ltd. (c) | 286,000 | 386,598 | |
Towngas China Co. Ltd. | 323,910 | 159,708 | |
TPK Holding Co. Ltd. (a) | 90,000 | 174,557 | |
Trip.com Group Ltd. ADR (a) | 117,042 | 4,574,001 | |
Uni-President China Holdings Ltd. | 352,000 | 428,685 | |
Value Partners Group Ltd. | 308,000 | 218,874 | |
Vinda International Holdings Ltd. | 86,000 | 306,125 | |
Vipshop Holdings Ltd. ADR (a) | 103,832 | 3,194,911 | |
Want Want China Holdings Ltd. | 1,191,000 | 863,227 | |
Weibo Corp. sponsored ADR (a)(b) | 13,448 | 677,779 | |
Weimob, Inc. (a)(c) | 389,000 | 859,353 | |
WH Group Ltd. (c) | 2,271,500 | 1,985,579 | |
Wharf Real Estate Investment Co. Ltd. | 377,000 | 2,169,470 | |
Wisdom Marine Lines Co. Ltd. | 29,000 | 73,473 | |
Wuxi Biologics (Cayman), Inc. (a)(c) | 752,000 | 10,556,422 | |
Wynn Macau Ltd. (a) | 377,600 | 726,252 | |
XD, Inc. (a) | 24,200 | 209,825 | |
Xiabu Xiabu Catering Co. Ltd. (c) | 151,000 | 235,605 | |
Xiaomi Corp. Class B (a)(c) | 3,282,600 | 10,395,798 | |
Xinyi Glass Holdings Ltd. | 428,000 | 1,517,994 | |
Xinyi Solar Holdings Ltd. | 1,001,718 | 1,676,462 | |
XPeng, Inc. ADR (a)(b) | 38,099 | 1,139,541 | |
XTEP International Holdings Ltd. | 291,669 | 254,580 | |
Yadea Group Holdings Ltd. (c) | 238,000 | 520,872 | |
Yihai International Holding Ltd. | 114,000 | 1,110,978 | |
Yuzhou Properties Co. | 492,636 | 136,989 | |
Zai Lab Ltd. ADR (a) | 17,525 | 2,912,830 | |
Zepp Health Corp. ADR (a)(b) | 10,783 | 110,741 | |
Zhen Ding Technology Holding Ltd. | 141,000 | 534,836 | |
Zhenro Properties Group Ltd. | 482,000 | 325,150 | |
Zhongsheng Group Holdings Ltd. Class H | 138,500 | 1,049,303 | |
Zhou Hei Ya International Holdings Co. Ltd. (c) | 143,000 | 175,258 | |
ZTO Express, Inc. sponsored ADR | 96,116 | 3,091,091 | |
TOTAL CAYMAN ISLANDS | 513,863,326 | ||
Chile - 0.1% | |||
AES Gener SA | 891,915 | 146,563 | |
Aguas Andinas SA | 994,324 | 282,602 | |
Banco de Chile | 9,730,939 | 1,041,921 | |
Banco de Credito e Inversiones | 12,198 | 566,453 | |
Banco Santander Chile | 15,720,530 | 862,635 | |
CAP SA | 15,861 | 282,750 | |
Cencosud SA | 365,614 | 759,027 | |
Cencosud Shopping SA | 173,012 | 282,377 | |
Colbun SA | 2,274,542 | 390,435 | |
Compania Cervecerias Unidas SA | 36,955 | 340,053 | |
Compania Sud Americana de Vapores SA | 2,724,043 | 164,808 | |
CorpBanca SA (a) | 29,118,503 | 99,147 | |
Empresa Nacional de Telecomunicaciones SA (ENTEL) | 27,613 | 155,057 | |
Empresas CMPC SA | 240,484 | 668,265 | |
Empresas COPEC SA | 85,194 | 917,472 | |
Enel Americas SA | 4,728,990 | 673,156 | |
Enel Chile SA | 5,654,069 | 385,832 | |
Engie Energia Chile SA | 111,915 | 118,099 | |
Falabella SA | 170,774 | 771,298 | |
Grupo Security SA | 475,730 | 98,388 | |
Inversiones Aguas Metropolitanas SA | 76,028 | 58,514 | |
Inversiones La Construccion SA | 6,663 | 44,737 | |
Parque Arauco SA | 141,149 | 219,073 | |
Ripley Corp. SA | 194,274 | 62,052 | |
SMU SA | 757,181 | 108,709 | |
Vina Concha y Toro SA | 104,755 | 182,912 | |
TOTAL CHILE | 9,682,335 | ||
China - 2.9% | |||
A-Living Services Co. Ltd. (H Shares) (c) | 121,750 | 561,121 | |
AECC Aviation Power Co. Ltd. | 46,000 | 269,242 | |
Agricultural Bank of China Ltd.: | |||
(A Shares) | 1,392,100 | 688,147 | |
(H Shares) | 5,755,000 | 2,237,469 | |
Aier Eye Hospital Group Co. Ltd. (A Shares) | 37,960 | 436,744 | |
Air China Ltd. (H Shares) | 432,000 | 342,586 | |
Aluminum Corp. of China Ltd. (H Shares) (a) | 1,126,000 | 581,845 | |
Anhui Conch Cement Co. Ltd. (H Shares) | 351,500 | 2,101,918 | |
Anhui Gujing Distillery Co. Ltd. (B Shares) | 82,200 | 1,103,408 | |
Asymchem Laboratories Tianjin Co. Ltd. (A Shares) | 11,700 | 594,444 | |
AVIC Aircraft Co. Ltd. (A Shares) | 71,300 | 264,890 | |
AVIC Shenyang Aircraft Co. Ltd. (A Shares) | 15,400 | 137,359 | |
AviChina Industry & Technology Co. Ltd. (H Shares) | 610,000 | 392,649 | |
Bank of Beijing Co. Ltd. (A Shares) | 398,800 | 293,240 | |
Bank of Chengdu Co. Ltd. (A Shares) | 92,200 | 169,915 | |
Bank of China Ltd.: | |||
(A Shares) | 2,979,700 | 1,495,949 | |
(H Shares) | 15,321,000 | 6,094,672 | |
Bank of Communications Co. Ltd.: | |||
(A Shares) | 373,200 | 277,299 | |
(H Shares) | 2,097,000 | 1,341,713 | |
Bank of Hangzhou Co. Ltd. (A Shares) | 195,300 | 498,998 | |
Bank of Jiangsu Co. Ltd. (A Shares) | 232,310 | 253,716 | |
Bank of Nanjing Co. Ltd. (A Shares) | 128,300 | 181,743 | |
Bank of Ningbo Co. Ltd. (A Shares) | 121,400 | 791,955 | |
Bank of Shanghai Co. Ltd. (A Shares) | 201,900 | 255,124 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 172,700 | 230,231 | |
Beijing Capital International Airport Co. Ltd. (H Shares) | 444,000 | 322,951 | |
Beijing Chunlizhengda Medical Instruments Co. Ltd. (H Shares) | 30,250 | 91,906 | |
Beijing New Building Materials PLC (A Shares) | 47,200 | 336,565 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 76,500 | 682,574 | |
BGI Genomics Co. Ltd. | 16,300 | 325,396 | |
BOE Technology Group Co. Ltd. (A Shares) | 438,900 | 496,970 | |
BYD Co. Ltd. (H Shares) | 210,500 | 4,377,249 | |
Cansino Biologics, Inc. (H Shares) (a)(c) | 17,400 | 871,372 | |
CGN Power Co. Ltd. (H Shares) (c) | 2,429,000 | 559,739 | |
Changchun High & New Technology Industry Group, Inc. (A Shares) | 4,400 | 338,216 | |
China Bohai Bank Co. Ltd. (H Shares) (c) | 632,000 | 285,581 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 2,313,000 | 455,588 | |
China CITIC Bank Corp. Ltd. (H Shares) | 2,121,000 | 1,111,322 | |
China Communications Services Corp. Ltd. (H Shares) | 586,000 | 254,233 | |
China Construction Bank Corp.: | |||
(A Shares) | 603,000 | 626,893 | |
(H Shares) | 21,266,000 | 16,786,139 | |
China Datang Corp. Renewable Power Co. Ltd. | 586,000 | 109,388 | |
China Everbright Bank Co. Ltd.: | |||
(A Shares) | 265,800 | 155,206 | |
(H Shares) | 1,046,000 | 437,643 | |
China Fangda Group Co. Ltd. (B Shares) | 1,349,300 | 500,272 | |
China Fortune Land Development Co. Ltd. (A Shares) | 41,080 | 35,347 | |
China Galaxy Securities Co. Ltd. (H Shares) | 1,003,500 | 598,140 | |
China Greatwall Technology Group Co. Ltd. (A Shares) | 47,200 | 86,110 | |
China Huarong Asset Management Co. Ltd. (c)(e) | 2,544,000 | 334,058 | |
China International Capital Corp. Ltd. (H Shares) (c) | 370,400 | 930,798 | |
China International Travel Service Corp. Ltd. (A Shares) | 23,200 | 1,118,123 | |
China Jushi Co. Ltd. (A Shares) | 114,900 | 319,842 | |
China Life Insurance Co. Ltd. (H Shares) | 1,779,000 | 3,606,300 | |
China Longyuan Power Grid Corp. Ltd. (H Shares) | 721,000 | 1,061,857 | |
China Merchants Bank Co. Ltd.: | |||
(A Shares) | 147,400 | 1,199,966 | |
(H Shares) | 1,017,500 | 8,206,543 | |
China Merchants Securities Co. Ltd. (A Shares) | 99,060 | 286,461 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 60,000 | 107,701 | |
China Minsheng Banking Corp. Ltd.: | |||
(A Shares) | 725,100 | 526,449 | |
(H Shares) | 1,123,000 | 576,843 | |
China Molybdenum Co. Ltd. (H Shares) | 1,083,000 | 734,757 | |
China National Building Materials Co. Ltd. (H Shares) | 873,350 | 1,265,994 | |
China National Nuclear Power Co. Ltd. (A Shares) | 224,700 | 181,190 | |
China Oilfield Services Ltd. (H Shares) | 450,000 | 414,792 | |
China Pacific Insurance (Group) Co. Ltd. (H Shares) | 762,600 | 2,758,722 | |
China Petroleum & Chemical Corp.: | |||
(A Shares) | 443,400 | 293,157 | |
(H Shares) | 5,456,000 | 2,690,930 | |
China Railway Group Ltd.: | |||
(A Shares) | 193,400 | 161,030 | |
(H Shares) | 1,096,000 | 567,207 | |
China Shenhua Energy Co. Ltd.: | |||
(A Shares) | 323,800 | 960,871 | |
(H Shares) | 440,000 | 916,473 | |
China Shipbuilding Industry Co. (A Shares) (a) | 245,700 | 155,235 | |
China Southern Airlines Ltd. (H Shares) (a) | 456,000 | 309,958 | |
China State Construction Engineering Corp. Ltd. (A Shares) | 618,900 | 472,289 | |
China Suntien Green Energy Corp. Ltd. (H Shares) | 380,000 | 146,271 | |
China Tower Corp. Ltd. (H Shares) (c) | 10,346,000 | 1,491,747 | |
China Vanke Co. Ltd. (H Shares) | 553,900 | 1,939,568 | |
China Yangtze Power Co. Ltd. (A Shares) | 218,700 | 674,664 | |
Chongqing Changan Automobile Co. Ltd. (A Shares) (a) | 104,900 | 265,268 | |
Chongqing Rural Commercial Bank Co. Ltd. (H Shares) | 729,000 | 309,704 | |
Chongqing Zhifei Biological Products Co. Ltd. (A Shares) | 17,100 | 595,535 | |
CITIC Securities Co. Ltd. (H Shares) | 710,500 | 1,714,109 | |
Contemporary Amperex Technology Co. Ltd. | 32,500 | 1,948,795 | |
COSCO SHIPPING Holdings Co. Ltd. (H Shares) (a) | 811,500 | 1,452,139 | |
CSC Financial Co. Ltd. (A Shares) | 27,800 | 122,864 | |
Daqin Railway Co. Ltd. (A Shares) | 182,800 | 194,279 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 630,000 | 547,456 | |
East Money Information Co. Ltd. (A Shares) | 124,320 | 619,151 | |
Eastern Communications Co. Ltd. (B Shares) | 949,200 | 426,191 | |
Eve Energy Co. Ltd. (A shares) | 30,300 | 415,031 | |
Everbright Securities Co. Ltd. (A Shares) | 102,900 | 238,275 | |
Focus Media Information Technology Co. Ltd. (A Shares) | 151,500 | 252,285 | |
Foshan Haitian Flavouring & Food Co. Ltd. (A Shares) | 28,600 | 748,853 | |
Foxconn Industrial Internet Co. Ltd. (A Shares) | 37,000 | 78,647 | |
Fuyao Glass Industries Group Co. Ltd. (H Shares) (c) | 159,200 | 925,349 | |
Gemdale Corp. (A Shares) | 80,200 | 145,694 | |
GF Securities Co. Ltd. (H Shares) | 456,400 | 661,590 | |
Gigadevice Semiconductor Beijing, Inc. (A Shares) | 5,460 | 162,978 | |
GoerTek, Inc. (A Shares) | 46,100 | 268,475 | |
Great Wall Motor Co. Ltd.: | |||
(A Shares) | 70,800 | 365,620 | |
(H Shares) | 655,500 | 1,621,925 | |
Greenland Holdings Corp. Ltd. (A Shares) | 131,700 | 115,353 | |
Guangdong Haid Group Co. Ltd. (A Shares) | 42,200 | 543,675 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 683,600 | 583,472 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 432,400 | 553,321 | |
Guotai Junan Securities Co. Ltd. (A Shares) | 286,000 | 731,623 | |
Haier Smart Home Co. Ltd. (a) | 410,800 | 1,776,947 | |
Haier Smart Home Co. Ltd. (A Shares) | 120,200 | 615,158 | |
Hainan Meilan International Airport Co. Ltd. (a) | 33,000 | 140,195 | |
Haitong Securities Co. Ltd. (H Shares) | 868,000 | 776,621 | |
Hangzhou Steam Turbine Co. Ltd. | 557,727 | 865,194 | |
Hangzhou Tigermed Consulting Co. Ltd. (A Shares) | 37,200 | 899,385 | |
Hebei Construction Group Corp. (H Shares) | 80,500 | 27,256 | |
Henan Billions Chemicals Co. Ltd. (A Shares) | 54,000 | 282,367 | |
Henan Shuanghui Investment & Development Co. Ltd. (A Shares) | 52,100 | 294,886 | |
Hengli Petrochemical Co. Ltd. (A Shares) | 72,520 | 332,157 | |
Hithink RoyalFlush Information Network Co. Ltd. (A Shares) | 8,000 | 134,209 | |
Hualan Biological Engineer, Inc. (A Shares) | 25,100 | 163,159 | |
Huaneng Power International, Inc. (H Shares) | 988,000 | 356,139 | |
Huangshan Tourism Development Co. Ltd. | 806,433 | 604,018 | |
Huatai Securities Co. Ltd. (H Shares) (c) | 521,600 | 745,359 | |
Huaxia Bank Co. Ltd. (A Shares) | 315,000 | 303,638 | |
Huayu Automotive Systems Co. Ltd. (A Shares) | 40,300 | 162,607 | |
Hubei Dongbei Electric Engineering Group, Inc. (A Shares) | 171,192 | 205,478 | |
Hundsun Technologies, Inc. (A Shares) | 20,000 | 283,896 | |
iFlytek Co. Ltd. (A Shares) | 51,000 | 401,556 | |
Industrial & Commercial Bank of China Ltd.: | |||
(A Shares) | 804,500 | 637,535 | |
(H Shares) | 13,713,000 | 8,932,803 | |
Industrial Bank Co. Ltd. (A Shares) | 196,800 | 660,915 | |
INESA Intelligent Tech, Inc. (B Shares) | 1,296,400 | 569,120 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 81,400 | 514,919 | |
Inner Mongolia Eerduosi Resourses Co. Ltd. (B Shares) | 309,405 | 411,199 | |
Inner Mongolia Yitai Coal Co. Ltd. (B Shares) | 1,285,317 | 849,595 | |
Jiangsu Expressway Co. Ltd. (H Shares) | 298,000 | 351,412 | |
Jiangsu Hengli Hydraulic Co. Ltd. | 24,736 | 328,616 | |
Jiangsu Hengrui Medicine Co. Ltd. (A Shares) | 64,420 | 836,908 | |
Jiangsu King's Luck Brewery JSC Ltd. (A Shares) | 41,900 | 345,828 | |
Jiangsu Yanghe Brewery JSC Ltd. (A Shares) | 16,800 | 499,575 | |
Jiangxi Copper Co. Ltd. (H Shares) | 320,000 | 782,723 | |
Jiangxi Ganfeng Lithium Co. Ltd. | 28,900 | 488,802 | |
Kama Co. Ltd. (B Shares) (a) | 1,032,035 | 387,013 | |
Konka Group Co. Ltd. Series B | 781,300 | 245,421 | |
Kweichow Moutai Co. Ltd. (A Shares) | 18,000 | 5,579,986 | |
Legend Holdings Corp. rights (a)(e) | 1,623 | 272 | |
Lens Technology Co. Ltd. (A Shares) | 47,900 | 193,346 | |
Lepu Medical Technology Beijing Co. Ltd. (A Shares) | 17,000 | 84,271 | |
Lingyi iTech Guangdong Co. (A Shares) | 74,000 | 94,193 | |
LONGi Green Energy Technology Co. Ltd. | 46,500 | 714,003 | |
Luthai Textile JSC Ltd. (B Shares) | 1,782,839 | 885,940 | |
Luxshare Precision Industry Co. Ltd. (A Shares) | 78,778 | 449,778 | |
Luzhou Laojiao Co. Ltd. (A Shares) | 18,000 | 710,657 | |
Mango Excellent Media Co. Ltd. (A Shares) | 29,279 | 307,783 | |
Maxscend Microelectronics Co. Ltd. (A Shares) | 6,480 | 427,649 | |
Meinian Onehealth Healthcare Holdings Co. Ltd. (A Shares) (a) | 34,200 | 64,982 | |
Midea Group Co. Ltd. (A Shares) | 62,000 | 767,829 | |
Muyuan Foodstuff Co. Ltd. (A Shares) | 52,190 | 911,904 | |
Nanji E-Commerce Co. Ltd. (A Shares) | 43,800 | 54,670 | |
NARI Technology Co. Ltd. (A Shares) | 50,600 | 249,971 | |
NAURA Technology Group Co. Ltd. | 9,400 | 240,492 | |
New China Life Insurance Co. Ltd. | 11,600 | 87,105 | |
New China Life Insurance Co. Ltd. (H Shares) | 218,600 | 842,853 | |
New Hope Liuhe Co. Ltd. (A Shares) | 70,300 | 180,488 | |
Nongfu Spring Co. Ltd. (H Shares) (b)(c) | 76,200 | 403,673 | |
Offcn Education Technology Co. A Shares | 40,700 | 160,323 | |
People's Insurance Co. of China Group Ltd. (H Shares) | 2,153,000 | 737,277 | |
PetroChina Co. Ltd.: | |||
(A Shares) | 127,600 | 83,772 | |
(H Shares) | 5,062,000 | 1,844,223 | |
Pharmaron Beijing Co. Ltd. (H Shares) (c) | 29,000 | 601,448 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 1,607,000 | 1,578,502 | |
Ping An Bank Co. Ltd. (A Shares) | 257,000 | 924,620 | |
Ping An Insurance Group Co. of China Ltd.: | |||
(A Shares) | 150,790 | 1,688,773 | |
(H Shares) | 1,361,500 | 14,843,446 | |
Poly Developments & Holdings (A Shares) | 103,500 | 223,836 | |
Poly Property Development Co. Ltd. (H Shares) | 30,000 | 219,562 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | 2,681,000 | 1,746,434 | |
Rongsheng Petrochemical Co. Ltd. (A Shares) | 119,100 | 521,218 | |
SAIC Motor Corp. Ltd. (A Shares) | 99,000 | 306,780 | |
Sanan Optoelectronics Co. Ltd. (A Shares) | 37,200 | 144,237 | |
Sangfor Technologies, Inc. | 11,500 | 485,848 | |
Sany Heavy Industry Co. Ltd. (A Shares) | 165,200 | 788,040 | |
Seazen Holdings Co. Ltd. (A Shares) | 20,100 | 139,848 | |
SF Holding Co. Ltd. (A Shares) | 45,500 | 452,294 | |
Shaanxi Coal Industry Co. Ltd. (A Shares) | 169,600 | 294,740 | |
Shandong Airlines Co. Ltd. (a) | 538,850 | 373,211 | |
Shandong Gold Mining Co. Ltd. (A Shares) | 269,060 | 804,665 | |
Shandong Linglong Tyre Co. Ltd. (A Shares) | 35,600 | 305,599 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 584,000 | 1,309,682 | |
Shang Gong Group Co. Ltd. (B Shares) (a) | 931,946 | 335,501 | |
Shanghai Chlor Alkali Co. Ltd. (B Shares) | 886,249 | 444,011 | |
Shanghai Diesel Engine Co. Ltd. (B Shares) | 658,900 | 303,753 | |
Shanghai Fosun Pharmaceutical (Group) Co. Ltd. (H Shares) | 158,500 | 1,006,981 | |
Shanghai Fudan Microelectronics Group Co. Ltd. (H Shares) (a) | 74,000 | 98,695 | |
Shanghai Greencourt Investment Group Co. Ltd. (B Shares) (a) | 1,197,906 | 153,332 | |
Shanghai Haixin Group Co. Ltd. (B Shares) (a) | 1,668,400 | 547,235 | |
Shanghai Haohai Biological Technology Co. Ltd. (H Shares) (c) | 7,400 | 68,401 | |
Shanghai Highly Group Co. Ltd. (B Shares) | 804,740 | 404,784 | |
Shanghai International Airport Co. Ltd. (A Shares) | 14,900 | 113,105 | |
Shanghai Jin Jiang International Industrial Investment Co. Ltd. (B Shares) | 952,162 | 677,939 | |
Shanghai Lujiazui Finance Trust Ltd. (B Shares) | 1,549,536 | 1,399,231 | |
Shanghai M&G Stationery, Inc. (A Shares) | 29,600 | 417,925 | |
Shanghai Pharmaceuticals Holding Co. Ltd. (H Shares) | 239,800 | 545,803 | |
Shanghai Pudong Development Bank Co. Ltd. (A Shares) | 216,900 | 336,734 | |
Shanghai RAAS Blood Products Co. Ltd. (A Shares) | 61,000 | 75,290 | |
Shanxi Xinghuacun Fen Wine Factory Co. Ltd. (A Shares) | 11,500 | 728,798 | |
Shengyi Technology Co. Ltd. | 34,700 | 125,056 | |
Shennan Circuits Co. Ltd. (A Shares) | 8,680 | 106,437 | |
Shenwan Hongyuan Group Co. Ltd. (A Shares) | 313,800 | 219,105 | |
Shenzhen Goodix Technology Co. Ltd. (A Shares) | 4,900 | 86,139 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 25,800 | 356,501 | |
Shenzhen Kangtai Biological Products Co. Ltd. | 11,100 | 309,843 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 12,900 | 929,314 | |
Sinopec Engineering Group Co. Ltd. (H Shares) | 489,000 | 302,802 | |
Sinopharm Group Co. Ltd. (H Shares) | 313,200 | 971,725 | |
Songcheng Performance Development Co. Ltd. (A Shares) | 93,682 | 314,468 | |
Sungrow Power Supply Co. Ltd. (A Shares) | 26,400 | 366,627 | |
Suning.com Co. Ltd. (A Shares) | 350,000 | 360,083 | |
TCL Corp. (A Shares) | 260,100 | 361,613 | |
Tianjin Zhonghuan Semiconductor Co. Ltd. (A Shares) | 45,900 | 195,909 | |
Tong Ren Tang Technologies Co. Ltd. (H Shares) | 187,000 | 148,295 | |
Tongwei Co. Ltd. (A Shares) | 61,400 | 334,150 | |
Topchoice Medical Corp. (a) | 11,600 | 561,230 | |
TravelSky Technology Ltd. (H Shares) | 222,000 | 487,570 | |
Tsingtao Brewery Co. Ltd. (H Shares) | 122,000 | 1,107,270 | |
Unigroup Guoxin Microelectronics Co. Ltd. | 10,400 | 188,143 | |
Unisplendour Corp. Ltd. (A Shares) | 88,060 | 248,530 | |
Walvax Biotechnology Co. Ltd. (A Shares) | 30,300 | 292,539 | |
Wanhua Chemical Group Co. Ltd. (A Shares) | 59,700 | 947,490 | |
Weichai Power Co. Ltd. (H Shares) | 564,000 | 1,305,483 | |
Wens Foodstuffs Group Co. Ltd. (A Shares) | 91,200 | 202,729 | |
Will Semiconductor Ltd. | 16,900 | 789,746 | |
Wingtech Technology Co. Ltd. (A Shares) | 8,200 | 108,050 | |
Wuhan Guide Infrared Co. Ltd. (A Shares) | 58,100 | 312,960 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 43,300 | 147,555 | |
Wuliangye Yibin Co. Ltd. (A Shares) | 43,000 | 1,893,103 | |
WUS Printed Circuit Kunshan Co. Ltd. (A Shares) | 28,000 | 62,631 | |
WuXi AppTec Co. Ltd. | 8,680 | 212,860 | |
WuXi AppTec Co. Ltd. (H Shares) (c) | 86,348 | 2,042,049 | |
Xinjiang Goldwind Science & Technology Co. Ltd. (H Shares) | 261,192 | 430,402 | |
Yanzhou Coal Mining Co. Ltd. (H Shares) | 428,000 | 510,773 | |
YiChang HEC ChangJiang Pharmaceutical Co. Ltd. (H Shares) (c) | 78,600 | 73,057 | |
Yonghui Superstores Co. Ltd. (A Shares) | 145,200 | 124,935 | |
Yonyou Network Technology Co. Ltd. (A Shares) | 45,959 | 235,705 | |
Yunda Holding Co. Ltd. (A Shares) | 73,060 | 181,705 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 7,500 | 124,604 | |
Yunnan Energy New Material Co. Ltd. | 24,600 | 511,305 | |
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. (A Shares) | 8,400 | 440,288 | |
Zhaojin Mining Industry Co. Ltd. (H Shares) | 273,500 | 248,228 | |
Zhejiang Dahua Technology Co. Ltd. (A Shares) | 51,300 | 185,911 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 408,000 | 355,068 | |
Zhejiang NHU Co. Ltd. (A Shares) | 21,500 | 129,893 | |
Zhejiang Sanhua Intelligent Controls Co. Ltd. (A Shares) | 70,000 | 231,621 | |
ZhongAn Online P & C Insurance Co. Ltd. (H Shares) (a)(c) | 92,300 | 546,593 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 134,900 | 538,367 | |
Zijin Mining Group Co. Ltd. (H Shares) | 1,642,000 | 2,312,572 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 216,400 | 394,792 | |
(H Shares) | 191,000 | 264,576 | |
ZTE Corp. (H Shares) | 262,200 | 656,196 | |
TOTAL CHINA | 205,053,576 | ||
Colombia - 0.0% | |||
Bancolombia SA | 84,489 | 628,495 | |
Cementos Argos SA | 111,409 | 152,273 | |
Corporacion Financiera Colombiana SA | 9,846 | 83,998 | |
Ecopetrol SA | 1,119,797 | 659,353 | |
Grupo Argos SA | 55,715 | 157,201 | |
Grupo de Inversiones Suramerica SA | 56,600 | 288,934 | |
Interconexion Electrica SA ESP | 104,442 | 594,934 | |
TOTAL COLOMBIA | 2,565,188 | ||
Cyprus - 0.0% | |||
TCS Group Holding PLC unit | 27,925 | 1,614,364 | |
Czech Republic - 0.0% | |||
CEZ A/S | 39,104 | 1,089,810 | |
Komercni Banka A/S (a) | 21,091 | 639,761 | |
MONETA Money Bank A/S (a)(c) | 132,656 | 493,352 | |
TOTAL CZECH REPUBLIC | 2,222,923 | ||
Denmark - 1.5% | |||
A.P. Moller - Maersk A/S: | |||
Series A | 662 | 1,557,232 | |
Series B | 1,427 | 3,549,845 | |
ALK-Abello A/S (a) | 1,511 | 655,172 | |
Alm. Brand A/S | 14,914 | 169,505 | |
Ambu A/S Series B | 37,759 | 2,115,832 | |
Bavarian Nordic A/S (a) | 13,242 | 608,215 | |
Carlsberg A/S Series B | 22,662 | 3,977,043 | |
Chemometec A/S | 3,754 | 409,059 | |
Christian Hansen Holding A/S (a) | 23,851 | 2,192,531 | |
Coloplast A/S Series B | 26,663 | 4,416,448 | |
D/S Norden A/S | 5,090 | 131,418 | |
Danske Bank A/S | 154,546 | 2,949,551 | |
Demant A/S (a) | 23,971 | 1,202,154 | |
Det Forenede Dampskibs-Selskab (DFDS) A/S (a) | 8,997 | 532,367 | |
DSV Panalpina A/S | 47,189 | 10,524,336 | |
FLSmidth & Co. A/S | 9,286 | 365,711 | |
Genmab A/S (a) | 14,917 | 5,474,438 | |
GN Store Nord A/S | 28,681 | 2,589,238 | |
H Lundbeck A/S | 15,428 | 475,905 | |
ISS Holdings A/S | 33,633 | 638,632 | |
Jyske Bank A/S (Reg.) (a) | 11,887 | 580,571 | |
Matas A/S (a) | 18,241 | 270,132 | |
Netcompany Group A/S (c) | 9,404 | 978,348 | |
Nilfisk Holding A/S (a) | 5,420 | 160,706 | |
NKT Holding A/S (a) | 14,976 | 622,729 | |
NNIT A/S (c) | 3,587 | 62,747 | |
Novo Nordisk A/S Series B | 390,747 | 28,824,422 | |
Novozymes A/S Series B | 46,654 | 3,321,007 | |
ORSTED A/S (c) | 43,001 | 6,272,109 | |
Pandora A/S | 23,063 | 2,617,491 | |
Per Aarsleff Holding A/S | 4,622 | 226,041 | |
Ringkjoebing Landbobank A/S | 6,070 | 618,246 | |
Rockwool International A/S Series B | 1,791 | 804,088 | |
Royal Unibrew A/S | 11,348 | 1,385,155 | |
Scandinavian Tobacco Group A/S (c) | 21,748 | 395,904 | |
Schouw & Co. | 3,192 | 341,628 | |
SimCorp A/S | 9,083 | 1,200,611 | |
Spar Nord Bank A/S | 26,405 | 292,421 | |
Sydbank A/S | 13,060 | 389,769 | |
The Drilling Co. of 1972 A/S (a) | 4,402 | 185,747 | |
Topdanmark A/S | 11,141 | 543,955 | |
Tryg A/S | 105,415 | 2,412,373 | |
Vestas Wind Systems A/S | 220,324 | 9,197,086 | |
Zealand Pharma A/S (a) | 8,407 | 275,911 | |
TOTAL DENMARK | 106,513,829 | ||
Egypt - 0.0% | |||
Commercial International Bank SAE | 425,336 | 1,548,158 | |
Eastern Tobacco Co. | 409,424 | 308,767 | |
EFG-Hermes Holding SAE (a) | 246,624 | 222,686 | |
Elsewedy Electric Co. | 306,885 | 157,754 | |
Talaat Moustafa Group Holding | 527,072 | 189,827 | |
TOTAL EGYPT | 2,427,192 | ||
Faroe Islands - 0.0% | |||
Bakkafrost | 11,928 | 946,617 | |
Finland - 0.8% | |||
Adapteo OYJ | 10,106 | 127,496 | |
Cargotec Corp. (B Shares) (b) | 9,116 | 528,477 | |
Caverion Corp. | 23,670 | 195,359 | |
Citycon Oyj | 27,875 | 244,643 | |
Elisa Corp. (A Shares) | 32,367 | 1,836,315 | |
Fortum Corp. | 99,911 | 2,624,578 | |
Huhtamaki Oyj | 23,325 | 1,106,556 | |
KCI Konecranes Oyj | 14,028 | 646,273 | |
Kemira Oyj | 22,421 | 366,327 | |
Kesko Oyj | 64,860 | 1,975,961 | |
Kojamo OYJ | 26,489 | 574,191 | |
Kone OYJ (B Shares) | 75,064 | 5,896,654 | |
Metsa Board OYJ (B Shares) | 45,190 | 575,351 | |
Metso Outotec Oyj | 140,036 | 1,573,140 | |
Musti Group OYJ | 15,703 | 592,421 | |
Neles Oyj | 25,750 | 375,055 | |
Neste Oyj | 96,876 | 5,870,046 | |
Nokia Corp. (a) | 1,299,537 | 6,155,851 | |
Nokian Tyres PLC | 31,715 | 1,181,248 | |
Nordea Bank ABP (Stockholm Stock Exchange) | 726,899 | 7,534,004 | |
Oriola-KD Oyj | 25,304 | 57,923 | |
Orion Oyj (B Shares) | 24,203 | 1,071,681 | |
Outokumpu Oyj (A Shares) (a) | 71,794 | 466,961 | |
Revenio Group Oyj | 5,897 | 423,608 | |
Sampo Oyj (A Shares) | 105,040 | 4,989,494 | |
Sanoma Corp. | 16,235 | 281,848 | |
Stora Enso Oyj (R Shares) | 134,270 | 2,571,518 | |
TietoEVRY Oyj | 22,785 | 788,926 | |
Tokmanni Group Corp. | 12,924 | 332,511 | |
UPM-Kymmene Corp. | 120,111 | 4,700,332 | |
Uponor Oyj | 13,253 | 386,226 | |
Valmet Corp. | 30,494 | 1,274,351 | |
Wartsila Corp. | 102,936 | 1,328,508 | |
YIT-Yhtyma OY | 30,403 | 188,243 | |
TOTAL FINLAND | 58,842,076 | ||
France - 5.9% | |||
AB Science SA (a)(b) | 8,184 | 153,295 | |
Accor SA (a) | 41,189 | 1,657,417 | |
Aeroports de Paris SA | 6,934 | 889,494 | |
Air France KLM (Reg.) (a) | 63,903 | 356,172 | |
Air Liquide SA | 107,198 | 18,052,398 | |
Albioma | 9,864 | 445,898 | |
ALD SA (c) | 21,760 | 342,185 | |
Alstom SA (a) | 60,865 | 3,323,937 | |
ALTEN | 7,142 | 893,851 | |
Amundi SA (c) | 13,727 | 1,222,893 | |
Arkema SA | 16,486 | 2,061,311 | |
Atos Origin SA | 22,269 | 1,515,882 | |
AXA SA | 436,107 | 12,317,865 | |
Beneteau SA (a) | 9,748 | 128,915 | |
BIC SA | 6,860 | 484,537 | |
bioMerieux SA | 9,870 | 1,173,805 | |
BNP Paribas SA | 256,846 | 16,468,386 | |
Boiron SA | 1,077 | 50,239 | |
Bollore SA | 208,179 | 1,051,189 | |
Bonduelle SCA | 2,828 | 74,629 | |
Bouygues SA | 51,116 | 2,190,228 | |
Bureau Veritas SA | 69,033 | 2,064,084 | |
Capgemini SA | 36,628 | 6,711,088 | |
Carmila SA | 13,971 | 234,481 | |
Carrefour SA | 141,981 | 2,749,070 | |
Casino Guichard Perrachon SA (a) | 10,479 | 365,983 | |
Cellectis SA (a) | 7,070 | 132,662 | |
CGG SA (a) | 188,659 | 220,011 | |
Chargeurs SA | 5,117 | 144,201 | |
CNP Assurances | 40,244 | 704,703 | |
Coface SA | 24,351 | 297,151 | |
Compagnie de St. Gobain | 116,009 | 7,319,606 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 38,481 | 5,568,226 | |
Covivio | 11,694 | 1,043,186 | |
Credit Agricole SA | 261,732 | 4,050,397 | |
Danone SA | 140,667 | 9,929,618 | |
Dassault Aviation SA | 531 | 578,386 | |
Dassault Systemes SA | 29,835 | 6,920,948 | |
Edenred SA | 57,051 | 3,233,998 | |
EDF SA | 142,233 | 2,072,515 | |
Eiffage SA | 18,633 | 2,041,227 | |
Elior SA (c) | 22,380 | 185,385 | |
Elis SA (a) | 43,949 | 786,225 | |
ENGIE | 407,797 | 6,064,689 | |
Eramet SA (a) | 2,471 | 178,097 | |
Essilor International SA | 64,546 | 10,739,899 | |
Eurazeo SA | 10,557 | 879,566 | |
Eutelsat Communications | 39,130 | 494,668 | |
Faurecia SA | 28,793 | 1,554,276 | |
Gaztransport et Technigaz SA | 5,141 | 439,144 | |
Gecina SA | 10,243 | 1,498,077 | |
Getlink SE | 99,716 | 1,586,060 | |
Groupe FNAC SA | 3,860 | 272,176 | |
Hermes International SCA | 7,048 | 8,846,290 | |
ICADE | 6,602 | 513,540 | |
ICADE rights 5/20/21 (a)(d) | 6,602 | 12,700 | |
ID Logistics Group (a) | 578 | 159,827 | |
Iliad SA | 3,615 | 656,266 | |
Imerys SA | 8,652 | 449,777 | |
Innate Pharma SA (a) | 19,142 | 81,928 | |
Interparfums SA | 4,029 | 278,522 | |
Ipsen SA | 8,632 | 834,792 | |
Ipsos SA | 9,627 | 400,463 | |
JCDecaux SA (a) | 16,902 | 430,387 | |
Kaufman & Broad SA | 4,651 | 211,365 | |
Kering SA | 17,217 | 13,795,976 | |
Klepierre SA | 44,506 | 1,180,372 | |
Korian SA | 15,752 | 631,009 | |
L'Oreal SA | 57,051 | 23,360,697 | |
La Francaise des Jeux SAEM (c) | 19,962 | 1,022,851 | |
Lagardere S.C.A. (Reg.) | 12,751 | 343,083 | |
Legrand SA | 61,805 | 6,018,710 | |
LVMH Moet Hennessy Louis Vuitton SE | 63,087 | 47,526,623 | |
Maisons du Monde SA (c) | 11,390 | 276,885 | |
McPhy Energy SA (a) | 5,945 | 215,565 | |
Mercialys SA | 16,458 | 210,332 | |
Mercialys SA rights 5/17/21 (a)(d) | 16,458 | 8,508 | |
Mersen SA | 6,210 | 215,767 | |
Natixis SA | 214,104 | 1,046,100 | |
Neoen SA (a)(c) | 10,595 | 484,802 | |
Neopost SA | 8,120 | 221,994 | |
Nexans SA | 7,257 | 596,335 | |
Nexity | 9,865 | 534,658 | |
Novacyt SA (a) | 19,916 | 124,892 | |
Orange SA | 449,409 | 5,596,590 | |
Orpea (a) | 11,812 | 1,520,215 | |
Pernod Ricard SA | 47,547 | 9,757,789 | |
Peugeot Invest | 1,594 | 215,019 | |
Plastic Omnium SA | 15,014 | 504,694 | |
Publicis Groupe SA | 50,733 | 3,285,123 | |
Remy Cointreau SA | 5,700 | 1,138,940 | |
Renault SA | 44,858 | 1,808,021 | |
Rexel SA | 55,982 | 1,101,772 | |
Rubis SCA | 21,461 | 1,007,548 | |
Safran SA | 72,891 | 10,883,260 | |
Sanofi SA | 258,133 | 27,063,278 | |
Sartorius Stedim Biotech | 6,237 | 2,864,401 | |
Schneider Electric SA | 123,303 | 19,673,721 | |
SCOR SE | 36,467 | 1,179,800 | |
SEB SA | 5,890 | 1,072,810 | |
Societe Generale Series A | 186,580 | 5,307,678 | |
Sodexo SA (a) | 20,099 | 2,008,030 | |
Soitec SA (a) | 5,334 | 1,077,992 | |
Sopra Steria Group | 4,179 | 777,747 | |
SPIE SA | 28,381 | 717,225 | |
SR Teleperformance SA | 13,520 | 5,219,294 | |
Suez Environnement SA | 77,507 | 1,850,610 | |
Tarkett SA (a) | 9,845 | 237,315 | |
Television Francaise 1 SA | 15,595 | 153,836 | |
Thales SA | 23,447 | 2,389,877 | |
The Lisi Group | 3,203 | 103,394 | |
The Vicat Group | 6,104 | 306,751 | |
Total SA | 573,945 | 25,367,112 | |
Trigano SA | 2,169 | 387,501 | |
Ubisoft Entertainment SA (a) | 21,586 | 1,619,905 | |
Valeo SA | 54,583 | 1,767,868 | |
Valneva SE (a) | 14,887 | 250,750 | |
Veolia Environnement SA | 123,534 | 3,934,262 | |
Verallia SA (c) | 8,581 | 347,460 | |
VINCI SA | 118,532 | 13,006,490 | |
Virbac SA | 1,168 | 379,142 | |
Vivendi SA | 189,717 | 6,614,531 | |
Wendel SA | 7,621 | 1,014,272 | |
Worldline SA/France (a)(c) | 54,363 | 5,335,167 | |
TOTAL FRANCE | 425,452,535 | ||
Germany - 5.1% | |||
Aareal Bank AG | 14,231 | 400,356 | |
adidas AG | 43,467 | 13,422,519 | |
ADVA Optical Networking SE (a) | 14,948 | 187,260 | |
Aixtron AG | 25,856 | 552,232 | |
Allianz SE | 92,960 | 24,185,115 | |
alstria office REIT-AG | 38,225 | 684,285 | |
Amadeus Fire AG | 1,925 | 334,189 | |
AURELIUS AG | 5,292 | 177,636 | |
Aurubis AG | 8,483 | 729,614 | |
BASF AG | 209,181 | 16,869,805 | |
Bayer AG | 224,846 | 14,548,682 | |
Bayerische Motoren Werke AG (BMW) | 73,192 | 7,338,790 | |
BayWa AG | 8,030 | 391,472 | |
Bechtle AG | 6,064 | 1,234,637 | |
Befesa SA (c) | 7,957 | 556,759 | |
Beiersdorf AG | 22,618 | 2,552,907 | |
Bertrandt AG | 1,967 | 108,900 | |
Bilfinger Berger AG | 7,034 | 262,832 | |
Borussia Dortmund GmbH & Co. KGaA (a) | 12,532 | 87,838 | |
Brenntag AG | 34,808 | 3,125,203 | |
CANCOM AG | 9,834 | 607,226 | |
Carl Zeiss Meditec AG | 9,458 | 1,666,403 | |
CECONOMY AG (a) | 44,468 | 260,358 | |
CeWe Color Holding AG | 1,495 | 242,285 | |
Commerzbank AG | 226,595 | 1,495,879 | |
CompuGroup Medical AG | 5,367 | 491,033 | |
Continental AG | 25,171 | 3,401,595 | |
Corestate Capital Holding SA (a)(b) | 8,354 | 131,370 | |
Covestro AG (c) | 43,433 | 2,841,667 | |
CropEnergies AG | 6,907 | 88,686 | |
CTS Eventim AG | 13,737 | 949,300 | |
Daimler AG (Germany) | 194,954 | 17,356,094 | |
Delivery Hero AG (a)(c) | 29,744 | 4,722,072 | |
Dermapharm Holding SE | 6,675 | 583,419 | |
Deutsche Bank AG (a) | 452,604 | 6,315,325 | |
Deutsche Beteiligungs AG | 6,402 | 264,770 | |
Deutsche Borse AG | 42,926 | 7,395,395 | |
Deutsche EuroShop AG | 10,724 | 247,544 | |
Deutsche Lufthansa AG (a)(b) | 61,381 | 792,414 | |
Deutsche Pfandbriefbank AG (c) | 34,382 | 396,162 | |
Deutsche Post AG | 227,700 | 13,410,889 | |
Deutsche Telekom AG | 750,742 | 14,448,071 | |
Deutsche Wohnen AG (Bearer) | 78,034 | 4,221,737 | |
Deutz AG | 34,352 | 278,566 | |
DIC Asset AG | 14,025 | 249,888 | |
Draegerwerk AG & Co. KGaA | 423 | 37,328 | |
Duerr AG | 12,942 | 543,961 | |
E.ON AG | 503,414 | 6,068,031 | |
Eckert & Ziegler Strahlen-und Medizintechnik AG | 3,785 | 372,005 | |
ElringKlinger AG (a) | 7,581 | 131,610 | |
Encavis AG (b) | 22,357 | 430,328 | |
Evonik Industries AG | 46,888 | 1,641,526 | |
Evotec OAI AG (a) | 31,785 | 1,323,334 | |
Flatex AG (a) | 6,134 | 786,870 | |
Fraport AG Frankfurt Airport Services Worldwide | 8,789 | 583,486 | |
Freenet AG | 28,516 | 694,238 | |
Fresenius Medical Care AG & Co. KGaA | 48,133 | 3,832,653 | |
Fresenius SE & Co. KGaA | 92,934 | 4,567,518 | |
GEA Group AG | 35,543 | 1,560,130 | |
Gerresheimer AG | 7,408 | 796,666 | |
Grenkeleasing AG (b) | 6,215 | 252,105 | |
Hamborner (REIT) AG | 37,362 | 409,387 | |
Hamborner (REIT) AG rights (a)(d) | 37,362 | 14,823 | |
Hamburger Hafen und Logistik AG | 6,581 | 162,038 | |
Hannover Reuck SE | 13,258 | 2,451,484 | |
HeidelbergCement AG | 33,530 | 3,072,538 | |
HelloFresh AG (a) | 34,156 | 2,833,420 | |
Henkel AG & Co. KGaA | 27,636 | 2,747,739 | |
Hochtief AG | 5,741 | 538,227 | |
Hornbach Holding AG & Co. KGaA | 2,735 | 255,654 | |
Hugo Boss AG | 13,851 | 639,118 | |
Hypoport AG (a) | 778 | 468,611 | |
INDUS Holding AG | 3,701 | 153,954 | |
Infineon Technologies AG | 300,273 | 12,041,116 | |
Jenoptik AG | 11,991 | 367,324 | |
JOST Werke AG (c) | 3,664 | 241,396 | |
K+S AG | 43,655 | 484,219 | |
KION Group AG | 16,618 | 1,657,057 | |
Kloeckner & Co. AG (a) | 22,116 | 300,189 | |
Knorr-Bremse AG | 15,952 | 1,956,186 | |
Koenig & Bauer AG (a) | 5,449 | 154,605 | |
Krones AG | 4,124 | 359,461 | |
KWS Saat AG | 2,835 | 252,220 | |
Lanxess AG | 19,495 | 1,434,866 | |
LEG Immobilien AG | 16,059 | 2,233,812 | |
LPKF Laser & Electronics AG | 6,103 | 162,449 | |
Merck KGaA | 29,277 | 5,144,228 | |
Metro Wholesale & Food Specialist AG | 38,130 | 417,160 | |
Morphosys AG (a) | 7,564 | 714,229 | |
MTU Aero Engines AG | 12,196 | 3,077,688 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 31,834 | 9,210,259 | |
Nagarro SE (a) | 2,333 | 255,802 | |
Nemetschek Se | 13,437 | 1,001,587 | |
New Work SE | 812 | 246,497 | |
Nordex Se (a)(b) | 15,130 | 437,652 | |
NORMA Group AG | 8,025 | 447,670 | |
OSRAM Licht AG (a) | 9,359 | 585,659 | |
Patrizia Immobilien AG | 9,126 | 249,607 | |
Pfeiffer Vacuum Technology AG | 1,055 | 204,716 | |
ProSiebenSat.1 Media AG | 47,020 | 1,020,080 | |
Puma AG | 22,551 | 2,378,259 | |
Rational AG | 1,207 | 1,006,494 | |
Rheinmetall AG | 10,791 | 1,124,801 | |
RWE AG | 146,336 | 5,548,910 | |
Salzgitter AG | 8,497 | 270,507 | |
SAP SE | 237,334 | 33,231,676 | |
Scout24 AG (c) | 25,621 | 2,129,709 | |
Shop Apotheke Europe NV (a)(c) | 2,988 | 616,802 | |
Siemens AG | 174,247 | 29,070,485 | |
Siemens Healthineers AG (c) | 60,215 | 3,437,243 | |
Siltronic AG | 4,991 | 841,260 | |
Sixt AG | 3,791 | 525,962 | |
SMA Solar Technology AG | 2,583 | 147,507 | |
Software AG (Bearer) | 12,178 | 527,662 | |
STRATEC Biomedical Systems AG | 1,943 | 275,177 | |
Stroer Out-of-Home Media AG | 6,545 | 558,286 | |
Suedzucker AG (Bearer) | 21,268 | 348,256 | |
Symrise AG | 29,403 | 3,796,564 | |
TAG Immobilien AG | 32,251 | 996,873 | |
Takkt AG | 10,011 | 169,463 | |
TeamViewer AG (a)(c) | 37,675 | 1,791,861 | |
Telefonica Deutschland Holding AG | 228,490 | 664,230 | |
Thyssenkrupp AG | 95,178 | 1,272,437 | |
TUI AG (GB) (a)(b) | 179,984 | 1,070,578 | |
Uniper SE | 48,625 | 1,773,658 | |
United Internet AG | 24,696 | 1,039,474 | |
Varta AG (b) | 4,309 | 628,653 | |
VERBIO Vereinigte BioEnergie AG | 7,017 | 353,645 | |
Volkswagen AG (b) | 8,314 | 2,640,813 | |
Vonovia SE | 120,853 | 7,938,947 | |
Vonovia SE rights 5/20/21 (a)(d) | 117,782 | 239,310 | |
Vossloh AG | 1,957 | 104,229 | |
Wacker Chemie AG | 3,677 | 554,794 | |
Wacker Construction Equipment AG | 8,214 | 221,009 | |
WashTec AG | 2,326 | 150,168 | |
Wustenrot & Wurttembergische AG | 3,536 | 76,946 | |
Zalando SE (a)(c) | 35,474 | 3,690,811 | |
Zooplus AG (a) | 1,323 | 418,322 | |
TOTAL GERMANY | 364,267,476 | ||
Gibraltar - 0.0% | |||
888 Holdings PLC | 83,456 | 491,686 | |
Greece - 0.1% | |||
Alpha Bank AE (a) | 315,762 | 500,821 | |
Athens Water Supply & Sewage Co. SA | 7,606 | 77,818 | |
EFG Eurobank Ergasias SA (a) | 628,712 | 593,962 | |
Ff Group (a)(e) | 881 | 1,271 | |
GEK Group of Companies SA (a) | 14,236 | 171,837 | |
Hellenic Telecommunications Organization SA | 54,531 | 925,050 | |
Holding Co. ADMIE IPTO SA | 49,556 | 159,969 | |
Jumbo SA | 27,574 | 515,496 | |
Motor Oil (HELLAS) Corinth Refineries SA | 14,252 | 220,178 | |
Mytilineos SA | 26,511 | 493,710 | |
National Bank of Greece SA (a) | 131,254 | 407,913 | |
OPAP SA | 46,863 | 718,348 | |
Piraeus Financial Holdings SA (a) | 3,838 | 10,013 | |
Public Power Corp. of Greece (a) | 26,800 | 303,354 | |
Terna Energy SA | 15,348 | 230,652 | |
TOTAL GREECE | 5,330,392 | ||
Hong Kong - 1.8% | |||
AIA Group Ltd. | 2,767,000 | 35,120,358 | |
Bank of East Asia Ltd. | 326,057 | 685,044 | |
Beijing Enterprises Holdings Ltd. | 140,500 | 459,425 | |
Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 63,000 | 91,324 | |
BOC Hong Kong (Holdings) Ltd. | 840,000 | 2,963,020 | |
BYD Electronic International Co. Ltd. | 157,000 | 835,757 | |
Champion (REIT) | 490,000 | 285,128 | |
China Everbright International Ltd. | 907,370 | 571,213 | |
China Everbright Ltd. | 288,000 | 344,810 | |
China Jinmao Holdings Group Ltd. | 1,424,000 | 540,800 | |
China Merchants Holdings International Co. Ltd. | 367,671 | 589,769 | |
China Overseas Grand Oceans Group Ltd. | 469,500 | 299,793 | |
China Overseas Land and Investment Ltd. | 881,500 | 2,231,057 | |
China Power International Development Ltd. | 1,746,666 | 400,253 | |
China Resources Beer Holdings Co. Ltd. | 346,666 | 2,800,462 | |
China Resources Pharmaceutical Group Ltd. (c) | 400,500 | 270,686 | |
China Resources Power Holdings Co. Ltd. | 494,000 | 648,682 | |
China South City Holdings Ltd. | 2,034,000 | 214,719 | |
China Taiping Insurance Group Ltd. | 395,600 | 735,408 | |
China Tobacco International Co. Ltd. | 106,000 | 241,537 | |
China Traditional Chinese Medicine Holdings Co. Ltd. | 822,000 | 469,850 | |
CITIC 1616 Holdings Ltd. | 445,000 | 160,980 | |
CITIC Pacific Ltd. | 1,327,000 | 1,397,427 | |
CLP Holdings Ltd. | 365,500 | 3,607,749 | |
CSPC Pharmaceutical Group Ltd. | 2,129,600 | 2,637,411 | |
Dah Sing Banking Group Ltd. | 140,400 | 154,358 | |
Dah Sing Financial Holdings Ltd. | 31,600 | 102,313 | |
Far East Horizon Ltd. | 483,000 | 553,404 | |
Fosun International Ltd. | 606,000 | 872,206 | |
Galaxy Entertainment Group Ltd. | 501,000 | 4,411,625 | |
Genertec Universal Medical Group Co. Ltd. (c) | 363,000 | 302,354 | |
Guangdong Investment Ltd. | 706,000 | 1,087,028 | |
Hang Lung Group Ltd. | 203,000 | 534,434 | |
Hang Lung Properties Ltd. | 468,000 | 1,277,281 | |
Hang Seng Bank Ltd. | 170,400 | 3,345,370 | |
Henderson Land Development Co. Ltd. | 319,345 | 1,420,407 | |
Hong Kong & China Gas Co. Ltd. | 2,335,084 | 3,745,588 | |
Hong Kong & Shanghai Hotels Ltd. | 159,517 | 159,974 | |
Hong Kong Exchanges and Clearing Ltd. | 276,274 | 16,716,395 | |
Hong Kong Television Network Ltd. (a) | 132,000 | 182,508 | |
Hua Hong Semiconductor Ltd. (a)(c) | 127,000 | 793,776 | |
Hysan Development Co. Ltd. | 143,000 | 538,476 | |
Lenovo Group Ltd. | 1,674,000 | 2,301,609 | |
Link (REIT) | 466,442 | 4,410,565 | |
Melco International Development Ltd. | 152,000 | 303,305 | |
MMG Ltd. (a) | 608,000 | 396,058 | |
MTR Corp. Ltd. | 341,528 | 1,903,790 | |
New World Development Co. Ltd. | 356,822 | 1,887,984 | |
PCCW Ltd. | 989,886 | 573,459 | |
Poly Property Group Co. Ltd. | 901,000 | 257,503 | |
Power Assets Holdings Ltd. | 313,500 | 1,927,151 | |
Shanghai Industrial Holdings Ltd. | 127,000 | 196,523 | |
Shenzhen Investment Ltd. | 962,810 | 353,257 | |
Shougang Fushan Resources Group Ltd. | 530,335 | 138,596 | |
Shun Tak Holdings Ltd. | 450,000 | 144,250 | |
Sino Land Ltd. | 720,911 | 1,071,007 | |
Sino-Ocean Group Holding Ltd. | 1,136,500 | 253,116 | |
Sinotruk Hong Kong Ltd. | 180,000 | 443,063 | |
SJM Holdings Ltd. | 511,000 | 663,111 | |
Sun Art Retail Group Ltd. | 470,500 | 433,688 | |
Sun Hung Kai Properties Ltd. | 296,000 | 4,469,866 | |
Sunlight (REIT) | 313,000 | 172,059 | |
Swire Pacific Ltd. (A Shares) | 116,000 | 938,573 | |
Swire Properties Ltd. | 258,800 | 772,960 | |
Techtronic Industries Co. Ltd. | 316,500 | 5,769,547 | |
Television Broadcasts Ltd. | 105,100 | 115,008 | |
Vitasoy International Holdings Ltd. | 178,000 | 688,604 | |
Wharf Holdings Ltd. | 340,000 | 1,032,989 | |
Yuexiu (REIT) | 565,000 | 284,400 | |
Yuexiu Property Co. Ltd. | 2,142,000 | 496,360 | |
TOTAL HONG KONG | 127,198,560 | ||
Hungary - 0.1% | |||
Magyar Telekom PLC | 169,238 | 234,568 | |
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (a) | 85,100 | 588,332 | |
OTP Bank PLC (a) | 49,697 | 2,235,734 | |
Richter Gedeon PLC | 33,511 | 959,159 | |
TOTAL HUNGARY | 4,017,793 | ||
India - 3.0% | |||
3M India Ltd. (a) | 772 | 266,225 | |
Aarti Industries Ltd. | 24,342 | 527,517 | |
Aavas Financiers Ltd. (a) | 7,023 | 215,716 | |
ACC Ltd. | 26,654 | 677,643 | |
Adani Gas Ltd. (a) | 64,065 | 995,514 | |
Adani Green Energy Ltd. (a) | 92,927 | 1,278,617 | |
Adani Ports & Special Economic Zone Ltd. (a) | 113,866 | 1,122,515 | |
Adani Power Ltd. (a) | 172,088 | 220,179 | |
Aditya Birla Fashion and Retail Ltd. (a) | 92,087 | 217,612 | |
AIA Engineering Ltd. | 9,552 | 240,267 | |
Ajanta Pharma Ltd. | 8,229 | 204,472 | |
Alembic Pharmaceuticals Ltd. (a) | 16,307 | 217,052 | |
Amara Raja Batteries Ltd. | 38,860 | 425,437 | |
Ambuja Cements Ltd. | 164,665 | 687,188 | |
Apollo Hospitals Enterprise Ltd. (a) | 21,308 | 920,023 | |
Apollo Tyres Ltd. (a) | 77,496 | 226,403 | |
Ashok Leyland Ltd. (a) | 327,710 | 498,723 | |
Asian Paints Ltd. | 89,464 | 3,064,162 | |
Astral Poly Technik Ltd. | 26,101 | 556,578 | |
Atul Ltd. (a) | 4,782 | 522,317 | |
AU Small Finance Bank Ltd. (a)(c) | 24,383 | 330,671 | |
Aurobindo Pharma Ltd. | 69,790 | 924,361 | |
Avenue Supermarts Ltd. (a)(c) | 38,532 | 1,484,409 | |
Axis Bank Ltd. (a) | 528,468 | 5,101,638 | |
Bajaj Auto Ltd. | 15,783 | 817,069 | |
Bajaj Finance Ltd. | 63,332 | 4,662,477 | |
Bajaj Finserv Ltd. | 9,210 | 1,373,217 | |
Balkrishna Industries Ltd. | 27,433 | 655,662 | |
Bandhan Bank Ltd. (a)(c) | 169,148 | 753,177 | |
Bata India Ltd. | 22,826 | 422,137 | |
Bayer CropScience Ltd. | 3,440 | 248,372 | |
Berger Paints India Ltd. (a) | 61,874 | 588,202 | |
Bharat Forge Ltd. (a) | 58,252 | 480,143 | |
Bharat Heavy Electricals Ltd. (a) | 289,564 | 188,859 | |
Bharat Petroleum Corp. Ltd. | 215,884 | 1,229,625 | |
Bharti Airtel Ltd. | 562,020 | 4,073,516 | |
Biocon Ltd. (a) | 108,280 | 555,108 | |
Britannia Industries Ltd. | 24,969 | 1,162,894 | |
CESC Ltd. GDR | 15,228 | 125,013 | |
Cholamandalam Financial Holdings Ltd. (a) | 25,206 | 193,414 | |
Cholamandalam Investment and Finance Co. Ltd. | 104,444 | 806,372 | |
Cipla Ltd. (a) | 104,159 | 1,280,415 | |
City Union Bank Ltd. (a) | 91,506 | 206,045 | |
Coal India Ltd. | 312,383 | 561,239 | |
Coforge Ltd. (a) | 4,707 | 182,359 | |
Colgate-Palmolive Ltd. | 44,086 | 882,196 | |
Container Corp. of India Ltd. | 67,116 | 534,626 | |
Coromandel International Ltd. | 35,124 | 351,880 | |
CRISIL Ltd. | 4,663 | 117,058 | |
Crompton Greaves Consumer Electricals Ltd. | 110,924 | 576,526 | |
Cummins India Ltd. | 46,761 | 528,891 | |
Cyient Ltd. | 27,763 | 276,318 | |
Dabur India Ltd. | 137,802 | 1,001,207 | |
Dalmia Bharat Ltd. (a) | 23,611 | 480,270 | |
Dcb Bank Ltd. (a) | 116,523 | 142,635 | |
Deepak Nitrite Ltd. (a) | 19,420 | 489,230 | |
Divi's Laboratories Ltd. (a) | 30,066 | 1,649,296 | |
Dixon Technologies India Ltd. (a) | 7,800 | 442,564 | |
DLF Ltd. | 151,599 | 506,251 | |
Dr Lal Pathlabs Ltd. (c) | 7,190 | 284,736 | |
Dr. Reddy's Laboratories Ltd. | 26,350 | 1,834,281 | |
Edelweiss Financial Services Ltd. | 151,886 | 119,880 | |
Eicher Motors Ltd. | 34,751 | 1,136,382 | |
Emami Ltd. | 58,194 | 386,349 | |
Endurance Technologies Ltd. (a)(c) | 13,503 | 235,662 | |
Escorts Ltd. (a) | 22,524 | 340,225 | |
Exide Industries Ltd. | 154,996 | 372,447 | |
Federal Bank Ltd. (a) | 366,682 | 396,614 | |
Fortis Healthcare Ltd. (a) | 113,925 | 324,137 | |
GAIL India Ltd. | 371,396 | 688,077 | |
Gillette India Ltd. | 2,058 | 152,646 | |
Glenmark Pharmaceuticals Ltd. | 56,346 | 438,868 | |
GMR Infrastructure Ltd. (a) | 695,906 | 215,665 | |
Godrej Consumer Products Ltd. (a) | 100,197 | 935,943 | |
Godrej Industries Ltd. (a) | 24,980 | 172,015 | |
Godrej Properties Ltd. (a) | 25,987 | 480,174 | |
Granules India Ltd. | 32,349 | 145,768 | |
Graphite India Ltd. | 17,486 | 172,936 | |
Grasim Industries Ltd. | 72,991 | 1,381,610 | |
Gujarat Gas Ltd. | 56,211 | 403,014 | |
Gujarat State Petronet Ltd. | 88,794 | 323,318 | |
Havells India Ltd. | 65,947 | 881,831 | |
HCL Technologies Ltd. | 251,337 | 3,050,967 | |
HDFC Asset Management Co. Ltd. (c) | 14,297 | 536,000 | |
HDFC Standard Life Insurance Co. Ltd. (a)(c) | 192,110 | 1,725,371 | |
Hemisphere Properties India Ltd. (a) | 3,714 | 6,592 | |
Hero Motocorp Ltd. | 29,325 | 1,116,354 | |
Hindalco Industries Ltd. | 365,774 | 1,799,852 | |
Hindustan Petroleum Corp. Ltd. | 180,235 | 571,091 | |
Hindustan Unilever Ltd. | 188,170 | 5,980,759 | |
Housing Development Finance Corp. Ltd. | 391,824 | 12,804,716 | |
ICICI Bank Ltd. (a) | 1,174,837 | 9,518,983 | |
ICICI Lombard General Insurance Co. Ltd. (c) | 51,814 | 989,332 | |
ICICI Prudential Life Insurance Co. Ltd. (a)(c) | 86,983 | 613,068 | |
IDFC Bank Ltd. (a) | 556,754 | 411,241 | |
IDFC Ltd. (a) | 359,337 | 257,172 | |
IIFL Wealth Management Ltd. | 10,646 | 162,066 | |
India Cements Ltd. (a) | 50,292 | 110,832 | |
Indiabulls Housing Finance Ltd. (a) | 74,815 | 182,908 | |
Indiabulls Ventures Ltd. | 54,613 | 130,200 | |
IndiaMart InterMesh Ltd. (a)(c) | 3,038 | 326,082 | |
Indian Oil Corp. Ltd. | 437,016 | 536,127 | |
Indraprastha Gas Ltd. | 78,811 | 541,636 | |
Indus Towers Ltd. | 173,300 | 590,889 | |
Info Edge India Ltd. (a) | 17,027 | 1,130,006 | |
Infosys Ltd. | 779,013 | 14,160,898 | |
InterGlobe Aviation Ltd. (a)(c) | 18,487 | 410,256 | |
Ipca Laboratories Ltd. | 18,089 | 514,250 | |
ITC Ltd. | 680,259 | 1,861,056 | |
Jindal Steel & Power Ltd. (a) | 111,772 | 666,361 | |
JK Cement Ltd. (a) | 8,778 | 332,652 | |
JSW Steel Ltd. | 196,307 | 1,902,896 | |
Jubilant Foodworks Ltd. (a) | 20,565 | 803,022 | |
Jubilant Ingrevia Ltd. (a) | 15,242 | 84,417 | |
Jubilant Pharmova Ltd. (a) | 19,324 | 208,362 | |
Kajaria Ceramics Ltd. | 29,272 | 360,865 | |
Kotak Mahindra Bank Ltd. (a) | 127,701 | 3,015,644 | |
Larsen & Toubro Infotech Ltd. (c) | 13,009 | 683,388 | |
Larsen & Toubro Ltd. | 158,544 | 2,869,763 | |
Laurus Labs Ltd. (c) | 90,043 | 550,496 | |
LIC Housing Finance Ltd. | 86,138 | 471,895 | |
Lupin Ltd. (a) | 55,766 | 805,371 | |
Mahanagar Gas Ltd. | 21,960 | 333,707 | |
Mahindra & Mahindra Financial Services Ltd. (a) | 180,954 | 395,482 | |
Mahindra & Mahindra Ltd. | 192,585 | 1,957,057 | |
Manappuram General Finance & Leasing Ltd. | 123,502 | 248,572 | |
Marico Ltd. | 131,306 | 729,537 | |
Maruti Suzuki India Ltd. | 31,227 | 2,722,174 | |
Max Financial Services Ltd. (a) | 53,983 | 653,074 | |
Metropolis Healthcare Ltd. (c) | 7,917 | 256,048 | |
MindTree Consulting Ltd. | 14,948 | 425,096 | |
Motherson Sumi Systems Ltd. (a) | 316,561 | 917,773 | |
Mphasis BFL Ltd. | 20,891 | 497,852 | |
MRF Ltd. | 550 | 599,504 | |
Multi Commodity Exchange of India Ltd. | 7,371 | 146,937 | |
Muthoot Finance Ltd. | 32,109 | 501,829 | |
Natco Pharma Ltd. | 25,726 | 311,383 | |
Navin Fluorine International Ltd. | 7,892 | 365,341 | |
Nestle India Ltd. | 7,804 | 1,718,687 | |
Nippon Life India Asset Management Ltd. (c) | 41,117 | 189,720 | |
NTPC Ltd. | 1,083,846 | 1,499,426 | |
Oberoi Realty Ltd. (a) | 43,403 | 320,739 | |
Oil & Natural Gas Corp. Ltd. | 571,431 | 834,518 | |
Page Industries Ltd. | 1,502 | 601,583 | |
Persistent Systems Ltd. | 16,908 | 465,378 | |
Petronet LNG Ltd. | 195,847 | 634,575 | |
Phoenix Mills Ltd. (a) | 27,549 | 266,692 | |
PI Industries Ltd. | 20,838 | 706,742 | |
Pidilite Industries Ltd. (a) | 36,016 | 883,098 | |
Piramal Enterprises Ltd. | 24,165 | 548,269 | |
Power Grid Corp. of India Ltd. | 479,894 | 1,425,976 | |
Prestige Estates Projs. Ltd. (a) | 43,149 | 158,397 | |
Procter & Gamble Health Ltd. | 1,779 | 153,105 | |
PVR Ltd. (a) | 11,294 | 173,310 | |
Rajesh Exports Ltd. (a) | 21,572 | 151,911 | |
RBL Bank Ltd. (a)(c) | 96,082 | 241,000 | |
Rec Ltd. | 209,308 | 362,060 | |
Redington India Ltd. (a) | 63,758 | 153,637 | |
Reliance Industries Ltd. | 651,538 | 17,547,668 | |
Sanofi India Ltd. | 3,515 | 358,420 | |
SBI Life Insurance Co. Ltd. (c) | 110,173 | 1,381,644 | |
Shree Cement Ltd. (a) | 2,553 | 962,197 | |
Shriram Transport Finance Co. Ltd. | 47,147 | 856,324 | |
Siemens India Ltd. | 20,153 | 512,009 | |
SRF Ltd. | 7,045 | 611,803 | |
State Bank of India (a) | 420,699 | 2,008,198 | |
Strides Shasun Ltd. (a) | 15,610 | 182,280 | |
Sun Pharmaceutical Industries Ltd. | 191,899 | 1,695,879 | |
Sundaram Finance Ltd. | 13,822 | 463,085 | |
Sundram Fasteners Ltd. | 33,836 | 319,193 | |
Supreme Industries Ltd. | 17,049 | 471,849 | |
Suven Pharmaceuticals Ltd. | 25,770 | 188,277 | |
Syngene International Ltd. (a)(c) | 30,009 | 224,394 | |
Tata Chemicals Ltd. | 45,689 | 488,910 | |
Tata Communications Ltd. | 29,938 | 444,775 | |
Tata Consultancy Services Ltd. | 213,063 | 8,733,842 | |
Tata Consumer Products Ltd. (a) | 159,332 | 1,440,453 | |
Tata Elxsi Ltd. | 13,147 | 617,823 | |
Tata Motors Ltd. (a) | 408,389 | 1,605,652 | |
Tata Power Co. Ltd. | 376,167 | 502,115 | |
Tata Steel Ltd. | 153,721 | 2,146,344 | |
Tech Mahindra Ltd. | 144,524 | 1,874,294 | |
The Indian Hotels Co. Ltd. | 176,924 | 266,383 | |
The Ramco Cements Ltd. | 36,825 | 490,055 | |
Titan Co. Ltd. | 84,905 | 1,710,196 | |
Torrent Pharmaceuticals Ltd. | 13,324 | 451,465 | |
Trent Ltd. | 49,360 | 517,695 | |
Tube Investments of India Ltd. | 29,049 | 484,327 | |
Ultratech Cemco Ltd. | 27,198 | 2,306,055 | |
United Spirits Ltd. (a) | 84,594 | 593,489 | |
UPL Ltd. | 115,429 | 945,971 | |
Varun Beverages Ltd. | 25,358 | 325,488 | |
Vedanta Ltd. | 447,361 | 1,554,029 | |
Vodafone Idea Ltd. (a) | 1,938,506 | 218,574 | |
Voltas Ltd. | 52,765 | 681,980 | |
Wipro Ltd. | 256,532 | 1,697,027 | |
Yes Bank Ltd. (a) | 2,358,950 | 463,476 | |
Yes Bank Ltd. (a) | 207,098 | 32,552 | |
Zee Entertainment Enterprises Ltd. | 208,375 | 522,239 | |
TOTAL INDIA | 215,534,534 | ||
Indonesia - 0.4% | |||
PT ACE Hardware Indonesia Tbk | 1,943,200 | 199,096 | |
PT Adaro Energy Tbk | 4,328,300 | 373,052 | |
PT AKR Corporindo Tbk | 564,700 | 127,834 | |
PT Aneka Tambang Tbk | 1,903,900 | 328,190 | |
PT Astra International Tbk | 4,709,900 | 1,793,316 | |
PT Bank BTPN Syariah Tbk | 563,400 | 127,540 | |
PT Bank Central Asia Tbk | 2,258,600 | 5,007,384 | |
PT Bank Mandiri (Persero) Tbk | 4,362,600 | 1,857,425 | |
PT Bank Negara Indonesia (Persero) Tbk | 1,969,700 | 777,244 | |
PT Bank Rakyat Indonesia Tbk | 12,881,100 | 3,611,523 | |
PT Bank Tabungan Negara Tbk | 2,210,600 | 243,327 | |
PT Barito Pacific Tbk (a) | 6,556,900 | 453,922 | |
PT Bumi Serpong Damai Tbk (a) | 1,853,300 | 150,753 | |
PT Charoen Pokphand Indonesia Tbk | 1,853,700 | 904,713 | |
PT Ciputra Development Tbk | 2,857,600 | 225,522 | |
PT Gudang Garam Tbk (a) | 128,400 | 320,889 | |
PT Hanson International Tbk (a)(e) | 3,268,900 | 11,315 | |
PT Indah Kiat Pulp & Paper Tbk | 697,000 | 439,093 | |
PT Indocement Tunggal Prakarsa Tbk | 403,200 | 358,679 | |
PT Indofood CBP Sukses Makmur Tbk | 692,200 | 416,901 | |
PT Indofood Sukses Makmur Tbk | 1,293,000 | 584,065 | |
PT Inti Agriculture Resources Tbk (a)(e) | 1,180,800 | 4,087 | |
PT Jasa Marga Tbk | 684,096 | 196,538 | |
PT Kalbe Farma Tbk | 5,074,200 | 505,839 | |
PT Link Net Tbk | 552,700 | 153,050 | |
PT Lippo Karawaci Tbk (a) | 8,522,900 | 126,265 | |
PT Media Nusantara Citra Tbk (a) | 2,275,500 | 154,378 | |
PT Merdeka Copper Gold Tbk (a) | 2,467,800 | 447,604 | |
PT Mitra Adiperkasa Tbk (a) | 2,151,200 | 119,139 | |
PT Pabrik Kertas Tjiwi Kimia Tbk | 315,800 | 218,076 | |
PT Pakuwon Jati Tbk (a) | 4,960,000 | 181,987 | |
PT Panin Life Tbk (a) | 3,762,800 | 50,275 | |
PT Perusahaan Gas Negara Tbk Series B | 2,646,000 | 224,393 | |
PT Pool Advista Indonesia Tbk (a)(e) | 184,900 | 640 | |
PT Sarana Menara Nusantara Tbk | 5,987,800 | 472,557 | |
PT Semen Gresik (Persero) Tbk | 751,300 | 542,215 | |
PT Sugih Energy Tbk (a)(e) | 40,500 | 140 | |
PT Summarecon Agung Tbk (a) | 2,230,500 | 149,781 | |
PT Surya Citra Media Tbk (a) | 1,986,200 | 216,564 | |
PT Tambang Batubara Bukit Asam Tbk | 944,200 | 154,915 | |
PT Telekomunikasi Indonesia Tbk Series B | 11,489,300 | 2,538,500 | |
PT Tower Bersama Infrastructure Tbk | 2,338,600 | 451,692 | |
PT Unilever Indonesia Tbk | 1,904,300 | 790,987 | |
PT United Tractors Tbk | 423,200 | 620,371 | |
PT Wijaya Karya Persero Tbk | 841,326 | 83,871 | |
PT XL Axiata Tbk | 1,098,500 | 158,938 | |
TOTAL INDONESIA | 26,874,585 | ||
Ireland - 0.5% | |||
AIB Group PLC | 179,997 | 526,721 | |
Bank Ireland Group PLC | 232,227 | 1,363,030 | |
C&C Group PLC (United Kingdom) (a) | 80,319 | 328,559 | |
Cairn Homes PLC (a) | 169,404 | 220,367 | |
CRH PLC | 177,259 | 8,363,832 | |
Dalata Hotel Group PLC | 52,540 | 284,880 | |
DCC PLC (United Kingdom) | 22,393 | 1,943,381 | |
Flutter Entertainment PLC | 16,047 | 3,288,798 | |
Flutter Entertainment PLC (Ireland) | 21,529 | 4,396,268 | |
Glanbia PLC | 47,416 | 697,752 | |
Glenveagh Properties PLC (a)(c) | 243,350 | 266,822 | |
Grafton Group PLC unit | 54,677 | 900,854 | |
Greencore Group PLC (a) | 118,148 | 258,948 | |
Hibernia (REIT) PLC | 166,522 | 227,829 | |
Irish Residential Properties REIT PLC | 107,688 | 210,515 | |
James Hardie Industries PLC CDI | 101,713 | 3,361,413 | |
Kerry Group PLC Class A | 36,232 | 4,695,760 | |
Kingspan Group PLC (Ireland) | 35,439 | 3,155,440 | |
Origin Enterprises PLC | 17,170 | 80,093 | |
Smurfit Kappa Group PLC | 56,286 | 2,880,029 | |
UDG Healthcare PLC (United Kingdom) | 63,532 | 751,939 | |
TOTAL IRELAND | 38,203,230 | ||
Isle of Man - 0.1% | |||
Entain PLC (a) | 133,703 | 3,123,364 | |
NEPI Rockcastle PLC | 102,085 | 687,723 | |
Playtech Ltd. (a) | 74,303 | 477,576 | |
Redefine International PLC | 85,601 | 143,282 | |
TOTAL ISLE OF MAN | 4,431,945 | ||
Israel - 0.6% | |||
AFI Properties Ltd. (a) | 8,956 | 372,483 | |
Airport City Ltd. (a) | 14,819 | 246,348 | |
Alony Hetz Properties & Investments Ltd. | 33,094 | 477,305 | |
Amot Investments Ltd. | 44,886 | 293,634 | |
AudioCodes Ltd. | 6,947 | 211,831 | |
Azrieli Group | 9,953 | 700,128 | |
Bank Hapoalim BM (Reg.) (a) | 261,122 | 2,081,998 | |
Bank Leumi le-Israel BM (a) | 333,234 | 2,347,159 | |
Bayside Land Corp. Ltd. | 44,487 | 407,982 | |
Bezeq The Israel Telecommunication Corp. Ltd. (a) | 478,788 | 521,333 | |
Caesarstone Sdot-Yam Ltd. | 6,500 | 90,740 | |
Cellcom Israel Ltd. (Israel) (a) | 16,639 | 64,387 | |
Check Point Software Technologies Ltd. (a) | 26,031 | 3,040,681 | |
Clal Insurance Enterprises Holdings Ltd. (a) | 12,747 | 229,366 | |
Cognyte Software Ltd. (a) | 15,136 | 395,504 | |
Compugen Ltd. (a)(b) | 19,285 | 166,430 | |
CyberArk Software Ltd. (a) | 9,311 | 1,308,196 | |
Danel Adir Yeoshua Ltd. | 2,447 | 426,748 | |
Elbit Systems Ltd. (Israel) | 5,902 | 811,983 | |
Electra Israel Ltd. | 449 | 249,121 | |
Energix-Renewable Energies Ltd. | 51,511 | 202,819 | |
Enlight Renewable Energy Ltd. (a) | 231,782 | 485,206 | |
Equital Ltd. (a) | 5,424 | 141,780 | |
Fattal Holdings 1998 Ltd. (a) | 1,495 | 155,697 | |
First International Bank of Israel | 12,995 | 397,249 | |
Formula Systems (1985) Ltd. | 2,350 | 225,425 | |
Fox Wizel Ltd. | 2,803 | 325,399 | |
Gazit-Globe Ltd. | 18,453 | 120,431 | |
Harel Insurance Investments and Financial Services Ltd. | 28,073 | 294,700 | |
Hilan Ltd. | 3,519 | 184,164 | |
Icl Group Ltd. | 171,443 | 1,100,431 | |
InMode Ltd. (a) | 5,455 | 470,930 | |
Isracard Ltd. (a) | 43,356 | 162,167 | |
Israel Corp. Ltd. (Class A) (a) | 918 | 242,249 | |
Israel Discount Bank Ltd. (Class A) | 266,916 | 1,206,251 | |
Ituran Location & Control Ltd. | 9,860 | 215,441 | |
Kornit Digital Ltd. (a)(b) | 9,914 | 969,193 | |
Matrix IT Ltd. | 9,561 | 251,361 | |
Maytronics Ltd. | 10,537 | 215,388 | |
Mega Or Holdings Ltd. | 10,876 | 360,597 | |
Melisron Ltd. (a) | 6,044 | 365,801 | |
Migdal Insurance & Financial Holdings Ltd. (a) | 124,022 | 147,948 | |
Mivne Real Estate KD Ltd. | 139,737 | 384,149 | |
Mizrahi Tefahot Bank Ltd. (a) | 33,106 | 932,535 | |
NICE Systems Ltd. (a) | 14,631 | 3,534,843 | |
Nova Measuring Instruments Ltd. (a) | 7,044 | 688,711 | |
Oil Refineries Ltd. (a) | 557,271 | 154,400 | |
OPC Energy Ltd. (a) | 35,431 | 354,490 | |
Partner Communications Co. Ltd. (a) | 31,298 | 136,529 | |
Paz Oil Co. Ltd. | 2,284 | 251,930 | |
Plus500 Ltd. | 21,266 | 417,046 | |
Radware Ltd. (a) | 13,106 | 363,167 | |
Reit 1 Ltd. | 39,913 | 211,708 | |
Shapir Engineering and Industry Ltd. | 28,269 | 202,857 | |
Shikun & Binui Ltd. (a) | 53,504 | 360,553 | |
Shufersal Ltd. | 62,741 | 508,364 | |
Strauss Group Ltd. | 12,777 | 373,632 | |
Teva Pharmaceutical Industries Ltd. sponsored ADR (a) | 256,619 | 2,745,823 | |
The Phoenix Holdings Ltd. | 40,007 | 355,935 | |
Tower Semiconductor Ltd. (a) | 24,429 | 713,689 | |
UroGen Pharma Ltd. (a)(b) | 5,168 | 100,518 | |
Wix.com Ltd. (a) | 12,874 | 4,092,387 | |
TOTAL ISRAEL | 39,567,250 | ||
Italy - 1.3% | |||
A2A SpA | 344,581 | 674,021 | |
ACEA SpA | 11,158 | 253,404 | |
Amplifon SpA | 28,195 | 1,190,817 | |
Anima Holding SpA (c) | 80,920 | 418,622 | |
Ascopiave SpA | 12,721 | 62,016 | |
Assicurazioni Generali SpA | 236,305 | 4,740,170 | |
Astm SpA (a) | 13,590 | 421,535 | |
Atlantia SpA (a) | 110,831 | 2,161,926 | |
Autogrill SpA (a)(b) | 25,966 | 214,902 | |
Azimut Holding SpA | 26,095 | 624,788 | |
Banca Generali SpA | 17,087 | 653,673 | |
Banca Mediolanum S.p.A. | 39,459 | 368,700 | |
Banca Monte dei Paschi di Siena SpA (a)(b) | 50,315 | 68,748 | |
Banca Popolare di Sondrio SCARL | 129,726 | 545,871 | |
Banco BPM SpA | 326,911 | 931,478 | |
BFF Bank SpA (c) | 51,083 | 457,538 | |
BPER Banca | 250,456 | 571,508 | |
Brunello Cucinelli SpA | 8,599 | 437,924 | |
Buzzi Unicem SpA | 22,784 | 608,378 | |
Carel Industries SpA (c) | 9,053 | 202,660 | |
Cerved Information Solutions SpA | 45,991 | 539,380 | |
CIR SpA | 143,676 | 81,099 | |
Credito Emiliano SpA | 22,552 | 139,362 | |
Danieli & C. Officine Meccaniche SpA | 3,702 | 90,795 | |
Datalogic SpA | 3,836 | 78,816 | |
Davide Campari-Milano NV | 141,082 | 1,664,271 | |
De Longhi SpA | 16,486 | 721,062 | |
DiaSorin SpA | 5,808 | 986,302 | |
Dovalue SpA (a)(c) | 13,175 | 163,465 | |
Enav SpA (c) | 62,425 | 289,845 | |
Enel SpA | 1,845,659 | 18,326,159 | |
Eni SpA | 567,576 | 6,760,339 | |
ERG SpA | 15,440 | 461,470 | |
Falck Renewables SpA | 36,481 | 266,664 | |
Fincantieri SpA (a)(b) | 149,857 | 115,666 | |
FinecoBank SpA | 143,665 | 2,473,368 | |
Freni Brembo SpA | 36,360 | 452,875 | |
Gruppo MutuiOnline SpA | 7,736 | 416,202 | |
GVS SpA (c) | 19,918 | 347,223 | |
Hera SpA | 176,862 | 711,255 | |
Illimity Bank SpA (a) | 24,731 | 289,301 | |
Infrastrutture Wireless Italiane SpA (c) | 81,248 | 947,500 | |
Interpump Group SpA | 17,365 | 924,854 | |
Intesa Sanpaolo SpA | 3,706,943 | 10,334,641 | |
Iren SpA | 141,318 | 421,351 | |
Italgas SpA | 104,299 | 679,883 | |
Italmobiliare SpA | 3,310 | 117,394 | |
Juventus Football Club SpA (a)(b) | 101,527 | 89,288 | |
Leonardo SpA | 95,070 | 776,540 | |
Maire Tecnimont SpA | 44,964 | 143,902 | |
MARR SpA | 8,974 | 200,783 | |
Mediaset SpA | 72,020 | 230,146 | |
Mediobanca SpA (a) | 147,198 | 1,663,861 | |
Moncler SpA | 44,594 | 2,735,342 | |
Nexi SpA (a)(c) | 101,657 | 1,948,141 | |
Piaggio & C SpA | 40,039 | 155,290 | |
Pirelli & C. SpA (c) | 85,185 | 478,989 | |
Poste Italiane SpA (c) | 116,492 | 1,526,572 | |
Prysmian SpA | 58,583 | 1,834,738 | |
Rai Way SpA (c) | 22,424 | 131,696 | |
Recordati SpA | 24,022 | 1,323,880 | |
Reply SpA | 4,884 | 664,099 | |
Saipem SpA (b) | 136,391 | 315,080 | |
Salvatore Ferragamo Italia SpA (b) | 11,825 | 253,340 | |
Saras Raffinerie Sarde SpA | 117,179 | 80,949 | |
Sesa SpA (a) | 2,535 | 351,705 | |
Snam Rete Gas SpA | 435,396 | 2,449,769 | |
Societa Cattolica Di Assicurazioni SCRL (a)(b) | 41,615 | 246,956 | |
Societa Per La Gestione Di Att Class B (a)(b)(e) | 795 | 0 | |
Tamburi Investment Partners SpA | 35,045 | 329,479 | |
Technogym SpA (c) | 26,292 | 352,447 | |
Telecom Italia SpA | 1,159,778 | 636,239 | |
Telecom Italia SpA (Risparmio Shares) | 2,020,346 | 1,185,333 | |
Terna SpA | 318,807 | 2,349,541 | |
Tinexta SpA | 5,869 | 176,259 | |
Tod's SpA (a) | 1,925 | 90,583 | |
UniCredit SpA | 488,195 | 5,025,316 | |
Unipol Gruppo SpA | 96,646 | 529,258 | |
Webuild SpA | 63,079 | 135,975 | |
Zignago Vetro SpA | 5,403 | 111,467 | |
TOTAL ITALY | 92,932,184 | ||
Japan - 15.2% | |||
77 Bank Ltd. | 13,700 | 171,610 | |
ABC-MART, Inc. | 7,507 | 401,830 | |
ACOM Co. Ltd. | 93,000 | 399,094 | |
Activia Properties, Inc. | 169 | 779,358 | |
Adastria Co. Ltd. | 6,500 | 109,969 | |
Adeka Corp. | 19,900 | 387,658 | |
Advance Residence Investment Corp. | 305 | 972,573 | |
Advantest Corp. | 46,759 | 4,441,014 | |
Aeon (REIT) Investment Corp. | 351 | 483,352 | |
AEON Co. Ltd. | 150,825 | 4,115,981 | |
Aeon Delight Co. Ltd. | 7,400 | 225,812 | |
AEON Financial Service Co. Ltd. | 33,599 | 381,213 | |
AEON MALL Co. Ltd. | 27,300 | 433,143 | |
AGC, Inc. | 44,863 | 2,044,265 | |
Ai Holdings Corp. | 10,200 | 194,499 | |
AI inside, Inc. (a) | 200 | 55,449 | |
Aica Kogyo Co. Ltd. | 12,800 | 454,424 | |
Aiful Corp. | 77,800 | 223,526 | |
Ain Holdings, Inc. | 7,000 | 388,782 | |
Air Water, Inc. | 42,500 | 703,861 | |
Aisin Seiki Co. Ltd. | 37,300 | 1,436,847 | |
Ajinomoto Co., Inc. | 106,525 | 2,131,182 | |
Alfresa Holdings Corp. | 43,839 | 785,003 | |
Alps Electric Co. Ltd. | 52,998 | 642,047 | |
Amada Co. Ltd. | 77,500 | 838,892 | |
Amano Corp. | 14,300 | 388,477 | |
Ana Holdings, Inc. (a) | 30,541 | 700,020 | |
AnGes MG, Inc. (a)(b) | 27,600 | 251,024 | |
Anicom Holdings, Inc. | 19,700 | 182,778 | |
Anritsu Corp. (b) | 35,400 | 689,278 | |
Aozora Bank Ltd. | 29,300 | 630,021 | |
Arata Corp. | 4,100 | 166,566 | |
ARCS Co. Ltd. | 15,200 | 326,559 | |
Ariake Japan Co. Ltd. | 4,600 | 266,429 | |
Aruhi Corp. | 11,800 | 190,027 | |
As One Corp. | 3,000 | 374,691 | |
Asahi Group Holdings | 105,159 | 4,392,450 | |
Asahi Holdings, Inc. | 19,600 | 397,775 | |
ASAHI INTECC Co. Ltd. | 47,360 | 1,274,894 | |
Asahi Kasei Corp. | 289,800 | 3,053,387 | |
Asics Corp. | 33,800 | 536,582 | |
ASKUL Corp. | 6,300 | 230,579 | |
Astellas Pharma, Inc. | 425,103 | 6,398,255 | |
Atom Corp. (b) | 39,400 | 270,382 | |
Autobacs Seven Co. Ltd. | 25,900 | 346,471 | |
Axial Retailing, Inc. | 6,000 | 239,912 | |
Azbil Corp. | 29,600 | 1,197,109 | |
Bandai Namco Holdings, Inc. | 45,800 | 3,363,444 | |
Bank of Kyoto Ltd. | 15,000 | 804,282 | |
BASE, Inc. (a)(b) | 20,500 | 341,948 | |
BayCurrent Consulting, Inc. | 3,100 | 846,692 | |
Belc Co. Ltd. | 3,400 | 180,126 | |
Bell System24 Holdings, Inc. | 10,200 | 153,901 | |
Benefit One, Inc. | 16,800 | 421,652 | |
Benesse Holdings, Inc. | 17,700 | 390,796 | |
Bengo4.Com, Inc. (a) | 2,200 | 187,812 | |
Bic Camera, Inc. | 30,300 | 312,731 | |
BML, Inc. | 6,500 | 225,112 | |
Bridgestone Corp. | 121,058 | 4,848,301 | |
Brother Industries Ltd. | 52,500 | 1,110,143 | |
Calbee, Inc. | 21,500 | 515,221 | |
Canon Marketing Japan, Inc. | 10,400 | 250,936 | |
Canon, Inc. | 225,143 | 5,353,935 | |
Capcom Co. Ltd. | 40,100 | 1,302,544 | |
Casio Computer Co. Ltd. | 46,400 | 819,822 | |
Central Glass Co. Ltd. | 10,900 | 224,602 | |
Central Japan Railway Co. | 32,355 | 4,732,315 | |
Change Co. Ltd. (a) | 8,500 | 262,101 | |
Chiba Bank Ltd. | 129,400 | 807,492 | |
Chiyoda Corp. (a) | 33,800 | 157,109 | |
Chofu Seisakusho Co. Ltd. | 2,100 | 39,026 | |
Chubu Electric Power Co., Inc. | 140,916 | 1,702,622 | |
Chugai Pharmaceutical Co. Ltd. | 153,200 | 5,748,680 | |
Chugoku Electric Power Co., Inc. | 74,300 | 829,408 | |
Chugoku Marine Paints Ltd. | 23,600 | 212,484 | |
Citizen Watch Co. Ltd. | 88,800 | 298,194 | |
CKD Corp. | 11,865 | 250,132 | |
Coca-Cola West Co. Ltd. | 30,950 | 494,169 | |
cocokara fine HOLDINGS, Inc. | 5,000 | 338,549 | |
COLOPL, Inc. | 25,700 | 190,240 | |
Colowide Co. Ltd. | 17,100 | 287,269 | |
Comforia Residential REIT, Inc. | 145 | 464,361 | |
COMSYS Holdings Corp. | 25,700 | 797,173 | |
Comture Corp. | 7,600 | 184,280 | |
Concordia Financial Group Ltd. | 249,000 | 934,120 | |
Cookpad, Inc. (a) | 35,100 | 95,386 | |
Cosmo Energy Holdings Co. Ltd. | 19,400 | 416,970 | |
Cosmos Pharmaceutical Corp. | 4,700 | 674,746 | |
CRE Logistics REIT, Inc. | 135 | 223,579 | |
Create Restaurants Holdings, Inc. (a) | 19,000 | 135,255 | |
Create SD Holdings Co. Ltd. | 9,700 | 294,222 | |
Credit Saison Co. Ltd. | 33,301 | 382,402 | |
Curves Holdings Co. Ltd. | 15,100 | 113,709 | |
CyberAgent, Inc. | 96,200 | 1,978,750 | |
CYBERDYNE, Inc. (a) | 24,300 | 139,187 | |
Cybozu, Inc. | 5,900 | 134,962 | |
Dai Nippon Printing Co. Ltd. | 55,800 | 1,108,444 | |
Dai-ichi Mutual Life Insurance Co. | 247,699 | 4,454,684 | |
Daibiru Corp. | 18,300 | 213,492 | |
Daicel Chemical Industries Ltd. | 53,621 | 414,583 | |
Daido Steel Co. Ltd. | 7,100 | 336,518 | |
Daifuku Co. Ltd. | 23,300 | 2,306,762 | |
Daihen Corp. | 7,100 | 310,532 | |
Daiichi Sankyo Kabushiki Kaisha | 389,600 | 9,935,174 | |
Daiichikosho Co. Ltd. | 9,300 | 346,335 | |
Daikin Industries Ltd. | 56,668 | 11,430,775 | |
Daio Paper Corp. | 16,900 | 276,796 | |
Daiseki Co. Ltd. | 12,400 | 466,319 | |
Daishi Hokuetsu Financial Group, Inc. | 8,242 | 177,072 | |
Daito Trust Construction Co. Ltd. | 14,844 | 1,578,253 | |
Daiwa House Industry Co. Ltd. | 128,444 | 3,801,961 | |
Daiwa House REIT Investment Corp. | 440 | 1,180,016 | |
Daiwa Office Investment Corp. | 69 | 499,396 | |
Daiwa Securities Group, Inc. | 334,400 | 1,781,080 | |
Daiwa Securities Living Invest | 384 | 394,225 | |
Daiwabo Holdings Co. Ltd. | 20,000 | 312,746 | |
DCM Holdings Co. Ltd. | 26,200 | 261,305 | |
DeNA Co. Ltd. | 21,000 | 429,069 | |
Denki Kagaku Kogyo KK | 18,200 | 713,579 | |
DENSO Corp. | 98,722 | 6,376,417 | |
Dentsu Group, Inc. | 51,200 | 1,574,087 | |
Descente Ltd. (a) | 8,800 | 152,343 | |
Dic Corp. | 21,400 | 546,895 | |
Digital Arts, Inc. | 2,700 | 219,380 | |
Digital Garage, Inc. | 7,800 | 321,521 | |
Dip Corp. | 8,600 | 237,643 | |
Disco Corp. | 6,900 | 2,234,971 | |
Dmg Mori Co. Ltd. | 26,400 | 425,869 | |
Dowa Holdings Co. Ltd. | 12,800 | 534,065 | |
DTS Corp. | 11,500 | 269,901 | |
Duskin Co. Ltd. | 13,800 | 327,417 | |
Dydo Group Holdings, Inc. | 2,600 | 120,615 | |
Earth Corp. | 4,100 | 226,215 | |
East Japan Railway Co. | 68,010 | 4,654,102 | |
Ebara Corp. | 23,800 | 1,016,982 | |
EDION Corp. (b) | 27,800 | 295,323 | |
eGuarantee, Inc. | 7,600 | 146,590 | |
Eiken Chemical Co. Ltd. | 8,400 | 167,400 | |
Eisai Co. Ltd. | 57,700 | 3,763,778 | |
Eizo Corp. | 6,700 | 248,897 | |
Elecom Co. Ltd. | 11,600 | 244,121 | |
Electric Power Development Co. Ltd. | 37,000 | 591,106 | |
en-japan, Inc. | 7,300 | 221,425 | |
ENEOS Holdings, Inc. | 705,450 | 3,041,523 | |
euglena Co. Ltd. (a) | 35,800 | 298,415 | |
Exedy Corp. | 7,800 | 111,765 | |
Ezaki Glico Co. Ltd. | 12,700 | 474,696 | |
Fancl Corp. | 18,600 | 607,576 | |
FANUC Corp. | 43,685 | 10,059,910 | |
Fast Retailing Co. Ltd. | 13,336 | 10,946,771 | |
FCC Co. Ltd. | 13,800 | 221,856 | |
Ferrotec Holdings Corp. | 9,500 | 213,139 | |
Food & Life Companies Ltd. | 23,500 | 1,050,393 | |
FP Corp. | 11,200 | 435,026 | |
Freee KK (a) | 4,900 | 416,067 | |
Frontier Real Estate Investment Corp. | 117 | 511,721 | |
Fuji Corp. | 19,300 | 514,066 | |
Fuji Electric Co. Ltd. | 29,700 | 1,351,976 | |
Fuji Kyuko Co. Ltd. | 5,400 | 257,919 | |
Fuji Oil Holdings, Inc. | 12,000 | 309,086 | |
Fuji Seal International, Inc. | 13,300 | 295,353 | |
Fuji Soft ABC, Inc. | 6,900 | 345,979 | |
Fujifilm Holdings Corp. | 80,900 | 5,246,027 | |
Fujikura Ltd. (a) | 58,300 | 300,328 | |
Fujimori Kogyo Co. Ltd. | 6,100 | 229,957 | |
Fujitec Co. Ltd. | 14,500 | 327,706 | |
Fujitsu General Ltd. | 14,300 | 379,449 | |
Fujitsu Ltd. | 44,642 | 7,109,470 | |
Fukuoka (REIT) Investment Fund | 188 | 308,259 | |
Fukuoka Financial Group, Inc. | 38,712 | 658,837 | |
Fukuyama Transporting Co. Ltd. | 6,900 | 264,219 | |
Funai Soken Holdings, Inc. | 14,000 | 248,257 | |
Furukawa Electric Co. Ltd. | 17,000 | 451,716 | |
Fuso Chemical Co. Ltd. | 4,900 | 176,649 | |
Futaba Corp. | 14,300 | 112,657 | |
Fuyo General Lease Co. Ltd. | 4,700 | 312,645 | |
Giken Ltd. | 7,200 | 307,988 | |
Global One Real Estate Investment Corp. | 266 | 307,887 | |
Glory Ltd. | 12,900 | 276,791 | |
GLP J-REIT | 940 | 1,575,698 | |
GMO Hosting & Security, Inc. | 1,000 | 54,168 | |
GMO Internet, Inc. | 14,900 | 443,769 | |
GMO Payment Gateway, Inc. | 9,600 | 1,225,364 | |
GNI Group Ltd. (a) | 10,400 | 194,221 | |
GOLDWIN, Inc. | 5,300 | 316,671 | |
Grace Technology, Inc. | 7,400 | 181,259 | |
GREE, Inc. | 48,800 | 255,409 | |
GS Yuasa Corp. | 16,300 | 440,722 | |
GungHo Online Entertainment, Inc. | 11,900 | 226,916 | |
Gunma Bank Ltd. | 87,000 | 284,189 | |
H.I.S. Co. Ltd. (a)(b) | 6,900 | 142,053 | |
H.U. Group Holdings, Inc. | 12,447 | 407,156 | |
H2O Retailing Corp. | 22,000 | 171,708 | |
Hakuhodo DY Holdings, Inc. | 56,900 | 958,486 | |
Hamakyorex Co. Ltd. | 4,000 | 112,545 | |
Hamamatsu Photonics K.K. | 32,400 | 1,879,550 | |
Hankyu Hanshin Holdings, Inc. | 49,900 | 1,570,647 | |
Hankyu REIT, Inc. | 132 | 184,914 | |
Hanwa Co. Ltd. | 9,800 | 290,978 | |
Harmonic Drive Systems, Inc. | 9,900 | 667,609 | |
Haseko Corp. | 64,400 | 863,263 | |
Hazama Ando Corp. | 55,100 | 419,968 | |
Heiwa Corp. | 20,000 | 338,732 | |
Heiwa Real Estate (REIT), Inc. | 247 | 372,229 | |
Heiwa Real Estate Co. Ltd. | 7,800 | 265,139 | |
Heiwado Co. Ltd. | 11,800 | 239,801 | |
Hiday Hidaka Corp. | 8,376 | 128,296 | |
Hikari Tsushin, Inc. | 4,700 | 945,247 | |
Hino Motors Ltd. | 67,600 | 565,962 | |
Hirata Corp. | 2,300 | 151,313 | |
Hirogin Holdings, Inc. | 73,900 | 407,738 | |
Hirose Electric Co. Ltd. | 7,755 | 1,235,379 | |
Hisamitsu Pharmaceutical Co., Inc. | 13,100 | 762,339 | |
Hitachi Construction Machinery Co. Ltd. | 25,300 | 776,663 | |
Hitachi Ltd. | 221,276 | 10,894,740 | |
Hitachi Metals Ltd. | 49,500 | 960,198 | |
Hitachi Transport System Ltd. | 11,500 | 357,238 | |
Hitachi Zosen Corp. | 39,600 | 299,292 | |
Hogy Medical Co. Ltd. | 8,000 | 241,559 | |
Hokkaido Electric Power Co., Inc. | 57,600 | 273,533 | |
Hokuetsu Kishu Paper Co. Ltd. | 38,700 | 200,069 | |
Hokuhoku Financial Group, Inc. | 31,100 | 261,514 | |
Hokuriku Electric Power Co., Inc. | 44,900 | 271,972 | |
Honda Motor Co. Ltd. | 369,272 | 11,011,629 | |
Horiba Ltd. | 8,000 | 520,450 | |
Hoshino Resorts REIT, Inc. | 58 | 340,708 | |
Hoshizaki Corp. | 11,400 | 1,011,803 | |
Hosiden Corp. | 21,300 | 202,105 | |
House Foods Group, Inc. | 15,400 | 478,388 | |
Hoya Corp. | 86,018 | 9,787,115 | |
Hulic (REIT), Inc. | 260 | 415,372 | |
Hulic Co. Ltd. | 68,100 | 775,152 | |
Hyakujushi Bank Ltd. | 6,900 | 96,154 | |
Ibiden Co. Ltd. | 24,500 | 1,161,222 | |
Ichibanya Co. Ltd. | 6,600 | 290,777 | |
Ichigo Real Estate Investment Corp. | 335 | 292,730 | |
Ichigo, Inc. | 58,800 | 183,464 | |
Idec Corp. | 9,500 | 145,512 | |
Idemitsu Kosan Co. Ltd. | 49,500 | 1,185,301 | |
IDOM, Inc. | 21,700 | 125,685 | |
IHI Corp. | 33,172 | 666,536 | |
Iida Group Holdings Co. Ltd. | 33,700 | 821,146 | |
Inaba Denki Sangyo Co. Ltd. | 14,000 | 327,422 | |
Industrial & Infrastructure Fund Investment Corp. | 428 | 775,797 | |
Ines Corp. | 9,900 | 127,362 | |
Infocom Corp. | 4,900 | 125,627 | |
Infomart Corp. | 44,800 | 422,626 | |
Information Services Inter-Dentsu Ltd. | 7,400 | 272,870 | |
INPEX Corp. | 238,700 | 1,629,337 | |
Internet Initiative Japan, Inc. | 13,600 | 303,259 | |
Invesco Office J-REIT, Inc. | 2,458 | 453,861 | |
Invincible Investment Corp. | 1,430 | 513,565 | |
IR Japan Holdings Ltd. | 1,900 | 249,822 | |
Iriso Electronics Co. Ltd. | 4,800 | 227,066 | |
Isetan Mitsukoshi Holdings Ltd. | 76,371 | 532,480 | |
Isuzu Motors Ltd. | 123,968 | 1,254,539 | |
ITO EN Ltd. | 13,460 | 745,109 | |
ITOCHU Advance Logistics Investment Corp. | 162 | 208,707 | |
Itochu Corp. | 300,150 | 9,359,605 | |
ITOCHU Techno-Solutions Corp. | 22,512 | 780,680 | |
Itoham Yonekyu Holdings, Inc. | 39,300 | 252,794 | |
Iwatani Corp. | 11,600 | 727,056 | |
Iyo Bank Ltd. | 67,700 | 372,911 | |
Izumi Co. Ltd. | 9,400 | 373,712 | |
J. Front Retailing Co. Ltd. | 52,500 | 499,588 | |
JAFCO Co. Ltd. | 9,500 | 683,228 | |
Japan Airlines Co. Ltd. (a) | 29,700 | 630,741 | |
Japan Airport Terminal Co. Ltd. | 13,900 | 624,476 | |
Japan Aviation Electronics Industry Ltd. | 14,100 | 251,965 | |
Japan Display, Inc. (a) | 134,500 | 56,611 | |
Japan Elevator Service Holdings Co. Ltd. | 12,600 | 253,176 | |
Japan Excellent, Inc. | 267 | 373,541 | |
Japan Exchange Group, Inc. | 117,200 | 2,746,892 | |
Japan Hotel REIT Investment Corp. | 1,077 | 616,893 | |
Japan Lifeline Co. Ltd. | 17,500 | 246,592 | |
Japan Logistics Fund, Inc. | 194 | 555,604 | |
Japan Material Co. Ltd. | 26,600 | 309,348 | |
Japan Petroleum Exploration Co. Ltd. | 8,200 | 152,310 | |
Japan Post Bank Co. Ltd. | 83,034 | 758,999 | |
Japan Post Holdings Co. Ltd. | 351,938 | 2,954,875 | |
Japan Post Insurance Co. Ltd. | 51,100 | 984,688 | |
Japan Prime Realty Investment Corp. | 187 | 760,559 | |
Japan Real Estate Investment Corp. | 297 | 1,842,492 | |
Japan Retail Fund Investment Corp. | 1,627 | 1,603,330 | |
Japan Steel Works Ltd. | 13,200 | 320,307 | |
Japan Tobacco, Inc. | 266,943 | 4,992,511 | |
JCR Pharmaceuticals Co. Ltd. | 13,400 | 364,763 | |
JEOL Ltd. | 9,200 | 517,705 | |
JFE Holdings, Inc. | 111,000 | 1,460,500 | |
JGC Corp. | 49,542 | 565,275 | |
JIN Co. Ltd. | 3,500 | 245,631 | |
JMDC, Inc. (a) | 4,800 | 214,109 | |
Joshin Denki Co. Ltd. | 7,200 | 181,565 | |
Joyful Honda Co. Ltd. | 13,200 | 162,449 | |
JSR Corp. | 48,600 | 1,496,377 | |
JTEKT Corp. | 54,900 | 494,296 | |
JTOWER, Inc. (a) | 2,900 | 208,564 | |
Justsystems Corp. | 7,200 | 417,678 | |
K's Holdings Corp. | 43,400 | 592,883 | |
Kadokawa Corp. | 11,500 | 458,253 | |
Kagome Co. Ltd. | 21,400 | 613,862 | |
Kajima Corp. | 101,300 | 1,399,607 | |
Kakaku.com, Inc. | 33,200 | 902,223 | |
Kaken Pharmaceutical Co. Ltd. | 8,456 | 348,175 | |
Kameda Seika Co. Ltd. | 3,100 | 130,195 | |
Kamigumi Co. Ltd. | 22,800 | 443,316 | |
Kandenko Co. Ltd. | 19,700 | 168,358 | |
Kaneka Corp. | 11,600 | 451,624 | |
Kanematsu Corp. | 26,700 | 351,798 | |
Kansai Electric Power Co., Inc. | 159,199 | 1,576,112 | |
Kansai Paint Co. Ltd. | 42,539 | 1,071,552 | |
Kao Corp. | 109,491 | 7,019,887 | |
Katitas Co. Ltd. | 11,600 | 347,607 | |
Kato Sangyo | 11,000 | 322,079 | |
Kawasaki Heavy Industries Ltd. (a) | 34,000 | 812,901 | |
Kawasaki Kisen Kaisha Ltd. (a) | 12,700 | 353,843 | |
KDDI Corp. | 363,337 | 10,983,480 | |
Keihan Electric Railway Co., Ltd. | 22,600 | 824,055 | |
Keikyu Corp. | 50,439 | 645,198 | |
Keio Corp. | 23,703 | 1,539,860 | |
Keisei Electric Railway Co. | 30,206 | 942,469 | |
Kenedix Office Investment Corp. | 104 | 766,987 | |
Kenedix Residential Investment Corp. | 214 | 442,137 | |
Kenedix Retail REIT Corp. | 111 | 284,178 | |
Kewpie Corp. | 34,700 | 820,430 | |
Key Coffee, Inc. | 17,100 | 323,099 | |
Keyence Corp. | 41,650 | 20,015,171 | |
KH Neochem Co. Ltd. | 9,100 | 216,655 | |
Kikkoman Corp. | 33,800 | 2,075,194 | |
Kinden Corp. | 28,492 | 484,382 | |
Kintetsu Group Holdings Co. Ltd. | 38,353 | 1,373,886 | |
Kintetsu World Express, Inc. | 14,900 | 359,241 | |
Kirin Holdings Co. Ltd. | 186,870 | 3,506,057 | |
Kisoji Co. Ltd. | 9,700 | 203,692 | |
Kissei Pharmaceutical Co. Ltd. | 9,100 | 184,681 | |
Kitz Corp. | 26,700 | 167,593 | |
Kobayashi Pharmaceutical Co. Ltd. | 11,600 | 1,034,861 | |
Kobe Bussan Co. Ltd. | 28,300 | 756,635 | |
Kobe Steel Ltd. (a) | 71,500 | 515,528 | |
Kohnan Shoji Co. Ltd. | 9,400 | 254,245 | |
Koito Manufacturing Co. Ltd. | 24,500 | 1,526,626 | |
Kokuyo Co. Ltd. | 20,100 | 310,447 | |
Komatsu Ltd. | 197,611 | 5,810,677 | |
KOMEDA Holdings Co. Ltd. | 8,700 | 162,075 | |
KOMERI Co. Ltd. | 10,000 | 257,023 | |
Konami Holdings Corp. | 21,900 | 1,306,506 | |
Konica Minolta, Inc. | 103,300 | 584,128 | |
Kose Corp. | 7,600 | 1,144,624 | |
Kotobuki Spirits Co. Ltd. | 4,400 | 263,299 | |
Kubota Corp. | 233,410 | 5,488,734 | |
Kumagai Gumi Co. Ltd. | 13,800 | 383,859 | |
Kumiai Chemical Industry Co. Ltd. | 25,100 | 203,942 | |
Kura Sushi, Inc. | 5,800 | 203,257 | |
Kurabo Industries Ltd. | 4,800 | 79,627 | |
Kuraray Co. Ltd. | 73,552 | 798,849 | |
Kureha Chemical Industry Co. Ltd. | 4,000 | 270,839 | |
Kurita Water Industries Ltd. | 22,100 | 1,019,160 | |
Kusuri No Aoki Holdings Co. Ltd. | 4,900 | 344,332 | |
Kyocera Corp. | 72,537 | 4,405,051 | |
Kyoei Steel Ltd. | 9,600 | 134,307 | |
Kyokuto Kaihatsu Kogyo Co. Ltd. | 7,600 | 115,088 | |
Kyorin Holdings, Inc. | 14,600 | 255,557 | |
Kyoritsu Maintenance Co. Ltd. | 6,800 | 215,903 | |
Kyowa Exeo Corp. | 23,700 | 630,395 | |
Kyowa Hakko Kirin Co., Ltd. | 62,500 | 1,898,618 | |
Kyudenko Corp. | 10,800 | 375,515 | |
Kyushu Electric Power Co., Inc. | 89,178 | 814,344 | |
Kyushu Financial Group, Inc. | 88,185 | 342,928 | |
Kyushu Railway Co. | 35,700 | 800,955 | |
LaSalle Logiport REIT | 326 | 529,463 | |
Lasertec Corp. | 17,900 | 3,167,591 | |
Lawson, Inc. | 12,500 | 560,436 | |
Leopalace21 Corp. (a) | 34,200 | 47,252 | |
LIFE Corp. | 5,100 | 166,360 | |
Lintec Corp. | 12,900 | 281,276 | |
Lion Corp. | 51,136 | 959,180 | |
LIXIL Group Corp. | 62,095 | 1,682,343 | |
M&A Capital Partners Co. Ltd. (a) | 3,800 | 175,936 | |
M3, Inc. | 101,390 | 7,029,298 | |
Mabuchi Motor Co. Ltd. | 13,400 | 536,417 | |
Macnica Fuji Electronics Holdings, Inc. | 12,900 | 260,502 | |
Maeda Corp. (b) | 28,500 | 243,302 | |
Maeda Road Construction Co. Ltd. | 9,300 | 178,699 | |
Makino Milling Machine Co. Ltd. | 5,600 | 211,108 | |
Makita Corp. | 50,800 | 2,284,582 | |
Mandom Corp. | 10,400 | 194,697 | |
Mani, Inc. | 21,200 | 499,691 | |
Marubeni Corp. | 383,500 | 3,188,289 | |
Maruha Nichiro Corp. | 11,200 | 255,994 | |
Marui Group Co. Ltd. | 49,402 | 924,847 | |
Maruichi Steel Tube Ltd. | 12,900 | 323,061 | |
Maruwa Ceramic Co. Ltd. | 2,600 | 268,350 | |
Maruwa Unyu Kikan Co. Ltd. | 14,400 | 251,661 | |
Matsui Securities Co. Ltd. | 33,300 | 261,123 | |
Matsumotokiyoshi Holdings Co. Ltd. | 19,100 | 766,342 | |
Maxell Holdings Ltd. (a) | 16,400 | 193,127 | |
Mazda Motor Corp. | 127,700 | 988,509 | |
McDonald's Holdings Co. (Japan) Ltd. | 14,828 | 677,022 | |
MCJ Co. Ltd. | 22,400 | 203,730 | |
Mebuki Financial Group, Inc. | 258,468 | 562,864 | |
Medical Data Vision Co. Ltd. | 6,700 | 117,705 | |
Medipal Holdings Corp. | 41,800 | 767,997 | |
Medley, Inc. (a) | 4,800 | 194,126 | |
MedPeer, Inc. (a) | 5,900 | 310,953 | |
Megachips Corp. | 4,600 | 157,416 | |
Megmilk Snow Brand Co. Ltd. | 12,400 | 248,363 | |
Meidensha Corp. | 8,600 | 182,560 | |
Meiji Holdings Co. Ltd. | 26,000 | 1,610,577 | |
Meitec Corp. | 6,700 | 372,120 | |
Menicon Co. Ltd. | 6,900 | 420,478 | |
Mercari, Inc. (a) | 19,500 | 963,492 | |
Milbon Co. Ltd. | 6,700 | 356,794 | |
Minebea Mitsumi, Inc. | 82,895 | 2,079,012 | |
Mirai Corp. | 472 | 212,052 | |
Mirait Holdings Corp. | 21,400 | 345,799 | |
Miroku Jyoho Service Co., Ltd. | 7,400 | 123,773 | |
Misumi Group, Inc. | 64,905 | 1,829,146 | |
Mitsubishi Chemical Holdings Corp. | 288,957 | 2,150,851 | |
Mitsubishi Corp. | 295,851 | 8,175,222 | |
Mitsubishi Electric Corp. | 416,992 | 6,417,610 | |
Mitsubishi Estate Co. Ltd. | 266,671 | 4,381,076 | |
Mitsubishi Estate Logistics REIT Investment Corp. | 81 | 334,999 | |
Mitsubishi Gas Chemical Co., Inc. | 36,445 | 842,680 | |
Mitsubishi Heavy Industries Ltd. | 73,166 | 2,173,758 | |
Mitsubishi Logistics Corp. | 12,500 | 371,146 | |
Mitsubishi Materials Corp. | 25,400 | 570,100 | |
Mitsubishi Motors Corp. of Japan (a) | 155,134 | 420,163 | |
Mitsubishi Pencil Co. Ltd. | 12,000 | 159,100 | |
Mitsubishi Shokuhin Co. Ltd. | 5,400 | 146,105 | |
Mitsubishi UFJ Financial Group, Inc. | 2,778,439 | 14,781,566 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 152,680 | 874,533 | |
Mitsui & Co. Ltd. | 367,182 | 7,739,077 | |
Mitsui Chemicals, Inc. | 44,100 | 1,388,087 | |
Mitsui Fudosan Co. Ltd. | 209,240 | 4,537,458 | |
Mitsui Fudosan Logistics Park, Inc. | 110 | 569,677 | |
Mitsui High-Tec, Inc. | 5,500 | 214,384 | |
Mitsui Mining & Smelting Co. Ltd. | 15,000 | 509,882 | |
Mitsui OSK Lines Ltd. | 25,500 | 1,024,293 | |
Miura Co. Ltd. | 20,855 | 1,093,413 | |
mixi, Inc. | 11,200 | 287,250 | |
Mizuho Financial Group, Inc. | 540,468 | 7,590,982 | |
Mizuho Leasing Co. Ltd. | 7,400 | 221,072 | |
Mochida Pharmaceutical Co. Ltd. | 9,700 | 337,712 | |
Modec, Inc. | 6,500 | 124,243 | |
Monex Group, Inc. | 38,900 | 301,120 | |
Money Forward, Inc. (a) | 8,200 | 438,924 | |
MonotaRO Co. Ltd. | 58,300 | 1,488,306 | |
Mori Hills REIT Investment Corp. | 368 | 534,373 | |
Mori Trust Hotel (REIT), Inc. | 73 | 91,175 | |
MORI TRUST Sogo (REIT), Inc. | 257 | 370,368 | |
Morinaga & Co. Ltd. | 11,900 | 396,340 | |
Morinaga Milk Industry Co. Ltd. | 9,100 | 497,923 | |
Morita Holdings Corp. | 7,800 | 113,478 | |
MOS Food Services, Inc. | 6,600 | 180,686 | |
MS&AD Insurance Group Holdings, Inc. | 99,497 | 2,817,671 | |
Murata Manufacturing Co. Ltd. | 130,702 | 10,391,778 | |
Musashi Seimitsu Industry Co. Ltd. | 11,100 | 193,887 | |
Nabtesco Corp. | 25,400 | 1,142,291 | |
Nachi-Fujikoshi Corp. | 5,300 | 202,223 | |
Nagaileben Co. Ltd. | 5,500 | 128,781 | |
Nagase & Co. Ltd. | 25,900 | 390,076 | |
Nagoya Railroad Co. Ltd. | 40,616 | 931,318 | |
Nakanishi, Inc. | 20,400 | 418,490 | |
Nankai Electric Railway Co. Ltd. | 24,600 | 542,915 | |
NEC Corp. | 59,200 | 3,445,073 | |
NEC System Integration & Constuction Ltd. | 16,800 | 289,454 | |
Net One Systems Co. Ltd. | 21,200 | 696,386 | |
Nexon Co. Ltd. | 111,300 | 3,691,669 | |
NGK Insulators Ltd. | 59,600 | 1,085,768 | |
NGK Spark Plug Co. Ltd. | 40,300 | 672,589 | |
NH Foods Ltd. | 18,813 | 839,174 | |
NHK Spring Co. Ltd. | 55,187 | 408,007 | |
Nichi-iko Pharmaceutical Co. Ltd. | 17,700 | 148,674 | |
Nichias Corp. | 15,400 | 401,733 | |
Nichiha Corp. | 7,800 | 226,242 | |
Nichirei Corp. | 26,110 | 659,857 | |
Nidec Corp. | 102,690 | 11,857,508 | |
Nifco, Inc. | 20,000 | 682,588 | |
Nihon Kohden Corp. | 18,500 | 559,452 | |
Nihon M&A Center, Inc. | 71,400 | 1,871,073 | |
Nihon Parkerizing Co. Ltd. | 31,100 | 300,500 | |
Nihon Unisys Ltd. | 16,300 | 516,786 | |
Nikkiso Co. Ltd. | 16,700 | 171,599 | |
Nikkon Holdings Co. Ltd. | 13,000 | 272,038 | |
Nikon Corp. | 70,100 | 659,372 | |
Nintendo Co. Ltd. | 25,588 | 14,678,641 | |
Nippn Corp. | 15,000 | 214,109 | |
Nippo Corp. | 13,500 | 353,527 | |
Nippon Accommodations Fund, Inc. | 93 | 552,265 | |
Nippon Building Fund, Inc. | 334 | 2,194,272 | |
Nippon Carbon Co. Ltd. | 4,100 | 172,006 | |
Nippon Ceramic Co. Ltd. | 7,200 | 169,904 | |
Nippon Densetsu Kogyo Co. Ltd. | 10,800 | 175,108 | |
Nippon Electric Glass Co. Ltd. | 28,700 | 726,888 | |
Nippon Express Co. Ltd. | 16,666 | 1,273,320 | |
Nippon Gas Co. Ltd. | 24,300 | 427,346 | |
Nippon Kayaku Co. Ltd. | 42,300 | 391,688 | |
Nippon Light Metal Holding Co. Ltd. | 15,040 | 293,121 | |
Nippon Paint Holdings Co. Ltd. | 168,285 | 2,405,171 | |
Nippon Paper Industries Co. Ltd. | 22,745 | 279,292 | |
Nippon Prologis REIT, Inc. | 476 | 1,528,740 | |
Nippon REIT Investment Corp. | 102 | 395,718 | |
Nippon Sanso Holdings Corp. | 36,600 | 687,862 | |
Nippon Seiki Co. Ltd. | 9,200 | 101,100 | |
Nippon Sheet Glass Co. Ltd. (a) | 21,900 | 144,277 | |
Nippon Shinyaku Co. Ltd. | 11,700 | 787,922 | |
Nippon Shokubai Co. Ltd. | 6,700 | 351,889 | |
Nippon Signal Co. Ltd. | 15,400 | 130,623 | |
Nippon Soda Co. Ltd. | 8,000 | 232,409 | |
Nippon Steel & Sumikin Bussan Corp. | 4,400 | 155,403 | |
Nippon Steel & Sumitomo Metal Corp. | 186,883 | 3,260,919 | |
Nippon Suisan Kaisha Co. Ltd. | 72,900 | 340,854 | |
Nippon Telegraph & Telephone Corp. | 285,764 | 7,204,935 | |
Nippon Yusen KK | 37,500 | 1,472,001 | |
Nipro Corp. | 46,738 | 562,789 | |
Nishi-Nippon Financial Holdings, Inc. | 32,500 | 208,459 | |
Nishi-Nippon Railroad Co. Ltd. | 15,400 | 397,506 | |
Nishimatsu Construction Co. Ltd. | 16,600 | 441,087 | |
Nishimatsuya Chain Co. Ltd. | 21,900 | 343,459 | |
Nissan Chemical Corp. | 29,400 | 1,511,831 | |
Nissan Motor Co. Ltd. (a) | 527,748 | 2,649,268 | |
Nissan Shatai Co. Ltd. | 15,700 | 101,133 | |
Nissha Co. Ltd. | 14,500 | 170,089 | |
Nisshin Oillio Group Ltd. | 8,500 | 238,768 | |
Nisshin Seifun Group, Inc. | 44,700 | 720,664 | |
Nisshinbo Holdings, Inc. | 39,700 | 302,590 | |
Nissin Electric Co. Ltd. | 19,100 | 210,591 | |
Nissin Food Holdings Co. Ltd. | 14,300 | 1,014,045 | |
Nitori Holdings Co. Ltd. | 18,300 | 3,283,585 | |
Nitta Corp. | 4,800 | 115,509 | |
Nitto Boseki Co. Ltd. | 5,500 | 193,751 | |
Nitto Denko Corp. | 36,042 | 2,987,835 | |
Noevir Holdings Co. Ltd. | 5,800 | 255,531 | |
NOF Corp. | 15,700 | 830,323 | |
Nojima Co. Ltd. | 10,400 | 259,405 | |
NOK Corp. | 22,900 | 293,767 | |
NOMURA Co. Ltd. | 24,000 | 174,581 | |
Nomura Holdings, Inc. | 725,054 | 3,897,278 | |
Nomura Real Estate Holdings, Inc. | 25,100 | 617,797 | |
Nomura Real Estate Master Fund, Inc. | 966 | 1,527,357 | |
Nomura Research Institute Ltd. | 73,510 | 2,263,347 | |
North Pacific Bank Ltd. | 83,700 | 215,970 | |
NS Solutions Corp. | 8,800 | 266,118 | |
NSD Co. Ltd. | 19,600 | 319,403 | |
NSK Ltd. | 90,800 | 835,802 | |
NTN Corp. (a) | 91,200 | 258,688 | |
NTT Data Corp. | 143,200 | 2,224,848 | |
Ntt Ud (REIT) Investment Corp. | 295 | 437,817 | |
Obayashi Corp. | 147,600 | 1,346,484 | |
OBIC Business Consultants Ltd. | 4,700 | 276,091 | |
OBIC Co. Ltd. | 15,841 | 3,062,680 | |
Odakyu Electric Railway Co. Ltd. | 66,300 | 1,792,630 | |
Ogaki Kyoritsu Bank Ltd. | 14,200 | 255,182 | |
Ohsho Food Service Corp. | 3,100 | 158,843 | |
Oisix Ra Daichi, Inc. (a) | 6,600 | 180,143 | |
Oji Holdings Corp. | 192,900 | 1,216,105 | |
Okamoto Industries, Inc. | 2,900 | 107,466 | |
Okasan Securities Group, Inc. | 49,834 | 207,015 | |
Oki Electric Industry Co. Ltd. | 20,900 | 220,876 | |
Okuma Corp. | 6,300 | 339,528 | |
Okumura Corp. | 9,800 | 245,157 | |
Olympus Corp. | 267,600 | 5,503,074 | |
OMRON Corp. | 42,500 | 3,223,762 | |
One (REIT), Inc. | 109 | 306,185 | |
Ono Pharmaceutical Co. Ltd. | 85,980 | 2,164,251 | |
Open House Co. Ltd. | 16,100 | 669,544 | |
Optex Group Co. Ltd. | 8,200 | 125,150 | |
Optim Corp. (a) | 4,900 | 125,582 | |
Optorun Co. Ltd. | 15,500 | 415,404 | |
Oracle Corp. Japan | 8,800 | 825,327 | |
Orient Corp. | 117,600 | 160,329 | |
Oriental Land Co. Ltd. | 45,034 | 6,376,623 | |
ORIX Corp. | 299,520 | 4,816,602 | |
ORIX JREIT, Inc. | 593 | 1,046,120 | |
Osaka Gas Co. Ltd. | 81,400 | 1,570,054 | |
OSG Corp. | 21,000 | 349,520 | |
Otsuka Corp. | 23,300 | 1,174,700 | |
Otsuka Holdings Co. Ltd. | 89,918 | 3,456,359 | |
Outsourcing, Inc. | 30,000 | 461,433 | |
Pacific Industrial Co. Ltd. | 12,300 | 132,015 | |
PALTAC Corp. | 7,500 | 390,475 | |
Pan Pacific International Holdings Ltd. | 94,792 | 2,042,595 | |
Panasonic Corp. | 503,489 | 5,911,968 | |
Paramount Bed Holdings Co. Ltd. | 14,900 | 295,846 | |
Park24 Co. Ltd. (a) | 24,640 | 475,936 | |
Penta-Ocean Construction Co. Ltd. | 60,900 | 474,763 | |
PeptiDream, Inc. (a) | 22,500 | 964,521 | |
Persol Holdings Co. Ltd. | 42,200 | 775,732 | |
Pharma Foods International Co. Ltd. (b) | 6,000 | 177,326 | |
Pigeon Corp. | 28,500 | 966,168 | |
Pilot Corp. | 8,500 | 270,656 | |
Piolax, Inc. | 5,800 | 79,074 | |
PKSHA Technology, Inc. (a) | 3,300 | 83,942 | |
Pola Orbis Holdings, Inc. | 21,489 | 557,035 | |
Pressance Corp. | 6,500 | 95,635 | |
Prestige International, Inc. | 28,000 | 186,001 | |
Raito Kogyo Co. Ltd. | 13,400 | 215,302 | |
Raksul, Inc. (a) | 5,200 | 242,181 | |
Rakus Co. Ltd. | 16,500 | 338,334 | |
Rakuten Group, Inc. | 199,495 | 2,535,443 | |
Recruit Holdings Co. Ltd. | 310,354 | 13,993,084 | |
Relia, Inc. | 10,300 | 122,707 | |
Relo Group, Inc. | 29,100 | 599,094 | |
Renesas Electronics Corp. (a) | 183,155 | 2,136,725 | |
Rengo Co. Ltd. | 43,700 | 362,667 | |
RENOVA, Inc. (a) | 11,500 | 362,499 | |
Resona Holdings, Inc. | 491,646 | 2,019,847 | |
Resorttrust, Inc. | 22,700 | 361,821 | |
Ricoh Co. Ltd. | 154,300 | 1,640,558 | |
Ringer Hut Co. Ltd. | 7,300 | 147,817 | |
Rinnai Corp. | 8,661 | 870,142 | |
Riso Kyoiku Co. Ltd. | 35,500 | 95,823 | |
ROHM Co. Ltd. | 20,800 | 2,061,158 | |
Rohto Pharmaceutical Co. Ltd. | 23,600 | 605,278 | |
Round One Corp. | 18,100 | 200,062 | |
Royal Holdings Co. Ltd. (a) | 12,300 | 213,722 | |
Ryohin Keikaku Co. Ltd. | 58,830 | 1,238,073 | |
S Foods, Inc. | 6,900 | 205,188 | |
Saizeriya Co. Ltd. | 6,200 | 135,925 | |
Sakai Moving Service Co. Ltd. | 2,000 | 91,134 | |
Sakata Seed Corp. | 6,900 | 243,385 | |
San-A Co. Ltd. | 6,700 | 256,867 | |
San-Ai Oil Co. Ltd. | 14,800 | 165,618 | |
SanBio Co. Ltd. (a) | 5,500 | 75,538 | |
Sangetsu Corp. | 15,000 | 211,364 | |
Sanken Electric Co. Ltd. | 5,800 | 270,656 | |
Sankyo Co. Ltd. (Gunma) | 15,800 | 408,264 | |
Sankyu, Inc. | 14,600 | 622,527 | |
Sanrio Co. Ltd. | 12,100 | 195,965 | |
Sansan, Inc. (a) | 3,000 | 247,324 | |
Santen Pharmaceutical Co. Ltd. | 86,360 | 1,106,268 | |
Sanwa Holdings Corp. | 49,100 | 633,012 | |
Sanyo Chemical Industries Ltd. | 4,600 | 218,446 | |
Sapporo Holdings Ltd. | 20,600 | 409,776 | |
Sato Holding Corp. | 9,200 | 225,433 | |
Sawai Group Holdings Co. Ltd. | 9,900 | 476,475 | |
SBI Holdings, Inc. Japan | 55,200 | 1,560,692 | |
Screen Holdings Co. Ltd. | 10,500 | 1,004,941 | |
SCSK Corp. | 12,000 | 696,130 | |
Secom Co. Ltd. | 47,333 | 3,930,774 | |
Sega Sammy Holdings, Inc. | 40,319 | 578,832 | |
Seibu Holdings, Inc. | 48,900 | 526,182 | |
Seiko Epson Corp. | 65,373 | 1,111,383 | |
Seiko Holdings Corp. | 6,400 | 112,786 | |
Seino Holdings Co. Ltd. | 32,300 | 443,907 | |
Seiren Co. Ltd. | 13,300 | 230,246 | |
Sekisui Chemical Co. Ltd. | 82,300 | 1,432,287 | |
Sekisui House (REIT), Inc. | 1,014 | 844,304 | |
Sekisui House Ltd. | 138,780 | 2,805,060 | |
Sekisui Jushi Corp. | 8,700 | 168,603 | |
SENKO Co. Ltd. | 25,000 | 229,893 | |
Seria Co. Ltd. | 10,900 | 395,448 | |
Seven & i Holdings Co. Ltd. | 172,629 | 7,422,305 | |
Seven Bank Ltd. | 166,400 | 357,800 | |
SG Holdings Co. Ltd. | 75,000 | 1,704,639 | |
Sharp Corp. | 49,000 | 828,100 | |
Shibaura Machine Co. Ltd. | 4,700 | 112,157 | |
SHIFT, Inc. (a) | 2,600 | 380,639 | |
Shiga Bank Ltd. | 11,000 | 216,900 | |
Shikoku Electric Power Co., Inc. | 43,300 | 316,955 | |
Shima Seiki Manufacturing Ltd. | 8,000 | 160,820 | |
Shimadzu Corp. | 50,900 | 1,781,430 | |
Shimamura Co. Ltd. | 5,900 | 584,116 | |
SHIMANO, Inc. | 16,965 | 3,886,163 | |
SHIMIZU Corp. | 133,800 | 1,095,718 | |
Shin-Etsu Chemical Co. Ltd. | 80,735 | 13,629,433 | |
Shinko Electric Industries Co. Ltd. | 16,600 | 536,170 | |
Shinmaywa Industries Ltd. | 15,100 | 135,125 | |
Shinsei Bank Ltd. | 35,000 | 509,516 | |
Shionogi & Co. Ltd. | 61,700 | 3,252,776 | |
Ship Healthcare Holdings, Inc. | 20,400 | 534,592 | |
Shiseido Co. Ltd. | 91,655 | 6,648,740 | |
Shizuoka Bank Ltd. | 100,300 | 768,150 | |
Shizuoka Gas Co. Ltd. | 11,800 | 99,980 | |
SHO-BOND Holdings Co. Ltd. | 9,500 | 396,377 | |
Shochiku Co. Ltd. | 2,100 | 235,575 | |
Shoei Co. Ltd. | 6,700 | 254,108 | |
Showa Denko K.K. | 30,082 | 911,075 | |
Siix Corp. | 14,000 | 186,897 | |
SKY Perfect JSAT Holdings, Inc. | 35,900 | 150,774 | |
Skylark Co. Ltd. (a) | 43,400 | 644,110 | |
SMC Corp. | 12,967 | 7,528,192 | |
SMS Co., Ltd. | 16,400 | 447,777 | |
SoftBank Corp. | 632,700 | 8,159,856 | |
SoftBank Group Corp. | 358,412 | 32,296,736 | |
Sohgo Security Services Co., Ltd. | 17,400 | 762,613 | |
Sojitz Corp. | 276,300 | 824,172 | |
Solasto Corp. | 11,200 | 145,726 | |
Sompo Holdings, Inc. | 75,619 | 2,809,160 | |
Sony Group Corp. | 288,205 | 28,814,428 | |
Sosei Group Corp. (a) | 16,712 | 262,095 | |
SOSiLA Logistics REIT, Inc. | 208 | 271,776 | |
Sotetsu Holdings, Inc. | 19,700 | 399,804 | |
Square Enix Holdings Co. Ltd. | 20,900 | 1,162,705 | |
Stanley Electric Co. Ltd. | 31,039 | 888,938 | |
Star Asia Investment Corp. | 555 | 284,381 | |
Star Micronics Co. Ltd. | 12,400 | 187,095 | |
Starts Corp., Inc. | 9,600 | 234,708 | |
Subaru Corp. | 138,125 | 2,562,434 | |
Sugi Holdings Co. Ltd. | 9,200 | 707,110 | |
Sumco Corp. | 60,300 | 1,562,536 | |
Sumitomo Bakelite Co. Ltd. | 8,800 | 355,897 | |
Sumitomo Chemical Co. Ltd. | 352,900 | 1,798,566 | |
Sumitomo Corp. | 261,700 | 3,563,085 | |
Sumitomo Dainippon Pharma Co., Ltd. | 43,100 | 747,319 | |
Sumitomo Electric Industries Ltd. | 172,200 | 2,561,965 | |
Sumitomo Forestry Co. Ltd. | 29,623 | 685,755 | |
Sumitomo Heavy Industries Ltd. | 25,547 | 739,832 | |
Sumitomo Metal Mining Co. Ltd. | 54,300 | 2,304,856 | |
Sumitomo Mitsui Construction Co. Ltd. | 58,860 | 250,972 | |
Sumitomo Mitsui Financial Group, Inc. | 295,533 | 10,381,696 | |
Sumitomo Mitsui Trust Holdings, Inc. | 75,600 | 2,573,264 | |
Sumitomo Osaka Cement Co. Ltd. | 8,003 | 253,732 | |
Sumitomo Realty & Development Co. Ltd. | 70,987 | 2,363,635 | |
Sumitomo Rubber Industries Ltd. | 47,500 | 587,611 | |
Sumitomo Seika Chemicals Co. Ltd. | 2,800 | 99,661 | |
Sundrug Co. Ltd. | 17,241 | 587,636 | |
Suntory Beverage & Food Ltd. | 32,900 | 1,110,815 | |
Suzuken Co. Ltd. | 15,600 | 561,680 | |
Suzuki Motor Corp. | 83,840 | 3,181,302 | |
Sysmex Corp. | 38,700 | 3,868,584 | |
SystemPro Co. Ltd. | 16,900 | 347,773 | |
T Hasegawa Co. Ltd. | 11,700 | 218,606 | |
T&D Holdings, Inc. | 127,000 | 1,555,980 | |
T-Gaia Corp. | 9,900 | 169,575 | |
Tadano Ltd. | 23,800 | 241,724 | |
Taiheiyo Cement Corp. | 26,491 | 663,911 | |
Taikisha Ltd. | 8,100 | 217,897 | |
Taisei Corp. | 43,900 | 1,618,785 | |
Taisho Pharmaceutical Holdings Co. Ltd. | 9,600 | 565,688 | |
Taiyo Holdings Co. Ltd. | 4,700 | 227,496 | |
Taiyo Yuden Co. Ltd. | 27,800 | 1,276,933 | |
Takara Bio, Inc. | 13,200 | 337,458 | |
Takara Holdings, Inc. | 35,869 | 462,434 | |
Takasago International Corp. | 3,300 | 79,775 | |
Takasago Thermal Engineering Co. Ltd. | 13,200 | 198,682 | |
Takashimaya Co. Ltd. | 32,400 | 356,937 | |
Takeda Pharmaceutical Co. Ltd. | 360,270 | 12,033,200 | |
Takeuchi Manufacturing Co. Ltd. | 12,600 | 339,528 | |
Takuma Co. Ltd. | 16,000 | 328,081 | |
Tbs Holdings, Inc. | 14,400 | 280,384 | |
TDK Corp. | 29,981 | 4,073,729 | |
Techmatrix Corp. | 8,800 | 169,575 | |
TechnoPro Holdings, Inc. | 9,100 | 668,616 | |
TECMO KOEI HOLDINGS CO., LTD. | 14,248 | 636,851 | |
Teijin Ltd. | 41,200 | 677,808 | |
Terumo Corp. | 148,000 | 5,595,535 | |
The Awa Bank Ltd. | 8,500 | 171,493 | |
The Bank of Iwate Ltd. | 4,300 | 79,791 | |
The Bank of Okinawa Ltd. | 9,400 | 230,334 | |
The Chugoku Bank Ltd. | 38,300 | 302,433 | |
The Hachijuni Bank Ltd. | 87,100 | 297,267 | |
The Hokkoku Bank Ltd. | 7,300 | 162,445 | |
The Hyakugo Bank Ltd. | 50,500 | 146,477 | |
The Keiyo Bank Ltd. | 30,900 | 117,335 | |
The Kiyo Bank Ltd. | 19,800 | 260,340 | |
The Miyazaki Bank Ltd. | 2,500 | 50,462 | |
The Nanto Bank Ltd. | 9,600 | 160,395 | |
The Oita Bank Ltd. | 2,400 | 41,351 | |
The Okinawa Electric Power Co., Inc. | 19,201 | 254,573 | |
The Pack Corp. | 5,100 | 127,115 | |
The San-In Godo Bank Ltd. | 38,600 | 176,948 | |
The Shikoku Bank Ltd. | 11,400 | 72,808 | |
The Sumitomo Warehouse Co. Ltd. | 21,600 | 279,264 | |
The Suruga Bank Ltd. | 40,700 | 145,610 | |
The Toho Bank Ltd. | 44,700 | 87,118 | |
The Yamagata Bank Ltd. | 4,200 | 38,584 | |
THK Co. Ltd. | 28,900 | 985,017 | |
TIS, Inc. | 51,400 | 1,276,887 | |
TKC Corp. | 8,000 | 251,441 | |
TKP Corp. (a) | 4,500 | 93,138 | |
Toagosei Co. Ltd. | 22,800 | 255,559 | |
Tobu Railway Co. Ltd. | 42,500 | 1,092,735 | |
Tocalo Co. Ltd. | 19,000 | 258,166 | |
Toda Corp. | 56,100 | 399,871 | |
Toei Co. Ltd. | 1,600 | 356,629 | |
Toho Co. Ltd. | 26,600 | 1,058,743 | |
Toho Gas Co. Ltd. | 16,700 | 927,523 | |
Toho Holdings Co. Ltd. | 15,300 | 258,150 | |
Tohoku Electric Power Co., Inc. | 105,600 | 930,486 | |
Tokai Carbon Co. Ltd. | 43,100 | 701,179 | |
TOKAI Holdings Corp. | 29,600 | 242,130 | |
Tokai Rika Co. Ltd. | 19,100 | 308,634 | |
Tokai Tokyo Financial Holdings | 74,400 | 279,111 | |
Tokio Marine Holdings, Inc. | 143,193 | 6,852,405 | |
Tokushu Tokai Paper Co. Ltd. | 1,800 | 72,550 | |
Tokuyama Corp. | 15,835 | 357,878 | |
Tokyo Century Corp. | 10,200 | 629,975 | |
Tokyo Electric Power Co., Inc. (a) | 323,828 | 957,054 | |
Tokyo Electron Ltd. | 34,223 | 15,130,894 | |
Tokyo Gas Co. Ltd. | 82,635 | 1,673,266 | |
Tokyo Ohka Kogyo Co. Ltd. | 7,700 | 511,502 | |
Tokyo Seimitsu Co. Ltd. | 11,600 | 548,742 | |
Tokyo Steel Manufacturing Co. Ltd. | 20,300 | 196,703 | |
Tokyo Tatemono Co. Ltd. | 44,400 | 655,295 | |
Tokyotokeiba Co. Ltd. | 4,000 | 216,671 | |
Tokyu Construction Co. Ltd. | 27,300 | 141,134 | |
Tokyu Corp. | 112,600 | 1,447,552 | |
Tokyu Fudosan Holdings Corp. | 137,000 | 760,902 | |
Tokyu REIT, Inc. | 186 | 316,042 | |
TOMONY Holdings, Inc. | 34,500 | 92,808 | |
Tomy Co. Ltd. | 33,100 | 284,086 | |
Topcon Corp. | 31,260 | 426,754 | |
Toppan Forms Co. Ltd. | 19,300 | 203,790 | |
Toppan Printing Co. Ltd. | 59,600 | 1,015,965 | |
Toray Industries, Inc. | 317,100 | 1,970,668 | |
TORIDOLL Holdings Corp. | 11,100 | 175,199 | |
Toshiba Corp. | 89,252 | 3,687,188 | |
Toshiba Tec Corp. | 13,100 | 522,610 | |
Tosho Co. Ltd. | 3,800 | 62,203 | |
Tosoh Corp. | 63,400 | 1,124,249 | |
Totetsu Kogyo Co. Ltd. | 12,900 | 298,273 | |
Toto Ltd. | 32,600 | 1,691,298 | |
Towa Pharmaceutical Co. Ltd. | 8,300 | 171,787 | |
Toyo Ink South Carolina Holdings Co. Ltd. | 13,349 | 246,240 | |
Toyo Seikan Group Holdings Ltd. | 33,200 | 388,229 | |
Toyo Suisan Kaisha Ltd. | 21,536 | 877,874 | |
Toyo Tire Corp. | 25,100 | 459,788 | |
Toyobo Co. Ltd. | 21,300 | 257,650 | |
Toyoda Gosei Co. Ltd. | 17,900 | 437,304 | |
Toyota Boshoku Corp. | 22,200 | 413,571 | |
Toyota Industries Corp. | 33,100 | 2,650,059 | |
Toyota Motor Corp. | 481,792 | 36,049,691 | |
Toyota Tsusho Corp. | 48,449 | 2,048,077 | |
Trancom Co. Ltd. | 2,200 | 170,702 | |
Trans Cosmos, Inc. | 7,100 | 202,690 | |
Trend Micro, Inc. | 31,200 | 1,484,491 | |
Tri Chemical Laboratories, Inc. | 5,600 | 187,025 | |
Trusco Nakayama Corp. | 10,700 | 276,483 | |
TS tech Co. Ltd. | 23,600 | 328,875 | |
Tsubakimoto Chain Co. | 8,100 | 217,156 | |
Tsugami Corp. | 12,100 | 193,308 | |
Tsukui Holdings Corp. (b) | 4,446 | 37,467 | |
Tsumura & Co. | 14,984 | 499,055 | |
Tsuruha Holdings, Inc. | 9,200 | 1,062,348 | |
Uacj Corp. | 7,300 | 168,657 | |
Ube Industries Ltd. | 24,300 | 491,158 | |
Ulvac, Inc. | 10,459 | 478,498 | |
Unicharm Corp. | 92,600 | 3,595,886 | |
Unipres Corp. | 12,900 | 123,582 | |
United Arrows Ltd. | 6,500 | 113,716 | |
United Super Markets Holdings, Inc. | 24,800 | 250,746 | |
United Technology Holdings Co. Ltd. (a) | 7,200 | 239,473 | |
United Urban Investment Corp. | 710 | 1,061,524 | |
Universal Entertainment Corp. (a) | 8,400 | 203,832 | |
Ushio, Inc. | 30,000 | 397,749 | |
USS Co. Ltd. | 52,200 | 946,182 | |
Uzabase, Inc. (a) | 4,300 | 107,215 | |
V Technology Co. Ltd. | 4,000 | 202,397 | |
Valor Holdings Co. Ltd. | 12,200 | 260,878 | |
Vector, Inc. | 7,400 | 63,512 | |
Wacoal Holdings Corp. | 13,500 | 304,241 | |
Wacom Co. Ltd. | 42,500 | 272,600 | |
Welcia Holdings Co. Ltd. | 22,100 | 689,551 | |
West Holdings Corp. | 7,149 | 233,525 | |
West Japan Railway Co. | 37,156 | 2,050,737 | |
World Co. Ltd. | 6,100 | 77,973 | |
YA-MAN Ltd. | 9,900 | 135,334 | |
Yakult Honsha Co. Ltd. | 29,600 | 1,440,864 | |
Yamada Holdings Co. Ltd. | 178,210 | 887,055 | |
Yamaguchi Financial Group, Inc. | 48,100 | 283,873 | |
Yamaha Corp. | 30,400 | 1,655,046 | |
Yamaha Motor Co. Ltd. | 64,907 | 1,620,745 | |
Yamato Holdings Co. Ltd. | 69,400 | 1,958,999 | |
Yamato Kogyo Co. Ltd. | 11,100 | 334,148 | |
Yamazaki Baking Co. Ltd. | 26,900 | 426,058 | |
Yamazen Co. Ltd. | 29,400 | 262,553 | |
Yaoko Co. Ltd. | 5,300 | 338,009 | |
Yaskawa Electric Corp. | 55,900 | 2,577,875 | |
Yokogawa Bridge Holdings Corp. | 7,400 | 139,414 | |
Yokogawa Electric Corp. | 54,812 | 995,032 | |
Yokohama Rubber Co. Ltd. | 29,900 | 555,649 | |
Yondoshi Holdings, Inc. | 6,100 | 103,425 | |
Yoshinoya Holdings Co. Ltd. | 19,500 | 360,774 | |
Yume No Machi Souzou Iinkai Co. Ltd. (a) | 6,400 | 120,048 | |
Z Holdings Corp. | 609,765 | 2,817,562 | |
Zenkoku Hosho Co. Ltd. | 13,800 | 619,352 | |
Zenrin Co. Ltd. | 11,250 | 118,687 | |
Zensho Holdings Co. Ltd. | 21,500 | 539,025 | |
Zeon Corp. | 33,300 | 530,777 | |
ZERIA Pharmaceutical Co. Ltd. | 8,100 | 144,820 | |
Zojirushi Thermos | 10,600 | 168,859 | |
ZOZO, Inc. | 25,200 | 850,837 | |
TOTAL JAPAN | 1,096,354,587 | ||
Korea (South) - 3.9% | |||
ABL Bio, Inc. (a) | 7,103 | 136,244 | |
Ace Technologies Corp. (a) | 21,545 | 345,828 | |
AhnLab, Inc. | 1,266 | 74,605 | |
Alteogen, Inc. | 6,132 | 442,512 | |
Amicogen, Inc. (a) | 4,213 | 128,845 | |
AMOREPACIFIC Corp. | 7,376 | 1,784,176 | |
AMOREPACIFIC Group, Inc. | 6,985 | 459,096 | |
Ananti, Inc. (a) | 8,898 | 63,416 | |
Anterogen Co. Ltd. (a) | 2,003 | 95,289 | |
Asiana Airlines, Inc. (a) | 5,090 | 68,047 | |
BEP International Holdings Ltd. (a) | 6,221 | 161,049 | |
BGF Retail Co. Ltd. | 1,986 | 271,719 | |
BNK Financial Group, Inc. | 69,613 | 477,458 | |
Bukwang Pharmaceutical Co. Ltd. | 8,614 | 166,768 | |
Cafe24 Corp. | 3,612 | 105,620 | |
Cellivery Therapeutics, Inc. | 2,630 | 269,990 | |
Celltrion Healthcare Co. Ltd. | 16,374 | 1,642,847 | |
Celltrion Pharm, Inc. | 3,639 | 432,796 | |
Celltrion, Inc. (a) | 22,276 | 5,298,687 | |
CHA Biotech Co. Ltd. (a) | 13,621 | 230,208 | |
Cheil Worldwide, Inc. | 15,438 | 303,023 | |
Chong Kun Dang Pharmaceutical Corp. | 1,536 | 190,922 | |
Chunbo Co. Ltd. | 1,438 | 233,263 | |
CJ CheilJedang Corp. | 1,993 | 704,861 | |
CJ Corp. | 3,664 | 312,902 | |
CJ ENM Co. Ltd. | 2,550 | 328,361 | |
CJ Logistics Corp. (a) | 2,651 | 406,559 | |
Com2uS Corp. | 2,283 | 301,125 | |
Cosmax, Inc. | 2,277 | 247,394 | |
Coway Co. Ltd. | 10,540 | 630,545 | |
CrystalGenomics, Inc. (a) | 17,430 | 128,588 | |
CS Wind Corp. | 4,648 | 320,041 | |
Daesang Corp. | 7,364 | 170,225 | |
Daewoo Engineering & Construction Co. Ltd. (a) | 70,357 | 464,945 | |
Daewoo Shipbuilding & Marine Engineering Co. Ltd. (a) | 9,658 | 316,959 | |
Daewoong Co. Ltd. | 5,529 | 179,474 | |
Daewoong Pharmaceutical Co. Ltd. | 1,174 | 140,152 | |
Daou Technology, Inc. | 10,263 | 244,121 | |
DB HiTek Co. Ltd. | 11,030 | 545,444 | |
Db Insurance Co. Ltd. | 14,889 | 651,730 | |
DGB Financial Group Co. Ltd. | 58,048 | 459,907 | |
DL E&C Co. Ltd. (a) | 5,085 | 604,773 | |
DL Holdings Co. Ltd. | 3,185 | 269,433 | |
Dong Suh Companies, Inc. | 7,227 | 203,249 | |
Dong-A St. Co. Ltd. | 2,127 | 159,390 | |
Dongjin Semichem Co. Ltd. | 8,301 | 229,000 | |
DongKook Pharmaceutical Co. Ltd. | 7,677 | 194,623 | |
Dongkuk Steel Mill Co. Ltd. | 18,098 | 387,602 | |
Dongwon Industries Co. | 313 | 75,571 | |
Doosan Bobcat, Inc. | 11,890 | 485,369 | |
Doosan Fuel Cell Co. Ltd. (a) | 6,742 | 271,903 | |
Doosan Heavy Industries & Construction Co. Ltd. (a) | 48,966 | 610,827 | |
Doosan Infracore Co. Ltd. (a) | 33,325 | 321,842 | |
DOUBLEUGAMES Co. Ltd. | 2,551 | 145,311 | |
DuzonBizon Co. Ltd. | 6,178 | 465,720 | |
E-Mart Co. Ltd. | 4,769 | 716,450 | |
Ecopro BM Co. Ltd. | 2,363 | 382,465 | |
Ecopro Co. Ltd. (e) | 5,587 | 373,706 | |
Enzychem Lifesciences Corp. (a) | 2,045 | 227,125 | |
EO Technics Co. Ltd. | 2,231 | 234,416 | |
Eone Diagnomics Genome Center Co. Ltd. | 19,378 | 90,628 | |
F&F Co. Ltd. (e) | 1,707 | 274,761 | |
Feelux Co. Ltd. (a) | 22,832 | 77,585 | |
Fila Holdings Corp. | 12,230 | 498,702 | |
Foosung Co. Ltd. | 16,583 | 152,739 | |
G-treeBNT Co. Ltd. (a) | 6,048 | 71,660 | |
GemVax & Kael Co. Ltd. (a) | 8,477 | 154,640 | |
GeneOne Life Science, Inc. (a) | 13,976 | 217,461 | |
Genexine Co. Ltd. (a) | 6,947 | 633,646 | |
Grand Korea Leisure Co. Ltd. | 16,280 | 238,752 | |
Green Cross Corp. | 1,298 | 392,901 | |
Green Cross Holdings Corp. | 8,103 | 265,202 | |
GS Engineering & Construction Corp. | 13,546 | 534,800 | |
GS Holdings Corp. | 11,200 | 431,162 | |
GS Home Shopping, Inc. | 1,261 | 167,678 | |
GS Retail Co. Ltd. | 7,804 | 249,833 | |
Hana Financial Group, Inc. | 72,135 | 2,944,667 | |
HanAll BioPharma Co. Ltd. (a) | 8,814 | 181,280 | |
Handsome Co. Ltd. | 4,875 | 189,415 | |
Hankook Tire Co. Ltd. | 17,563 | 755,428 | |
Hanmi Pharm Co. Ltd. | 1,960 | 592,410 | |
Hanon Systems | 41,833 | 606,015 | |
Hansol Chemical Co. Ltd. | 2,225 | 492,442 | |
Hanssem Co. Ltd. | 2,675 | 267,911 | |
Hanwha Aerospace Co. Ltd. | 9,142 | 315,557 | |
Hanwha Corp. | 11,895 | 327,616 | |
Hanwha Life Insurance Co. Ltd. | 74,889 | 234,053 | |
Hanwha Solutions Corp. | 27,124 | 1,116,948 | |
HDC Hyundai Development Co. | 9,800 | 245,377 | |
Helixmith Co., Ltd. | 9,500 | 264,625 | |
Hite Jinro Co. Ltd. | 9,979 | 310,985 | |
HLB Life Science Co. Ltd. | 18,860 | 183,831 | |
HLB, Inc. | 19,968 | 591,033 | |
HMM Co. Ltd. (a) | 55,999 | 1,962,980 | |
Hotel Shilla Co. | 7,093 | 548,650 | |
HUGEL, Inc. | 1,679 | 277,011 | |
Hyosung Advanced Materials Co. (a) | 823 | 281,869 | |
Hyosung Chemical Co. Ltd. (a) | 514 | 186,152 | |
Hyosung Corp. | 3,398 | 302,036 | |
Hyosung TNC Co. Ltd. | 616 | 398,262 | |
Hyundai Bioscience Co. Ltd. (a) | 8,846 | 328,676 | |
Hyundai Department Store Co. Ltd. | 3,810 | 316,171 | |
Hyundai Elevator Co. Ltd. | 6,684 | 270,760 | |
Hyundai Engineering & Construction Co. Ltd. | 18,711 | 843,290 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 17,842 | 388,501 | |
Hyundai Glovis Co. Ltd. | 4,378 | 751,669 | |
Hyundai Greenfood Co. Ltd. | 17,032 | 148,193 | |
Hyundai Home Shopping Network Corp. | 1,178 | 83,008 | |
Hyundai Mipo Dockyard Co. Ltd. | 5,748 | 441,015 | |
Hyundai Mobis | 15,469 | 3,734,870 | |
Hyundai Motor Co. | 31,600 | 5,990,628 | |
Hyundai Robotics Co. Ltd. | 10,385 | 653,775 | |
Hyundai Rotem Co. Ltd. (a) | 16,140 | 290,823 | |
Hyundai Steel Co. | 20,978 | 1,041,134 | |
Hyundai Wia Corp. | 3,741 | 232,834 | |
Il-Yang Pharmaceutical Co. Ltd. | 2,931 | 100,253 | |
Iljin Materials Co. Ltd. | 6,147 | 379,831 | |
Industrial Bank of Korea | 62,546 | 541,967 | |
INNOCEAN Worldwide, Inc. | 2,226 | 119,234 | |
JB Financial Group Co. Ltd. | 48,096 | 313,965 | |
JW Pharmaceutical Corp. | 5,070 | 132,159 | |
JYP Entertainment Corp. | 7,312 | 215,120 | |
Kakao Corp. | 67,103 | 6,810,629 | |
Kangwon Land, Inc. | 28,702 | 649,355 | |
KB Financial Group, Inc. | 92,280 | 4,518,726 | |
KCC Corp. | 1,164 | 325,797 | |
KEPCO Plant Service & Engineering Co. Ltd. | 16,167 | 490,816 | |
Kia Corp. | 61,259 | 4,218,034 | |
Kiwoom Securities Co. Ltd. | 3,179 | 376,666 | |
KMW Co. Ltd. (a) | 7,171 | 368,079 | |
Koh Young Technology, Inc. | 12,725 | 316,338 | |
Kolmar BNH Co. Ltd. | 2,271 | 103,368 | |
Kolmar Korea Co. Ltd. | 3,686 | 184,254 | |
Kolon Industries, Inc. | 4,911 | 265,690 | |
Komipharm International Co. Ltd. (a) | 20,217 | 187,114 | |
Korea Aerospace Industries Ltd. | 21,753 | 634,142 | |
Korea Electric Power Corp. | 61,413 | 1,296,425 | |
Korea Gas Corp. | 6,388 | 199,361 | |
Korea Investment Holdings Co. Ltd. | 10,021 | 1,003,641 | |
Korea Line Corp. (a) | 29,343 | 92,756 | |
Korea Line Corp. rights 6/9/21 (a) | 7,454 | 6,966 | |
Korea Petro Chemical Industries Co. Ltd. | 783 | 220,557 | |
Korea Shipbuilding & Offshore Engineering Co. Ltd. (a) | 9,522 | 1,307,031 | |
Korea United Pharm, Inc. | 1,664 | 77,971 | |
Korea Zinc Co. Ltd. | 2,146 | 855,882 | |
Korean Air Lines Co. Ltd. (a) | 48,727 | 1,172,118 | |
Korean Reinsurance Co. | 16,204 | 132,874 | |
KT&G Corp. | 25,694 | 1,893,252 | |
Kuk-il Paper Manufacturing Co. Ltd. (a) | 25,856 | 145,895 | |
Kumho Petro Chemical Co. Ltd. | 4,199 | 976,267 | |
Kwang Dong Pharmaceutical Co. Ltd. | 15,693 | 125,456 | |
L&C Bio Co. Ltd. | 3,926 | 114,801 | |
L&F Co. Ltd. | 3,802 | 308,708 | |
Leeno Industrial, Inc. | 3,256 | 474,593 | |
LegoChem Biosciences, Inc. | 3,940 | 180,391 | |
LG Chemical Ltd. | 10,560 | 8,800,944 | |
LG Corp. (e) | 22,224 | 2,513,982 | |
LG Display Co. Ltd. (a) | 52,792 | 1,147,160 | |
LG Electronics, Inc. | 24,820 | 3,495,681 | |
LG Hausys Ltd. | 1,468 | 119,458 | |
LG Household & Health Care Ltd. | 2,146 | 2,953,369 | |
LG Innotek Co. Ltd. | 3,435 | 617,408 | |
LG International Corp. | 7,676 | 211,415 | |
LG Telecom Ltd. | 58,948 | 695,813 | |
Lotte Chemical Corp. | 3,972 | 1,079,773 | |
Lotte Confectionery Co. Ltd. | 5,061 | 165,641 | |
Lotte Fine Chemical Co. Ltd. | 5,176 | 314,740 | |
LOTTE Hi-Mart Co. Ltd. | 2,489 | 86,247 | |
Lotte Shopping Co. Ltd. | 2,722 | 301,828 | |
LS Cable Ltd. | 4,742 | 310,824 | |
LS Industrial Systems Ltd. | 4,298 | 218,690 | |
Mando Corp. | 8,247 | 428,471 | |
Medipost Co. Ltd. (a) | 3,781 | 114,957 | |
MedPacto, Inc. | 2,859 | 201,972 | |
Medy-Tox, Inc. | 1,048 | 164,283 | |
Meritz Financial Holdings Co. | 10,185 | 163,028 | |
Meritz Fire & Marine Insurance Co. Ltd. | 14,009 | 249,919 | |
Meritz Securities Co. Ltd. | 66,773 | 288,401 | |
Mezzion Pharma Co. Ltd. (a) | 1,813 | 244,807 | |
Mirae Asset Life Insurance Co. Ltd. | 13,978 | 50,311 | |
Mirae Asset Securities Co. Ltd. | 70,538 | 630,772 | |
Naturecell Co. Ltd. (a) | 19,505 | 170,059 | |
NAVER Corp. | 28,584 | 9,189,065 | |
NCSOFT Corp. | 3,935 | 2,920,601 | |
Netmarble Corp. (c) | 4,988 | 577,625 | |
NH Investment & Securities Co. Ltd. | 29,531 | 339,337 | |
NHN Entertainment Corp. (a) | 4,275 | 279,067 | |
NHN KCP Corp. | 4,728 | 215,624 | |
NICE Information Service Co. Ltd. | 9,315 | 182,422 | |
NongShim Co. Ltd. | 835 | 212,804 | |
Oci Co. Ltd. (a) | 4,692 | 524,466 | |
Orion Corp./Republic of Korea | 5,450 | 570,206 | |
Oscotec, Inc. (a) | 5,662 | 186,576 | |
Osstem Implant Co. Ltd. | 3,309 | 262,760 | |
Ottogi Corp. | 370 | 183,630 | |
Pan Ocean Co., Ltd. (Korea) | 62,099 | 407,596 | |
Paradise Co. Ltd. | 12,802 | 206,063 | |
Pearl Abyss Corp. (a) | 7,010 | 353,547 | |
Pharmicell Co. Ltd. (a) | 15,610 | 231,020 | |
POSCO | 17,337 | 5,635,942 | |
POSCO Chemtech Co. Ltd. | 7,384 | 983,847 | |
Posco International Corp. | 17,511 | 328,836 | |
RFHIC Corp. | 4,223 | 153,508 | |
S&S Tech Corp. | 6,195 | 177,272 | |
S-Oil Corp. | 12,111 | 943,295 | |
S.M. Entertainment Co. Ltd. (a) | 5,197 | 140,349 | |
S1 Corp. | 5,812 | 423,577 | |
Sam Chun Dang Pharm Co. Ltd. | 4,978 | 230,587 | |
Samsung Biologics Co. Ltd. (a)(c) | 3,851 | 2,768,720 | |
Samsung C&T Corp. | 20,057 | 2,439,239 | |
Samsung Card Co. Ltd. | 10,496 | 331,320 | |
Samsung Electro-Mechanics Co. Ltd. | 14,016 | 2,243,503 | |
Samsung Electronics Co. Ltd. | 1,067,748 | 77,817,239 | |
Samsung Engineering Co. Ltd. (a) | 35,021 | 543,347 | |
Samsung Fire & Marine Insurance Co. Ltd. | 7,140 | 1,264,191 | |
Samsung Heavy Industries Co. Ltd. (a) | 114,384 | 767,142 | |
Samsung Life Insurance Co. Ltd. | 15,458 | 1,129,340 | |
Samsung SDI Co. Ltd. | 12,770 | 7,468,237 | |
Samsung SDS Co. Ltd. | 7,835 | 1,282,152 | |
Samsung Securities Co. Ltd. | 14,758 | 562,854 | |
Seegene, Inc. | 8,648 | 723,837 | |
Seojin System Co. Ltd. | 3,691 | 143,906 | |
Seoul Semiconductor Co. Ltd. | 12,512 | 210,346 | |
SFA Engineering Corp. | 4,624 | 173,253 | |
Shin Poong Pharmaceutical Co. | 7,230 | 451,277 | |
Shinhan Financial Group Co. Ltd. | 104,248 | 3,726,340 | |
Shinsegae Co. Ltd. | 1,766 | 480,870 | |
Shinsegae International Co. Ltd. | 1,127 | 206,599 | |
SillaJen, Inc. (a)(e) | 9,987 | 108,061 | |
SK Biopharmaceuticals Co. Ltd. (a) | 6,543 | 637,754 | |
SK Chemicals Co. Ltd. | 2,573 | 133,220 | |
SK Chemicals Co. Ltd. | 1,866 | 444,691 | |
SK Holdings Co., Ltd. | 7,935 | 1,958,418 | |
SK Hynix, Inc. | 125,834 | 14,403,148 | |
SK Innovation Co., Ltd. | 12,891 | 3,118,195 | |
SK Materials Co., Ltd. | 1,092 | 328,592 | |
SK Networks Co. Ltd. | 40,170 | 190,383 | |
SK Telecom Co. Ltd. | 9,442 | 2,558,120 | |
SKC Co. Ltd. | 4,985 | 601,795 | |
Snt Motiv Co. Ltd. | 1,844 | 100,916 | |
Solus Advanced Materials Co. Lt | 4,237 | 190,958 | |
Soulbrain Co. Ltd. | 1,207 | 384,028 | |
Soulbrain Holdings Co. Ltd. | 2,161 | 81,066 | |
ST Pharm Co. Ltd. (a) | 2,165 | 220,899 | |
Taekwang Industrial Co. Ltd. | 90 | 83,941 | |
Telcon Rf Pharmaceutical, Inc. (a) | 25,593 | 113,171 | |
Texcell-NetCom Co. Ltd. | 19,939 | 121,244 | |
Toptec Co. Ltd. | 8,774 | 95,329 | |
Vieworks Co. Ltd. | 8,742 | 293,933 | |
Webzen, Inc. (a) | 4,156 | 128,960 | |
WONIK IPS Co. Ltd. | 7,062 | 320,805 | |
Woori Financial Group, Inc. | 140,548 | 1,344,801 | |
Youngone Corp. | 5,901 | 231,654 | |
Yuhan Corp. | 13,825 | 794,924 | |
YUNGJIN Pharmaceutical Co. Ltd. (a) | 25,440 | 147,415 | |
Zinus, Inc. | 3,449 | 256,914 | |
TOTAL KOREA (SOUTH) | 277,401,670 | ||
Kuwait - 0.2% | |||
Agility Public Warehousing Co. KSC | 243,478 | 765,817 | |
Al Ahli Bank of Kuwait KSCP | 419,199 | 285,122 | |
Boubyan Bank KSC | 233,621 | 507,703 | |
Boubyan Petrochemicals Co. KSCP | 202,456 | 621,340 | |
Gulf Bank | 552,963 | 398,119 | |
Human Soft Holding Co. KSCC | 25,900 | 282,717 | |
Kuwait Finance House KSCP | 953,646 | 2,287,611 | |
Mabanee Co. SAKC | 231,862 | 537,729 | |
Mobile Telecommunication Co. | 406,324 | 812,918 | |
National Bank of Kuwait | 1,458,259 | 3,981,908 | |
National Industries Group Holding SAK | 632,514 | 455,393 | |
Qurain Petrochemical Industries Co. | 301,335 | 429,907 | |
Shamal Az-Zour Al-Oula for the First Phase of Az-Zour Power Plant KSC | 141,655 | 119,847 | |
Warba Bank KSCP | 527,944 | 443,165 | |
TOTAL KUWAIT | 11,929,296 | ||
Liechtenstein - 0.0% | |||
Liechtensteinische Landesbank AG | 3,376 | 199,621 | |
Luxembourg - 0.3% | |||
Adecoagro SA (a) | 26,941 | 250,821 | |
ADLER Group SA (c) | 18,069 | 533,963 | |
Aperam | 12,187 | 631,347 | |
ArcelorMittal SA (Netherlands) | 165,650 | 4,829,453 | |
Aroundtown SA | 224,951 | 1,731,945 | |
B&M European Value Retail SA | 210,927 | 1,648,180 | |
Eurofins Scientific SA (a) | 30,578 | 3,027,384 | |
Globant SA (a) | 8,951 | 2,051,390 | |
Grand City Properties SA | 23,312 | 626,680 | |
Millicom International Cellular SA (depository receipt) (a) | 25,387 | 1,004,618 | |
Reinet Investments SCA | 42,037 | 811,464 | |
SES SA (France) (depositary receipt) | 113,175 | 857,752 | |
Solutions 30 SE (a)(b) | 18,338 | 252,216 | |
Stabilus SA | 5,998 | 468,721 | |
Subsea 7 SA | 49,257 | 499,908 | |
Tenaris SA | 112,492 | 1,206,249 | |
TOTAL LUXEMBOURG | 20,432,091 | ||
Malaysia - 0.5% | |||
AirAsia Group Bhd (a) | 283,400 | 60,202 | |
Alliance Bank Malaysia Bhd (a) | 287,500 | 182,517 | |
AMMB Holdings Bhd | 435,400 | 316,809 | |
Axiata Group Bhd | 656,358 | 620,219 | |
Axis (REIT) | 580,700 | 279,326 | |
British American Tobacco (Malaysia) Bhd | 69,800 | 244,398 | |
Bursa Malaysia Bhd | 208,600 | 429,373 | |
Cahya Mata Sarawak Bhd | 135,800 | 67,975 | |
Carlsberg Brewery Bhd | 50,800 | 283,800 | |
CIMB Group Holdings Bhd | 1,521,741 | 1,538,276 | |
Dialog Group Bhd | 888,500 | 659,514 | |
DiGi.com Bhd | 748,000 | 765,259 | |
DRB-Hicom Bhd | 341,600 | 159,310 | |
Focus Dynamics Group Bhd (a) | 1,541,100 | 43,273 | |
Fraser & Neave Holdings Bhd | 54,900 | 402,149 | |
Frontken Corp. Bhd | 187,600 | 215,748 | |
Gamuda Bhd (a) | 488,900 | 421,393 | |
Genting Bhd | 485,800 | 590,718 | |
Genting Malaysia Bhd | 736,800 | 518,126 | |
Hap Seng Consolidated Bhd | 132,800 | 260,379 | |
Hartalega Holdings Bhd | 387,300 | 972,151 | |
Hong Leong Bank Bhd | 159,300 | 693,133 | |
Hong Leong Credit Bhd | 66,000 | 267,191 | |
IGB (REIT) | 392,600 | 167,757 | |
IHH Healthcare Bhd | 524,200 | 688,608 | |
IJM Corp. Bhd | 651,700 | 310,295 | |
Inari Amertron Bhd | 629,450 | 530,241 | |
IOI Corp. Bhd | 715,300 | 714,339 | |
Kossan Rubber Industries Bhd | 298,200 | 323,284 | |
KPJ Healthcare Bhd | 500,800 | 124,726 | |
Kuala Lumpur Kepong Bhd | 110,827 | 595,335 | |
Malayan Banking Bhd | 912,140 | 1,832,966 | |
Malaysia Airports Holdings Bhd | 257,800 | 377,053 | |
Maxis Bhd | 541,800 | 608,541 | |
MISC Bhd | 326,600 | 540,678 | |
My E.G.Services Bhd | 561,705 | 267,446 | |
Nestle (Malaysia) Bhd | 18,100 | 599,724 | |
Petronas Chemicals Group Bhd | 552,500 | 1,106,214 | |
Petronas Dagangan Bhd | 67,700 | 333,252 | |
Petronas Gas Bhd | 191,700 | 736,750 | |
PPB Group Bhd | 155,240 | 701,243 | |
Press Metal Bhd | 655,200 | 831,898 | |
Public Bank Bhd | 3,321,400 | 3,365,599 | |
QL Resources Bhd | 271,175 | 400,588 | |
RHB Capital Bhd | 420,200 | 534,548 | |
Serba Dinamik Holdings Bhd | 387,580 | 157,095 | |
Sime Darby Bhd | 723,289 | 399,129 | |
Sime Darby Plantation Bhd | 535,689 | 593,829 | |
Sime Darby Property Bhd | 477,889 | 77,596 | |
SP Setia Bhd | 512,661 | 128,932 | |
Sunway (REIT) | 434,400 | 159,101 | |
Supermax Corp. Bhd | 338,131 | 497,846 | |
Telekom Malaysia Bhd | 279,400 | 389,543 | |
Tenaga Nasional Bhd | 523,600 | 1,273,362 | |
TIME dotCom Bhd | 114,400 | 387,711 | |
Top Glove Corp. Bhd | 1,160,000 | 1,600,293 | |
V.S. Industry Bhd | 485,300 | 329,419 | |
Westports Holdings Bhd | 232,600 | 244,214 | |
Yinson Holdings Bhd | 164,000 | 209,029 | |
TOTAL MALAYSIA | 32,129,423 | ||
Malta - 0.0% | |||
Brait SA (a) | 345,061 | 63,528 | |
Kambi Group PLC (a) | 7,149 | 361,607 | |
Kindred Group PLC (depositary receipt) | 53,670 | 928,783 | |
TOTAL MALTA | 1,353,918 | ||
Marshall Islands - 0.0% | |||
Atlas Corp. (b) | 19,626 | 270,446 | |
Mauritius - 0.0% | |||
Golden Agri-Resources Ltd. | 1,654,000 | 310,727 | |
Mexico - 0.5% | |||
Alsea S.A.B. de CV (a) | 135,311 | 220,097 | |
America Movil S.A.B. de CV Series L | 7,731,796 | 5,400,845 | |
Arca Continental S.A.B. de CV | 107,900 | 577,718 | |
Banco del Bajio SA (c) | 162,100 | 257,030 | |
Becle S.A.B. de CV | 141,100 | 336,503 | |
Bolsa Mexicana de Valores S.A.B. de CV | 135,100 | 299,718 | |
CEMEX S.A.B. de CV unit (a) | 3,520,132 | 2,796,017 | |
Coca-Cola FEMSA S.A.B. de CV unit | 122,825 | 574,986 | |
Concentradora Fibra Danhos SA de CV | 101,245 | 119,553 | |
Controladora Nemak S.A.B. de CV (a) | 767,700 | 104,977 | |
Controladora Vuela Compania de Aviacion S.A.B. de CV (a) | 136,500 | 221,761 | |
Corporacion Inmobiliaria Vesta S.A.B. de CV | 185,900 | 362,311 | |
Fibra Uno Administracion SA de CV | 707,435 | 873,424 | |
Fomento Economico Mexicano S.A.B. de CV unit | 446,191 | 3,455,739 | |
Genomma Lab Internacional SA de CV (a) | 210,800 | 210,623 | |
Gentera S.A.B. de CV (a) | 246,100 | 123,676 | |
Gruma S.A.B. de CV Series B | 52,865 | 574,894 | |
Grupo Aeroportuario del Pacifico S.A.B. de CV Series B (a) | 89,596 | 921,038 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 46,720 | 790,183 | |
Grupo Aeroportuario Norte S.A.B. de CV (a) | 77,400 | 481,281 | |
Grupo Bimbo S.A.B. de CV Series A | 367,777 | 736,026 | |
Grupo Carso SA de CV Series A1 | 95,627 | 272,620 | |
Grupo Cementos de Chihuahua S.A.B. de CV | 45,800 | 325,441 | |
Grupo Comercial Chedraui S.A.B. de CV | 91,600 | 142,168 | |
Grupo Financiero Banorte S.A.B. de CV Series O | 598,919 | 3,407,485 | |
Grupo Financiero Inbursa S.A.B. de CV Series O (a) | 550,800 | 511,727 | |
Grupo Herdez S.A.B. de CV | 25,000 | 52,587 | |
Grupo Mexico SA de CV Series B | 711,117 | 3,214,542 | |
Grupo Televisa SA de CV | 538,370 | 1,335,759 | |
Industrias Penoles SA de CV (a) | 34,880 | 449,185 | |
Infraestructura Energetica Nova S.A.B. de CV (a) | 116,333 | 498,307 | |
Kimberly-Clark de Mexico SA de CV Series A | 365,467 | 631,453 | |
La Comer S.A.B. de CV | 90,600 | 168,883 | |
Macquarie Mexican (REIT) (c) | 176,650 | 209,639 | |
Megacable Holdings S.A.B. de CV unit | 81,400 | 297,801 | |
Orbia Advance Corp. S.A.B. de CV | 240,828 | 671,708 | |
Prologis Property Mexico SA | 123,500 | 264,778 | |
Promotora y Operadora de Infraestructura S.A.B. de CV | 53,860 | 416,214 | |
Qualitas Controladora S.A.B. de CV | 60,000 | 325,991 | |
Regional S.A.B. de CV | 49,900 | 253,503 | |
Telesites S.A.B. de C.V. (a) | 351,063 | 331,532 | |
Terrafina | 202,271 | 307,845 | |
Wal-Mart de Mexico SA de CV Series V | 1,205,030 | 3,944,589 | |
TOTAL MEXICO | 37,472,157 | ||
Multi-National - 0.0% | |||
HK Electric Investments & HK Electric Investments Ltd. unit | 546,500 | 547,362 | |
HKT Trust/HKT Ltd. unit | 840,000 | 1,219,813 | |
TOTAL MULTI-NATIONAL | 1,767,175 | ||
Netherlands - 3.3% | |||
Aalberts Industries NV | 23,578 | 1,277,017 | |
ABN AMRO Group NV GDR (a)(c) | 96,379 | 1,245,389 | |
Accell Group NV | 5,238 | 270,158 | |
Adyen BV (a)(c) | 4,163 | 10,245,534 | |
AEGON NV | 420,975 | 1,950,936 | |
AerCap Holdings NV (a) | 30,326 | 1,766,490 | |
Airbus Group NV | 134,020 | 16,117,206 | |
Akzo Nobel NV | 44,201 | 5,309,814 | |
Alfen Beheer BV (a)(c) | 3,734 | 297,185 | |
AMG Advanced Metallurgical Group NV | 9,841 | 377,656 | |
Arcadis NV | 18,203 | 765,959 | |
Argenx SE (a) | 10,559 | 3,034,203 | |
ASM International NV (Netherlands) | 10,780 | 3,277,648 | |
ASML Holding NV (Netherlands) | 97,404 | 63,229,026 | |
ASR Nederland NV | 32,093 | 1,404,836 | |
Basic-Fit NV (a)(c) | 10,416 | 469,849 | |
BE Semiconductor Industries NV | 18,250 | 1,477,072 | |
Boskalis Westminster | 18,725 | 597,472 | |
Brunel International NV | 7,332 | 98,198 | |
CNH Industrial NV | 235,598 | 3,503,774 | |
Corbion NV | 14,643 | 857,694 | |
COSMO Pharmaceuticals NV (a) | 1,970 | 189,828 | |
Eurocommercial Properties NV (Certificaten Van Aandelen) unit | 10,095 | 261,182 | |
Euronext NV (c) | 12,913 | 1,299,414 | |
Euronext NV rights 5/10/21 (a) | 12,913 | 151,365 | |
EXOR NV | 24,314 | 1,997,097 | |
Ferrari NV | 28,408 | 6,084,449 | |
Flow Traders BV (c) | 8,543 | 352,700 | |
Fugro NV (Certificaten Van Aandelen) (a) | 33,802 | 352,335 | |
Heineken Holding NV | 26,059 | 2,587,811 | |
Heineken NV (Bearer) | 58,780 | 6,815,246 | |
IMCD NV | 13,230 | 1,923,803 | |
ING Groep NV (Certificaten Van Aandelen) | 893,451 | 11,413,832 | |
Intertrust NV (c) | 21,727 | 402,268 | |
JDE Peet's BV | 19,578 | 760,737 | |
Just Eat Takeaway.com NV (a)(c) | 29,152 | 3,014,127 | |
Koninklijke Ahold Delhaize NV | 250,780 | 6,748,971 | |
Koninklijke BAM Groep NV (a) | 66,389 | 184,056 | |
Koninklijke DSM NV | 39,037 | 7,002,289 | |
Koninklijke KPN NV | 840,291 | 2,898,681 | |
Koninklijke Philips Electronics NV | 207,091 | 11,709,579 | |
Koninklijke Vopak NV | 16,537 | 757,489 | |
NN Group NV | 67,143 | 3,355,641 | |
NSI NV | 3,596 | 146,127 | |
NSI NV rights (a)(d) | 3,596 | 4,842 | |
OCI NV (a) | 26,981 | 629,620 | |
Pharming Group NV (a)(b) | 167,686 | 213,999 | |
PostNL NV | 113,923 | 595,656 | |
PostNL NV rights (a)(d) | 113,923 | 38,350 | |
Prosus NV | 110,909 | 12,037,143 | |
QIAGEN NV (Germany) (a) | 51,626 | 2,515,590 | |
Randstad NV | 28,446 | 2,054,688 | |
RHI Magnesita NV | 8,312 | 521,160 | |
SBM Offshore NV | 35,212 | 612,779 | |
SBM Offshore NV rights 4/28/21 (a)(d) | 35,212 | 31,492 | |
Signify NV (c) | 31,845 | 1,811,294 | |
Steinhoff International Holdings NV (South Africa) (a) | 865,555 | 130,109 | |
Stellantis NV (Italy) | 466,302 | 7,749,894 | |
STMicroelectronics NV (France) | 147,041 | 5,492,167 | |
Technip Energies NV (a) | 20,130 | 286,664 | |
TKH Group NV (depositary receipt) | 9,953 | 475,768 | |
TomTom Group BV (a) | 18,979 | 166,682 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 31,818 | 2,623,786 | |
Wereldhave NV | 12,130 | 209,708 | |
Wolters Kluwer NV | 60,562 | 5,479,731 | |
Wolters Kluwer NV rights (a)(d) | 58,554 | 62,653 | |
X5 Retail Group NV GDR | 27,736 | 852,834 | |
Yandex NV Class A (a) | 69,819 | 4,600,539 | |
TOTAL NETHERLANDS | 237,179,291 | ||
New Zealand - 0.3% | |||
Air New Zealand Ltd. (a) | 99,109 | 123,405 | |
Argosy Property Ltd. | 108,026 | 114,796 | |
Auckland International Airport Ltd. | 302,493 | 1,642,962 | |
Chorus Ltd. | 125,339 | 609,013 | |
Contact Energy Ltd. | 173,643 | 936,912 | |
Fisher & Paykel Healthcare Corp. | 134,801 | 3,467,866 | |
Fletcher Building Ltd. | 194,898 | 1,013,940 | |
Genesis Energy Ltd. | 161,700 | 398,051 | |
Goodman Property Trust | 307,128 | 490,111 | |
Infratil Ltd. | 172,045 | 878,428 | |
Kiwi Property Group Ltd. | 446,684 | 405,952 | |
Mercury Nz Ltd. | 167,831 | 833,493 | |
Meridian Energy Ltd. | 295,175 | 1,125,841 | |
Precinct Properties New Zealand Ltd. | 284,553 | 335,983 | |
Pushpay Holdings Ltd. (a) | 244,641 | 320,369 | |
Ryman Healthcare Group Ltd. | 101,386 | 1,029,510 | |
SKYCITY Entertainment Group Ltd. (a) | 208,871 | 535,096 | |
Spark New Zealand Ltd. | 441,910 | 1,391,416 | |
Summerset Group Holdings Ltd. | 67,186 | 584,632 | |
Synlait Milk Ltd. (a) | 14,947 | 35,083 | |
The a2 Milk Co. Ltd. (a) | 170,171 | 931,574 | |
Xero Ltd. (a) | 28,012 | 3,054,729 | |
Z Energy Ltd. | 157,677 | 302,394 | |
TOTAL NEW ZEALAND | 20,561,556 | ||
Norway - 0.5% | |||
Adevinta ASA Class B (a) | 55,908 | 1,024,264 | |
Aker ASA (A Shares) | 5,825 | 434,916 | |
Atea ASA | 19,081 | 365,849 | |
Austevoll Seafood ASA | 21,125 | 270,026 | |
Borregaard ASA | 25,980 | 572,409 | |
Crayon Group Holding A/S (a)(c) | 10,524 | 170,806 | |
Det Norske Oljeselskap ASA (DNO) (A Shares) (a) | 124,636 | 146,766 | |
DNB ASA | 206,203 | 4,422,281 | |
Elkem ASA (c) | 80,302 | 296,164 | |
Entra ASA (c) | 38,073 | 859,890 | |
Equinor ASA | 219,774 | 4,475,215 | |
Europris ASA (c) | 42,274 | 288,209 | |
Fjordkraft Holding ASA (c) | 29,083 | 217,843 | |
Gjensidige Forsikring ASA | 43,582 | 991,904 | |
Grieg Seafood ASA (a) | 15,158 | 150,688 | |
Hexagon Composites ASA | 25,759 | 151,633 | |
Kongsberg Gruppen ASA | 20,502 | 517,230 | |
Leroy Seafood Group ASA | 65,173 | 598,489 | |
Mowi ASA | 99,568 | 2,459,296 | |
NEL ASA (a) | 329,692 | 957,707 | |
Nordic VLSI ASA (a) | 35,338 | 874,535 | |
Norsk Hydro ASA | 310,052 | 1,974,345 | |
Norwegian Finans Holding ASA | 35,482 | 391,734 | |
Orkla ASA | 164,630 | 1,680,318 | |
Protector Forsikring ASA | 21,927 | 250,248 | |
Salmar ASA | 13,131 | 911,472 | |
Sbanken ASA (c) | 19,621 | 244,202 | |
Scatec Solar AS (c) | 27,387 | 738,633 | |
Schibsted ASA: | |||
(A Shares) | 18,858 | 950,150 | |
(B Shares) | 21,367 | 936,924 | |
Sparebank 1 Sr Bank ASA (primary capital certificate) | 43,887 | 568,359 | |
Sparebanken Midt-Norge | 30,584 | 412,980 | |
Sparebanken Nord-Norge | 25,900 | 259,187 | |
Storebrand ASA (A Shares) | 116,047 | 1,111,954 | |
Telenor ASA | 149,946 | 2,674,133 | |
TGS Nopec Geophysical Co. ASA | 30,919 | 470,805 | |
Tomra Systems ASA | 25,906 | 1,297,167 | |
Veidekke ASA | 26,115 | 401,576 | |
Wallenius Wilhelmsen ASA (a) | 24,825 | 83,148 | |
Yara International ASA | 39,203 | 2,047,278 | |
TOTAL NORWAY | 37,650,733 | ||
Pakistan - 0.0% | |||
Engro Corp. Ltd. | 153,550 | 296,183 | |
Habib Bank Ltd. | 289,014 | 235,148 | |
Hub Power Co. Ltd. | 410,669 | 200,611 | |
Oil & Gas Development Co. Ltd. | 308,728 | 184,110 | |
Pakistan Oilfields Ltd. | 58,850 | 135,679 | |
Pakistan State Oil Co. Ltd. | 181,276 | 250,727 | |
United Bank Ltd. | 236,051 | 194,148 | |
TOTAL PAKISTAN | 1,496,606 | ||
Panama - 0.0% | |||
Intercorp Financial Services, Inc. | 12,500 | 320,750 | |
Papua New Guinea - 0.0% | |||
Oil Search Ltd. ADR | 445,922 | 1,305,361 | |
Peru - 0.0% | |||
Compania de Minas Buenaventura SA sponsored ADR (a) | 52,521 | 510,504 | |
Philippines - 0.2% | |||
Aboitiz Equity Ventures, Inc. | 453,960 | 333,552 | |
Aboitiz Power Corp. | 355,500 | 169,233 | |
Alliance Global Group, Inc. | 1,008,900 | 218,840 | |
Ayala Corp. | 66,485 | 1,019,671 | |
Ayala Land, Inc. | 1,940,800 | 1,293,465 | |
Bank of the Philippine Islands (BPI) | 464,384 | 795,840 | |
BDO Unibank, Inc. | 467,973 | 998,614 | |
Bloomberry Resorts Corp. | 744,200 | 100,120 | |
D&L Industries, Inc. | 463,000 | 69,189 | |
Globe Telecom, Inc. | 8,835 | 335,187 | |
GT Capital Holdings, Inc. | 26,820 | 291,431 | |
International Container Terminal Services, Inc. | 262,220 | 705,006 | |
JG Summit Holdings, Inc. | 758,270 | 827,874 | |
Jollibee Food Corp. | 113,800 | 414,546 | |
Manila Electric Co. | 60,420 | 341,148 | |
Manila Water Co., Inc. (a) | 257,300 | 78,497 | |
Megaworld Corp. | 3,321,000 | 216,520 | |
Metro Pacific Investments Corp. | 3,857,600 | 323,363 | |
Metropolitan Bank & Trust Co. | 490,798 | 446,965 | |
PLDT, Inc. | 21,715 | 571,229 | |
PUREGOLD Price Club, Inc. | 373,900 | 288,657 | |
Robinsons Land Corp. | 457,956 | 155,259 | |
Security Bank Corp. | 63,290 | 151,299 | |
SM Investments Corp. | 58,255 | 1,158,710 | |
SM Prime Holdings, Inc. | 2,365,600 | 1,686,742 | |
Universal Robina Corp. | 222,690 | 630,990 | |
Vista Land & Lifescapes, Inc. | 754,300 | 54,955 | |
TOTAL PHILIPPINES | 13,676,902 | ||
Poland - 0.2% | |||
Alior Bank SA (a) | 20,553 | 152,297 | |
Allegro.eu SA (a)(c) | 85,452 | 1,310,105 | |
AmRest Holdings NV (a) | 15,112 | 125,927 | |
Asseco Poland SA | 14,047 | 260,960 | |
Bank Millennium SA (a) | 127,020 | 138,670 | |
Bank Polska Kasa Opieki SA (a) | 42,532 | 897,701 | |
Budimex SA | 2,615 | 204,803 | |
CCC SA (a) | 9,315 | 252,145 | |
CD Projekt RED SA | 15,497 | 709,462 | |
Ciech SA (a) | 5,782 | 59,464 | |
Cyfrowy Polsat SA | 64,090 | 498,902 | |
Dino Polska SA (a)(c) | 11,631 | 755,116 | |
ENEA SA (a) | 46,683 | 103,714 | |
Eurocash SA | 33,144 | 128,042 | |
Grupa Azoty SA (a) | 13,020 | 127,790 | |
Grupa Lotos SA | 23,034 | 290,461 | |
Jastrzebska Spolka Weglowa SA (a) | 13,332 | 106,524 | |
KGHM Polska Miedz SA (Bearer) (a) | 31,851 | 1,634,461 | |
Kruk SA (a) | 4,022 | 193,029 | |
LPP SA (a) | 308 | 795,950 | |
mBank SA | 3,944 | 244,407 | |
Orange Polska SA (a) | 161,177 | 289,653 | |
PGE Polska Grupa Energetyczna SA (a) | 188,565 | 502,217 | |
Polish Oil & Gas Co. SA | 370,184 | 642,321 | |
Polski Koncern Naftowy Orlen SA | 69,532 | 1,223,347 | |
Powszechna Kasa Oszczednosci Bank SA (a) | 202,507 | 1,883,451 | |
Powszechny Zaklad Ubezpieczen SA (a) | 136,462 | 1,175,627 | |
Santander Bank Polska SA (a) | 8,779 | 519,489 | |
Tauron Polska Energia SA (a) | 282,624 | 251,755 | |
TEN Square Games SA | 1,032 | 120,557 | |
TOTAL POLAND | 15,598,347 | ||
Portugal - 0.1% | |||
Banco Comercial Portugues SA (Reg.) (a) | 2,062,128 | 308,660 | |
Corticeira Amorim SGPS SA | 7,280 | 88,749 | |
Energias de Portugal SA | 615,937 | 3,422,638 | |
Galp Energia SGPS SA Class B | 115,871 | 1,334,232 | |
Jeronimo Martins SGPS SA | 52,288 | 954,893 | |
NOS SGPS | 53,834 | 204,133 | |
REN - Redes Energeticas Nacionais SGPS SA | 64,614 | 189,156 | |
Semapa | 19,258 | 279,687 | |
Sonae SGPS SA | 163,298 | 153,134 | |
The Navigator Co. SA | 31,985 | 107,902 | |
TOTAL PORTUGAL | 7,043,184 | ||
Qatar - 0.2% | |||
Barwa Real Estate Co. | 411,342 | 365,700 | |
Doha Bank | 336,482 | 243,051 | |
Gulf International Services QSC (a) | 222,842 | 96,090 | |
Gulf Warehousing Co. (a) | 174,951 | 246,498 | |
Industries Qatar QSC (a) | 419,673 | 1,553,747 | |
Masraf al Rayan | 790,730 | 970,333 | |
Medicare Group (a) | 47,078 | 122,964 | |
Mesaieed Petrochemical Holding Co. (a) | 1,445,003 | 765,959 | |
Ooredoo QSC (a) | 191,831 | 374,600 | |
Qatar Aluminum Manufacturing Co. (a) | 737,400 | 316,347 | |
Qatar Electricity & Water Co. (a) | 119,816 | 566,008 | |
Qatar Fuel Co. | 115,123 | 575,457 | |
Qatar Gas Transport Co. Ltd. (Nakilat) (a) | 555,883 | 482,447 | |
Qatar Insurance Co. SAQ (a) | 401,602 | 277,735 | |
Qatar International Islamic Bank QSC (a) | 182,013 | 462,406 | |
Qatar Islamic Bank (a) | 266,499 | 1,273,574 | |
Qatar National Bank SAQ (a) | 1,013,703 | 4,983,599 | |
Qatar National Cement Co. QSC (a) | 112,594 | 157,712 | |
Qatar Navigation QPSC | 144,821 | 298,432 | |
The Commercial Bank of Qatar (a) | 452,841 | 671,613 | |
United Development Co. (a) | 437,332 | 190,860 | |
Vodafone Qatar QSC (a) | 617,816 | 301,187 | |
TOTAL QATAR | 15,296,319 | ||
Russia - 0.7% | |||
Aeroflot Russian International Airlines (a) | 571,139 | 487,242 | |
Alrosa Co. Ltd. | 592,013 | 855,578 | |
Credit Bank of Moscow (a) | 2,691,800 | 242,846 | |
Detsky Mir PJSC (c) | 144,430 | 289,407 | |
Gazprom OAO | 2,658,251 | 8,104,661 | |
Inter Rao Ues JSC | 7,877,773 | 513,942 | |
Lukoil PJSC | 94,574 | 7,293,034 | |
Magnit OJSC GDR (Reg. S) | 84,396 | 1,188,718 | |
MMC Norilsk Nickel PJSC | 14,387 | 4,908,280 | |
Mobile TeleSystems OJSC sponsored ADR | 103,736 | 878,644 | |
Moscow Exchange MICEX-RTS OAO | 315,334 | 741,967 | |
NOVATEK OAO GDR (Reg. S) | 20,652 | 3,718,393 | |
Novolipetsk Steel OJSC | 265,901 | 939,187 | |
PhosAgro OJSC GDR (Reg. S) | 31,245 | 573,971 | |
Polyus PJSC | 7,392 | 1,363,305 | |
Rosneft Oil Co. OJSC | 250,366 | 1,749,558 | |
Rostelecom PJSC | 245,190 | 338,374 | |
Sberbank of Russia | 2,429,313 | 9,597,571 | |
Severstal PAO | 50,568 | 1,192,936 | |
Sistema JSFC sponsored GDR | 40,315 | 359,207 | |
Surgutneftegas OJSC | 1,682,086 | 761,784 | |
Tatneft PAO | 322,261 | 2,173,331 | |
Unipro PJSC | 5,218,000 | 199,263 | |
VTB Bank OJSC | 590,687,980 | 403,858 | |
TOTAL RUSSIA | 48,875,057 | ||
Saudi Arabia - 0.8% | |||
Abdullah Al Othaim Markets Co. | 14,975 | 536,675 | |
Advanced Polypropylene Co. | 26,602 | 575,991 | |
Al Rajhi Bank | 282,300 | 7,444,795 | |
Aldrees Petroleum and Transport Services Co. | 13,460 | 226,475 | |
Alinma Bank | 235,565 | 1,246,229 | |
Almarai Co. Ltd. | 59,914 | 859,520 | |
Arab National Bank | 140,071 | 850,092 | |
Bank Al-Jazira | 126,249 | 643,667 | |
Bank Albilad | 86,600 | 864,799 | |
Banque Saudi Fransi | 134,765 | 1,401,481 | |
Bupa Arabia for Cooperative Insurance Co. (a) | 15,733 | 484,970 | |
Dar Al Arkan Real Estate Development Co. (a) | 139,813 | 386,236 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 16,678 | 672,421 | |
Emaar The Economic City (a) | 94,198 | 269,266 | |
Etihad Etisalat Co. (a) | 106,596 | 879,725 | |
Jadwa (REIT) Saudi Fund | 66,326 | 273,072 | |
Jarir Marketing Co. | 15,427 | 818,616 | |
Mobile Telecommunications Co. Saudi Arabia (a) | 104,687 | 422,634 | |
Mouwasat Medical Services Co. | 11,308 | 534,915 | |
National Industrialization Co. (a) | 85,440 | 437,429 | |
Qassim Cement Co. | 12,483 | 281,269 | |
Rabigh Refining & Petrochemical Co. (a) | 58,680 | 321,080 | |
Riyad Bank | 316,392 | 2,248,373 | |
Sabic Agriculture-Nutrients Co. | 46,919 | 1,313,662 | |
Sahara International Petrochemical Co. | 100,209 | 726,811 | |
Saudi Airlines Catering Co. | 16,080 | 327,157 | |
Saudi Arabian Mining Co. (a) | 102,348 | 1,563,794 | |
Saudi Arabian Oil Co. | 468,979 | 4,426,926 | |
Saudi Basic Industries Corp. | 205,987 | 6,810,940 | |
Saudi Cement Co. | 25,645 | 442,438 | |
Saudi Dairy & Foodstuffs Co. | 4,840 | 218,111 | |
Saudi Electricity Co. | 188,386 | 1,306,073 | |
Saudi Ground Services Co. (a) | 30,826 | 287,694 | |
Saudi Industrial Investment Group | 62,038 | 587,262 | |
Saudi Kayan Petrochemical Co. (a) | 170,937 | 829,570 | |
Saudi Pharmaceutical Industries & Medical Appliances Corp. | 18,302 | 218,392 | |
Saudi Research & Marketing Group (a) | 10,980 | 264,677 | |
Saudi Telecom Co. | 138,580 | 4,692,992 | |
Seera Group Holding (a) | 39,529 | 210,178 | |
Southern Province Cement Co. | 20,643 | 464,030 | |
The Co. for Cooperative Insurance | 17,541 | 362,962 | |
The National Agriculture Development Co. | 21,254 | 230,948 | |
The Saudi British Bank | 183,772 | 1,506,850 | |
The Saudi National Bank | 504,434 | 7,640,086 | |
The Savola Group | 61,911 | 659,523 | |
United Electronics Co. | 8,608 | 277,278 | |
Yamama Cement Co. | 26,689 | 236,630 | |
Yanbu Cement Co. | 22,830 | 261,161 | |
Yanbu National Petrochemical Co. | 61,349 | 1,195,833 | |
TOTAL SAUDI ARABIA | 59,741,708 | ||
Singapore - 0.8% | |||
AEM Holdings Ltd. | 150,700 | 464,302 | |
Ascendas India Trust | 342,800 | 365,791 | |
Ascendas Real Estate Investment Trust | 754,941 | 1,764,318 | |
Ascott Trust | 523,724 | 417,169 | |
Best World International Ltd. (e) | 50,000 | 48,769 | |
BOC Aviation Ltd. Class A (c) | 46,500 | 419,639 | |
CapitaLand Ltd. | 629,425 | 1,759,505 | |
CapitaMall Trust | 1,047,324 | 1,692,088 | |
CapitaRetail China Trust | 272,174 | 282,247 | |
CDL Hospitality Trusts unit | 305,000 | 286,493 | |
City Developments Ltd. | 118,300 | 701,399 | |
ComfortDelgro Corp. Ltd. | 548,900 | 709,456 | |
Cromwell European (REIT) | 333,100 | 190,223 | |
DBS Group Holdings Ltd. | 408,540 | 9,182,364 | |
ESR (REIT) | 496,475 | 154,828 | |
Ezion Holdings Ltd. warrants 4/16/23 (a)(e) | 30,780 | 36 | |
First Resources Ltd. | 134,300 | 154,408 | |
Fortune (REIT) | 368,000 | 370,949 | |
Frasers Centrepoint Trust | 308,183 | 562,754 | |
Frasers Logistics & Industrial Trust | 621,965 | 687,048 | |
Genting Singapore Ltd. | 1,422,500 | 924,638 | |
Hutchison Port Holdings Trust | 1,302,000 | 325,500 | |
Kenon Holdings Ltd. | 8,226 | 272,229 | |
Keppel (REIT) | 424,694 | 395,732 | |
Keppel Corp. Ltd. | 340,100 | 1,385,190 | |
Keppel DC (REIT) | 344,474 | 696,325 | |
Keppel Infrastructure Trust | 1,049,843 | 433,901 | |
Keppel Pacific Oak U.S. (REIT) | 315,400 | 234,973 | |
Manulife U.S. REIT | 416,249 | 316,349 | |
Mapletree Commercial Trust | 525,815 | 865,328 | |
Mapletree Greater China Commercial Trust | 584,693 | 478,914 | |
Mapletree Industrial (REIT) | 410,491 | 872,959 | |
Mapletree Logistics Trust (REIT) | 687,937 | 1,028,739 | |
NetLink NBN Trust | 807,469 | 588,574 | |
OUE Commercial (REIT) | 603,085 | 183,543 | |
Oversea-Chinese Banking Corp. Ltd. | 752,076 | 6,894,854 | |
Parkway Life REIT | 125,900 | 394,517 | |
Raffles Medical Group Ltd. | 284,055 | 245,473 | |
SATS Ltd. (a) | 182,400 | 556,486 | |
Sembcorp Industries Ltd. | 245,500 | 391,103 | |
Sembcorp Marine Ltd. (a) | 1,947,782 | 307,371 | |
Sheng Siong Group Ltd. | 270,900 | 315,533 | |
SIA Engineering Co. Ltd. | 118,400 | 202,857 | |
Singapore Airlines Ltd. (a) | 263,950 | 1,000,349 | |
Singapore Exchange Ltd. | 198,000 | 1,554,838 | |
Singapore Post Ltd. | 520,100 | 300,941 | |
Singapore Press Holdings Ltd. | 400,500 | 553,763 | |
Singapore Technologies Engineering Ltd. | 352,600 | 1,022,759 | |
Singapore Telecommunications Ltd. | 1,881,100 | 3,533,909 | |
SPH REIT | 219,300 | 145,843 | |
Starhill Global (REIT) | 227,097 | 96,419 | |
StarHub Ltd. | 171,400 | 173,879 | |
Suntec (REIT) | 462,800 | 532,094 | |
United Overseas Bank Ltd. | 263,214 | 5,259,335 | |
UOL Group Ltd. | 123,831 | 716,512 | |
Venture Corp. Ltd. | 73,300 | 1,109,897 | |
Wilmar International Ltd. | 447,200 | 1,754,187 | |
Yangzijiang Shipbuilding Holdings Ltd. | 539,300 | 579,522 | |
Yanlord Land Group Ltd. | 208,100 | 207,983 | |
TOTAL SINGAPORE | 57,067,104 | ||
South Africa - 1.1% | |||
Absa Group Ltd. | 166,449 | 1,405,391 | |
African Rainbow Minerals Ltd. | 26,352 | 492,625 | |
Anglo American Platinum Ltd. | 12,250 | 1,676,542 | |
AngloGold Ashanti Ltd. | 95,915 | 1,978,463 | |
Aspen Pharmacare Holdings Ltd. (a) | 90,810 | 1,011,261 | |
AVI Ltd. | 76,657 | 374,920 | |
Barloworld Ltd. (a) | 42,624 | 281,123 | |
Bidcorp Ltd. | 75,594 | 1,490,352 | |
Bidvest Group Ltd. | 63,590 | 734,404 | |
Capitec Bank Holdings Ltd. | 15,588 | 1,597,656 | |
Clicks Group Ltd. | 56,647 | 946,037 | |
Coronation Fund Managers Ltd. | 61,759 | 235,197 | |
DataTec Ltd. (a) | 32,456 | 63,782 | |
Dis-Chem Pharmacies Pty Ltd. (a)(c) | 82,703 | 133,956 | |
Discovery Ltd. (a) | 88,973 | 809,821 | |
DRDGOLD Ltd. | 80,690 | 80,179 | |
Equites Property Fund Ltd. | 134,495 | 187,797 | |
Exxaro Resources Ltd. | 56,407 | 593,144 | |
FirstRand Ltd. | 1,073,337 | 3,777,495 | |
Fortress (REIT) Ltd. Class A | 262,030 | 267,405 | |
Foschini Ltd. (a) | 75,921 | 602,761 | |
Gold Fields Ltd. | 203,451 | 1,909,164 | |
Growthpoint Properties Ltd. | 726,508 | 727,385 | |
Harmony Gold Mining Co. Ltd. | 126,419 | 569,761 | |
Impala Platinum Holdings Ltd. | 179,689 | 3,357,676 | |
Imperial Holdings Ltd. | 54,447 | 177,767 | |
Investec Ltd. | 54,296 | 207,001 | |
Investec Property Fund Ltd. | 146,683 | 111,258 | |
JSE Ltd. | 20,287 | 164,548 | |
KAP Industrial Holdings Ltd. (a) | 684,697 | 191,210 | |
Kumba Iron Ore Ltd. | 14,595 | 662,529 | |
Liberty Holdings Ltd. | 40,195 | 159,782 | |
Life Healthcare Group Holdings Ltd. (a) | 303,534 | 398,503 | |
MMI Holdings Ltd. | 239,599 | 319,520 | |
Mr Price Group Ltd. | 60,695 | 761,110 | |
MTN Group Ltd. | 389,654 | 2,461,651 | |
MultiChoice Group Ltd. | 97,262 | 836,913 | |
Naspers Ltd. Class N | 99,326 | 22,604,612 | |
Nedbank Group Ltd. | 85,639 | 873,131 | |
Netcare Ltd. (a) | 302,503 | 314,132 | |
Ninety One Ltd. | 23,571 | 78,324 | |
Northam Platinum Ltd. (a) | 80,792 | 1,392,670 | |
Old Mutual Ltd. | 1,034,901 | 902,706 | |
Pick 'n Pay Stores Ltd. | 86,335 | 322,123 | |
PSG Group Ltd. | 42,370 | 218,738 | |
Rand Merchant Insurance Holdings Ltd. | 165,436 | 336,291 | |
Redefine Properties Ltd. (a) | 1,266,858 | 377,371 | |
Remgro Ltd. | 115,582 | 876,518 | |
Resilient Property Income Fund Ltd. | 61,923 | 213,405 | |
Reunert Ltd. | 33,657 | 112,813 | |
Royal Bafokeng Holdings (Pty) Ltd. | 32,546 | 246,858 | |
Sanlam Ltd. | 393,405 | 1,519,638 | |
Sappi Ltd. (a) | 121,011 | 407,612 | |
Sasol Ltd. (a) | 130,069 | 2,188,151 | |
Shoprite Holdings Ltd. | 113,920 | 1,135,783 | |
Sibanye Stillwater Ltd. | 639,038 | 2,973,060 | |
Spar Group Ltd. | 44,877 | 567,704 | |
Standard Bank Group Ltd. | 290,771 | 2,366,067 | |
Super Group Ltd. (a) | 123,132 | 239,005 | |
Telkom SA Ltd. | 84,632 | 228,817 | |
Tiger Brands Ltd. | 35,563 | 478,179 | |
Transaction Capital Ltd. (a) | 117,499 | 266,474 | |
Truworths International Ltd. | 96,979 | 321,848 | |
Vodacom Group Ltd. | 140,278 | 1,216,146 | |
Wilson Bayly Holmes-Ovcon Ltd. (a) | 9,618 | 71,128 | |
Woolworths Holdings Ltd. (a) | 222,785 | 755,188 | |
TOTAL SOUTH AFRICA | 75,360,581 | ||
Spain - 1.5% | |||
Acciona SA | 5,159 | 897,488 | |
Acerinox SA | 38,096 | 528,772 | |
ACS Actividades de Construccion y Servicios SA | 57,274 | 1,868,108 | |
Aedas Homes SAU (a)(c) | 6,214 | 160,622 | |
Aena Sme SA (a)(c) | 14,872 | 2,587,216 | |
Almirall SA | 16,609 | 260,784 | |
Amadeus IT Holding SA Class A (a) | 103,013 | 7,014,989 | |
Applus Services SA | 39,246 | 414,979 | |
Azucarera Ebro Agricolas SA | 17,118 | 350,274 | |
Banco Bilbao Vizcaya Argentaria SA | 1,525,782 | 8,567,432 | |
Banco de Sabadell SA | 1,246,419 | 790,313 | |
Banco Santander SA (Spain) | 3,952,664 | 15,277,970 | |
Bankinter SA | 162,615 | 890,911 | |
CaixaBank SA | 1,016,392 | 3,251,403 | |
Cellnex Telecom SA (c) | 101,118 | 5,718,611 | |
Cie Automotive SA | 17,787 | 495,263 | |
Compania de Distribucion Integral Logista Holdings SA | 22,258 | 462,942 | |
Construcciones y Auxiliar de Ferrocarriles | 6,069 | 292,223 | |
Corporacion Financiera Alba SA | 5,370 | 284,068 | |
Enagas SA | 54,762 | 1,192,978 | |
Ence Energia y Celulosa SA (a) | 33,085 | 145,264 | |
Endesa SA | 70,086 | 1,841,943 | |
Euskaltel, S.A. (c) | 20,396 | 271,203 | |
Faes Farma SA | 85,657 | 356,933 | |
Ferrovial SA | 109,518 | 3,112,632 | |
Fluidra SA | 19,933 | 692,573 | |
Fomento Construcciones y Contratas SA (FOCSA) | 22,219 | 291,169 | |
Gestamp Automocion SA(a)(c) | 48,773 | 252,023 | |
Global Dominion Access SA (c) | 24,832 | 122,403 | |
Grifols SA | 68,671 | 1,861,721 | |
Grupo Catalana Occidente SA | 9,751 | 407,965 | |
Iberdrola SA | 1,378,611 | 18,630,493 | |
Indra Sistemas SA (a) | 33,249 | 346,371 | |
Industria de Diseno Textil SA | 246,394 | 8,774,249 | |
Inmobiliaria Colonial SA | 60,904 | 617,626 | |
Lar Espana Real Estate Socimi SA | 11,103 | 71,548 | |
Liberbank SA | 579,179 | 204,857 | |
Linea Directa Aseguradora SA Compania de Seguros y Reaseguros (a) | 162,615 | 318,671 | |
MAPFRE SA (Reg.) | 252,590 | 543,732 | |
Mediaset Espana Comunicacion SA (a) | 45,127 | 288,088 | |
Melia Hotels International SA (a) | 24,939 | 204,364 | |
Merlin Properties Socimi SA | 87,183 | 963,676 | |
Metrovacesa SA (c) | 11,551 | 105,959 | |
Miquel y Costas & Miquel SA | 3,859 | 66,809 | |
Naturgy Energy Group SA | 64,442 | 1,652,550 | |
Neinor Homes SLU (c) | 15,573 | 205,949 | |
Pharma Mar SA | 3,292 | 375,992 | |
Prosegur Cash SA (c) | 95,201 | 85,842 | |
Prosegur Compania de Seguridad SA (Reg.) | 66,624 | 207,135 | |
Red Electrica Corporacion SA | 98,505 | 1,808,982 | |
Repsol SA | 345,094 | 4,119,143 | |
Sacyr SA | 129,957 | 360,291 | |
Siemens Gamesa Renewable Energy SA | 56,076 | 2,029,263 | |
Solaria Energia y Medio Ambiente SA (a) | 14,471 | 296,719 | |
Talgo SA (a)(c) | 13,767 | 70,674 | |
Tecnicas Reunidas SA (a) | 6,816 | 101,940 | |
Telefonica SA | 1,157,113 | 5,362,433 | |
Unicaja Banco SA (c) | 218,010 | 215,055 | |
Viscofan Envolturas Celulosicas SA | 9,932 | 679,429 | |
Zardoya Otis SA | 49,141 | 311,350 | |
TOTAL SPAIN | 109,682,365 | ||
Sweden - 2.5% | |||
AAK AB | 42,537 | 975,298 | |
AcadeMedia AB (c) | 27,075 | 281,766 | |
AddTech AB (B Shares) | 62,985 | 1,101,143 | |
AF Poyry AB (B Shares) | 22,520 | 736,874 | |
Alfa Laval AB | 71,592 | 2,422,046 | |
Alimak Group AB (c) | 5,278 | 91,026 | |
Arjo AB | 56,857 | 561,481 | |
ASSA ABLOY AB (B Shares) | 226,409 | 6,453,508 | |
Atlas Copco AB: | |||
(A Shares) | 153,485 | 9,300,967 | |
(B Shares) | 86,451 | 4,488,216 | |
Atrium Ljungberg AB (B Shares) | 10,758 | 224,804 | |
Attendo AB (a)(c) | 32,859 | 191,591 | |
Avanza Bank Holding AB | 29,365 | 1,056,586 | |
Axfood AB | 27,021 | 676,678 | |
Beijer Ref AB (B Shares) | 52,038 | 808,335 | |
Betsson AB (B Shares) | 26,323 | 240,048 | |
BHG Group AB (a) | 23,525 | 452,129 | |
Bilia AB (A Shares) | 18,215 | 318,231 | |
Billerud AB | 43,383 | 886,052 | |
BioGaia AB | 4,704 | 225,044 | |
Biotage AB (A Shares) | 18,290 | 396,024 | |
Boliden AB (b) | 64,068 | 2,495,954 | |
Bonava AB | 21,786 | 258,893 | |
Boozt AB (a)(c) | 12,629 | 294,036 | |
Bravida AB (c) | 48,847 | 727,032 | |
Bure Equity AB | 12,972 | 593,624 | |
Camurus AB (a) | 8,701 | 219,952 | |
Cantargia AB (a) | 24,370 | 97,071 | |
Castellum AB | 53,130 | 1,293,489 | |
Catena AB | 5,977 | 289,617 | |
Cellavision AB | 3,789 | 161,218 | |
Cellink AB (a) | 6,299 | 360,281 | |
Clas Ohlson AB (B Shares) (a) | 13,538 | 144,966 | |
Cloetta AB | 60,790 | 190,293 | |
Coor Service Management Holding AB (c) | 35,080 | 296,700 | |
Dios Fastigheter AB | 25,297 | 240,702 | |
Dometic Group AB (c) | 67,656 | 1,066,522 | |
Dustin Group AB (c) | 13,417 | 167,523 | |
Electrolux AB (B Shares) | 52,051 | 1,460,899 | |
Electrolux Professional AB (a) | 49,667 | 313,882 | |
Elekta AB (B Shares) | 90,666 | 1,213,442 | |
Embracer Group AB (a) | 55,101 | 1,696,206 | |
Epiroc AB: | |||
(A Shares) | 137,107 | 2,971,943 | |
(B Shares) | 101,704 | 1,995,503 | |
EQT AB | 55,017 | 1,860,643 | |
Ericsson (B Shares) | 672,316 | 9,233,681 | |
Essity AB (B Shares) | 138,490 | 4,520,059 | |
Evolution Gaming Group AB (c) | 36,774 | 7,263,099 | |
Fabege AB | 63,766 | 950,967 | |
Fastighets AB Balder (a) | 22,481 | 1,295,130 | |
Fingerprint Cards AB (a) | 70,215 | 288,555 | |
Fortnox AB | 11,457 | 587,361 | |
Getinge AB (B Shares) | 54,747 | 1,852,805 | |
Granges AB | 42,062 | 564,434 | |
H&M Hennes & Mauritz AB (B Shares) | 183,567 | 4,527,620 | |
Hansa Medical AB (a) | 8,952 | 178,024 | |
Hemfosa Fastigheter AB (a)(b)(e) | 28,852 | 431,133 | |
Hexagon AB (B Shares) | 63,478 | 6,054,201 | |
HEXPOL AB (B Shares) | 61,894 | 760,739 | |
HMS Networks AB | 7,452 | 323,060 | |
Holmen AB (B Shares) | 21,358 | 1,006,650 | |
Hufvudstaden AB (A Shares) | 29,333 | 467,426 | |
Husqvarna AB (B Shares) | 99,691 | 1,387,811 | |
ICA Gruppen AB (b) | 23,991 | 1,105,243 | |
Industrivarden AB: | |||
(A Shares) (b) | 27,706 | 1,063,003 | |
(C Shares) | 31,743 | 1,145,898 | |
Indutrade AB | 64,411 | 1,683,023 | |
Instalco AB | 10,021 | 425,909 | |
Intrum AB | 15,110 | 520,293 | |
Investment AB Oresund | 5,819 | 104,618 | |
Investor AB (B Shares) | 97,516 | 8,281,122 | |
INVISIO AB | 13,582 | 305,956 | |
Inwido AB | 13,534 | 236,930 | |
JM AB (B Shares) | 13,450 | 498,404 | |
Karo Bio AB (a) | 16,144 | 102,026 | |
Kinnevik AB (B Shares) | 54,359 | 3,005,122 | |
Klovern AB (a) | 27,076 | 52,453 | |
Klovern AB (B Shares) | 131,880 | 255,486 | |
Kungsleden AB | 44,372 | 516,024 | |
L E Lundbergforetagen AB | 16,300 | 931,533 | |
Latour Investment AB (B Shares) | 33,149 | 1,014,180 | |
LeoVegas AB (c) | 19,003 | 113,809 | |
Lifco AB | 9,912 | 1,066,656 | |
Lindab International AB | 24,017 | 487,969 | |
Loomis AB (B Shares) | 18,525 | 608,123 | |
Lundin Petroleum AB | 41,866 | 1,341,208 | |
MIPS AB | 7,263 | 587,265 | |
Modern Times Group MTG AB (a) | 5,335 | 81,926 | |
Modern Times Group MTG AB (B Shares) (a) | 22,814 | 350,340 | |
Munters Group AB (c) | 30,256 | 297,001 | |
Mycronic AB | 16,731 | 493,300 | |
NCC AB (B Shares) | 21,279 | 401,925 | |
Nibe Industrier AB (B Shares) | 70,906 | 2,594,832 | |
Nobia AB | 31,599 | 274,724 | |
Nobina AB (c) | 24,778 | 219,519 | |
Nolato AB (B Shares) | 5,572 | 550,582 | |
Nordic Entertainment Group AB (B Shares) | 17,467 | 810,878 | |
Nordnet AB (B Shares) (a)(e) | 492 | 0 | |
Nyfosa AB | 40,773 | 490,785 | |
Oncopeptides AB (a)(c) | 21,169 | 327,829 | |
Pandox AB | 21,609 | 378,292 | |
Paradox Interactive AB | 9,173 | 214,763 | |
Peab AB | 38,892 | 561,864 | |
PowerCell Sweden AB (a) | 8,327 | 216,399 | |
Ratos AB (B Shares) | 60,086 | 353,892 | |
Resurs Holding AB (c) | 35,275 | 182,426 | |
Saab AB (B Shares) | 17,437 | 517,000 | |
Samhallsbyggnadsbolaget I Norden AB (B Shares) | 226,017 | 861,826 | |
Sandvik AB (b) | 256,561 | 6,343,146 | |
SAS AB (a) | 813,408 | 187,845 | |
Scandic Hotels Group AB (b)(c) | 21,948 | 99,194 | |
Securitas AB (B Shares) | 74,996 | 1,279,677 | |
Sinch AB (a)(c) | 8,067 | 1,274,532 | |
Skandinaviska Enskilda Banken AB (A Shares) | 364,979 | 4,684,275 | |
Skanska AB (B Shares) | 77,013 | 2,088,723 | |
SKF AB (B Shares) | 88,414 | 2,283,053 | |
SSAB Svenskt Stal AB: | |||
(A Shares) | 69,911 | 380,790 | |
(B Shares) | 119,954 | 600,935 | |
Stillfront Group AB (a) | 66,366 | 678,512 | |
Storytel AB (a) | 8,904 | 223,821 | |
Svenska Cellulosa AB SCA (B Shares) | 140,090 | 2,457,414 | |
Svenska Handelsbanken AB (A Shares) | 343,099 | 3,973,178 | |
Sweco AB (B Shares) | 45,833 | 817,523 | |
Swedbank AB (A Shares) | 205,215 | 3,605,635 | |
Swedish Match Co. AB | 36,840 | 3,021,859 | |
Swedish Orphan Biovitrum AB (a) | 45,733 | 778,194 | |
Tele2 AB (B Shares) | 111,217 | 1,436,596 | |
Telia Co. AB | 557,313 | 2,306,790 | |
Thule Group AB (c) | 23,865 | 1,083,652 | |
Tobii AB (a) | 21,624 | 183,913 | |
Trelleborg AB (B Shares) | 57,298 | 1,493,103 | |
Troax Group AB | 9,914 | 360,699 | |
Vitrolife AB | 16,704 | 627,075 | |
Volvo AB (B Shares) | 324,248 | 7,922,781 | |
Wallenstam AB (B Shares) | 36,962 | 571,095 | |
Wihlborgs Fastigheter AB | 31,273 | 639,088 | |
Xvivo Perfusion AB (a) | 5,417 | 218,522 | |
TOTAL SWEDEN | 181,244,969 | ||
Switzerland - 5.5% | |||
ABB Ltd. (Reg.) | 423,378 | 13,752,238 | |
Adecco SA (Reg.) | 37,341 | 2,528,516 | |
AFG Arbonia-Forster-Holding AG | 15,112 | 261,450 | |
Alcon, Inc. (Switzerland) | 112,270 | 8,421,018 | |
Allreal Holding AG | 3,580 | 724,428 | |
ALSO Holding AG | 1,706 | 516,517 | |
ams AG (a) | 63,303 | 1,097,275 | |
APG SGA SA (a) | 305 | 73,140 | |
Aryzta AG (a) | 239,247 | 268,784 | |
Ascom Holding AG (Reg.) (a) | 12,241 | 191,674 | |
Autoneum Holding AG (a) | 768 | 148,344 | |
Bachem Holding AG (B Shares) | 1,244 | 631,365 | |
Baloise Holdings AG | 10,935 | 1,848,742 | |
Banque Cantonale Vaudoise | 6,622 | 675,071 | |
Barry Callebaut AG | 815 | 1,799,113 | |
Basilea Pharmaceutica AG (a) | 3,631 | 180,109 | |
Belimo Holding AG (Reg.) | 2,280 | 908,754 | |
Bell AG | 594 | 185,371 | |
BKW AG | 5,348 | 598,484 | |
Bobst Group SA | 2,262 | 150,346 | |
Bossard Holding AG | 1,692 | 406,673 | |
Bucher Industries AG | 1,703 | 893,597 | |
Burckhardt Compression Holding AG | 862 | 309,593 | |
Burkhalter Holding AG | 979 | 77,827 | |
Bystronic AG | 348 | 425,259 | |
Cembra Money Bank AG | 7,210 | 783,567 | |
Clariant AG (Reg.) | 51,100 | 1,069,561 | |
Coca-Cola HBC AG | 46,615 | 1,610,729 | |
Comet Holding AG | 1,879 | 481,452 | |
Compagnie Financiere Richemont SA Series A | 119,198 | 12,232,906 | |
Credit Suisse Group AG | 564,662 | 5,902,287 | |
Credit Suisse Group AG rights 5/6/21 (a)(e) | 543,010 | 6 | |
Daetwyler Holdings AG | 1,913 | 620,036 | |
DKSH Holding AG | 9,583 | 770,732 | |
Dufry AG (a) | 12,742 | 838,535 | |
EFG International | 32,896 | 287,446 | |
Emmi AG | 571 | 592,727 | |
Ems-Chemie Holding AG | 1,868 | 1,743,739 | |
Flughafen Zuerich AG (a) | 4,492 | 807,650 | |
Forbo Holding AG (Reg.) | 260 | 497,651 | |
Galenica Sante Ltd. (c) | 12,121 | 820,233 | |
GAM Holding Ltd. (a) | 49,524 | 128,087 | |
Geberit AG (Reg.) | 8,250 | 5,423,816 | |
Georg Fischer AG (Reg.) | 1,012 | 1,418,407 | |
Givaudan SA | 2,100 | 8,793,211 | |
Gurit-Heberlein AG (Bearer) | 96 | 249,658 | |
Helvetia Holding AG (Reg.) | 8,811 | 1,059,346 | |
Huber+Suhner AG | 5,243 | 420,244 | |
Idorsia Ltd. (a) | 25,132 | 651,107 | |
Implenia AG | 2,895 | 84,259 | |
INFICON Holding AG | 451 | 482,482 | |
Interroll Holding AG | 159 | 543,203 | |
Intershop Holding AG | 375 | 250,890 | |
Julius Baer Group Ltd. | 52,610 | 3,311,139 | |
Kaba Holding AG (B Shares) (Reg.) | 756 | 496,688 | |
Kardex AG | 1,653 | 341,008 | |
Komax Holding AG (Reg.) | 1,158 | 277,692 | |
Kuehne & Nagel International AG | 12,102 | 3,617,680 | |
LafargeHolcim Ltd. (Reg.) | 117,046 | 7,215,647 | |
Landis+Gyr Group AG | 5,194 | 360,580 | |
LEM Holding SA | 138 | 258,396 | |
Leonteq AG | 4,296 | 217,564 | |
Lindt & Spruengli AG | 20 | 1,975,363 | |
Lindt & Spruengli AG (participation certificate) | 264 | 2,448,486 | |
Logitech International SA (Reg.) | 37,729 | 4,230,440 | |
Lonza Group AG | 16,940 | 10,769,002 | |
Medacta Group SA (a)(c) | 1,949 | 248,840 | |
Meyer Burger Technology AG (a) | 541,943 | 252,679 | |
Mobimo Holding AG | 1,646 | 522,683 | |
Molecular Partners AG (a) | 5,545 | 135,096 | |
Nestle SA (Reg. S) | 654,870 | 78,146,098 | |
Novartis AG | 504,455 | 43,048,371 | |
OC Oerlikon Corp. AG (Reg.) | 58,444 | 682,833 | |
Orior AG | 2,423 | 221,804 | |
Partners Group Holding AG | 4,298 | 6,118,149 | |
PSP Swiss Property AG | 10,229 | 1,261,194 | |
Relief Therapeutics Holding AG (a)(b) | 420,211 | 94,786 | |
Roche Holding AG: | |||
(Bearer) | 14,073 | 4,887,989 | |
(participation certificate) | 152,951 | 49,885,863 | |
Schindler Holding AG: | |||
(participation certificate) | 8,977 | 2,553,764 | |
(Reg.) | 4,631 | 1,288,009 | |
Schweiter Technologies AG | 266 | 431,658 | |
SFS Group AG | 4,138 | 532,854 | |
SGS SA (Reg.) | 1,393 | 4,118,368 | |
Siegfried Holding AG | 939 | 863,171 | |
Siemens Energy AG (a) | 93,236 | 3,116,185 | |
Sig Combibloc Group AG | 75,007 | 1,836,470 | |
Sika AG | 32,497 | 9,693,055 | |
Softwareone Holding AG | 21,517 | 557,215 | |
Sonova Holding AG Class B | 12,871 | 3,806,687 | |
St.Galler Kantonalbank AG | 666 | 311,760 | |
Stadler Rail AG | 11,092 | 555,298 | |
Straumann Holding AG | 2,435 | 3,478,191 | |
Sulzer AG (Reg.) | 5,316 | 605,381 | |
Swatch Group AG (Bearer) | 6,812 | 2,085,557 | |
Swatch Group AG (Bearer) (Reg.) | 11,854 | 710,656 | |
Swiss Life Holding AG | 7,158 | 3,487,100 | |
Swiss Prime Site AG | 17,305 | 1,681,707 | |
Swiss Re Ltd. | 65,137 | 6,054,014 | |
Swisscom AG | 5,672 | 3,076,202 | |
Swissquote Group Holding SA | 2,674 | 401,722 | |
Tecan Group AG | 2,726 | 1,327,703 | |
Temenos Group AG | 15,416 | 2,263,658 | |
u-blox Holding AG | 1,481 | 101,517 | |
UBS Group AG | 836,838 | 12,759,890 | |
Valiant Holding AG | 3,949 | 437,601 | |
Valora Holding AG (a) | 1,318 | 276,517 | |
VAT Group AG (c) | 6,384 | 1,823,101 | |
Vetropack Holding AG | 2,850 | 172,264 | |
Vifor Pharma AG | 10,298 | 1,483,386 | |
Vontobel Holdings AG | 6,863 | 515,899 | |
VZ Holding AG | 3,196 | 275,068 | |
Ypsomed Holding AG | 1,243 | 199,533 | |
Zehnder Group AG | 2,713 | 218,644 | |
Zur Rose Group AG (a) | 1,929 | 642,120 | |
Zurich Insurance Group Ltd. | 33,902 | 13,908,586 | |
TOTAL SWITZERLAND | 394,314,236 | ||
Taiwan - 4.4% | |||
A-DATA Technology Co. Ltd. | 101,000 | 437,323 | |
Accton Technology Corp. | 122,000 | 1,388,298 | |
Acer, Inc. | 690,000 | 846,914 | |
Adimmune Corp. (a) | 146,000 | 278,991 | |
Advanced Ceramic X Corp. | 15,000 | 286,634 | |
Advantech Co. Ltd. | 92,741 | 1,181,456 | |
AP Memory Technology Corp. | 13,000 | 360,995 | |
ASE Technology Holding Co. Ltd. | 770,718 | 3,219,246 | |
Asia Cement Corp. | 464,000 | 829,372 | |
Asia Optical Co., Inc. | 121,000 | 384,065 | |
Asia Pacific Telecom Co. Ltd. (a) | 465,723 | 167,490 | |
Asia Vital Components Co. Ltd. | 113,000 | 287,908 | |
ASMedia Technology, Inc. | 7,000 | 295,581 | |
ASPEED Tech, Inc. | 6,000 | 453,033 | |
ASUSTeK Computer, Inc. | 169,000 | 2,273,895 | |
AU Optronics Corp. (a) | 2,020,000 | 2,363,703 | |
Bank of Kaohsiung Co. Ltd. | 869,301 | 368,625 | |
Brighton-Best International Taiwan, Inc. | 165,000 | 228,798 | |
Capital Securities Corp. | 1,007,490 | 695,815 | |
Catcher Technology Co. Ltd. | 169,000 | 1,194,400 | |
Cathay Financial Holding Co. Ltd. | 1,742,216 | 3,260,615 | |
Center Laboratories, Inc. | 101,187 | 242,240 | |
Century Iron & Steel Industrial Co. Ltd. | 45,000 | 186,795 | |
Chang Hwa Commercial Bank | 1,851,868 | 1,186,203 | |
Cheng Loong Corp. | 183,000 | 292,067 | |
Cheng Shin Rubber Industry Co. Ltd. | 422,000 | 816,969 | |
Cheng Uei Precision Industries Co. Ltd. | 125,000 | 207,327 | |
Chicony Electronics Co. Ltd. | 188,125 | 568,852 | |
Chilisin Electronics Corp. | 65,958 | 261,991 | |
Chin-Poon Industrial Co. Ltd. | 137,000 | 178,696 | |
China Airlines Ltd. (a) | 506,000 | 383,868 | |
China Bills Finance Corp. | 183,000 | 108,379 | |
China Development Finance Holding Corp. | 2,875,000 | 1,342,593 | |
China Life Insurance Co. Ltd. | 462,005 | 438,115 | |
China Motor Co. Ltd. (a) | 50,800 | 130,340 | |
China Petrochemical Development Corp. | 961,350 | 546,984 | |
China Steel Chemical Corp. | 55,000 | 233,226 | |
China Steel Corp. | 2,790,000 | 3,923,672 | |
Chipbond Technology Corp. | 186,000 | 515,169 | |
ChipMOS TECHNOLOGIES, Inc. | 168,000 | 286,763 | |
Chroma ATE, Inc. | 87,000 | 603,972 | |
Chung Hung Steel Co. Ltd. (a) | 254,000 | 387,203 | |
Chunghwa Precision Test Tech Co. Ltd. | 6,000 | 159,742 | |
Chunghwa Telecom Co. Ltd. | 882,000 | 3,593,777 | |
Clevo Co. Ltd. | 82,000 | 95,366 | |
Compal Electronics, Inc. | 977,000 | 874,038 | |
Compeq Manufacturing Co. Ltd. | 296,000 | 459,173 | |
Coretronic Corp. | 107,000 | 234,715 | |
CTBC Financial Holding Co. Ltd. | 3,921,960 | 3,199,881 | |
CTCI Corp. | 140,000 | 197,889 | |
Cub Elecparts, Inc. | 15,865 | 133,415 | |
Delta Electronics, Inc. | 455,000 | 4,925,300 | |
E Ink Holdings, Inc. | 227,000 | 539,374 | |
E.SUN Financial Holdings Co. Ltd. | 2,499,025 | 2,410,046 | |
ECLAT Textile Co. Ltd. | 48,060 | 921,816 | |
Elan Microelectronics Corp. | 76,500 | 587,198 | |
Elite Material Co. Ltd. | 75,000 | 477,724 | |
Elite Semiconductor Memory Technology, Inc. | 76,000 | 456,897 | |
eMemory Technology, Inc. | 15,000 | 552,872 | |
Ennoconn Corp. | 18,248 | 151,822 | |
ENNOSTAR, Inc. (a) | 140,000 | 404,795 | |
Eternal Materials Co. Ltd. | 263,291 | 431,516 | |
EVA Airways Corp. | 389,040 | 263,119 | |
Evergreen Marine Corp. (Taiwan) (a) | 594,878 | 1,681,709 | |
Everlight Electronics Co. Ltd. | 120,000 | 199,034 | |
Far Eastern Department Stores Co. Ltd. | 228,000 | 203,972 | |
Far Eastern Textile Ltd. | 710,000 | 844,784 | |
Far EasTone Telecommunications Co. Ltd. | 332,000 | 773,419 | |
Feng Hsin Iron & Steel Co. | 114,000 | 360,215 | |
Feng Tay Enterprise Co. Ltd. | 90,758 | 673,905 | |
Firich Enterprise Co. Ltd. | 129,512 | 177,503 | |
First Financial Holding Co. Ltd. | 2,502,673 | 2,050,857 | |
FLEXium Interconnect, Inc. | 89,940 | 382,997 | |
Formosa Chemicals & Fibre Corp. | 797,000 | 2,592,496 | |
Formosa Petrochemical Corp. | 257,000 | 951,852 | |
Formosa Plastics Corp. | 859,000 | 3,258,329 | |
Formosa Taffeta Co. Ltd. | 219,000 | 259,399 | |
Foxconn Technology Co. Ltd. | 213,010 | 525,951 | |
Fubon Financial Holding Co. Ltd. | 1,498,000 | 3,441,460 | |
Fusheng Precision Co. Ltd. | 40,000 | 331,365 | |
Genius Electronic Optical Co. Ltd. | 21,792 | 428,900 | |
Getac Technology Corp. | 114,000 | 234,568 | |
Giant Manufacturing Co. Ltd. | 70,000 | 891,752 | |
Giga-Byte Technology Co. Ltd. | 136,000 | 598,604 | |
Global Unichip Corp. | 21,000 | 302,469 | |
GlobalWafers Co. Ltd. | 49,000 | 1,514,976 | |
Gold Circuit Electronics Ltd. (a) | 87,000 | 170,918 | |
Goldsun Development & Construction Co. Ltd. | 220,101 | 224,866 | |
Grape King Bio Ltd. | 32,000 | 202,684 | |
Great Wall Enterprise Co. Ltd. | 179,497 | 384,751 | |
Greatek Electronics, Inc. | 109,000 | 286,298 | |
HannStar Display Corp. (a) | 847,000 | 883,523 | |
Highwealth Construction Corp. | 229,900 | 372,266 | |
HIWIN Technologies Corp. | 63,287 | 962,497 | |
Holystone Enterprise Co. Ltd. | 40,000 | 192,521 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 2,874,600 | 11,932,496 | |
Hota Industrial Manufacturing Co. Ltd. | 59,014 | 218,570 | |
Hotai Motor Co. Ltd. | 69,000 | 1,491,358 | |
HTC Corp. (a) | 309,000 | 459,989 | |
Hua Nan Financial Holdings Co. Ltd. | 1,803,283 | 1,226,065 | |
Huaku Development Co. Ltd. | 97,000 | 329,061 | |
IBF Financial Holdings Co. Ltd. | 566,622 | 358,891 | |
Innolux Corp. | 1,866,000 | 2,009,898 | |
International CSRC Investment Holdings Co. | 227,579 | 247,165 | |
International Games Systems Co. Ltd. | 16,000 | 442,584 | |
Inventec Corp. | 625,000 | 607,220 | |
ITEQ Corp. | 51,931 | 274,104 | |
Jentech Precision Industrial Co. Ltd. | 17,000 | 156,039 | |
Kenda Rubber Industrial Co. Ltd. | 146,622 | 240,828 | |
King Slide Works Co. Ltd. | 28,000 | 360,709 | |
King Yuan Electronics Co. Ltd. | 476,000 | 843,156 | |
King's Town Bank | 200,000 | 309,537 | |
Kinpo Electronics, Inc. | 541,000 | 347,502 | |
Kinsus Interconnect Technology Corp. | 74,000 | 279,370 | |
LandMark Optoelectronics Corp. | 21,000 | 185,615 | |
Largan Precision Co. Ltd. | 23,000 | 2,559,671 | |
Lien Hwa Industrial Corp. | 207,892 | 366,387 | |
Lite-On Technology Corp. | 551,009 | 1,259,956 | |
Lotes Co. Ltd. | 23,000 | 446,914 | |
Macronix International Co. Ltd. | 495,380 | 812,781 | |
Makalot Industrial Co. Ltd. | 60,701 | 532,179 | |
MediaTek, Inc. | 349,000 | 14,799,249 | |
Medigen Vaccine Biologics Corp. (a) | 33,000 | 336,554 | |
Mega Financial Holding Co. Ltd. | 2,475,000 | 2,891,707 | |
Mercuries Life Insurance Co. Ltd. (a) | 334,138 | 123,157 | |
Merida Industry Co. Ltd. | 52,000 | 619,646 | |
Merry Electronics Co. Ltd. | 45,209 | 204,650 | |
Micro-Star International Co. Ltd. | 161,000 | 1,062,963 | |
Microbio Co. Ltd. (a) | 81,000 | 188,406 | |
MiTAC Holdings Corp. | 353,483 | 387,067 | |
momo.com, Inc. | 9,000 | 331,723 | |
Nan Ya Plastics Corp. | 1,168,000 | 3,686,441 | |
Nan Ya Printed Circuit Board Corp. | 54,000 | 615,459 | |
Nankang Rubber Tire Co. Ltd. | 113,000 | 175,495 | |
Nantex Industry Co. Ltd. | 74,000 | 361,460 | |
Nanya Technology Corp. | 282,000 | 924,359 | |
Nien Made Enterprise Co. Ltd. | 40,000 | 646,985 | |
Novatek Microelectronics Corp. | 132,000 | 2,947,504 | |
OBI Pharma, Inc. (a) | 38,389 | 180,646 | |
Oneness Biotech Co. Ltd. (a) | 45,000 | 380,032 | |
Pan Jit International, Inc. | 75,000 | 158,347 | |
PChome Online, Inc. | 51,062 | 154,036 | |
Pegatron Corp. | 469,000 | 1,235,226 | |
PharmaEssentia Corp. (a) | 46,137 | 145,948 | |
Phison Electronics Corp. | 36,000 | 778,100 | |
PixArt Imaging, Inc. | 34,000 | 239,077 | |
Pou Chen Corp. | 601,000 | 765,632 | |
Powertech Technology, Inc. | 223,000 | 889,766 | |
Poya International Co. Ltd. | 13,010 | 284,921 | |
President Chain Store Corp. | 129,000 | 1,250,993 | |
Primax Electronics Ltd. | 108,000 | 235,362 | |
Qisda Corp. | 388,000 | 505,393 | |
Quanta Computer, Inc. | 688,000 | 2,422,587 | |
Quanta Storage, Inc. | 79,000 | 152,657 | |
Radiant Opto-Electronics Corp. | 103,000 | 473,627 | |
Realtek Semiconductor Corp. | 112,000 | 2,132,188 | |
RichWave Technology Corp. | 15,000 | 292,002 | |
Ruentex Development Co. Ltd. | 315,500 | 599,501 | |
Ruentex Industries Ltd. | 95,000 | 289,640 | |
SerComm Corp. | 96,000 | 254,557 | |
Shin Kong Financial Holding Co. Ltd. | 2,620,813 | 947,225 | |
Shin Zu Shing Co. Ltd. | 42,279 | 182,309 | |
Simplo Technology Co. Ltd. | 46,000 | 617,284 | |
SINBON Electronics Co. Ltd. | 59,000 | 548,935 | |
Sino-American Silicon Products, Inc. | 130,000 | 909,465 | |
Sinopac Holdings Co. | 2,245,495 | 1,068,709 | |
Sitronix Technology Corp. | 32,000 | 360,136 | |
St.Shine Optical Co. Ltd. | 17,000 | 195,581 | |
Standard Foods Corp. | 115,714 | 235,610 | |
Synnex Technology International Corp. | 327,100 | 651,976 | |
Systex Corp. | 54,000 | 177,198 | |
Ta Chen Stainless Pipe Co. Ltd. | 282,859 | 485,856 | |
Taichung Commercial Bank Co. Ltd. | 1,716,630 | 734,075 | |
TaiDoc Technology Corp. | 23,000 | 141,152 | |
TaiMed Biologics, Inc. (a) | 52,000 | 134,164 | |
Tainan Spinning Co. Ltd. | 340,000 | 343,711 | |
Taishin Financial Holdings Co. Ltd. | 2,111,458 | 1,065,363 | |
Taiwan Business Bank | 1,235,902 | 451,108 | |
Taiwan Cement Corp. | 1,064,110 | 1,983,902 | |
Taiwan Cooperative Financial Holding Co. Ltd. | 2,008,801 | 1,538,320 | |
Taiwan Fertilizer Co. Ltd. | 241,000 | 526,069 | |
Taiwan High Speed Rail Corp. | 458,000 | 515,445 | |
Taiwan Hon Chuan Enterprise Co. Ltd. | 137,000 | 385,335 | |
Taiwan Mobile Co. Ltd. | 353,000 | 1,263,196 | |
Taiwan Paiho Ltd. | 76,000 | 263,260 | |
Taiwan Secom Co. | 64,000 | 218,944 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 5,641,000 | 118,746,272 | |
Taiwan Surface Mounting Technology Co. Ltd. | 69,000 | 286,420 | |
Taiwan Union Technology Corp. | 61,000 | 257,577 | |
TCI Co. Ltd. | 25,557 | 221,778 | |
TECO Electric & Machinery Co. Ltd. | 471,000 | 588,223 | |
The Shanghai Commercial & Savings Bank Ltd. | 748,842 | 1,164,329 | |
Tong Hsing Electronics Industries Ltd. | 39,286 | 271,326 | |
Tong Yang Industry Co. Ltd. | 97,000 | 132,076 | |
Topco Scientific Co. Ltd. | 87,304 | 426,445 | |
Transcend Information, Inc. | 79,000 | 227,572 | |
Tripod Technology Corp. | 102,000 | 507,354 | |
TTY Biopharm Co. Ltd. | 59,000 | 150,957 | |
Tung Ho Steel Enterprise Corp. | 212,000 | 449,111 | |
TXC Corp. | 78,000 | 355,878 | |
U-Ming Marine Transport Corp. | 143,000 | 359,227 | |
Unified-President Enterprises Corp. | 1,083,000 | 2,910,478 | |
Unimicron Technology Corp. | 284,000 | 1,168,724 | |
Unitech Printed Circuit Board Corp. | 191,000 | 147,633 | |
United Integrated Services Co. | 39,000 | 339,828 | |
United Microelectronics Corp. | 2,759,000 | 5,500,491 | |
United Renewable Energy Co. Ltd. (a) | 569,588 | 290,450 | |
USI Corp. | 262,000 | 387,679 | |
Vanguard International Semiconductor Corp. | 205,000 | 876,633 | |
Visual Photonics Epitaxy Co. Ltd. | 44,000 | 184,219 | |
Voltronic Power Technology Corp. | 14,075 | 642,177 | |
Wafer Works Corp. | 196,000 | 406,799 | |
Walsin Lihwa Corp. | 903,000 | 985,561 | |
Walsin Technology Corp. | 77,875 | 675,781 | |
Wan Hai Lines Ltd. | 159,000 | 538,819 | |
Win Semiconductors Corp. | 80,389 | 1,054,306 | |
Winbond Electronics Corp. | 710,363 | 907,495 | |
Wistron Corp. | 768,829 | 899,650 | |
Wistron NeWeb Corp. | 109,460 | 291,423 | |
Wiwynn Corp. | 19,000 | 621,435 | |
WPG Holding Co. Ltd. | 372,760 | 686,962 | |
WT Microelectronics Co. Ltd. | 117,235 | 230,317 | |
XinTec, Inc. (a) | 40,000 | 223,296 | |
Yageo Corp. | 84,129 | 1,634,713 | |
Yang Ming Marine Transport Corp. (a) | 284,000 | 810,993 | |
YFY, Inc. | 290,000 | 394,346 | |
Yieh Phui Enterprise Co. (a) | 333,568 | 259,024 | |
Yuanta Financial Holding Co. Ltd. | 2,285,920 | 2,126,818 | |
Yulon Motor Co. Ltd. (a) | 194,364 | 315,768 | |
TOTAL TAIWAN | 319,097,695 | ||
Thailand - 0.6% | |||
Advanced Info Service PCL (For. Reg.) | 207,800 | 1,140,732 | |
Advanced Information Service PCL NVDR | 231,500 | 1,270,835 | |
AEON Thana Sinsap Thailand PCL | 19,200 | 136,835 | |
Airports of Thailand PCL (For. Reg.) | 855,600 | 1,702,960 | |
Asset World Corp. PCL | 2,400,600 | 366,833 | |
B. Grimm Power PCL (For. Reg.) | 267,600 | 367,252 | |
Bangchak Corp. PCL (For. Reg.) | 266,300 | 220,136 | |
Bangkok Airways PCL | 65,400 | 15,431 | |
Bangkok Bank PCL (For. Reg.) | 142,700 | 556,599 | |
Bangkok Chain Hospital PCL | 273,800 | 159,094 | |
Bangkok Commercial Asset Management PCL | 444,400 | 293,889 | |
Bangkok Dusit Medical Services PCL (For. Reg.) | 1,755,900 | 1,223,211 | |
Bangkok Expressway and Metro PCL | 2,773,700 | 712,347 | |
Bangkok Land PCL | 2,816,000 | 97,633 | |
Banpu PCL (For. Reg.) | 844,800 | 333,581 | |
Berli Jucker PCL (For. Reg) | 296,700 | 338,133 | |
BTS Group Holdings PCL (For. Reg.) | 1,410,700 | 405,322 | |
Bumrungrad Hospital PCL (For. Reg.) | 112,800 | 485,239 | |
Central Pattana PCL (For. Reg.) | 494,900 | 830,129 | |
Central Retail Corp. PCL | 702,983 | 789,869 | |
CH. Karnchang PCL | 388,600 | 209,582 | |
Charoen Pokphand Foods PCL (For. Reg.) | 726,960 | 676,785 | |
Chularat Hospital PCL | 2,214,800 | 221,836 | |
Com7 PCL | 1,028,000 | 2,433,868 | |
CP ALL PCL (For. Reg.) | 1,189,800 | 2,387,239 | |
Delta Electronics PCL (For. Reg.) | 74,500 | 846,645 | |
Dynasty Ceramic PCL (For. Reg.) | 1,960,860 | 198,919 | |
Electricity Generating PCL (For. Reg.) | 81,000 | 458,957 | |
Energy Absolute PCL (For. Reg.) | 372,400 | 729,258 | |
Energy Earth PCL (a)(e) | 7,600 | 0 | |
Global Power Synergy Public Co. Ltd. | 180,500 | 421,553 | |
Gulf Energy Development PCL (For. Reg.) | 410,500 | 454,647 | |
Gunkul Engineering PCL | 2,360,339 | 318,248 | |
Hana Microelectronics PCL (For. Reg.) | 154,400 | 275,095 | |
Home Product Center PCL (For. Reg.) | 1,427,700 | 646,246 | |
Indorama Ventures PCL (For. Reg.) | 476,600 | 734,408 | |
Intouch Holdings PCL (For. Reg.) | 412,600 | 844,406 | |
IRPC PCL (For. Reg.) | 2,406,200 | 319,797 | |
Jasmine International Public Co. Ltd. | 1,007,800 | 93,824 | |
JMT Network Services PCL | 191,800 | 277,079 | |
Kasikornbank PCL (For. Reg.) | 369,300 | 1,564,931 | |
KCE Electronics PCL | 228,200 | 426,730 | |
Kiatnakin Bank PCL (For. Reg.) | 34,900 | 65,262 | |
Krung Thai Bank PCL (For. Reg.) | 599,200 | 217,366 | |
Krungthai Card PCL (For. Reg.) | 264,900 | 648,431 | |
Land & House PCL (For. Reg.) | 1,812,800 | 503,394 | |
Major Cineplex Group PCL (For. Reg.) | 300,500 | 185,220 | |
MBK PCL | 117,996 | 52,274 | |
MBK PCL warrants 12/31/24 (a) | 4,719 | 1,652 | |
Minor International PCL: | |||
warrants 9/30/21 (a) | 17,870 | 384 | |
warrants 7/31/23 (a) | 32,454 | 10,419 | |
(For. Reg.) | 545,795 | 525,645 | |
Muangthai Leasing PCL | 195,300 | 401,258 | |
Osotspa PCL | 118,600 | 136,114 | |
PTG Energy PCL | 341,200 | 220,164 | |
PTT Exploration and Production PCL (For. Reg.) | 321,100 | 1,226,674 | |
PTT Global Chemical PCL (For. Reg.) | 441,700 | 960,680 | |
PTT Oil & Retail Business PCL (For. Reg.) | 650,800 | 637,220 | |
PTT PCL (For. Reg.) | 2,469,500 | 3,171,108 | |
Quality Houses PCL | 2,204,300 | 168,418 | |
Ratchaburi Electric Generating Holding PCL (For. Reg.) | 130,200 | 211,079 | |
Sansiri PCL (For. Reg.) | 3,222,500 | 107,589 | |
Siam Cement PCL (For. Reg.) | 177,000 | 2,625,169 | |
Siam Commercial Bank PCL (For. Reg.) | 149,400 | 503,596 | |
Sino-Thai Engineering & Construction PCL (For. Reg.) | 521,300 | 242,660 | |
Sri Trang Agro-Industry PCL | 263,160 | 399,175 | |
Sri Trang Gloves Thailand PCL | 279,400 | 396,900 | |
Srisawad Corp. PCL: | |||
warrants 8/29/25 (a) | 7,485 | 4,878 | |
(For. Reg.) | 187,130 | 500,115 | |
Star Petroleum Refining PCL | 469,800 | 141,770 | |
Supalai PCL (For. Reg.) | 381,875 | 251,314 | |
Super Energy Corp. PCL | 3,368,100 | 102,719 | |
Thai Airways International PCL (For. Reg.) (a) | 126,000 | 8,049 | |
Thai Oil PCL (For. Reg.) | 262,400 | 499,108 | |
Thai Union Frozen Products PCL (For. Reg.) | 817,400 | 396,236 | |
Thai Vegetable Oil PCL | 141,800 | 161,602 | |
Thanachart Capital PCL (For. Reg.) | 117,000 | 133,339 | |
TMB Bank PCL (For. Reg.) | 4,058,088 | 152,423 | |
Total Access Communication PCL (For. Reg.) | 120,000 | 126,164 | |
TQM Corp. PCL | 222,400 | 860,327 | |
True Corp. PCL (For. Reg.) | 2,301,300 | 240,842 | |
TTW PCL | 454,400 | 169,215 | |
VGI PCL | 1,713,100 | 340,970 | |
WHA Corp. PCL | 1,819,200 | 197,396 | |
TOTAL THAILAND | 43,890,431 | ||
Turkey - 0.1% | |||
Advansa Sasa Polyester Sanayi A/S (a) | 38,703 | 167,364 | |
Akbank TAS | 782,042 | 460,983 | |
Anadolu Efes Biracilik Ve Malt Sanayii A/S | 75,037 | 211,368 | |
Aselsan A/S | 198,216 | 359,141 | |
Bera Holding A/S (a) | 116,590 | 461,079 | |
Bim Birlesik Magazalar A/S JSC | 121,128 | 951,028 | |
Coca-Cola Icecek Sanayi A/S | 25,886 | 246,548 | |
Emlak Konut Gayrimenkul Yatirim Ortakligi A/S | 629,902 | 138,478 | |
Eregli Demir ve Celik Fabrikalari T.A.S. | 334,889 | 770,199 | |
Ford Otomotiv Sanayi A/S | 16,343 | 347,045 | |
Haci Omer Sabanci Holding A/S | 233,329 | 228,009 | |
Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S Class D (a) | 333,586 | 288,507 | |
Koc Holding A/S | 177,549 | 392,683 | |
Petkim Petrokimya Holding A/S | 392,498 | 318,123 | |
TAV Havalimanlari Holding A/S (a) | 53,768 | 139,766 | |
Tekfen Holding A/S | 93,195 | 181,127 | |
Turk Hava Yollari AO (a) | 101,508 | 149,955 | |
Turk Sise ve Cam Fabrikalari A/S | 639,058 | 579,716 | |
Turkcell Iletisim Hizmet A/S | 301,535 | 540,514 | |
Turkiye Garanti Bankasi A/S | 581,114 | 506,095 | |
Turkiye Is Bankasi A/S Series C | 543,325 | 319,613 | |
Turkiye Petrol Rafinerileri A/S (a) | 32,391 | 343,326 | |
Turkiye Sinai Kalkinma Bankasi A/S | 329,603 | 50,165 | |
Ulker Biskuvi Sanayi A/S | 63,602 | 169,016 | |
Yapi ve Kredi Bankasi A/S | 842,918 | 213,816 | |
TOTAL TURKEY | 8,533,664 | ||
United Arab Emirates - 0.2% | |||
Abu Dhabi Commercial Bank PJSC | 612,649 | 1,045,781 | |
Air Arabia PJSC (a) | 858,937 | 299,318 | |
Aldar Properties PJSC | 879,149 | 840,100 | |
Dana Gas PJSC | 990,825 | 223,082 | |
Dubai Investments Ltd. (a) | 739,247 | 309,936 | |
Dubai Islamic Bank Pakistan Ltd. | 395,169 | 478,745 | |
Emaar Malls Group PJSC (a) | 636,892 | 319,040 | |
Emaar Properties PJSC (a) | 845,153 | 858,234 | |
Emirates NBD Bank PJSC | 581,115 | 1,969,667 | |
Emirates Telecommunications Corp. | 389,060 | 2,243,385 | |
First Abu Dhabi Bank PJSC | 610,799 | 2,367,934 | |
TOTAL UNITED ARAB EMIRATES | 10,955,222 | ||
United Kingdom - 8.8% | |||
3i Group PLC | 222,118 | 3,932,613 | |
A.G. Barr PLC (a) | 31,889 | 223,725 | |
AB Dynamics PLC | 5,161 | 163,935 | |
Abcam PLC | 48,631 | 1,026,233 | |
Admiral Group PLC | 43,909 | 1,897,442 | |
Advanced Medical Solutions Group PLC | 70,253 | 275,060 | |
Aggreko PLC | 57,945 | 690,215 | |
Airtel Africa PLC (c) | 198,823 | 208,684 | |
AJ Bell PLC | 64,536 | 395,726 | |
Anglo American PLC (United Kingdom) | 280,247 | 11,881,978 | |
Antofagasta PLC | 90,791 | 2,339,093 | |
AO World PLC (a) | 64,310 | 246,907 | |
Ascential PLC (a) | 93,018 | 448,077 | |
Ashmore Group PLC | 112,737 | 622,782 | |
Ashtead Group PLC | 102,611 | 6,590,975 | |
ASOS PLC (a) | 17,033 | 1,227,923 | |
Associated British Foods PLC | 80,800 | 2,575,470 | |
Assura PLC | 592,259 | 608,956 | |
Aston Martin Lagonda Global Holdings PLC (a)(c) | 15,038 | 402,800 | |
AstraZeneca PLC (United Kingdom) | 299,959 | 31,928,825 | |
Auto Trader Group PLC (a)(c) | 235,193 | 1,851,580 | |
Avacta Group PLC (a) | 66,261 | 243,416 | |
Avast PLC (c) | 152,363 | 1,005,181 | |
Aveva Group PLC | 26,575 | 1,277,209 | |
Aviva PLC | 886,134 | 4,898,853 | |
Avon Rubber PLC | 7,443 | 341,062 | |
Babcock International Group PLC (a) | 65,672 | 261,296 | |
BAE Systems PLC | 714,496 | 4,990,922 | |
Balfour Beatty PLC | 150,992 | 650,606 | |
Bank of Georgia Group PLC (a) | 14,643 | 206,676 | |
Barclays PLC | 3,964,388 | 9,597,667 | |
Barratt Developments PLC | 235,301 | 2,508,710 | |
Beazley PLC | 137,808 | 644,803 | |
Bellway PLC | 28,989 | 1,446,074 | |
Berkeley Group Holdings PLC | 28,803 | 1,840,546 | |
BHP Group PLC | 479,145 | 14,429,364 | |
Biffa PLC (a)(c) | 77,484 | 295,881 | |
Big Yellow Group PLC | 36,161 | 597,284 | |
Blue Prism Group PLC (a)(b) | 20,969 | 353,303 | |
Bodycote PLC | 48,280 | 504,079 | |
BP PLC | 4,634,563 | 19,401,908 | |
Brewin Dolphin Holding PLC | 87,289 | 409,872 | |
British American Tobacco PLC (United Kingdom) | 519,051 | 19,258,535 | |
British Land Co. PLC | 201,559 | 1,443,034 | |
Britvic PLC | 65,192 | 794,545 | |
BT Group PLC (a) | 2,046,688 | 4,662,441 | |
Bunzl PLC | 76,528 | 2,459,383 | |
Burberry Group PLC (a) | 92,749 | 2,639,956 | |
Cairn Energy PLC | 112,381 | 263,536 | |
Capita Group PLC (a) | 402,533 | 243,047 | |
Capital & Counties Properties PLC | 176,508 | 443,167 | |
Carnival PLC (a) | 37,157 | 868,605 | |
Centrica PLC | 1,358,983 | 1,063,408 | |
Ceres Power Holdings PLC (a) | 23,474 | 433,115 | |
Cineworld Group PLC (a)(b) | 233,534 | 312,008 | |
Civitas Social Housing PLC | 185,403 | 292,410 | |
Clinigen Group PLC | 34,331 | 404,668 | |
Close Brothers Group PLC | 37,796 | 828,907 | |
Coats Group PLC (a) | 395,740 | 319,177 | |
Coca-Cola European Partners PLC | 47,277 | 2,686,279 | |
Compass Group PLC (a) | 406,114 | 8,834,718 | |
Computacenter PLC | 18,604 | 688,060 | |
ConvaTec Group PLC (c) | 361,868 | 1,090,472 | |
Countryside Properties PLC (a)(c) | 118,158 | 846,915 | |
Craneware PLC | 6,621 | 256,030 | |
Cranswick PLC | 13,021 | 670,753 | |
Crest Nicholson PLC (a) | 57,589 | 325,132 | |
Croda International PLC | 31,738 | 2,964,781 | |
Custodian (REIT) PLC | 176,590 | 249,245 | |
CVS Group PLC (a) | 20,056 | 617,673 | |
Daily Mail & General Trust PLC Class A | 34,392 | 426,524 | |
Dechra Pharmaceuticals PLC | 25,621 | 1,427,386 | |
Derwent London PLC | 24,057 | 1,106,024 | |
Diageo PLC | 530,643 | 23,821,316 | |
Dialog Semiconductor PLC (a) | 16,541 | 1,295,401 | |
Diploma PLC | 28,410 | 1,125,278 | |
Direct Line Insurance Group PLC | 317,654 | 1,250,722 | |
Diversified Gas & Oil PLC | 168,964 | 284,684 | |
Dixons Carphone PLC (a) | 252,735 | 486,212 | |
Domino's Pizza UK & IRL PLC | 101,354 | 535,544 | |
Draper Esprit PLC (a) | 29,737 | 346,206 | |
Drax Group PLC | 97,815 | 551,967 | |
DS Smith PLC | 316,863 | 1,841,436 | |
Dunelm Group PLC | 23,790 | 484,285 | |
easyJet PLC (a) | 38,137 | 545,652 | |
Electrocomponents PLC | 104,910 | 1,544,484 | |
Elementis PLC | 130,428 | 269,471 | |
EMIS Group PLC | 19,237 | 325,715 | |
Empiric Student Property PLC (a) | 182,726 | 222,071 | |
Energean PLC (a) | 24,045 | 276,617 | |
Equiniti Group PLC (c) | 82,946 | 200,467 | |
Essentra PLC | 86,347 | 379,213 | |
Eurasia Mining PLC (a) | 446,783 | 168,326 | |
Euromoney Publications PLC | 28,566 | 392,144 | |
Evraz PLC | 117,620 | 1,043,509 | |
Ferrexpo PLC | 64,866 | 393,091 | |
Fever-Tree Drinks PLC | 23,746 | 822,484 | |
First Derivatives PLC (a) | 5,320 | 214,905 | |
Firstgroup PLC (a) | 312,935 | 321,109 | |
Forterra PLC (c) | 76,777 | 309,616 | |
Frasers Group PLC (a) | 51,038 | 363,355 | |
Fresnillo PLC | 43,952 | 499,924 | |
Frontier Developments PLC(a) | 5,036 | 224,298 | |
Funding Circle Holdings PLC (a)(c) | 38,228 | 81,093 | |
Future PLC | 25,124 | 818,861 | |
Games Workshop Group PLC | 7,012 | 1,050,706 | |
Gamesys Group PLC | 22,600 | 603,947 | |
GB Group PLC | 44,802 | 555,936 | |
GCP Student Living PLC | 128,039 | 289,998 | |
Genuit Group PLC | 50,173 | 391,497 | |
Genus PLC | 15,773 | 1,107,681 | |
GlaxoSmithKline PLC | 1,142,681 | 21,116,477 | |
Grainger Trust PLC | 170,430 | 672,223 | |
Great Portland Estates PLC | 62,730 | 600,369 | |
Greatland Gold PLC (a)(b) | 923,782 | 280,674 | |
Greggs PLC (a) | 24,547 | 800,055 | |
Halfords Group PLC (a) | 48,161 | 250,753 | |
Halma PLC | 85,835 | 3,067,878 | |
Hammerson PLC | 920,220 | 506,315 | |
Hargreaves Lansdown PLC | 75,637 | 1,796,164 | |
Hays PLC (a) | 405,099 | 914,161 | |
Helical Bar PLC | 24,389 | 142,814 | |
Hikma Pharmaceuticals PLC | 41,395 | 1,394,913 | |
Hill & Smith Holdings PLC | 20,509 | 416,929 | |
Hochschild Mining PLC | 81,798 | 209,893 | |
HomeServe PLC | 71,562 | 1,081,208 | |
Howden Joinery Group PLC | 136,616 | 1,525,991 | |
HSBC Holdings PLC (United Kingdom) | 4,641,466 | 28,979,987 | |
Hunting PLC | 34,510 | 117,244 | |
Ibstock PLC (c) | 131,633 | 401,396 | |
IG Group Holdings PLC | 82,974 | 1,049,656 | |
IMI PLC | 62,029 | 1,365,502 | |
Imperial Brands PLC | 213,265 | 4,440,034 | |
Inchcape PLC | 92,954 | 1,003,244 | |
Indivior PLC (a) | 166,883 | 351,703 | |
Informa PLC (a) | 345,884 | 2,685,534 | |
IntegraFin Holdings PLC | 76,090 | 590,047 | |
InterContinental Hotel Group PLC (a) | 39,341 | 2,795,692 | |
Intermediate Capital Group PLC | 68,710 | 2,074,338 | |
Intertek Group PLC | 37,262 | 3,158,657 | |
Investec PLC | 162,350 | 653,582 | |
iomart Group PLC | 10,748 | 41,117 | |
IP Group PLC | 245,577 | 435,474 | |
IQE PLC (a) | 166,890 | 135,063 | |
ITM Power PLC (a) | 90,937 | 653,688 | |
ITV PLC | 869,773 | 1,453,452 | |
J Sainsbury PLC | 418,448 | 1,373,663 | |
J.D. Weatherspoon PLC (a) | 21,360 | 394,110 | |
JD Sports Fashion PLC (a) | 116,449 | 1,476,988 | |
Jet2 PLC (a) | 33,889 | 698,058 | |
John Laing Group PLC (c) | 118,830 | 504,146 | |
John Wood Group PLC | 150,886 | 586,801 | |
Johnson Matthey PLC | 45,046 | 2,021,850 | |
Jupiter Fund Management PLC | 129,235 | 461,192 | |
Just Group PLC (a) | 239,045 | 360,175 | |
Kainos Group PLC | 17,494 | 369,166 | |
Keller Group PLC | 9,943 | 113,562 | |
Keywords Studios PLC (a) | 16,257 | 607,544 | |
Kingfisher PLC | 489,972 | 2,418,828 | |
Land Securities Group PLC | 158,646 | 1,579,259 | |
Learning Technologies Group PLC | 131,317 | 327,890 | |
Legal & General Group PLC | 1,364,388 | 5,132,801 | |
Liontrust Asset Management PLC | 13,854 | 309,573 | |
Lloyds Banking Group PLC | 16,135,583 | 10,118,301 | |
London Stock Exchange Group PLC | 72,213 | 7,380,002 | |
Londonmetric Properity PLC | 189,968 | 591,349 | |
LXI REIT PLC | 190,083 | 358,594 | |
M&G PLC | 609,158 | 1,828,096 | |
Marks & Spencer Group PLC (a)(b) | 472,737 | 1,031,540 | |
Marshalls PLC | 46,655 | 468,427 | |
Marston's PLC (a) | 147,334 | 197,371 | |
Mediclinic International PLC (London) (a) | 92,314 | 391,140 | |
Meggitt PLC | 174,354 | 1,122,089 | |
Melrose Industries PLC | 1,124,953 | 2,530,841 | |
Micro Focus International PLC | 75,235 | 536,639 | |
Mitchells & Butlers PLC (a) | 68,521 | 298,466 | |
Mitie Group PLC (a) | 257,423 | 220,774 | |
Mondi PLC | 109,910 | 2,982,697 | |
Moneysupermarket.com Group PLC | 140,588 | 530,443 | |
Morgan Advanced Materials PLC | 82,475 | 337,720 | |
Morgan Sindall PLC | 13,366 | 424,560 | |
National Express Group PLC Class L (a) | 121,435 | 502,453 | |
National Grid PLC | 780,836 | 9,842,872 | |
NatWest Group PLC | 1,097,743 | 2,980,531 | |
NCC Group Ltd. | 64,240 | 240,871 | |
Network International Holdings PLC (a)(c) | 103,094 | 597,845 | |
Next PLC (a) | 30,690 | 3,306,833 | |
Ninety One PLC | 113,922 | 384,519 | |
NMC Health PLC (a) | 17,953 | 6,463 | |
Ocado Group PLC (a) | 111,501 | 3,229,138 | |
On The Beach Group PLC (a)(c) | 37,490 | 214,869 | |
OSB Group PLC | 108,576 | 718,555 | |
Pagegroup PLC | 75,939 | 587,827 | |
Paragon Banking Group PLC | 72,654 | 471,994 | |
Pearson PLC | 174,077 | 1,997,023 | |
Pennon Group PLC | 94,048 | 1,343,011 | |
Persimmon PLC | 73,178 | 3,165,277 | |
Petropavlovsk PLC (a) | 573,464 | 203,381 | |
Pets At Home Group PLC | 121,601 | 745,976 | |
Phoenix Group Holdings PLC | 122,257 | 1,201,149 | |
Premier Foods PLC (a) | 134,820 | 181,538 | |
Primary Health Properties PLC | 281,664 | 588,156 | |
Provident Financial PLC (a) | 59,738 | 201,963 | |
Prudential PLC | 595,430 | 12,607,804 | |
PZ Cussons PLC Class L | 76,203 | 277,834 | |
QinetiQ Group PLC | 133,780 | 613,393 | |
Quilter PLC (c) | 472,790 | 1,067,568 | |
Rathbone Brothers PLC | 14,731 | 344,225 | |
Reckitt Benckiser Group PLC | 161,682 | 14,395,789 | |
Redde Northgate PLC | 82,720 | 415,835 | |
Redrow PLC | 67,074 | 640,276 | |
RELX PLC: | |||
rights (a)(d) | 435,944 | 201,088 | |
(London Stock Exchange) | 435,944 | 11,315,726 | |
Renishaw PLC | 8,475 | 733,281 | |
Rentokil Initial PLC | 421,182 | 2,910,694 | |
Restore PLC | 43,226 | 238,789 | |
Rightmove PLC | 209,964 | 1,780,421 | |
Rio Tinto PLC | 255,346 | 21,387,083 | |
Rolls-Royce Holdings PLC | 1,918,946 | 2,772,598 | |
Rotork PLC | 204,287 | 972,222 | |
Royal Dutch Shell PLC: | |||
Class A (United Kingdom) | 1,018,620 | 19,166,634 | |
Class B (United Kingdom) | 757,619 | 13,556,585 | |
Royal Mail PLC (a) | 221,810 | 1,519,400 | |
RSA Insurance Group PLC | 230,653 | 2,173,740 | |
RWS Holdings PLC | 67,649 | 641,841 | |
S4 Capital PLC (a) | 64,730 | 499,720 | |
Sabre Insurance Group PLC (c) | 68,008 | 244,668 | |
Safestore Holdings PLC | 48,465 | 569,931 | |
Sage Group PLC | 247,921 | 2,184,456 | |
Savills PLC | 33,674 | 555,740 | |
Schroders PLC | 27,610 | 1,375,759 | |
Segro PLC | 267,230 | 3,710,878 | |
Senior Engineering Group PLC | 101,169 | 151,176 | |
Serco Group PLC | 299,575 | 579,633 | |
Severn Trent PLC | 52,489 | 1,795,576 | |
Shaftesbury PLC (a) | 46,943 | 407,461 | |
Signature Aviation PLC | 186,488 | 1,041,272 | |
Smart Metering Systems PLC | 24,587 | 275,722 | |
Smith & Nephew PLC | 200,154 | 4,332,084 | |
Smiths Group PLC | 89,969 | 2,019,711 | |
Softcat PLC | 30,876 | 817,434 | |
Spectris PLC | 27,726 | 1,245,989 | |
Spirax-Sarco Engineering PLC | 16,617 | 2,711,413 | |
Spire Healthcare Group PLC (c) | 59,808 | 165,196 | |
Spirent Communications PLC | 170,226 | 598,071 | |
SSE PLC | 237,180 | 4,808,543 | |
SSP Group PLC | 184,917 | 817,215 | |
St. James's Place Capital PLC | 124,366 | 2,338,453 | |
St. Modwen Properties PLC | 56,064 | 336,034 | |
Standard Chartered PLC (United Kingdom) | 610,261 | 4,379,194 | |
Standard Life PLC | 512,319 | 1,963,418 | |
Synthomer PLC | 79,851 | 560,765 | |
Tate & Lyle PLC | 112,693 | 1,245,077 | |
Taylor Wimpey PLC | 841,454 | 2,087,114 | |
Team17 Group PLC (a) | 22,923 | 245,348 | |
Telecom Plus PLC | 19,977 | 358,660 | |
Tesco PLC | 1,759,790 | 5,371,879 | |
The Go-Ahead Group PLC (a) | 11,430 | 192,898 | |
The Restaurant Group PLC (a) | 195,245 | 323,572 | |
The Weir Group PLC | 60,897 | 1,612,232 | |
TI Fluid Systems PLC (c) | 50,677 | 208,563 | |
TORM PLC | 5,230 | 46,124 | |
Trainline PLC (a)(c) | 107,837 | 681,496 | |
Travis Perkins PLC (a) | 52,950 | 1,123,956 | |
Tritax Big Box REIT PLC | 371,537 | 976,451 | |
Tullow Oil PLC (a) | 327,059 | 244,361 | |
Ultra Electronics Holdings PLC | 15,498 | 432,779 | |
Unilever PLC | 598,476 | 35,056,999 | |
Unite Group PLC | 72,477 | 1,166,099 | |
United Utilities Group PLC | 152,492 | 2,039,702 | |
Vectura Group PLC | 170,359 | 264,919 | |
Vesuvius PLC | 50,699 | 376,696 | |
Victoria PLC (a) | 19,921 | 269,617 | |
Victrex PLC | 22,341 | 724,453 | |
Virgin Money UK PLC (a) | 299,062 | 826,452 | |
Vistry Group PLC | 50,432 | 861,908 | |
Vodafone Group PLC | 6,076,339 | 11,467,272 | |
WH Smith PLC (a) | 29,990 | 749,453 | |
Whitbread PLC (a) | 46,298 | 2,074,209 | |
Wickes Group PLC (a) | 54,883 | 189,453 | |
WM Morrison Supermarkets PLC | 569,523 | 1,367,399 | |
Workspace Group PLC | 34,429 | 389,895 | |
TOTAL UNITED KINGDOM | 632,955,366 | ||
United States of America - 0.1% | |||
360 Finance, Inc. ADR (a) | 15,429 | 395,137 | |
DouYu International Holdings Ltd. ADR (a) | 27,378 | 249,414 | |
Fiverr International Ltd. (a)(b) | 2,518 | 523,920 | |
LexinFintech Holdings Ltd. ADR (a) | 30,828 | 280,227 | |
Li Auto, Inc. ADR (a)(b) | 40,960 | 808,550 | |
Nano-X Imaging Ltd. (a)(b) | 2,549 | 85,519 | |
Southern Copper Corp. | 19,558 | 1,357,521 | |
Yum China Holdings, Inc. | 91,337 | 5,746,924 | |
TOTAL UNITED STATES OF AMERICA | 9,447,212 | ||
TOTAL COMMON STOCKS | |||
(Cost $5,808,879,739) | 7,045,855,894 | ||
Nonconvertible Preferred Stocks - 1.0% | |||
Brazil - 0.3% | |||
Alpargatas SA (PN) (a) | 48,400 | 353,997 | |
Azul SA (a) | 53,400 | 378,476 | |
Banco ABC Brasil SA | 52,373 | 142,694 | |
Banco Bradesco SA (PN) | 1,046,284 | 4,593,822 | |
Banco do Estado Rio Grande do Sul SA Class B | 92,900 | 209,502 | |
Banco Pan SA | 91,200 | 308,754 | |
Bradespar SA (PN) | 50,079 | 654,653 | |
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 70,811 | 482,063 | |
Cia de Saneamento do Parana | 46,500 | 36,467 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 219,603 | 559,514 | |
Companhia Energetica de Sao Paulo Series B | 59,300 | 276,192 | |
Companhia Paranaense de Energia-COPEL (PN-B) | 235,600 | 271,510 | |
Gerdau SA | 259,503 | 1,587,005 | |
Gol Linhas Aereas Inteligentes SA (PN) (a) | 30,900 | 133,394 | |
Itau Unibanco Holding SA | 1,110,560 | 5,628,394 | |
Itausa-Investimentos Itau SA (PN) | 974,132 | 1,804,064 | |
Lojas Americanas SA (PN) | 219,143 | 841,547 | |
Marcopolo SA (PN) | 156,656 | 75,270 | |
Metalurgica Gerdau SA (PN) | 213,400 | 583,780 | |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | 1,087,686 | 4,729,548 | |
Usinas Siderurgicas de Minas Gerais SA - Usiminas (PN-A) (non-vtg.) | 103,200 | 426,513 | |
TOTAL BRAZIL | 24,077,159 | ||
Chile - 0.0% | |||
Embotelladora Andina SA Class B | 91,616 | 218,492 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (a) | 36,021 | 1,897,979 | |
TOTAL CHILE | 2,116,471 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 91,503 | 682,621 | |
Germany - 0.4% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 14,812 | 1,214,487 | |
Draegerwerk AG & Co. KGaA (non-vtg.) | 2,766 | 258,219 | |
Fuchs Petrolub AG | 16,067 | 856,496 | |
Henkel AG & Co. KGaA | 36,924 | 4,242,088 | |
Jungheinrich AG | 11,708 | 612,585 | |
Porsche Automobil Holding SE (Germany) | 35,236 | 3,714,457 | |
Sartorius AG (non-vtg.) | 8,194 | 4,622,200 | |
Sixt AG Preference Shares | 2,910 | 240,350 | |
Sto SE & Co. KGaA | 572 | 108,517 | |
Volkswagen AG | 41,244 | 10,745,199 | |
TOTAL GERMANY | 26,614,598 | ||
Italy - 0.0% | |||
Danieli & C. Officine Meccaniche SpA | 7,847 | 125,662 | |
Korea (South) - 0.3% | |||
Daishin Securities Co. Ltd. | 14,209 | 207,110 | |
Hyundai Motor Co. | 5,997 | 571,128 | |
Hyundai Motor Co. Series 2 | 13,912 | 1,318,697 | |
LG Chemical Ltd. | 1,896 | 755,328 | |
LG Household & Health Care Ltd. | 464 | 297,085 | |
Samsung Electronics Co. Ltd. | 213,800 | 14,013,968 | |
TOTAL KOREA (SOUTH) | 17,163,316 | ||
Russia - 0.0% | |||
Surgutneftegas OJSC | 1,417,855 | 807,739 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $61,545,514) | 71,587,566 | ||
Principal Amount | Value | ||
Government Obligations - 0.0% | |||
United States of America - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $2,999,964)(f) | 3,000,000 | 2,999,999 | |
Shares | Value | ||
Money Market Funds - 1.8% | |||
Fidelity Cash Central Fund 0.04% (g) | 86,515,147 | 86,532,450 | |
Fidelity Securities Lending Cash Central Fund 0.04% (g)(h) | 43,993,161 | 43,997,560 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $130,530,010) | 130,530,010 | ||
TOTAL INVESTMENT IN SECURITIES - 100.6% | |||
(Cost $6,003,955,227) | 7,250,973,469 | ||
NET OTHER ASSETS (LIABILITIES) - (0.6)% | (46,759,114) | ||
NET ASSETS - 100% | $7,204,214,355 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 464 | June 2021 | $52,408,800 | $1,183,043 | $1,183,043 |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 391 | June 2021 | 26,130,530 | 397,296 | 397,296 |
TME S&P/TSX 60 Index Contracts (Canada) | 30 | June 2021 | 5,542,367 | 92,892 | 92,892 |
TOTAL FUTURES CONTRACTS | $1,673,231 |
The notional amount of futures purchased as a percentage of Net Assets is 1.2%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(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 $220,813,849 or 3.1% of net assets.
(d) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(e) Level 3 security
(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 $2,999,999.
(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
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $38,998 |
Fidelity Securities Lending Cash Central Fund | 461,298 |
Total | $500,296 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $472,823,985 | $243,676,930 | $229,144,886 | $2,169 |
Consumer Discretionary | 958,278,780 | 739,888,700 | 217,490,032 | 900,048 |
Consumer Staples | 570,525,191 | 339,540,935 | 230,931,400 | 52,856 |
Energy | 291,056,752 | 181,107,784 | 109,948,792 | 176 |
Financials | 1,261,017,904 | 960,057,494 | 300,625,706 | 334,704 |
Health Care | 619,780,566 | 344,538,993 | 275,133,512 | 108,061 |
Industrials | 918,243,211 | 716,800,510 | 198,927,581 | 2,515,120 |
Information Technology | 911,213,338 | 600,599,422 | 309,529,974 | 1,083,942 |
Materials | 629,793,512 | 504,448,979 | 124,843,598 | 500,935 |
Real Estate | 261,150,391 | 260,397,797 | 310,146 | 442,448 |
Utilities | 223,559,830 | 166,070,842 | 57,488,988 | -- |
Government Obligations | 2,999,999 | -- | 2,999,999 | -- |
Money Market Funds | 130,530,010 | 130,530,010 | -- | -- |
Total Investments in Securities: | $7,250,973,469 | $5,187,658,396 | $2,057,374,614 | $5,940,459 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $1,673,231 | $1,673,231 | $-- | $-- |
Total Assets | $1,673,231 | $1,673,231 | $-- | $-- |
Total Derivative Instruments: | $1,673,231 | $1,673,231 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $1,673,231 | $0 |
Total Equity Risk | 1,673,231 | 0 |
Total Value of Derivatives | $1,673,231 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $37,880,068) — See accompanying schedule: Unaffiliated issuers (cost $5,873,425,217) | $7,120,443,459 | |
Fidelity Central Funds (cost $130,530,010) | 130,530,010 | |
Total Investment in Securities (cost $6,003,955,227) | $7,250,973,469 | |
Segregated cash with brokers for derivative instruments | 1,848,343 | |
Cash | 65,970 | |
Foreign currency held at value (cost $26,315,060) | 26,289,431 | |
Receivable for investments sold | 58,392 | |
Receivable for fund shares sold | 15,088,376 | |
Dividends receivable | 23,899,560 | |
Distributions receivable from Fidelity Central Funds | 81,401 | |
Other receivables | 7,987 | |
Total assets | 7,318,312,929 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $58,399,730 | |
Delayed delivery | 642,076 | |
Payable for fund shares redeemed | 4,234,750 | |
Accrued management fee | 353,170 | |
Payable for daily variation margin on futures contracts | 1,049,149 | |
Other payables and accrued expenses | 5,420,856 | |
Collateral on securities loaned | 43,998,843 | |
Total liabilities | 114,098,574 | |
Net Assets | $7,204,214,355 | |
Net Assets consist of: | ||
Paid in capital | $5,940,424,927 | |
Total accumulated earnings (loss) | 1,263,789,428 | |
Net Assets | $7,204,214,355 | |
Net Asset Value, offering price and redemption price per share ($7,204,214,355 ÷ 496,275,995 shares) | $14.52 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $76,850,053 | |
Interest | 2,814 | |
Income from Fidelity Central Funds (including $461,298 from security lending) | 500,296 | |
Income before foreign taxes withheld | 77,353,163 | |
Less foreign taxes withheld | (7,839,338) | |
Total income | 69,513,825 | |
Expenses | ||
Management fee | $1,854,218 | |
Independent trustees' fees and expenses | 8,591 | |
Interest | 837 | |
Total expenses | 1,863,646 | |
Net investment income (loss) | 67,650,179 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of foreign taxes of $71,196) | (9,611,987) | |
Fidelity Central Funds | (9,052) | |
Foreign currency transactions | 1,361,809 | |
Futures contracts | 10,254,131 | |
Total net realized gain (loss) | 1,994,901 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $4,663,318) | 1,276,351,003 | |
Assets and liabilities in foreign currencies | 199,889 | |
Futures contracts | 1,873,561 | |
Total change in net unrealized appreciation (depreciation) | 1,278,424,453 | |
Net gain (loss) | 1,280,419,354 | |
Net increase (decrease) in net assets resulting from operations | $1,348,069,533 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $67,650,179 | $96,983,077 |
Net realized gain (loss) | 1,994,901 | (20,531,010) |
Change in net unrealized appreciation (depreciation) | 1,278,424,453 | (134,178,799) |
Net increase (decrease) in net assets resulting from operations | 1,348,069,533 | (57,726,732) |
Distributions to shareholders | (90,362,587) | (89,709,041) |
Share transactions | ||
Proceeds from sales of shares | 2,191,464,655 | 2,811,867,157 |
Reinvestment of distributions | 85,865,324 | 85,197,461 |
Cost of shares redeemed | (987,088,127) | (1,348,069,877) |
Net increase (decrease) in net assets resulting from share transactions | 1,290,241,852 | 1,548,994,741 |
Total increase (decrease) in net assets | 2,547,948,798 | 1,401,558,968 |
Net Assets | ||
Beginning of period | 4,656,265,557 | 3,254,706,589 |
End of period | $7,204,214,355 | $4,656,265,557 |
Other Information | ||
Shares | ||
Sold | 158,032,427 | 249,286,015 |
Issued in reinvestment of distributions | 6,485,296 | 7,099,791 |
Redeemed | (71,864,742) | (121,913,996) |
Net increase (decrease) | 92,652,981 | 134,471,810 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity Total International Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||||
2021 | 2020 | 2019 | 2018 | 2017 | 2016 A | |
Selected Per–Share Data | ||||||
Net asset value, beginning of period | $11.54 | $12.09 | $11.14 | $12.39 | $10.09 | $10.00 |
Income from Investment Operations | ||||||
Net investment income (loss)B | .15 | .27 | .37 | .34 | .31 | .08 |
Net realized and unrealized gain (loss) | 3.05 | (.50) | .81 | (1.36) | 2.04 | .01 |
Total from investment operations | 3.20 | (.23) | 1.18 | (1.02) | 2.35 | .09 |
Distributions from net investment income | (.22) | (.32) | (.23) | (.17) | (.04) | – |
Distributions from net realized gain | – | – | – | (.06) | (.01) | – |
Total distributions | (.22) | (.32) | (.23) | (.23) | (.05) | – |
Redemption fees added to paid in capitalB | – | – | – | –C | –C | –C |
Net asset value, end of period | $14.52 | $11.54 | $12.09 | $11.14 | $12.39 | $10.09 |
Total ReturnD,E | 27.91% | (1.97)% | 10.88% | (8.42)% | 23.37% | .90% |
Ratios to Average Net AssetsF,G | ||||||
Expenses before reductions | .06%H | .06% | .06% | .06% | .06% | .10%H |
Expenses net of fee waivers, if any | .06%H | .06% | .06% | .06% | .06% | .06%H |
Expenses net of all reductions | .06%H | .06% | .06% | .06% | .06% | .06%H |
Net investment income (loss) | 2.19%H | 2.41% | 3.25% | 2.81% | 2.65% | 2.09%H |
Supplemental Data | ||||||
Net assets, end of period (000 omitted) | $7,204,214 | $4,656,266 | $3,254,707 | $589,295 | $135,488 | $1,289 |
Portfolio turnover rateI | 4%H | 4% | 4% | 3% | 2% | 1%J |
A For the period June 7, 2016 (commencement of operations) to October 31, 2016.
B Calculated based on average shares outstanding during the period.
C Amount represents less than $.005 per share.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
J Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity Total International Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund's investments in emerging markets can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost and include proceeds received from litigation. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. The Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on the Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, certain foreign taxes, passive foreign investment companies (PFIC), partnerships, market discount, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $1,583,594,640 |
Gross unrealized depreciation | (355,218,439) |
Net unrealized appreciation (depreciation) | $1,228,376,201 |
Tax cost | $6,024,270,499 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Long-term | $(10,390,911) |
Total capital loss carryforward | $(10,390,911) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity Total International Index Fund | 1,341,778,363 | 127,164,145 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee. The management fee is based on an annual rate of .06% of the Fund's average net assets. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain other expenses such as interest expense.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity Total International Index Fund | Borrower | $8,040,000 | .34% | $837 |
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity Total International Index Fund | $20,182 | $1,142 | $– |
9. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
10. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity Total International Index Fund | .06% | |||
Actual | $1,000.00 | $1,279.10 | $.34 | |
Hypothetical-C | $1,000.00 | $1,024.50 | $.30 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
TI1-I-SANN-0621
1.9879614.104
Fidelity® U.S. Sustainability Index Fund
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Microsoft Corp. | 10.0 |
Alphabet, Inc. Class C | 4.0 |
Alphabet, Inc. Class A | 3.9 |
Tesla, Inc. | 3.0 |
Johnson & Johnson | 2.4 |
Visa, Inc. Class A | 2.2 |
NVIDIA Corp. | 2.0 |
The Home Depot, Inc. | 1.9 |
MasterCard, Inc. Class A | 1.9 |
The Walt Disney Co. | 1.9 |
33.2 |
Top Five Market Sectors as of April 30, 2021
% of fund's net assets | |
Information Technology | 27.1 |
Consumer Discretionary | 13.5 |
Health Care | 12.3 |
Communication Services | 12.2 |
Financials | 10.9 |
Asset Allocation (% of fund's net assets)
As of April 30, 2021* | ||
Stocks and Equity Futures | 99.6% | |
Short-Term Investments and Net Other Assets (Liabilities) | 0.4% |
* Foreign investments - 4.8%
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 99.4% | |||
Shares | Value | ||
COMMUNICATION SERVICES - 12.2% | |||
Diversified Telecommunication Services - 1.4% | |||
Liberty Global PLC: | |||
Class A (a) | 10,355 | $278,550 | |
Class C (a) | 23,447 | 634,476 | |
Lumen Technologies, Inc. | 59,144 | 758,818 | |
Verizon Communications, Inc. | 262,509 | 15,170,395 | |
16,842,239 | |||
Entertainment - 2.5% | |||
Activision Blizzard, Inc. | 49,024 | 4,470,499 | |
Electronic Arts, Inc. | 18,400 | 2,614,272 | |
The Walt Disney Co. (a) | 114,851 | 21,364,583 | |
28,449,354 | |||
Interactive Media & Services - 7.9% | |||
Alphabet, Inc.: | |||
Class A (a) | 19,072 | 44,885,952 | |
Class C (a) | 18,833 | 45,389,790 | |
90,275,742 | |||
Media - 0.4% | |||
Cable One, Inc. | 305 | 545,950 | |
Discovery Communications, Inc.: | |||
Class A (a) | 10,128 | 381,420 | |
Class C (non-vtg.) (a) | 19,587 | 632,856 | |
Liberty Broadband Corp. Class C (a) | 10,093 | 1,642,333 | |
Omnicom Group, Inc. | 13,636 | 1,121,697 | |
4,324,256 | |||
TOTAL COMMUNICATION SERVICES | 139,891,591 | ||
CONSUMER DISCRETIONARY - 13.5% | |||
Auto Components - 0.3% | |||
Aptiv PLC (a) | 17,129 | 2,464,692 | |
BorgWarner, Inc. | 15,509 | 753,427 | |
3,218,119 | |||
Automobiles - 3.0% | |||
Tesla, Inc. (a) | 48,104 | 34,126,902 | |
Distributors - 0.2% | |||
Genuine Parts Co. | 9,149 | 1,143,351 | |
LKQ Corp. (a) | 18,335 | 856,428 | |
1,999,779 | |||
Hotels, Restaurants & Leisure - 2.9% | |||
ARAMARK Holdings Corp. | 14,389 | 559,300 | |
Darden Restaurants, Inc. | 8,258 | 1,211,614 | |
Domino's Pizza, Inc. | 2,500 | 1,055,850 | |
Hilton Worldwide Holdings, Inc. | 17,600 | 2,265,120 | |
McDonald's Corp. | 47,268 | 11,159,029 | |
Royal Caribbean Cruises Ltd. | 14,533 | 1,263,644 | |
Starbucks Corp. | 74,455 | 8,524,353 | |
The Booking Holdings, Inc. (a) | 2,598 | 6,406,876 | |
Vail Resorts, Inc. | 2,559 | 832,084 | |
33,277,870 | |||
Household Durables - 0.4% | |||
Garmin Ltd. | 9,096 | 1,248,335 | |
Mohawk Industries, Inc. (a) | 3,838 | 788,709 | |
Newell Brands, Inc. | 25,597 | 690,095 | |
NVR, Inc. (a) | 224 | 1,124,054 | |
Whirlpool Corp. | 3,971 | 938,943 | |
4,790,136 | |||
Internet & Direct Marketing Retail - 0.6% | |||
eBay, Inc. | 43,726 | 2,439,474 | |
MercadoLibre, Inc. (a) | 2,842 | 4,464,725 | |
6,904,199 | |||
Leisure Products - 0.1% | |||
Hasbro, Inc. | 8,255 | 820,960 | |
Multiline Retail - 0.6% | |||
Target Corp. | 31,766 | 6,583,821 | |
Specialty Retail - 4.1% | |||
Advance Auto Parts, Inc. | 4,315 | 863,690 | |
Best Buy Co., Inc. | 14,776 | 1,718,006 | |
Burlington Stores, Inc. (a) | 4,202 | 1,371,239 | |
CarMax, Inc. (a) | 10,408 | 1,386,762 | |
Lowe's Companies, Inc. | 46,481 | 9,121,896 | |
Ross Stores, Inc. | 22,583 | 2,957,018 | |
The Home Depot, Inc. | 68,296 | 22,105,366 | |
TJX Companies, Inc. | 76,063 | 5,400,473 | |
Tractor Supply Co. | 7,389 | 1,393,565 | |
Ulta Beauty, Inc. (a) | 3,394 | 1,117,814 | |
47,435,829 | |||
Textiles, Apparel & Luxury Goods - 1.3% | |||
lululemon athletica, Inc. (a) | 7,853 | 2,632,875 | |
NIKE, Inc. Class B | 79,599 | 10,556,419 | |
VF Corp. | 21,027 | 1,843,227 | |
15,032,521 | |||
TOTAL CONSUMER DISCRETIONARY | 154,190,136 | ||
CONSUMER STAPLES - 5.9% | |||
Beverages - 2.3% | |||
PepsiCo, Inc. | 87,667 | 12,638,075 | |
The Coca-Cola Co. | 258,984 | 13,979,956 | |
26,618,031 | |||
Food Products - 0.6% | |||
Bunge Ltd. | 8,856 | 747,624 | |
Campbell Soup Co. | 11,455 | 546,976 | |
General Mills, Inc. | 38,781 | 2,360,212 | |
Hormel Foods Corp. | 18,864 | 871,517 | |
Kellogg Co. | 16,354 | 1,020,817 | |
McCormick & Co., Inc. (non-vtg.) | 15,775 | 1,425,429 | |
6,972,575 | |||
Household Products - 2.6% | |||
Colgate-Palmolive Co. | 51,658 | 4,168,801 | |
Kimberly-Clark Corp. | 21,577 | 2,876,646 | |
Procter & Gamble Co. | 157,294 | 20,986,165 | |
The Clorox Co. | 7,994 | 1,458,905 | |
29,490,517 | |||
Personal Products - 0.4% | |||
Estee Lauder Companies, Inc. Class A | 14,371 | 4,509,620 | |
TOTAL CONSUMER STAPLES | 67,590,743 | ||
ENERGY - 1.3% | |||
Energy Equipment & Services - 0.3% | |||
Baker Hughes Co. Class A | 43,599 | 875,468 | |
Schlumberger Ltd. | 88,275 | 2,387,839 | |
3,263,307 | |||
Oil, Gas & Consumable Fuels - 1.0% | |||
Cheniere Energy, Inc. (a) | 14,400 | 1,116,288 | |
Marathon Petroleum Corp. | 41,270 | 2,296,676 | |
ONEOK, Inc. | 28,187 | 1,475,308 | |
Phillips 66 Co. | 27,705 | 2,241,612 | |
The Williams Companies, Inc. | 76,974 | 1,875,087 | |
Valero Energy Corp. | 25,867 | 1,913,123 | |
10,918,094 | |||
TOTAL ENERGY | 14,181,401 | ||
FINANCIALS - 10.9% | |||
Banks - 2.2% | |||
Citizens Financial Group, Inc. | 27,086 | 1,253,540 | |
First Republic Bank | 11,032 | 2,021,504 | |
Huntington Bancshares, Inc. | 64,564 | 989,120 | |
KeyCorp | 61,930 | 1,347,597 | |
M&T Bank Corp. | 8,137 | 1,283,124 | |
PNC Financial Services Group, Inc. | 26,877 | 5,024,655 | |
Regions Financial Corp. | 60,910 | 1,327,838 | |
SVB Financial Group (a) | 3,285 | 1,878,462 | |
Truist Financial Corp. | 85,515 | 5,071,895 | |
U.S. Bancorp | 86,003 | 5,104,278 | |
25,302,013 | |||
Capital Markets - 4.4% | |||
Ameriprise Financial, Inc. | 7,482 | 1,933,349 | |
Bank of New York Mellon Corp. | 50,591 | 2,523,479 | |
BlackRock, Inc. Class A | 9,674 | 7,925,908 | |
Carlyle Group LP | 9,009 | 384,324 | |
Cboe Global Markets, Inc. | 6,852 | 715,143 | |
Charles Schwab Corp. | 97,042 | 6,831,757 | |
CME Group, Inc. | 22,772 | 4,599,716 | |
FactSet Research Systems, Inc. | 2,409 | 809,954 | |
Franklin Resources, Inc. | 19,286 | 578,580 | |
Intercontinental Exchange, Inc. | 35,605 | 4,191,065 | |
Invesco Ltd. | 24,807 | 669,789 | |
MarketAxess Holdings, Inc. | 2,408 | 1,176,212 | |
Moody's Corp. | 10,722 | 3,502,985 | |
NASDAQ, Inc. | 7,283 | 1,176,496 | |
Northern Trust Corp. | 12,539 | 1,426,938 | |
Raymond James Financial, Inc. | 7,817 | 1,022,307 | |
S&P Global, Inc. | 15,263 | 5,958,523 | |
State Street Corp. | 22,379 | 1,878,717 | |
T. Rowe Price Group, Inc. | 14,362 | 2,573,670 | |
49,878,912 | |||
Consumer Finance - 0.9% | |||
Ally Financial, Inc. | 23,710 | 1,219,880 | |
American Express Co. | 43,418 | 6,658,150 | |
Discover Financial Services | 19,443 | 2,216,502 | |
10,094,532 | |||
Diversified Financial Services - 0.1% | |||
Equitable Holdings, Inc. | 25,443 | 870,914 | |
Voya Financial, Inc. | 7,983 | 541,407 | |
1,412,321 | |||
Insurance - 3.3% | |||
Allstate Corp. | 19,288 | 2,445,718 | |
American Financial Group, Inc. | 4,702 | 577,688 | |
American International Group, Inc. | 54,649 | 2,647,744 | |
Aon PLC | 14,502 | 3,646,383 | |
Arch Capital Group Ltd. (a) | 25,742 | 1,022,215 | |
Arthur J. Gallagher & Co. | 12,195 | 1,767,665 | |
Assurant, Inc. | 3,742 | 582,255 | |
Chubb Ltd. | 28,632 | 4,912,965 | |
Erie Indemnity Co. Class A | 1,621 | 346,926 | |
Hartford Financial Services Group, Inc. | 22,727 | 1,499,073 | |
Lincoln National Corp. | 12,255 | 785,913 | |
Loews Corp. | 15,722 | 876,502 | |
Marsh & McLennan Companies, Inc. | 32,171 | 4,365,605 | |
Principal Financial Group, Inc. | 17,417 | 1,112,424 | |
Progressive Corp. | 37,145 | 3,741,987 | |
Prudential Financial, Inc. | 25,121 | 2,521,144 | |
Reinsurance Group of America, Inc. | 4,292 | 560,235 | |
The Travelers Companies, Inc. | 16,067 | 2,484,922 | |
Willis Towers Watson PLC | 8,176 | 2,116,439 | |
38,013,803 | |||
TOTAL FINANCIALS | 124,701,581 | ||
HEALTH CARE - 12.3% | |||
Biotechnology - 2.9% | |||
AbbVie, Inc. | 111,993 | 12,487,220 | |
Amgen, Inc. | 36,929 | 8,849,666 | |
Biogen, Inc. (a) | 9,761 | 2,609,408 | |
BioMarin Pharmaceutical, Inc. (a) | 11,531 | 898,496 | |
Gilead Sciences, Inc. | 79,515 | 5,046,817 | |
Vertex Pharmaceuticals, Inc. (a) | 16,494 | 3,598,991 | |
33,490,598 | |||
Health Care Equipment & Supplies - 2.1% | |||
Abiomed, Inc. (a) | 2,868 | 919,854 | |
Align Technology, Inc. (a) | 4,752 | 2,829,959 | |
Becton, Dickinson & Co. | 18,398 | 4,577,606 | |
Dentsply Sirona, Inc. | 13,884 | 937,309 | |
DexCom, Inc. (a) | 6,091 | 2,351,735 | |
Edwards Lifesciences Corp. (a) | 39,534 | 3,776,288 | |
Hologic, Inc. (a) | 16,302 | 1,068,596 | |
IDEXX Laboratories, Inc. (a) | 5,411 | 2,970,585 | |
ResMed, Inc. | 9,192 | 1,727,820 | |
STERIS PLC | 5,411 | 1,141,829 | |
West Pharmaceutical Services, Inc. | 4,689 | 1,540,430 | |
23,842,011 | |||
Health Care Providers & Services - 1.9% | |||
AmerisourceBergen Corp. | 9,717 | 1,173,814 | |
Cardinal Health, Inc. | 18,611 | 1,122,988 | |
Centene Corp. (a) | 36,782 | 2,270,921 | |
Cigna Corp. | 22,918 | 5,706,811 | |
DaVita HealthCare Partners, Inc. (a) | 4,952 | 577,057 | |
HCA Holdings, Inc. | 17,173 | 3,452,803 | |
Henry Schein, Inc. (a) | 9,066 | 657,285 | |
Humana, Inc. | 8,396 | 3,738,235 | |
Laboratory Corp. of America Holdings (a) | 6,179 | 1,642,811 | |
Quest Diagnostics, Inc. | 8,549 | 1,127,442 | |
21,470,167 | |||
Health Care Technology - 0.2% | |||
Cerner Corp. | 19,446 | 1,459,422 | |
Teladoc Health, Inc. (a)(b) | 7,356 | 1,267,807 | |
2,727,229 | |||
Life Sciences Tools & Services - 0.5% | |||
Agilent Technologies, Inc. | 19,555 | 2,613,330 | |
Mettler-Toledo International, Inc. (a) | 1,509 | 1,981,800 | |
Waters Corp. (a) | 3,935 | 1,179,988 | |
5,775,118 | |||
Pharmaceuticals - 4.7% | |||
Bristol-Myers Squibb Co. | 143,345 | 8,947,595 | |
Jazz Pharmaceuticals PLC (a) | 3,546 | 582,962 | |
Johnson & Johnson | 166,996 | 27,175,259 | |
Merck & Co., Inc. | 160,492 | 11,956,654 | |
Zoetis, Inc. Class A | 30,148 | 5,216,508 | |
53,878,978 | |||
TOTAL HEALTH CARE | 141,184,101 | ||
INDUSTRIALS - 9.3% | |||
Aerospace & Defense - 0.2% | |||
Howmet Aerospace, Inc. (a) | 24,746 | 790,882 | |
Teledyne Technologies, Inc. (a) | 2,339 | 1,047,287 | |
1,838,169 | |||
Air Freight & Logistics - 1.0% | |||
C.H. Robinson Worldwide, Inc. | 8,644 | 839,160 | |
Expeditors International of Washington, Inc. | 10,730 | 1,178,798 | |
United Parcel Service, Inc. Class B | 45,368 | 9,248,720 | |
11,266,678 | |||
Airlines - 0.0% | |||
Delta Air Lines, Inc. (a) | 10,123 | 474,971 | |
Building Products - 0.8% | |||
Allegion PLC | 5,836 | 784,242 | |
Fortune Brands Home & Security, Inc. | 8,825 | 926,449 | |
Johnson Controls International PLC | 45,914 | 2,862,279 | |
Lennox International, Inc. | 2,185 | 732,718 | |
Masco Corp. | 16,595 | 1,060,089 | |
Owens Corning | 6,876 | 665,666 | |
Trane Technologies PLC | 15,230 | 2,647,431 | |
9,678,874 | |||
Commercial Services & Supplies - 0.5% | |||
Copart, Inc. (a) | 13,479 | 1,678,270 | |
Waste Management, Inc. | 26,806 | 3,698,424 | |
5,376,694 | |||
Electrical Equipment - 0.5% | |||
Eaton Corp. PLC | 25,286 | 3,614,128 | |
Rockwell Automation, Inc. | 7,370 | 1,947,596 | |
5,561,724 | |||
Industrial Conglomerates - 0.9% | |||
3M Co. | 36,590 | 7,213,353 | |
Roper Technologies, Inc. | 6,652 | 2,969,719 | |
10,183,072 | |||
Machinery - 2.9% | |||
Caterpillar, Inc. | 34,462 | 7,861,127 | |
Cummins, Inc. | 9,388 | 2,366,152 | |
Deere & Co. | 18,885 | 7,003,502 | |
Dover Corp. | 9,140 | 1,363,597 | |
IDEX Corp. | 4,800 | 1,076,160 | |
Illinois Tool Works, Inc. | 20,079 | 4,627,406 | |
PACCAR, Inc. | 21,976 | 1,975,203 | |
Parker Hannifin Corp. | 8,170 | 2,563,828 | |
Pentair PLC | 10,565 | 681,548 | |
Snap-On, Inc. | 3,266 | 776,002 | |
Stanley Black & Decker, Inc. | 10,163 | 2,101,404 | |
Xylem, Inc. | 11,431 | 1,264,840 | |
33,660,769 | |||
Professional Services - 0.3% | |||
IHS Markit Ltd. | 24,005 | 2,582,458 | |
Robert Half International, Inc. | 7,246 | 634,822 | |
3,217,280 | |||
Road & Rail - 1.8% | |||
AMERCO | 624 | 372,297 | |
CSX Corp. | 48,510 | 4,887,383 | |
Kansas City Southern | 5,937 | 1,734,851 | |
Norfolk Southern Corp. | 16,110 | 4,498,556 | |
Union Pacific Corp. | 42,746 | 9,493,459 | |
20,986,546 | |||
Trading Companies & Distributors - 0.4% | |||
Fastenal Co. | 36,412 | 1,903,619 | |
United Rentals, Inc. (a) | 4,575 | 1,463,771 | |
W.W. Grainger, Inc. | 2,893 | 1,254,231 | |
4,621,621 | |||
TOTAL INDUSTRIALS | 106,866,398 | ||
INFORMATION TECHNOLOGY - 27.1% | |||
Communications Equipment - 1.2% | |||
Cisco Systems, Inc. | 268,046 | 13,646,222 | |
Electronic Equipment & Components - 0.3% | |||
Cognex Corp. | 11,085 | 954,640 | |
Keysight Technologies, Inc. (a) | 11,753 | 1,696,546 | |
Trimble, Inc. (a) | 15,865 | 1,300,930 | |
3,952,116 | |||
IT Services - 5.9% | |||
Accenture PLC Class A | 40,190 | 11,653,894 | |
IBM Corp. | 56,525 | 8,019,767 | |
MasterCard, Inc. Class A | 56,434 | 21,561,174 | |
The Western Union Co. | 26,080 | 671,821 | |
Visa, Inc. Class A | 107,358 | 25,074,534 | |
66,981,190 | |||
Semiconductors & Semiconductor Equipment - 5.4% | |||
Applied Materials, Inc. | 57,933 | 7,688,288 | |
Intel Corp. | 259,960 | 14,955,499 | |
Lam Research Corp. | 9,135 | 5,667,811 | |
NVIDIA Corp. | 39,267 | 23,575,121 | |
Texas Instruments, Inc. | 58,230 | 10,511,097 | |
62,397,816 | |||
Software - 13.9% | |||
Adobe, Inc. (a) | 30,431 | 15,469,295 | |
Autodesk, Inc. (a) | 13,909 | 4,060,176 | |
Cadence Design Systems, Inc. (a) | 17,691 | 2,331,143 | |
Citrix Systems, Inc. | 7,420 | 918,967 | |
Intuit, Inc. | 16,667 | 6,869,471 | |
Microsoft Corp. | 455,624 | 114,899,254 | |
Salesforce.com, Inc. (a) | 57,726 | 13,295,452 | |
VMware, Inc. Class A (a)(b) | 5,401 | 868,643 | |
158,712,401 | |||
Technology Hardware, Storage & Peripherals - 0.4% | |||
Hewlett Packard Enterprise Co. | 81,598 | 1,307,200 | |
HP, Inc. | 87,124 | 2,971,800 | |
4,279,000 | |||
TOTAL INFORMATION TECHNOLOGY | 309,968,745 | ||
MATERIALS - 3.0% | |||
Chemicals - 2.2% | |||
Axalta Coating Systems Ltd. (a) | 13,460 | 429,239 | |
DuPont de Nemours, Inc. | 34,031 | 2,624,130 | |
Ecolab, Inc. | 16,297 | 3,652,484 | |
International Flavors & Fragrances, Inc. | 14,197 | 2,018,387 | |
Linde PLC | 33,295 | 9,517,043 | |
PPG Industries, Inc. | 14,983 | 2,565,689 | |
Sherwin-Williams Co. | 15,556 | 4,260,322 | |
The Mosaic Co. | 22,841 | 803,546 | |
25,870,840 | |||
Containers & Packaging - 0.3% | |||
Amcor PLC | 99,484 | 1,168,937 | |
Ball Corp. | 20,752 | 1,943,217 | |
3,112,154 | |||
Metals & Mining - 0.5% | |||
Newmont Corp. | 50,965 | 3,180,726 | |
Nucor Corp. | 19,152 | 1,575,444 | |
Steel Dynamics, Inc. | 13,341 | 723,349 | |
5,479,519 | |||
TOTAL MATERIALS | 34,462,513 | ||
REAL ESTATE - 2.8% | |||
Equity Real Estate Investment Trusts (REITs) - 2.7% | |||
Alexandria Real Estate Equities, Inc. | 8,559 | 1,550,035 | |
American Tower Corp. | 28,180 | 7,179,419 | |
Boston Properties, Inc. | 9,379 | 1,025,594 | |
Equinix, Inc. | 5,652 | 4,073,736 | |
Equity Residential (SBI) | 23,611 | 1,752,645 | |
Healthpeak Properties, Inc. | 34,135 | 1,172,196 | |
Host Hotels & Resorts, Inc. | 44,732 | 812,333 | |
Iron Mountain, Inc. | 18,275 | 733,193 | |
Prologis (REIT), Inc. | 46,891 | 5,464,208 | |
SBA Communications Corp. Class A | 7,049 | 2,112,726 | |
UDR, Inc. | 18,720 | 869,544 | |
Welltower, Inc. | 26,470 | 1,986,044 | |
Weyerhaeuser Co. | 47,343 | 1,835,488 | |
30,567,161 | |||
Real Estate Management & Development - 0.1% | |||
CBRE Group, Inc. (a) | 21,277 | 1,812,800 | |
TOTAL REAL ESTATE | 32,379,961 | ||
UTILITIES - 1.1% | |||
Electric Utilities - 0.3% | |||
Edison International | 24,005 | 1,427,097 | |
Eversource Energy | 21,742 | 1,874,595 | |
3,301,692 | |||
Gas Utilities - 0.1% | |||
Atmos Energy Corp. | 8,009 | 829,652 | |
UGI Corp. | 13,271 | 580,075 | |
1,409,727 | |||
Multi-Utilities - 0.5% | |||
CenterPoint Energy, Inc. | 34,541 | 845,909 | |
Consolidated Edison, Inc. | 21,235 | 1,643,801 | |
Sempra Energy | 18,295 | 2,516,843 | |
5,006,553 | |||
Water Utilities - 0.2% | |||
American Water Works Co., Inc. | 11,496 | 1,793,261 | |
Essential Utilities, Inc. | 14,773 | 696,251 | |
2,489,512 | |||
TOTAL UTILITIES | 12,207,484 | ||
TOTAL COMMON STOCKS | |||
(Cost $912,339,994) | 1,137,624,654 | ||
Money Market Funds - 0.8% | |||
Fidelity Cash Central Fund 0.04% (c) | 6,442,224 | 6,443,513 | |
Fidelity Securities Lending Cash Central Fund 0.04% (c)(d) | 2,102,010 | 2,102,220 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $8,545,733) | 8,545,733 | ||
TOTAL INVESTMENT IN SECURITIES - 100.2% | |||
(Cost $920,885,727) | 1,146,170,387 | ||
NET OTHER ASSETS (LIABILITIES) - (0.2)% | (1,795,473) | ||
NET ASSETS - 100% | $1,144,374,914 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
CME E-mini S&P 500 Index Contracts (United States) | 12 | June 2021 | $2,504,640 | $160,654 | $160,654 |
The notional amount of futures purchased as a percentage of Net Assets is 0.2%
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(c) 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.
(d) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $2,733 |
Fidelity Securities Lending Cash Central Fund | 3,363 |
Total | $6,096 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $139,891,591 | $139,891,591 | $-- | $-- |
Consumer Discretionary | 154,190,136 | 154,190,136 | -- | -- |
Consumer Staples | 67,590,743 | 67,590,743 | -- | -- |
Energy | 14,181,401 | 14,181,401 | -- | -- |
Financials | 124,701,581 | 124,701,581 | -- | -- |
Health Care | 141,184,101 | 141,184,101 | -- | -- |
Industrials | 106,866,398 | 106,866,398 | -- | -- |
Information Technology | 309,968,745 | 309,968,745 | -- | -- |
Materials | 34,462,513 | 34,462,513 | -- | -- |
Real Estate | 32,379,961 | 32,379,961 | -- | -- |
Utilities | 12,207,484 | 12,207,484 | -- | -- |
Money Market Funds | 8,545,733 | 8,545,733 | -- | -- |
Total Investments in Securities: | $1,146,170,387 | $1,146,170,387 | $-- | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $160,654 | $160,654 | $-- | $-- |
Total Assets | $160,654 | $160,654 | $-- | $-- |
Total Derivative Instruments: | $160,654 | $160,654 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $160,654 | $0 |
Total Equity Risk | 160,654 | 0 |
Total Value of Derivatives | $160,654 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $2,060,001) — See accompanying schedule: Unaffiliated issuers (cost $912,339,994) | $1,137,624,654 | |
Fidelity Central Funds (cost $8,545,733) | 8,545,733 | |
Total Investment in Securities (cost $920,885,727) | $1,146,170,387 | |
Segregated cash with brokers for derivative instruments | 385,000 | |
Receivable for fund shares sold | 6,832,845 | |
Dividends receivable | 944,050 | |
Distributions receivable from Fidelity Central Funds | 700 | |
Total assets | 1,154,332,982 | |
Liabilities | ||
Payable for investments purchased | $6,967,462 | |
Payable for fund shares redeemed | 735,845 | |
Accrued management fee | 100,103 | |
Payable for daily variation margin on futures contracts | 52,025 | |
Other payables and accrued expenses | 483 | |
Collateral on securities loaned | 2,102,150 | |
Total liabilities | 9,958,068 | |
Net Assets | $1,144,374,914 | |
Net Assets consist of: | ||
Paid in capital | $919,117,397 | |
Total accumulated earnings (loss) | 225,257,517 | |
Net Assets | $1,144,374,914 | |
Net Asset Value, offering price and redemption price per share ($1,144,374,914 ÷ 62,469,403 shares) | $18.32 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $5,857,452 | |
Income from Fidelity Central Funds (including $3,363 from security lending) | 6,096 | |
Total income | 5,863,548 | |
Expenses | ||
Management fee | $427,899 | |
Independent trustees' fees and expenses | 968 | |
Total expenses before reductions | 428,867 | |
Expense reductions | (4) | |
Total expenses after reductions | 428,863 | |
Net investment income (loss) | 5,434,685 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (854,099) | |
Fidelity Central Funds | (200) | |
Futures contracts | 1,296,258 | |
Total net realized gain (loss) | 441,959 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 178,330,303 | |
Futures contracts | 163,798 | |
Total change in net unrealized appreciation (depreciation) | 178,494,101 | |
Net gain (loss) | 178,936,060 | |
Net increase (decrease) in net assets resulting from operations | $184,370,745 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $5,434,685 | $5,775,459 |
Net realized gain (loss) | 441,959 | (3,756,855) |
Change in net unrealized appreciation (depreciation) | 178,494,101 | 27,375,694 |
Net increase (decrease) in net assets resulting from operations | 184,370,745 | 29,394,298 |
Distributions to shareholders | (5,983,382) | (3,292,427) |
Share transactions | ||
Proceeds from sales of shares | 550,574,565 | 385,625,152 |
Reinvestment of distributions | 5,525,267 | 3,022,374 |
Cost of shares redeemed | (78,864,421) | (132,091,115) |
Net increase (decrease) in net assets resulting from share transactions | 477,235,411 | 256,556,411 |
Total increase (decrease) in net assets | 655,622,774 | 282,658,282 |
Net Assets | ||
Beginning of period | 488,752,140 | 206,093,858 |
End of period | $1,144,374,914 | $488,752,140 |
Other Information | ||
Shares | ||
Sold | 32,643,989 | 28,144,888 |
Issued in reinvestment of distributions | 345,545 | 223,714 |
Redeemed | (4,719,256) | (9,802,910) |
Net increase (decrease) | 28,270,278 | 18,565,692 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity U.S. Sustainability Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 A | |
Selected Per–Share Data | |||||
Net asset value, beginning of period | $14.29 | $13.18 | $11.43 | $10.90 | $10.00 |
Income from Investment Operations | |||||
Net investment income (loss)B | .12 | .23 | .23 | .21 | .09 |
Net realized and unrealized gain (loss) | 4.08 | 1.08 | 1.69 | .41 | .81 |
Total from investment operations | 4.20 | 1.31 | 1.92 | .62 | .90 |
Distributions from net investment income | (.17) | (.18) | (.15) | (.08) | – |
Distributions from net realized gain | – | (.02) | (.02) | (.01) | – |
Total distributions | (.17) | (.20) | (.17) | (.09) | – |
Net asset value, end of period | $18.32 | $14.29 | $13.18 | $11.43 | $10.90 |
Total ReturnC,D | 29.52% | 9.99% | 17.06% | 5.67% | 9.00% |
Ratios to Average Net AssetsE,F | |||||
Expenses before reductions | .11%G | .11% | .11% | .11% | .11%G |
Expenses net of fee waivers, if any | .11%G | .11% | .11% | .11% | .11%G |
Expenses net of all reductions | .11%G | .11% | .11% | .11% | .11%G |
Net investment income (loss) | 1.39%G | 1.68% | 1.84% | 1.82% | 1.86%G |
Supplemental Data | |||||
Net assets, end of period (000 omitted) | $1,144,375 | $488,752 | $206,094 | $6,125 | $558 |
Portfolio turnover rateH | 7%G | 10% | 12% | 15% | 3%I |
A For the period May 9, 2017 (commencement of operations) to October 31, 2017.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
G Annualized
H Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
I Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity U.S. Sustainability Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds, which are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $232,348,529 |
Gross unrealized depreciation | (8,939,745) |
Net unrealized appreciation (depreciation) | $223,408,784 |
Tax cost | $922,922,257 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(1,059,685) |
Long-term | (1,323,448) |
Total capital loss carryforward | $(2,383,133) |
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity U.S. Sustainability Index Fund | 502,264,104 | 25,552,846 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee. The management fee is based on an annual rate of .11% of the Fund's average net assets. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity U.S. Sustainability Index Fund | $345 | $– | $– |
9. Expense Reductions.
Through arrangements with the Fund's custodian, credits realized as a result of certain uninvested cash balances were used to reduce the Fund's expenses by $4.
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity U.S. Sustainability Index Fund | .11% | |||
Actual | $1,000.00 | $1,295.20 | $.63 | |
Hypothetical-C | $1,000.00 | $1,024.25 | $.55 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
USY-SANN-0621
1.9883816.103
Fidelity® International Sustainability Index Fund
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-8544 to request a free copy of the proxy voting guidelines.
The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such funds or securities or any index on which such funds or securities are based. The prospectus contains a more detailed description of the limited relationship MSCI has with Fidelity and any related funds.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 3.6 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 3.2 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 3.1 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 1.9 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 1.6 |
Unilever PLC (United Kingdom, Personal Products) | 1.1 |
SAP SE (Germany, Software) | 1.0 |
Meituan Class B (Cayman Islands, Internet & Direct Marketing Retail) | 1.0 |
Shopify, Inc. Class A (Canada, IT Services) | 0.9 |
Siemens AG (Germany, Industrial Conglomerates) | 0.9 |
18.3 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 18.4 |
Consumer Discretionary | 13.6 |
Information Technology | 13.2 |
Industrials | 10.9 |
Health Care | 8.4 |
Materials | 8.4 |
Consumer Staples | 7.7 |
Communication Services | 7.6 |
Energy | 3.8 |
Utilities | 3.0 |
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 15.0% | |
Cayman Islands | 9.2% | |
Canada | 7.8% | |
United Kingdom | 6.8% | |
Taiwan | 6.4% | |
France | 6.0% | |
Germany | 5.6% | |
Switzerland | 5.0% | |
Australia | 4.3% | |
Other* | 33.9% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 99.7 |
Short-Term Investments and Net Other Assets (Liabilities) | 0.3 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 95.9% | |||
Shares | Value | ||
Australia - 4.3% | |||
APA Group unit | 27,327 | $211,145 | |
ASX Ltd. | 4,369 | 245,626 | |
Aurizon Holdings Ltd. | 41,728 | 120,544 | |
AusNet Services | 40,462 | 59,067 | |
Australia & New Zealand Banking Group Ltd. | 64,354 | 1,424,788 | |
BlueScope Steel Ltd. | 11,185 | 186,286 | |
Brambles Ltd. | 33,832 | 271,050 | |
Coca-Cola Amatil Ltd. | 10,398 | 104,604 | |
Cochlear Ltd. | 1,516 | 259,847 | |
Coles Group Ltd. | 30,561 | 384,216 | |
Commonwealth Bank of Australia | 40,225 | 2,759,112 | |
Computershare Ltd. | 12,597 | 137,022 | |
DEXUS Property Group unit | 23,693 | 185,622 | |
Evolution Mining Ltd. | 38,467 | 137,201 | |
Fortescue Metals Group Ltd. | 38,643 | 672,473 | |
Goodman Group unit | 37,995 | 553,485 | |
Insurance Australia Group Ltd. | 54,438 | 205,488 | |
Lendlease Group unit | 15,838 | 155,072 | |
Macquarie Group Ltd. | 7,823 | 967,185 | |
Mirvac Group unit | 91,678 | 189,979 | |
National Australia Bank Ltd. | 74,383 | 1,527,643 | |
Newcrest Mining Ltd. | 18,882 | 385,753 | |
Northern Star Resources Ltd. | 24,336 | 197,033 | |
Orica Ltd. | 9,578 | 100,051 | |
Ramsay Health Care Ltd. | 4,209 | 218,279 | |
SEEK Ltd. | 7,854 | 187,379 | |
Stockland Corp. Ltd. unit | 55,448 | 199,903 | |
Suncorp Group Ltd. | 28,558 | 231,216 | |
Sydney Airport unit (a) | 28,365 | 135,258 | |
Telstra Corp. Ltd. | 95,197 | 248,606 | |
The GPT Group unit | 45,669 | 162,537 | |
Transurban Group unit | 62,513 | 682,383 | |
Vicinity Centres unit | 90,552 | 110,564 | |
Woodside Petroleum Ltd. | 22,130 | 389,714 | |
TOTAL AUSTRALIA | 14,006,131 | ||
Austria - 0.2% | |||
Erste Group Bank AG | 6,289 | 223,804 | |
OMV AG | 3,220 | 158,760 | |
Voestalpine AG | 2,556 | 110,934 | |
TOTAL AUSTRIA | 493,498 | ||
Bailiwick of Jersey - 0.3% | |||
Ferguson PLC | 5,119 | 645,595 | |
Polymetal International PLC | 5,070 | 104,653 | |
WPP PLC | 28,141 | 379,400 | |
TOTAL BAILIWICK OF JERSEY | 1,129,648 | ||
Belgium - 0.4% | |||
Colruyt NV | 1,400 | 83,030 | |
KBC Groep NV | 5,765 | 447,879 | |
Solvay SA Class A | 1,743 | 221,706 | |
UCB SA | 2,984 | 276,454 | |
Umicore SA | 4,364 | 265,168 | |
TOTAL BELGIUM | 1,294,237 | ||
Bermuda - 0.2% | |||
Alibaba Health Information Technology Ltd. (a) | 90,000 | 274,597 | |
Beijing Enterprises Water Group Ltd. | 96,000 | 36,706 | |
China Gas Holdings Ltd. | 58,600 | 211,610 | |
China Resource Gas Group Ltd. | 22,000 | 119,378 | |
TOTAL BERMUDA | 642,291 | ||
Brazil - 0.7% | |||
Atacadao SA | 8,000 | 31,988 | |
B2W Companhia Global do Varejo (a) | 5,100 | 63,205 | |
B3 SA - Brasil Bolsa Balcao | 47,800 | 453,181 | |
Banco do Brasil SA | 18,300 | 99,854 | |
Banco Santander SA (Brasil) unit | 9,200 | 65,256 | |
Cosan SA | 5,736 | 95,099 | |
CPFL Energia SA | 3,100 | 16,750 | |
Energisa SA unit | 3,800 | 30,822 | |
Equatorial Energia SA | 33,500 | 154,733 | |
Klabin SA unit (a) | 15,600 | 80,010 | |
Localiza Rent A Car SA | 13,300 | 157,434 | |
Lojas Renner SA | 17,430 | 129,633 | |
Natura & Co. Holding SA (a) | 21,513 | 193,029 | |
Notre Dame Intermedica Participacoes SA | 11,293 | 168,957 | |
Telefonica Brasil SA | 10,700 | 85,095 | |
TIM SA | 15,100 | 33,886 | |
Ultrapar Participacoes SA | 14,300 | 55,573 | |
Via Varejo SA (a) | 33,800 | 73,610 | |
Weg SA | 37,980 | 244,784 | |
TOTAL BRAZIL | 2,232,899 | ||
Canada - 7.6% | |||
Agnico Eagle Mines Ltd. (Canada) | 5,672 | 354,491 | |
Algonquin Power & Utilities Corp. | 13,039 | 210,359 | |
Alimentation Couche-Tard, Inc. Class B (sub. vtg.) | 19,729 | 668,521 | |
B2Gold Corp. | 25,820 | 124,358 | |
Bank of Montreal | 14,729 | 1,390,157 | |
Bank of Nova Scotia | 27,648 | 1,760,574 | |
BlackBerry Ltd. (a) | 12,220 | 108,068 | |
CAE, Inc. | 6,511 | 203,941 | |
Cameco Corp. | 9,295 | 156,234 | |
Canadian Apartment Properties (REIT) unit | 1,789 | 79,527 | |
Canadian Imperial Bank of Commerce | 10,186 | 1,058,916 | |
Canadian National Railway Co. | 16,197 | 1,743,765 | |
Canadian Tire Ltd. Class A (non-vtg.) | 1,310 | 208,807 | |
CGI, Inc. Class A (sub. vtg.) (a) | 5,322 | 470,868 | |
Dollarama, Inc. | 6,556 | 305,518 | |
Empire Co. Ltd. Class A (non-vtg.) | 4,139 | 130,182 | |
Enbridge, Inc. | 46,242 | 1,783,617 | |
FirstService Corp. | 905 | 147,006 | |
Fortis, Inc. | 10,840 | 483,551 | |
Franco-Nevada Corp. | 4,428 | 616,854 | |
Gildan Activewear, Inc. | 4,427 | 153,648 | |
Hydro One Ltd. (b) | 7,362 | 176,511 | |
Intact Financial Corp. | 3,288 | 437,045 | |
Inter Pipeline Ltd. | 9,951 | 145,077 | |
Keyera Corp. | 5,375 | 122,923 | |
Loblaw Companies Ltd. | 4,057 | 225,270 | |
Lundin Mining Corp. | 15,578 | 188,206 | |
Magna International, Inc. Class A (sub. vtg.) | 6,542 | 617,822 | |
Manulife Financial Corp. | 44,462 | 970,882 | |
Metro, Inc. Class A (sub. vtg.) | 5,786 | 265,116 | |
Nutrien Ltd. | 13,068 | 721,363 | |
Open Text Corp. | 6,415 | 302,079 | |
Parkland Corp. | 3,407 | 109,432 | |
Pembina Pipeline Corp. | 12,869 | 397,226 | |
Ritchie Bros. Auctioneers, Inc. | 2,393 | 152,226 | |
Rogers Communications, Inc. Class B (non-vtg.) | 8,258 | 406,736 | |
Shopify, Inc. Class A (a) | 2,509 | 2,961,647 | |
Sun Life Financial, Inc. | 13,423 | 724,142 | |
TELUS Corp. | 9,628 | 199,743 | |
The Toronto-Dominion Bank | 41,270 | 2,837,176 | |
Wheaton Precious Metals Corp. | 10,468 | 434,254 | |
WSP Global, Inc. | 2,615 | 271,531 | |
TOTAL CANADA | 24,825,369 | ||
Cayman Islands - 9.2% | |||
3SBio, Inc. (a)(b) | 28,000 | 26,530 | |
51job, Inc. sponsored ADR (a) | 792 | 48,748 | |
AAC Technology Holdings, Inc. | 18,500 | 102,697 | |
Abu Dhabi Islamic Bank | 38,119 | 50,124 | |
Alibaba Group Holding Ltd. sponsored ADR (a) | 43,112 | 9,956,716 | |
ASM Pacific Technology Ltd. | 6,700 | 101,607 | |
Chailease Holding Co. Ltd. | 28,712 | 207,544 | |
China Conch Venture Holdings Ltd. | 36,000 | 170,320 | |
China Feihe Ltd. (b) | 30,000 | 85,546 | |
China Liansu Group Holdings Ltd. | 26,000 | 65,538 | |
China Literature Ltd. (a)(b) | 6,600 | 68,823 | |
China Medical System Holdings Ltd. | 33,000 | 76,470 | |
China Mengniu Dairy Co. Ltd. | 65,000 | 348,106 | |
China Overseas Property Holdings Ltd. | 30,000 | 30,434 | |
CIFI Holdings Group Co. Ltd. | 78,000 | 69,789 | |
Country Garden Services Holdings Co. Ltd. | 34,000 | 356,731 | |
Dali Foods Group Co. Ltd. (b) | 53,000 | 31,523 | |
ENN Energy Holdings Ltd. | 17,600 | 299,989 | |
Geely Automobile Holdings Ltd. | 136,000 | 352,792 | |
Genscript Biotech Corp. | 22,000 | 50,980 | |
Greentown Service Group Co. Ltd. | 28,000 | 44,626 | |
Hansoh Pharmaceutical Group Co. Ltd. (b) | 30,000 | 129,574 | |
Hutchison China Meditech Ltd. sponsored ADR (a) | 1,831 | 51,799 | |
Kingdee International Software Group Co. Ltd. | 54,000 | 178,662 | |
KWG Property Holding Ltd. | 33,000 | 53,019 | |
Lee & Man Paper Manufacturing Ltd. | 29,000 | 25,275 | |
Legend Biotech Corp. ADR (a) | 2 | 60 | |
Logan Property Holdings Co. Ltd. | 37,000 | 58,874 | |
Longfor Properties Co. Ltd. (b) | 41,500 | 258,849 | |
Meituan Class B (a)(b) | 82,100 | 3,149,664 | |
Microport Scientific Corp. | 17,000 | 122,777 | |
NIO, Inc. sponsored ADR (a) | 29,248 | 1,165,240 | |
Ping An Healthcare and Technology Co. Ltd. (a)(b) | 11,600 | 135,895 | |
Sino Biopharmaceutical Ltd. | 232,750 | 250,796 | |
Tencent Holdings Ltd. | 130,900 | 10,442,160 | |
Uni-President China Holdings Ltd. | 29,000 | 35,318 | |
Vinda International Holdings Ltd. | 8,000 | 28,477 | |
Vipshop Holdings Ltd. ADR (a) | 10,280 | 316,316 | |
Want Want China Holdings Ltd. | 121,000 | 87,700 | |
Wuxi Biologics (Cayman), Inc. (a)(b) | 75,000 | 1,052,835 | |
TOTAL CAYMAN ISLANDS | 30,088,923 | ||
Chile - 0.1% | |||
Cencosud Shopping SA | 14,054 | 22,938 | |
Empresas CMPC SA | 26,121 | 72,586 | |
Empresas COPEC SA | 8,074 | 86,951 | |
Enel Americas SA | 463,984 | 66,047 | |
Falabella SA | 17,412 | 78,641 | |
TOTAL CHILE | 327,163 | ||
China - 1.6% | |||
360 Security Technology, Inc. (A Shares) | 3,800 | 7,402 | |
A-Living Services Co. Ltd. (H Shares) (b) | 12,250 | 56,458 | |
Air China Ltd.: | |||
(A Shares) | 32,800 | 41,447 | |
(H Shares) | 26,000 | 20,619 | |
Angel Yeast Co. Ltd. (A Shares) | 700 | 6,350 | |
Bank of Shanghai Co. Ltd. (A Shares) | 12,490 | 15,783 | |
Baoshan Iron & Steel Co. Ltd. (A Shares) | 16,600 | 22,130 | |
BBMG Corp. (A Shares) | 74,500 | 31,994 | |
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. (A Shares) | 2,150 | 19,183 | |
Beijing Shiji Information Technology Co. Ltd. (A Shares) | 900 | 3,969 | |
BYD Co. Ltd.: | |||
(A Shares) | 900 | 22,046 | |
(H Shares) | 20,000 | 415,891 | |
Cansino Biologics, Inc. (H Shares) (a)(b) | 1,600 | 80,126 | |
Chengdu Kanghong Pharmaceutical Group Co. Ltd. (A Shares) | 900 | 3,002 | |
China CITIC Bank Corp. Ltd. (H Shares) | 216,000 | 113,176 | |
China Construction Bank Corp.: | |||
(A Shares) | 65,100 | 67,679 | |
(H Shares) | 2,129,000 | 1,680,508 | |
China Eastern Airlines Corp. Ltd.: | |||
(A Shares) | 2,000 | 1,613 | |
(H Shares) | 6,000 | 2,634 | |
China Everbright Bank Co. Ltd. (H Shares) | 61,000 | 25,522 | |
China Jushi Co. Ltd. (A Shares) | 3,200 | 8,908 | |
China Merchants Bank Co. Ltd. (H Shares) | 89,500 | 721,853 | |
China Merchants Property Operation & Service Co. Ltd. (A Shares) | 1,100 | 3,585 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd. (A Shares) | 5,900 | 10,591 | |
China Minsheng Banking Corp. Ltd. (H Shares) | 141,500 | 72,683 | |
China Molybdenum Co. Ltd.: | |||
(A Shares) | 9,100 | 8,167 | |
(H Shares) | 87,000 | 59,025 | |
China National Accord Medicines Corp. Ltd. (A Shares) | 200 | 1,291 | |
China National Medicines Corp. Ltd. (A Shares) | 600 | 3,417 | |
China National Software & Service Co. Ltd. (A Shares) | 400 | 2,853 | |
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. (A Shares) | 2,200 | 8,493 | |
China TransInfo Technology Co. Ltd. (A Shares) | 1,400 | 3,238 | |
China Vanke Co. Ltd.: | |||
(A Shares) | 4,300 | 18,712 | |
(H Shares) | 50,700 | 177,534 | |
Contemporary Amperex Technology Co. Ltd. | 2,900 | 173,892 | |
Eve Energy Co. Ltd. (A shares) | 1,640 | 22,464 | |
Fu Jian Anjoy Foods Co. Ltd. (A Shares) | 500 | 19,464 | |
GEM Co. Ltd. (A Shares) | 6,000 | 9,269 | |
GoerTek, Inc. (A Shares) | 2,800 | 16,306 | |
Greenland Holdings Corp. Ltd. (A Shares) | 7,200 | 6,306 | |
Guangzhou Baiyunshan Pharma Health (A Shares) | 1,400 | 6,626 | |
Guangzhou Kingmed Diagnostics Group Co. Ltd. (A Shares) | 400 | 8,915 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 30,800 | 39,413 | |
Guoxuan High Tech Co. Ltd. (A Shares) (a) | 1,200 | 6,440 | |
Hangzhou Robam Appliances Co. Ltd. (A Shares) | 800 | 4,742 | |
Huadong Medicine Co. Ltd. (A Shares) | 1,480 | 12,035 | |
Huaxia Bank Co. Ltd. (A Shares) | 9,600 | 9,254 | |
Industrial Bank Co. Ltd. (A Shares) | 28,200 | 94,704 | |
Inner Mongoli Yili Industries Co. Ltd. (A Shares) | 5,300 | 33,527 | |
Jinke Properties Group Co. Ltd. (A Shares) | 3,900 | 3,976 | |
NARI Technology Co. Ltd. (A Shares) | 4,300 | 21,243 | |
Oceanwide Holdings Co., Ltd. (A Shares) | 32,900 | 13,976 | |
Offshore Oil Enginering Co. Ltd. (A Shares) | 4,100 | 2,755 | |
Ovctek China, Inc. (A Shares) | 600 | 10,766 | |
Poly Developments & Holdings (A Shares) | 10,400 | 22,492 | |
Poly Property Development Co. Ltd. (H Shares) | 1,600 | 11,710 | |
Sangfor Technologies, Inc. | 400 | 16,899 | |
Shandong Weigao Medical Polymer Co. Ltd. (H Shares) | 56,000 | 125,586 | |
Shanghai M&G Stationery, Inc. (A Shares) | 900 | 12,707 | |
Shanghai Pharmaceuticals Holding Co. Ltd.: | |||
(A Shares) | 1,900 | 6,569 | |
(H Shares) | 15,300 | 34,824 | |
Shenzhen Inovance Technology Co. Ltd. (A Shares) | 1,500 | 20,727 | |
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. (A Shares) | 1,500 | 108,060 | |
Siasun Robot & Automation Co. Ltd. (A Shares) (a) | 1,400 | 2,087 | |
Sichuan Chuantou Energy Co. Ltd. (A Shares) | 4,200 | 7,305 | |
Sinopharm Group Co. Ltd. (H Shares) | 28,000 | 86,872 | |
Sinotrans Ltd. | 5,400 | 4,071 | |
Suning.com Co. Ltd. (A Shares) | 8,300 | 8,539 | |
TCL Corp. (A Shares) | 12,700 | 17,657 | |
Topchoice Medical Corp. (a) | 300 | 14,515 | |
Transfar Zhilian Co. Ltd. | 4,400 | 4,153 | |
TravelSky Technology Ltd. (H Shares) | 22,000 | 48,318 | |
Unisplendour Corp. Ltd. (A Shares) | 2,300 | 6,491 | |
Wangsu Science & Technology Co. Ltd. (A Shares) | 2,200 | 1,886 | |
Weifu High-Technology Group Co. Ltd. (A Shares) | 800 | 3,013 | |
Winning Health Technology Group Co. Ltd. (A Shares) | 2,200 | 5,149 | |
Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. (A Shares) | 1,600 | 5,452 | |
WuXi AppTec Co. Ltd. | 2,980 | 73,079 | |
WuXi AppTec Co. Ltd. (H Shares) (b) | 6,100 | 144,259 | |
Wuxi Lead Intelligent Equipment Co. Ltd. (A Shares) | 700 | 9,559 | |
Xinjiang Goldwind Science & Technology Co. Ltd. (H Shares) | 22,618 | 37,271 | |
Yifeng Pharmacy Chain Co. Ltd. | 1,600 | 22,207 | |
Yunnan Baiyao Group Co. Ltd. (A Shares) | 1,200 | 19,937 | |
Zhejiang Expressway Co. Ltd. (H Shares) | 30,000 | 26,108 | |
Zhejiang Huayou Cobalt Co. Ltd. (A Shares) (a) | 1,060 | 13,389 | |
Zhejiang Weixing New Building Materials Co. Ltd. (A Shares) | 1,100 | 3,997 | |
Zhengzhou Yutong Bus Co. Ltd. (A Shares) | 2,000 | 4,205 | |
Zoomlion Heavy Industry Science and Technology Co. Ltd.: | |||
(A Shares) | 1,600 | 2,919 | |
(H Shares) | 37,400 | 51,807 | |
TOTAL CHINA | 5,237,774 | ||
Colombia - 0.0% | |||
Bancolombia SA | 4,932 | 36,688 | |
Czech Republic - 0.0% | |||
Komercni Banka A/S (a) | 1,945 | 58,998 | |
MONETA Money Bank A/S (a)(b) | 10,698 | 39,786 | |
TOTAL CZECH REPUBLIC | 98,784 | ||
Denmark - 2.1% | |||
Christian Hansen Holding A/S (a) | 2,312 | 212,533 | |
Coloplast A/S Series B | 2,720 | 450,540 | |
Demant A/S (a) | 2,497 | 125,225 | |
Genmab A/S (a) | 1,509 | 553,793 | |
GN Store Nord A/S | 2,959 | 267,130 | |
H Lundbeck A/S | 1,619 | 49,941 | |
Novo Nordisk A/S Series B | 39,166 | 2,889,177 | |
Novozymes A/S Series B | 4,736 | 337,126 | |
ORSTED A/S (b) | 4,318 | 629,822 | |
Pandora A/S | 2,295 | 260,467 | |
Tryg A/S | 7,454 | 170,581 | |
Vestas Wind Systems A/S | 22,550 | 941,315 | |
TOTAL DENMARK | 6,887,650 | ||
Egypt - 0.0% | |||
Commercial International Bank SAE | 26,812 | 97,592 | |
Commercial International Bank SAE sponsored GDR | 7,035 | 25,713 | |
Elsewedy Electric Co. | 36,053 | 18,533 | |
TOTAL EGYPT | 141,838 | ||
Finland - 0.6% | |||
Elisa Corp. (A Shares) | 3,160 | 179,280 | |
Kesko Oyj | 6,362 | 193,818 | |
Neste Oyj | 9,673 | 586,120 | |
Orion Oyj (B Shares) | 2,476 | 109,634 | |
Stora Enso Oyj (R Shares) | 13,509 | 258,722 | |
UPM-Kymmene Corp. | 12,227 | 478,482 | |
Wartsila Corp. | 10,277 | 132,637 | |
TOTAL FINLAND | 1,938,693 | ||
France - 6.0% | |||
Accor SA (a) | 4,123 | 165,907 | |
Air Liquide SA | 10,730 | 1,806,958 | |
Amundi SA (b) | 1,301 | 115,902 | |
Atos Origin SA | 2,308 | 157,109 | |
AXA SA | 43,921 | 1,240,551 | |
Bouygues SA | 5,085 | 217,883 | |
Carrefour SA | 14,128 | 273,550 | |
CNP Assurances | 3,631 | 63,582 | |
Compagnie de St. Gobain | 11,603 | 732,093 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 3,898 | 564,043 | |
Covivio | 1,193 | 106,424 | |
Credit Agricole SA | 26,507 | 410,205 | |
Danone SA | 14,098 | 995,171 | |
Dassault Systemes SA | 3,001 | 696,154 | |
Eiffage SA | 1,930 | 211,430 | |
Essilor International SA | 6,485 | 1,079,048 | |
Eurazeo SA | 839 | 69,902 | |
Gecina SA | 1,011 | 147,863 | |
Getlink SE | 9,797 | 155,829 | |
Kering SA | 1,724 | 1,381,441 | |
Klepierre SA | 4,495 | 119,215 | |
L'Oreal SA | 5,718 | 2,341,352 | |
Natixis SA | 20,275 | 99,063 | |
Orange SA | 45,527 | 566,958 | |
Publicis Groupe SA | 5,108 | 330,759 | |
Schneider Electric SA | 12,330 | 1,967,324 | |
SEB SA | 536 | 97,628 | |
SR Teleperformance SA | 1,338 | 516,525 | |
Total SA | 57,412 | 2,537,485 | |
Ubisoft Entertainment SA (a) | 2,064 | 154,891 | |
Valeo SA | 5,146 | 166,672 | |
Wendel SA | 584 | 77,724 | |
TOTAL FRANCE | 19,566,641 | ||
Germany - 5.3% | |||
adidas AG | 4,345 | 1,341,727 | |
Allianz SE | 9,354 | 2,433,601 | |
BASF AG | 20,902 | 1,685,682 | |
Bayerische Motoren Werke AG (BMW) | 7,555 | 757,522 | |
Beiersdorf AG | 2,222 | 250,798 | |
Commerzbank AG | 22,815 | 150,614 | |
Delivery Hero AG (a)(b) | 2,968 | 471,191 | |
Deutsche Borse AG | 4,352 | 749,773 | |
Deutsche Wohnen AG (Bearer) | 7,789 | 421,395 | |
HeidelbergCement AG | 3,437 | 314,951 | |
Henkel AG & Co. KGaA | 2,401 | 238,722 | |
Merck KGaA | 2,959 | 519,922 | |
MTU Aero Engines AG | 1,174 | 296,262 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3,195 | 924,382 | |
SAP SE | 23,725�� | 3,321,991 | |
Siemens AG | 17,406 | 2,903,929 | |
Symrise AG | 2,947 | 380,522 | |
Telefonica Deutschland Holding AG | 22,374 | 65,042 | |
TOTAL GERMANY | 17,228,026 | ||
Greece - 0.0% | |||
Hellenic Telecommunications Organization SA | 5,531 | 93,826 | |
Hong Kong - 1.4% | |||
BOC Hong Kong (Holdings) Ltd. | 85,500 | 301,593 | |
BYD Electronic International Co. Ltd. | 15,500 | 82,511 | |
China Everbright International Ltd. | 92,962 | 58,522 | |
China Overseas Land and Investment Ltd. | 89,500 | 226,522 | |
China Resources Pharmaceutical Group Ltd. (b) | 48,500 | 32,780 | |
CITIC Pacific Ltd. | 138,000 | 145,324 | |
CSPC Pharmaceutical Group Ltd. | 203,280 | 251,753 | |
Fosun International Ltd. | 67,500 | 97,152 | |
Hang Seng Bank Ltd. | 17,400 | 341,605 | |
Hong Kong & China Gas Co. Ltd. | 243,197 | 390,100 | |
Hong Kong Exchanges and Clearing Ltd. | 27,462 | 1,661,632 | |
Lenovo Group Ltd. | 168,000 | 230,986 | |
MTR Corp. Ltd. | 34,048 | 189,795 | |
PCCW Ltd. | 106,645 | 61,781 | |
Shenzhen Investment Ltd. | 99,284 | 36,427 | |
Sinotruk Hong Kong Ltd. | 17,500 | 43,076 | |
Sun Art Retail Group Ltd. | 48,000 | 44,244 | |
Swire Pacific Ltd. (A Shares) | 11,000 | 89,003 | |
Swire Properties Ltd. | 26,000 | 77,654 | |
Wharf Holdings Ltd. | 36,000 | 109,375 | |
TOTAL HONG KONG | 4,471,835 | ||
Hungary - 0.1% | |||
MOL Hungarian Oil and Gas PLC Series A (For. Reg.) (a) | 9,102 | 62,926 | |
OTP Bank PLC (a) | 4,938 | 222,147 | |
Richter Gedeon PLC | 3,245 | 92,879 | |
TOTAL HUNGARY | 377,952 | ||
India - 3.1% | |||
Adani Green Energy Ltd. (a) | 9,122 | 125,513 | |
Ambuja Cements Ltd. | 16,406 | 68,466 | |
Asian Paints Ltd. | 8,478 | 290,373 | |
Axis Bank Ltd. (a) | 52,627 | 508,042 | |
Berger Paints India Ltd. (a) | 4,438 | 42,190 | |
Bharat Petroleum Corp. Ltd. | 19,204 | 109,382 | |
Bharti Airtel Ltd. | 57,178 | 414,426 | |
Britannia Industries Ltd. | 2,209 | 102,881 | |
Colgate-Palmolive Ltd. | 2,258 | 45,184 | |
Dabur India Ltd. | 11,960 | 86,896 | |
DLF Ltd. | 14,767 | 49,313 | |
Eicher Motors Ltd. | 3,031 | 99,116 | |
Godrej Consumer Products Ltd. (a) | 9,727 | 90,860 | |
Grasim Industries Ltd. | 6,314 | 119,515 | |
Havells India Ltd. | 4,640 | 62,045 | |
HCL Technologies Ltd. | 25,111 | 304,821 | |
Hero Motocorp Ltd. | 2,745 | 104,498 | |
Hindalco Industries Ltd. | 35,213 | 173,271 | |
Hindustan Petroleum Corp. Ltd. | 16,610 | 52,630 | |
Hindustan Unilever Ltd. | 18,854 | 599,252 | |
Housing Development Finance Corp. Ltd. | 39,109 | 1,278,073 | |
Infosys Ltd. | 77,644 | 1,411,413 | |
Lupin Ltd. (a) | 5,328 | 76,947 | |
Mahindra & Mahindra Ltd. | 17,991 | 182,825 | |
Marico Ltd. | 13,782 | 76,573 | |
Nestle India Ltd. | 747 | 164,513 | |
Pidilite Industries Ltd. (a) | 3,375 | 82,754 | |
Piramal Enterprises Ltd. | 2,292 | 52,002 | |
Reliance Industries Ltd. | 65,025 | 1,751,298 | |
Shree Cement Ltd. (a) | 233 | 87,815 | |
Siemens India Ltd. | 1,329 | 33,765 | |
Tata Consultancy Services Ltd. | 21,394 | 876,979 | |
Tech Mahindra Ltd. | 14,918 | 193,468 | |
Titan Co. Ltd. | 8,448 | 170,164 | |
UPL Ltd. | 10,853 | 88,943 | |
Wipro Ltd. | 26,569 | 175,761 | |
TOTAL INDIA | 10,151,967 | ||
Indonesia - 0.4% | |||
PT Bank Central Asia Tbk | 227,200 | 503,709 | |
PT Bank Mandiri (Persero) Tbk | 414,900 | 176,648 | |
PT Bank Negara Indonesia (Persero) Tbk | 169,700 | 66,964 | |
PT Bank Rakyat Indonesia Tbk | 1,285,300 | 360,364 | |
PT Barito Pacific Tbk (a) | 664,000 | 45,967 | |
PT Indah Kiat Pulp & Paper Tbk | 63,000 | 39,688 | |
PT Indofood Sukses Makmur Tbk | 77,100 | 34,827 | |
PT Kalbe Farma Tbk | 492,100 | 49,057 | |
PT Perusahaan Gas Negara Tbk Series B | 166,300 | 14,103 | |
PT Unilever Indonesia Tbk | 188,900 | 78,463 | |
TOTAL INDONESIA | 1,369,790 | ||
Ireland - 0.6% | |||
CRH PLC | 17,847 | 842,097 | |
DCC PLC (United Kingdom) | 2,193 | 190,320 | |
Kerry Group PLC Class A | 3,621 | 469,291 | |
Kingspan Group PLC (Ireland) | 3,528 | 314,128 | |
TOTAL IRELAND | 1,815,836 | ||
Isle of Man - 0.0% | |||
NEPI Rockcastle PLC | 8,880 | 59,823 | |
Israel - 0.2% | |||
Bank Hapoalim BM (Reg.) (a) | 25,329 | 201,955 | |
Bank Leumi le-Israel BM (a) | 33,255 | 234,234 | |
Mizrahi Tefahot Bank Ltd. (a) | 2,972 | 83,716 | |
TOTAL ISRAEL | 519,905 | ||
Italy - 1.0% | |||
Assicurazioni Generali SpA | 24,697 | 495,410 | |
Enel SpA | 184,776 | 1,834,702 | |
Intesa Sanpaolo SpA | 375,408 | 1,046,606 | |
TOTAL ITALY | 3,376,718 | ||
Japan - 15.0% | |||
AEON Co. Ltd. | 15,200 | 414,805 | |
Ajinomoto Co., Inc. | 10,300 | 206,066 | |
Ana Holdings, Inc. (a) | 3,200 | 73,346 | |
Asahi Kasei Corp. | 29,000 | 305,549 | |
Astellas Pharma, Inc. | 42,800 | 644,186 | |
Bridgestone Corp. | 12,300 | 492,608 | |
Capcom Co. Ltd. | 3,800 | 123,433 | |
Casio Computer Co. Ltd. | 4,200 | 74,208 | |
Central Japan Railway Co. | 3,300 | 482,665 | |
Chugai Pharmaceutical Co. Ltd. | 15,400 | 577,870 | |
CyberAgent, Inc. | 9,500 | 195,407 | |
Dai Nippon Printing Co. Ltd. | 5,300 | 105,282 | |
Dai-ichi Mutual Life Insurance Co. | 24,800 | 446,010 | |
Daifuku Co. Ltd. | 2,300 | 227,706 | |
Daiichi Sankyo Kabushiki Kaisha | 38,900 | 991,987 | |
Daikin Industries Ltd. | 5,700 | 1,149,774 | |
Daiwa House Industry Co. Ltd. | 12,500 | 370,002 | |
DENSO Corp. | 9,900 | 639,437 | |
East Japan Railway Co. | 6,900 | 472,185 | |
Eisai Co. Ltd. | 5,800 | 378,335 | |
ENEOS Holdings, Inc. | 71,400 | 307,839 | |
Fast Retailing Co. Ltd. | 1,300 | 1,067,097 | |
Fujitsu Ltd. | 4,500 | 716,648 | |
Hankyu Hanshin Holdings, Inc. | 5,000 | 157,379 | |
Hino Motors Ltd. | 6,000 | 50,233 | |
Hirose Electric Co. Ltd. | 700 | 111,511 | |
Hitachi Construction Machinery Co. Ltd. | 2,200 | 67,536 | |
Hitachi Metals Ltd. | 5,100 | 98,929 | |
Honda Motor Co. Ltd. | 37,200 | 1,109,298 | |
Hulic Co. Ltd. | 6,400 | 72,848 | |
INPEX Corp. | 24,200 | 165,186 | |
Isuzu Motors Ltd. | 13,300 | 134,594 | |
Japan Retail Fund Investment Corp. | 164 | 161,614 | |
JFE Holdings, Inc. | 11,100 | 146,050 | |
Kajima Corp. | 9,500 | 131,256 | |
Kansai Paint Co. Ltd. | 3,800 | 95,721 | |
Kao Corp. | 11,100 | 711,663 | |
KDDI Corp. | 36,800 | 1,112,444 | |
Keio Corp. | 2,300 | 149,419 | |
Keyence Corp. | 4,200 | 2,018,337 | |
Kikkoman Corp. | 3,400 | 208,747 | |
Kobayashi Pharmaceutical Co. Ltd. | 1,200 | 107,055 | |
Kobe Bussan Co. Ltd. | 2,700 | 72,188 | |
Komatsu Ltd. | 20,100 | 591,033 | |
Konami Holdings Corp. | 2,000 | 119,316 | |
Kubota Corp. | 23,500 | 552,612 | |
Kuraray Co. Ltd. | 6,700 | 72,769 | |
Kurita Water Industries Ltd. | 2,100 | 96,843 | |
Kyushu Railway Co. | 3,100 | 69,551 | |
Lawson, Inc. | 1,200 | 53,802 | |
Marubeni Corp. | 36,700 | 305,111 | |
Marui Group Co. Ltd. | 4,200 | 78,628 | |
Mazda Motor Corp. | 12,300 | 95,213 | |
Mercari, Inc. (a) | 2,000 | 98,820 | |
Mitsubishi Chemical Holdings Corp. | 28,300 | 210,651 | |
Mitsubishi Estate Co. Ltd. | 26,900 | 441,934 | |
Mitsubishi UFJ Lease & Finance Co. Ltd. | 16,500 | 94,510 | |
Mitsui Chemicals, Inc. | 4,000 | 125,904 | |
Mitsui Fudosan Co. Ltd. | 20,900 | 453,225 | |
Miura Co. Ltd. | 1,900 | 99,616 | |
Mizuho Financial Group, Inc. | 55,290 | 776,559 | |
MS&AD Insurance Group Holdings, Inc. | 10,300 | 291,687 | |
Murata Manufacturing Co. Ltd. | 13,100 | 1,041,547 | |
Nabtesco Corp. | 2,400 | 107,933 | |
Nagoya Railroad Co. Ltd. | 4,100 | 94,012 | |
NEC Corp. | 5,900 | 343,343 | |
NGK Insulators Ltd. | 5,548 | 101,071 | |
NGK Spark Plug Co. Ltd. | 3,300 | 55,075 | |
Nintendo Co. Ltd. | 2,499 | 1,433,560 | |
Nippon Building Fund, Inc. | 35 | 229,939 | |
Nippon Express Co. Ltd. | 1,600 | 122,244 | |
Nippon Paint Holdings Co. Ltd. | 16,800 | 240,110 | |
Nippon Prologis REIT, Inc. | 49 | 157,370 | |
Nippon Shinyaku Co. Ltd. | 1,000 | 67,344 | |
Nippon Yusen KK | 3,300 | 129,536 | |
Nissin Food Holdings Co. Ltd. | 1,300 | 92,186 | |
Nitori Holdings Co. Ltd. | 1,800 | 322,976 | |
Nitto Denko Corp. | 3,700 | 306,725 | |
Nomura Real Estate Holdings, Inc. | 2,700 | 66,456 | |
Nomura Real Estate Master Fund, Inc. | 98 | 154,949 | |
Nomura Research Institute Ltd. | 7,000 | 215,528 | |
NSK Ltd. | 7,400 | 68,116 | |
Obayashi Corp. | 14,000 | 127,715 | |
Odakyu Electric Railway Co. Ltd. | 6,900 | 186,563 | |
OMRON Corp. | 4,300 | 326,169 | |
Ono Pharmaceutical Co. Ltd. | 8,300 | 208,924 | |
Oriental Land Co. Ltd. | 4,600 | 651,340 | |
ORIX Corp. | 30,100 | 484,040 | |
Osaka Gas Co. Ltd. | 8,000 | 154,305 | |
Otsuka Corp. | 2,300 | 115,958 | |
Panasonic Corp. | 50,600 | 594,145 | |
Rakuten Group, Inc. | 19,900 | 252,915 | |
Recruit Holdings Co. Ltd. | 30,900 | 1,393,204 | |
Resona Holdings, Inc. | 51,100 | 209,936 | |
ROHM Co. Ltd. | 2,000 | 198,188 | |
Santen Pharmaceutical Co. Ltd. | 7,700 | 98,637 | |
SCSK Corp. | 1,200 | 69,613 | |
Secom Co. Ltd. | 4,800 | 398,617 | |
Sega Sammy Holdings, Inc. | 3,800 | 54,554 | |
Sekisui Chemical Co. Ltd. | 7,700 | 134,005 | |
Sekisui House Ltd. | 13,700 | 276,908 | |
Seven & i Holdings Co. Ltd. | 17,300 | 743,826 | |
SG Holdings Co. Ltd. | 7,400 | 168,191 | |
Sharp Corp. | 4,600 | 77,740 | |
Shimadzu Corp. | 4,900 | 171,493 | |
SHIMIZU Corp. | 11,800 | 96,633 | |
Shin-Etsu Chemical Co. Ltd. | 8,100 | 1,367,417 | |
Shionogi & Co. Ltd. | 6,200 | 326,859 | |
Shiseido Co. Ltd. | 9,200 | 667,377 | |
SoftBank Corp. | 65,000 | 838,297 | |
Sohgo Security Services Co., Ltd. | 1,500 | 65,743 | |
Sompo Holdings, Inc. | 7,400 | 274,902 | |
Sony Group Corp. | 28,700 | 2,869,395 | |
Stanley Electric Co. Ltd. | 3,000 | 85,918 | |
Sumitomo Chemical Co. Ltd. | 33,200 | 169,205 | |
Sumitomo Metal Mining Co. Ltd. | 5,500 | 233,457 | |
Sumitomo Mitsui Trust Holdings, Inc. | 7,600 | 258,688 | |
Suntory Beverage & Food Ltd. | 3,000 | 101,290 | |
Sysmex Corp. | 3,900 | 389,857 | |
T&D Holdings, Inc. | 12,000 | 147,022 | |
Taisei Corp. | 4,500 | 165,935 | |
Takeda Pharmaceutical Co. Ltd. | 36,000 | 1,202,418 | |
TDK Corp. | 3,000 | 407,631 | |
Teijin Ltd. | 4,000 | 65,807 | |
Tobu Railway Co. Ltd. | 4,600 | 118,272 | |
Toho Gas Co. Ltd. | 1,800 | 99,973 | |
Tokyo Century Corp. | 1,000 | 61,762 | |
Tokyo Electron Ltd. | 3,400 | 1,503,230 | |
Tokyo Gas Co. Ltd. | 8,300 | 168,066 | |
Tokyu Corp. | 11,900 | 152,983 | |
Toppan Printing Co. Ltd. | 5,700 | 97,164 | |
Toray Industries, Inc. | 32,300 | 200,733 | |
Toto Ltd. | 3,100 | 160,829 | |
Toyo Suisan Kaisha Ltd. | 1,800 | 73,374 | |
Toyoda Gosei Co. Ltd. | 1,500 | 36,646 | |
Toyota Tsusho Corp. | 4,900 | 207,137 | |
Unicharm Corp. | 9,300 | 361,142 | |
USS Co. Ltd. | 4,700 | 85,193 | |
West Japan Railway Co. | 3,800 | 209,732 | |
Yakult Honsha Co. Ltd. | 2,900 | 141,166 | |
Yamada Holdings Co. Ltd. | 16,200 | 80,637 | |
Yamaha Corp. | 3,000 | 163,327 | |
Yamaha Motor Co. Ltd. | 6,200 | 154,816 | |
Yaskawa Electric Corp. | 5,600 | 258,249 | |
Yokogawa Electric Corp. | 4,800 | 87,137 | |
Z Holdings Corp. | 61,500 | 284,175 | |
ZOZO, Inc. | 2,400 | 81,032 | |
TOTAL JAPAN | 48,939,869 | ||
Korea (South) - 2.1% | |||
AMOREPACIFIC Corp. | 685 | 165,694 | |
AMOREPACIFIC Group, Inc. | 797 | 52,384 | |
BGF Retail Co. Ltd. | 155 | 21,207 | |
CJ CheilJedang Corp. | 177 | 62,599 | |
CJ Corp. | 313 | 26,730 | |
Doosan Bobcat, Inc. | 1,258 | 51,354 | |
GS Engineering & Construction Corp. | 1,436 | 56,694 | |
GS Holdings Corp. | 943 | 36,302 | |
GS Retail Co. Ltd. | 822 | 26,315 | |
Hana Financial Group, Inc. | 6,930 | 282,894 | |
Hankook Tire Co. Ltd. | 1,584 | 68,132 | |
Hanwha Solutions Corp. | 2,805 | 115,508 | |
Hyundai Fire & Marine Insurance Co. Ltd. | 1,621 | 35,296 | |
Hyundai Robotics Co. Ltd. | 1,142 | 71,893 | |
KB Financial Group, Inc. | 9,043 | 442,814 | |
Korea Gas Corp. | 396 | 12,359 | |
LG Chemical Ltd. | 992 | 826,755 | |
LG Corp. (c) | 2,174 | 245,923 | |
LG Display Co. Ltd. (a) | 5,031 | 109,323 | |
LG Electronics, Inc. | 2,437 | 343,230 | |
LG Household & Health Care Ltd. | 220 | 302,769 | |
LG Innotek Co. Ltd. | 321 | 57,697 | |
Lotte Chemical Corp. | 378 | 102,758 | |
Lotte Confectionery Co. Ltd. | 369 | 12,077 | |
NAVER Corp. | 2,821 | 906,883 | |
S-Oil Corp. | 1,024 | 79,757 | |
Samsung Card Co. Ltd. | 387 | 12,216 | |
Samsung Electro-Mechanics Co. Ltd. | 1,305 | 208,888 | |
Samsung Fire & Marine Insurance Co. Ltd. | 661 | 117,035 | |
Samsung SDI Co. Ltd. | 1,256 | 734,542 | |
Shinhan Financial Group Co. Ltd. | 9,688 | 346,297 | |
SK Holdings Co., Ltd. | 812 | 200,408 | |
SK Innovation Co., Ltd. | 1,268 | 306,716 | |
SK Telecom Co. Ltd. | 910 | 246,546 | |
Woori Financial Group, Inc. | 12,095 | 115,728 | |
Yuhan Corp. | 1,108 | 63,709 | |
TOTAL KOREA (SOUTH) | 6,867,432 | ||
Luxembourg - 0.1% | |||
Globant SA (a) | 835 | 191,365 | |
SES SA (France) (depositary receipt) | 7,864 | 59,601 | |
Tenaris SA | 10,733 | 115,090 | |
TOTAL LUXEMBOURG | 366,056 | ||
Malaysia - 0.6% | |||
AMMB Holdings Bhd | 39,400 | 28,669 | |
Axiata Group Bhd | 63,904 | 60,385 | |
CIMB Group Holdings Bhd | 145,487 | 147,068 | |
Dialog Group Bhd | 95,200 | 70,665 | |
DiGi.com Bhd | 73,300 | 74,991 | |
Fraser & Neave Holdings Bhd | 2,100 | 15,383 | |
Hap Seng Consolidated Bhd | 16,200 | 31,763 | |
Hartalega Holdings Bhd | 36,000 | 90,363 | |
IHH Healthcare Bhd | 49,700 | 65,288 | |
Kossan Rubber Industries Bhd | 25,400 | 27,537 | |
Kuala Lumpur Kepong Bhd | 9,100 | 48,883 | |
Malayan Banking Bhd | 86,144 | 173,108 | |
Malaysia Airports Holdings Bhd | 25,700 | 37,588 | |
Maxis Bhd | 63,800 | 71,659 | |
MISC Bhd | 24,200 | 40,063 | |
Nestle (Malaysia) Bhd | 1,500 | 49,701 | |
Petronas Dagangan Bhd | 7,600 | 37,411 | |
Petronas Gas Bhd | 14,300 | 54,958 | |
PPB Group Bhd | 11,300 | 51,044 | |
Press Metal Bhd | 67,000 | 85,069 | |
Public Bank Bhd | 333,600 | 338,039 | |
QL Resources Bhd | 31,700 | 46,828 | |
RHB Capital Bhd | 35,400 | 45,033 | |
Sime Darby Bhd | 65,900 | 36,365 | |
Supermax Corp. Bhd | 35,364 | 52,068 | |
Telekom Malaysia Bhd | 25,600 | 35,692 | |
Top Glove Corp. Bhd | 109,200 | 150,648 | |
Westports Holdings Bhd | 11,900 | 12,494 | |
TOTAL MALAYSIA | 1,978,763 | ||
Mexico - 0.3% | |||
Arca Continental S.A.B. de CV | 12,400 | 66,392 | |
CEMEX S.A.B. de CV unit (a) | 338,100 | 268,551 | |
Coca-Cola FEMSA S.A.B. de CV unit | 10,275 | 48,101 | |
Fomento Economico Mexicano S.A.B. de CV unit | 45,400 | 351,622 | |
Gruma S.A.B. de CV Series B | 5,835 | 63,454 | |
Grupo Aeroportuario del Sureste S.A.B. de CV Series B | 4,705 | 79,576 | |
Grupo Bimbo S.A.B. de CV Series A | 35,900 | 71,846 | |
Industrias Penoles SA de CV (a) | 3,310 | 42,626 | |
Infraestructura Energetica Nova S.A.B. de CV (a) | 9,600 | 41,121 | |
Kimberly-Clark de Mexico SA de CV Series A | 36,600 | 63,237 | |
TOTAL MEXICO | 1,096,526 | ||
Multi-National - 0.0% | |||
HKT Trust/HKT Ltd. unit | 87,000 | 126,338 | |
Netherlands - 4.2% | |||
AEGON NV | 42,201 | 195,573 | |
Akzo Nobel NV | 4,418 | 530,729 | |
ASML Holding NV (Netherlands) | 9,683 | 6,285,642 | |
CNH Industrial NV | 23,444 | 348,655 | |
ING Groep NV (Certificaten Van Aandelen) | 88,987 | 1,136,808 | |
JDE Peet's BV | 1,540 | 59,839 | |
Koninklijke Ahold Delhaize NV | 25,245 | 679,391 | |
Koninklijke DSM NV | 3,912 | 701,718 | |
Koninklijke KPN NV | 83,502 | 288,050 | |
Koninklijke Philips Electronics NV | 20,717 | 1,171,405 | |
Koninklijke Vopak NV | 1,667 | 76,358 | |
NN Group NV | 6,577 | 328,702 | |
Prosus NV | 11,111 | 1,205,896 | |
Unibail-Rodamco SE & WFD Unibail-Rodamco NV unit | 3,175 | 261,818 | |
Wolters Kluwer NV | 6,060 | 548,317 | |
Wolters Kluwer NV rights (a)(d) | 5,818 | 6,225 | |
TOTAL NETHERLANDS | 13,825,126 | ||
New Zealand - 0.3% | |||
Auckland International Airport Ltd. | 27,510 | 149,418 | |
Fisher & Paykel Healthcare Corp. | 13,396 | 344,623 | |
Mercury Nz Ltd. | 15,531 | 77,131 | |
Meridian Energy Ltd. | 28,101 | 107,181 | |
Ryman Healthcare Group Ltd. | 8,938 | 90,760 | |
Spark New Zealand Ltd. | 44,489 | 140,080 | |
TOTAL NEW ZEALAND�� | 909,193 | ||
Norway - 0.3% | |||
Mowi ASA | 10,004 | 247,095 | |
Norsk Hydro ASA | 31,231 | 198,872 | |
Orkla ASA | 16,780 | 171,267 | |
Schibsted ASA (B Shares) | 2,272 | 99,625 | |
Telenor ASA | 15,567 | 277,621 | |
TOTAL NORWAY | 994,480 | ||
Philippines - 0.3% | |||
Ayala Corp. | 6,080 | 93,248 | |
Ayala Land, Inc. | 197,800 | 131,826 | |
Bank of the Philippine Islands (BPI) | 37,642 | 64,509 | |
BDO Unibank, Inc. | 42,280 | 90,222 | |
JG Summit Holdings, Inc. | 70,533 | 77,007 | |
Manila Electric Co. | 5,160 | 29,135 | |
Metropolitan Bank & Trust Co. | 35,757 | 32,564 | |
PUREGOLD Price Club, Inc. | 32,900 | 25,399 | |
SM Investments Corp. | 5,085 | 101,142 | |
SM Prime Holdings, Inc. | 242,800 | 173,123 | |
Universal Robina Corp. | 22,980 | 65,114 | |
TOTAL PHILIPPINES | 883,289 | ||
Poland - 0.3% | |||
Bank Polska Kasa Opieki SA (a) | 4,104 | 86,621 | |
CD Projekt RED SA | 1,386 | 63,452 | |
Cyfrowy Polsat SA | 5,000 | 38,922 | |
KGHM Polska Miedz SA (Bearer) (a) | 3,136 | 160,927 | |
Orange Polska SA (a) | 16,605 | 29,841 | |
Polski Koncern Naftowy Orlen SA | 6,406 | 112,707 | |
Powszechna Kasa Oszczednosci Bank SA (a) | 20,978 | 195,109 | |
Powszechny Zaklad Ubezpieczen SA (a) | 12,783 | 110,126 | |
Santander Bank Polska SA (a) | 862 | 51,008 | |
TOTAL POLAND | 848,713 | ||
Portugal - 0.1% | |||
Galp Energia SGPS SA Class B | 11,802 | 135,898 | |
Jeronimo Martins SGPS SA | 5,828 | 106,432 | |
TOTAL PORTUGAL | 242,330 | ||
Qatar - 0.2% | |||
Ooredoo QSC (a) | 15,136 | 29,557 | |
Qatar Fuel Co. | 12,646 | 63,213 | |
Qatar National Bank SAQ (a) | 104,601 | 514,243 | |
The Commercial Bank of Qatar (a) | 45,756 | 67,861 | |
TOTAL QATAR | 674,874 | ||
Russia - 0.6% | |||
Gazprom OAO | 269,840 | 822,707 | |
Lukoil PJSC | 9,598 | 740,146 | |
Mobile TeleSystems OJSC sponsored ADR | 9,896 | 83,819 | |
Moscow Exchange MICEX-RTS OAO | 32,940 | 77,506 | |
Novolipetsk Steel OJSC | 25,570 | 90,316 | |
PhosAgro OJSC GDR (Reg. S) | 2,888 | 53,053 | |
Polyus PJSC | 720 | 132,789 | |
TOTAL RUSSIA | 2,000,336 | ||
Saudi Arabia - 0.4% | |||
Almarai Co. Ltd. | 4,932 | 70,754 | |
Bank Albilad | 8,526 | 85,142 | |
Banque Saudi Fransi | 12,839 | 133,518 | |
Saudi Arabian Mining Co. (a) | 10,245 | 156,535 | |
Saudi Basic Industries Corp. | 20,584 | 680,608 | |
The Savola Group | 5,691 | 60,625 | |
TOTAL SAUDI ARABIA | 1,187,182 | ||
Singapore - 0.9% | |||
Ascendas Real Estate Investment Trust | 71,356 | 166,761 | |
BOC Aviation Ltd. Class A (b) | 4,800 | 43,318 | |
CapitaLand Ltd. | 61,401 | 171,641 | |
CapitaMall Trust | 107,930 | 174,375 | |
City Developments Ltd. | 8,600 | 50,989 | |
DBS Group Holdings Ltd. | 41,276 | 927,721 | |
Keppel Corp. Ltd. | 32,200 | 131,147 | |
Singapore Airlines Ltd. (a) | 29,800 | 112,940 | |
Singapore Exchange Ltd. | 20,700 | 162,551 | |
Singapore Telecommunications Ltd. | 181,500 | 340,973 | |
United Overseas Bank Ltd. | 27,100 | 541,491 | |
UOL Group Ltd. | 8,600 | 49,761 | |
TOTAL SINGAPORE | 2,873,668 | ||
South Africa - 1.8% | |||
Absa Group Ltd. | 17,272 | 145,834 | |
Anglo American Platinum Ltd. | 1,240 | 169,707 | |
Aspen Pharmacare Holdings Ltd. (a) | 8,919 | 99,322 | |
Bidcorp Ltd. | 7,960 | 156,933 | |
Bidvest Group Ltd. | 6,146 | 70,980 | |
Capitec Bank Holdings Ltd. | 1,605 | 164,501 | |
Clicks Group Ltd. | 5,955 | 99,452 | |
FirstRand Ltd. | 105,508 | 371,324 | |
Gold Fields Ltd. | 19,646 | 184,356 | |
Growthpoint Properties Ltd. | 65,468 | 65,547 | |
Impala Platinum Holdings Ltd. | 18,010 | 336,536 | |
Kumba Iron Ore Ltd. | 1,343 | 60,964 | |
Mr Price Group Ltd. | 5,392 | 67,615 | |
MTN Group Ltd. | 37,580 | 237,413 | |
MultiChoice Group Ltd. | 10,625 | 91,425 | |
Naspers Ltd. Class N | 9,922 | 2,258,049 | |
Nedbank Group Ltd. | 9,056 | 92,330 | |
Northam Platinum Ltd. (a) | 8,373 | 144,331 | |
Old Mutual Ltd. | 97,478 | 85,026 | |
Old Mutual Ltd. | 29 | 25 | |
Remgro Ltd. | 10,857 | 82,334 | |
Sanlam Ltd. | 38,083 | 147,106 | |
Shoprite Holdings Ltd. | 12,146 | 121,096 | |
Spar Group Ltd. | 4,200 | 53,131 | |
Standard Bank Group Ltd. | 29,241 | 237,940 | |
Vodacom Group Ltd. | 13,336 | 115,617 | |
Woolworths Holdings Ltd. (a) | 21,346 | 72,358 | |
TOTAL SOUTH AFRICA | 5,731,252 | ||
Spain - 1.6% | |||
Banco Bilbao Vizcaya Argentaria SA | 152,471 | 856,141 | |
CaixaBank SA | 103,129 | 329,906 | |
Iberdrola SA | 138,802 | 1,875,765 | |
Industria de Diseno Textil SA | 24,905 | 886,883 | |
Naturgy Energy Group SA | 6,309 | 161,788 | |
Red Electrica Corporacion SA | 9,446 | 173,470 | |
Repsol SA | 34,551 | 412,411 | |
Telefonica SA | 115,991 | 537,540 | |
TOTAL SPAIN | 5,233,904 | ||
Sweden - 2.0% | |||
ASSA ABLOY AB (B Shares) | 22,762 | 648,803 | |
Atlas Copco AB: | |||
(A Shares) | 15,240 | 923,522 | |
(B Shares) | 8,918 | 462,990 | |
Boliden AB | 6,094 | 237,409 | |
Electrolux AB (B Shares) | 4,921 | 138,116 | |
Essity AB (B Shares) | 13,816 | 450,929 | |
H&M Hennes & Mauritz AB (B Shares) | 18,403 | 453,904 | |
Husqvarna AB (B Shares) | 9,424 | 131,193 | |
ICA Gruppen AB | 2,186 | 100,707 | |
Kinnevik AB (B Shares) | 5,326 | 294,437 | |
Latour Investment AB (B Shares) | 3,114 | 95,272 | |
Sandvik AB | 25,798 | 637,823 | |
Skandinaviska Enskilda Banken AB (A Shares) | 36,928 | 473,948 | |
Skanska AB (B Shares) | 7,777 | 210,925 | |
SKF AB (B Shares) | 8,891 | 229,586 | |
Svenska Cellulosa AB SCA (B Shares) | 13,483 | 236,515 | |
Svenska Handelsbanken AB (A Shares) | 35,422 | 410,196 | |
Tele2 AB (B Shares) | 11,770 | 152,034 | |
Telia Co. AB | 57,043 | 236,108 | |
TOTAL SWEDEN | 6,524,417 | ||
Switzerland - 5.0% | |||
ABB Ltd. (Reg.) | 42,229 | 1,371,690 | |
Adecco SA (Reg.) | 3,604 | 244,042 | |
Alcon, Inc. (Switzerland) | 11,193 | 839,552 | |
Clariant AG (Reg.) | 4,610 | 96,491 | |
Coca-Cola HBC AG | 4,377 | 151,242 | |
Compagnie Financiere Richemont SA Series A | 11,882 | 1,219,411 | |
Givaudan SA | 210 | 879,321 | |
Kuehne & Nagel International AG | 1,228 | 367,089 | |
Lindt & Spruengli AG | 2 | 197,536 | |
Lindt & Spruengli AG (participation certificate) | 27 | 250,413 | |
Lonza Group AG | 1,702 | 1,081,986 | |
Roche Holding AG (participation certificate) | 15,993 | 5,216,210 | |
SGS SA (Reg.) | 137 | 405,037 | |
Sika AG | 3,229 | 963,131 | |
Sonova Holding AG Class B | 1,265 | 374,132 | |
Straumann Holding AG | 239 | 341,391 | |
Swiss Re Ltd. | 6,553 | 609,054 | |
Swisscom AG | 569 | 308,596 | |
Zurich Insurance Group Ltd. | 3,413 | 1,400,212 | |
TOTAL SWITZERLAND | 16,316,536 | ||
Taiwan - 6.4% | |||
Accton Technology Corp. | 11,000 | 125,174 | |
Acer, Inc. | 66,000 | 81,009 | |
Advantech Co. Ltd. | 8,399 | 106,997 | |
ASE Technology Holding Co. Ltd. | 75,000 | 313,271 | |
AU Optronics Corp. (a) | 201,000 | 235,200 | |
Catcher Technology Co. Ltd. | 17,000 | 120,147 | |
Cathay Financial Holding Co. Ltd. | 183,547 | 343,514 | |
Cheng Shin Rubber Industry Co. Ltd. | 40,000 | 77,438 | |
Chicony Electronics Co. Ltd. | 17,010 | 51,435 | |
China Steel Corp. | 265,000 | 372,678 | |
Chunghwa Telecom Co. Ltd. | 86,000 | 350,414 | |
Compal Electronics, Inc. | 102,000 | 91,251 | |
CTBC Financial Holding Co. Ltd. | 396,000 | 323,092 | |
Delta Electronics, Inc. | 45,000 | 487,118 | |
E.SUN Financial Holdings Co. Ltd. | 260,958 | 251,666 | |
Evergreen Marine Corp. (Taiwan) (a) | 53,894 | 152,357 | |
Far Eastern Textile Ltd. | 68,000 | 80,909 | |
Far EasTone Telecommunications Co. Ltd. | 36,000 | 83,865 | |
First Financial Holding Co. Ltd. | 236,948 | 194,171 | |
Fubon Financial Holding Co. Ltd. | 150,000 | 344,605 | |
HIWIN Technologies Corp. | 6,282 | 95,539 | |
Hotai Motor Co. Ltd. | 7,000 | 151,297 | |
Hua Nan Financial Holdings Co. Ltd. | 171,560 | 116,645 | |
Innolux Corp. | 191,000 | 205,729 | |
Inventec Corp. | 77,000 | 74,809 | |
Lite-On Technology Corp. | 54,000 | 123,478 | |
MediaTek, Inc. | 34,000 | 1,441,761 | |
Micro-Star International Co. Ltd. | 15,000 | 99,034 | |
Nan Ya Plastics Corp. | 119,000 | 375,588 | |
President Chain Store Corp. | 13,000 | 126,069 | |
Quanta Computer, Inc. | 68,000 | 239,442 | |
Ruentex Development Co. Ltd. | 11,600 | 22,042 | |
Sinopac Holdings Co. | 239,720 | 114,091 | |
Taishin Financial Holdings Co. Ltd. | 203,980 | 102,921 | |
Taiwan Business Bank | 105,120 | 38,369 | |
Taiwan High Speed Rail Corp. | 36,000 | 40,515 | |
Taiwan Mobile Co. Ltd. | 36,000 | 128,824 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 561,000 | 11,809,378 | |
Unified-President Enterprises Corp. | 111,000 | 298,304 | |
United Microelectronics Corp. | 270,000 | 538,287 | |
Vanguard International Semiconductor Corp. | 21,000 | 89,801 | |
Win Semiconductors Corp. | 8,000 | 104,920 | |
Wistron Corp. | 59,264 | 69,348 | |
Yageo Corp. | 9,000 | 174,879 | |
Yuanta Financial Holding Co. Ltd. | 210,280 | 195,644 | |
TOTAL TAIWAN | 20,963,025 | ||
Thailand - 0.8% | |||
Advanced Info Service PCL (For. Reg.) | 17,300 | 94,970 | |
Advanced Information Service PCL NVDR | 11,900 | 65,326 | |
Airports of Thailand PCL: | |||
(depositary receipt) | 33,800 | 67,274 | |
(For. Reg.) | 66,100 | 131,563 | |
B. Grimm Power PCL: | |||
unit | 7,400 | 10,156 | |
(For. Reg.) | 13,000 | 17,841 | |
Bangkok Dusit Medical Services PCL: | |||
unit | 78,500 | 54,685 | |
(For. Reg.) | 142,500 | 99,270 | |
Berli Jucker PCL unit | 28,100 | 32,024 | |
BTS Group Holdings PCL: | |||
unit | 105,500 | 30,312 | |
(For. Reg.) | 108,233 | 31,097 | |
Bumrungrad Hospital PCL: | |||
NVDR | 4,600 | 19,788 | |
(For. Reg.) | 6,200 | 26,671 | |
Central Pattana PCL: | |||
unit | 24,000 | 40,257 | |
(For. Reg.) | 31,400 | 52,669 | |
Charoen Pokphand Foods PCL: | |||
unit | 31,100 | 28,953 | |
(For. Reg.) | 53,600 | 49,900 | |
CP ALL PCL: | |||
unit | 42,900 | 86,075 | |
(For. Reg.) | 85,500 | 171,549 | |
Energy Absolute PCL: | |||
unit | 15,400 | 30,157 | |
(For. Reg.) | 20,900 | 40,928 | |
Gulf Energy Development PCL: | |||
unit | 18,100 | 20,047 | |
(For. Reg.) | 43,300 | 47,957 | |
Home Product Center PCL: | |||
unit | 63,800 | 28,879 | |
(For. Reg.) | 78,800 | 35,669 | |
Indorama Ventures PCL: | |||
unit | 16,200 | 24,963 | |
(For. Reg.) | 25,100 | 38,677 | |
Intouch Holdings PCL: | |||
(For. Reg.) | 35,100 | 71,834 | |
NVDR | 11,200 | 22,921 | |
Kasikornbank PCL: | |||
NVDR | 13,100 | 55,512 | |
(For. Reg.) | 26,300 | 111,448 | |
Land & House PCL: | |||
NVDR | 99,300 | 27,574 | |
(For. Reg.) | 123,700 | 34,350 | |
Minor International PCL: | |||
unit | 28,100 | 27,063 | |
warrants 9/30/21 (a) | 530 | 11 | |
warrants 7/31/23 (a) | 1,453 | 466 | |
(For. Reg.) | 45,575 | 43,892 | |
Muangthai Leasing PCL | 10,200 | 20,957 | |
Muangthai Leasing PCL unit | 3,600 | 7,396 | |
Osotspa PCL unit | 26,400 | 30,299 | |
PTT Exploration and Production PCL: | |||
(For. Reg.) | 20,200 | 77,169 | |
NVDR | 8,300 | 31,708 | |
PTT Global Chemical PCL: | |||
(For. Reg.) | 38,500 | 83,736 | |
NVDR | 16,700 | 36,322 | |
Siam Cement PCL: | |||
(For. Reg.) | 11,200 | 166,112 | |
NVDR unit | 6,000 | 88,989 | |
Siam Commercial Bank PCL: | |||
unit | 8,400 | 28,315 | |
(For. Reg.) | 11,400 | 38,427 | |
Thai Oil PCL: | |||
(For. Reg.) | 17,300 | 32,906 | |
NVDR | 5,100 | 9,701 | |
Thai Union Frozen Products PCL (For. Reg.) | 42,700 | 20,699 | |
Total Access Communication PCL: | |||
(For. Reg.) | 6,300 | 6,624 | |
NVDR | 11,700 | 12,301 | |
True Corp. PCL (For. Reg.) | 156,800 | 16,410 | |
TOTAL THAILAND | 2,480,799 | ||
Turkey - 0.1% | |||
Koc Holding A/S | 13,933 | 30,815 | |
Turk Hava Yollari AO (a) | 8,093 | 11,956 | |
Turkcell Iletisim Hizmet A/S | 29,754 | 53,335 | |
Turkiye Garanti Bankasi A/S | 50,328 | 43,831 | |
Turkiye Is Bankasi A/S Series C | 35,452 | 20,855 | |
TOTAL TURKEY | 160,792 | ||
United Arab Emirates - 0.3% | |||
Abu Dhabi Commercial Bank PJSC | 65,540 | 111,876 | |
Aldar Properties PJSC | 83,733 | 80,014 | |
Dubai Islamic Bank Pakistan Ltd. | 34,808 | 42,170 | |
Emirates NBD Bank PJSC | 59,194 | 200,636 | |
Emirates Telecommunications Corp. | 38,992 | 224,834 | |
First Abu Dhabi Bank PJSC | 62,458 | 242,136 | |
TOTAL UNITED ARAB EMIRATES | 901,666 | ||
United Kingdom - 6.8% | |||
3i Group PLC | 22,642 | 400,878 | |
Associated British Foods PLC | 8,153 | 259,874 | |
Aviva PLC | 89,726 | 496,036 | |
Barratt Developments PLC | 22,625 | 241,221 | |
Berkeley Group Holdings PLC | 2,974 | 190,042 | |
British Land Co. PLC | 20,812 | 149,001 | |
BT Group PLC (a) | 204,902 | 466,775 | |
Burberry Group PLC (a) | 8,951 | 254,776 | |
Coca-Cola European Partners PLC | 4,709 | 267,565 | |
Compass Group PLC (a) | 40,719 | 885,813 | |
Croda International PLC | 3,183 | 297,337 | |
GlaxoSmithKline PLC | 114,253 | 2,111,369 | |
Hikma Pharmaceuticals PLC | 4,136 | 139,373 | |
Informa PLC (a) | 33,198 | 257,758 | |
InterContinental Hotel Group PLC (a) | 3,808 | 270,608 | |
J Sainsbury PLC | 42,316 | 138,913 | |
JD Sports Fashion PLC (a) | 11,445 | 145,163 | |
Johnson Matthey PLC | 4,309 | 193,406 | |
Kingfisher PLC | 46,496 | 229,535 | |
Land Securities Group PLC | 16,788 | 167,118 | |
Legal & General Group PLC | 137,387 | 516,847 | |
London Stock Exchange Group PLC | 7,225 | 738,378 | |
Mondi PLC | 3,261 | 88,496 | |
Mondi PLC | 7,595 | 206,685 | |
National Grid PLC | 79,692 | 1,004,562 | |
Next PLC (a) | 3,085 | 332,407 | |
NMC Health PLC (a) | 987 | 355 | |
Pearson PLC | 16,760 | 192,272 | |
Prudential PLC | 59,449 | 1,258,790 | |
Reckitt Benckiser Group PLC | 16,183 | 1,440,897 | |
RELX PLC: | |||
rights (a)(d) | 43,754 | 20,182 | |
(London Stock Exchange) | 43,754 | 1,135,715 | |
Rentokil Initial PLC | 42,453 | 293,383 | |
RSA Insurance Group PLC | 23,084 | 217,550 | |
Sage Group PLC | 24,085 | 212,215 | |
Schroders PLC | 2,807 | 139,868 | |
Segro PLC | 27,243 | 378,309 | |
Smith & Nephew PLC | 20,051 | 433,979 | |
Spirax-Sarco Engineering PLC | 1,696 | 276,738 | |
SSE PLC | 24,068 | 487,950 | |
Standard Chartered PLC (United Kingdom) | 61,813 | 443,566 | |
Standard Life PLC | 52,657 | 201,803 | |
Taylor Wimpey PLC | 85,260 | 211,476 | |
Tesco PLC | 178,285 | 544,227 | |
Unilever PLC | 59,763 | 3,500,744 | |
Whitbread PLC (a) | 4,712 | 211,104 | |
WM Morrison Supermarkets PLC | 54,553 | 130,979 | |
TOTAL UNITED KINGDOM | 22,182,038 | ||
TOTAL COMMON STOCKS | |||
(Cost $271,518,335) | 312,722,509 | ||
Nonconvertible Preferred Stocks - 0.9% | |||
Brazil - 0.4% | |||
Banco Bradesco SA (PN) | 112,778 | 495,164 | |
Companhia Energetica de Minas Gerais (CEMIG) (PN) | 18,434 | 46,967 | |
Itau Unibanco Holding SA | 111,850 | 566,863 | |
Itausa-Investimentos Itau SA (PN) | 94,732 | 175,441 | |
TOTAL BRAZIL | 1,284,435 | ||
Chile - 0.1% | |||
Embotelladora Andina SA Class B | 11,115 | 26,508 | |
Sociedad Quimica y Minera de Chile SA (PN-B) (a) | 3,396 | 178,938 | |
TOTAL CHILE | 205,446 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 10,001 | 74,608 | |
Germany - 0.3% | |||
Bayerische Motoren Werke AG (BMW) (non-vtg.) | 1,307 | 107,165 | |
Henkel AG & Co. KGaA | 4,025 | 462,420 | |
Sartorius AG (non-vtg.) | 814 | 459,174 | |
TOTAL GERMANY | 1,028,759 | ||
Korea (South) - 0.1% | |||
AMOREPACIFIC Corp. | 196 | 15,599 | |
LG Chemical Ltd. | 301 | 119,912 | |
LG Household & Health Care Ltd. | 18 | 11,525 | |
TOTAL KOREA (SOUTH) | 147,036 | ||
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $2,748,919) | 2,740,284 | ||
Money Market Funds - 2.8% | |||
Fidelity Cash Central Fund 0.04% (e) | |||
(Cost $9,174,485) | 9,172,650 | 9,174,485 | |
TOTAL INVESTMENT IN SECURITIES - 99.6% | |||
(Cost $283,441,739) | 324,637,278 | ||
NET OTHER ASSETS (LIABILITIES) - 0.4% | 1,375,442 | ||
NET ASSETS - 100% | $326,012,720 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 51 | June 2021 | $5,760,450 | $86,830 | $86,829 |
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 45 | June 2021 | 3,007,350 | 27,939 | 27,939 |
TME S&P/TSX 60 Index Contracts (Canada) | 3 | June 2021 | 554,237 | 8,252 | 8,252 |
TOTAL FUTURES CONTRACTS | $123,020 |
The notional amount of futures purchased as a percentage of Net Assets is 2.9%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $6,729,392 or 2.1% of net assets.
(c) Level 3 security
(d) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(e) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $3,708 |
Fidelity Securities Lending Cash Central Fund | 63 |
Total | $3,771 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $24,732,106 | $8,964,419 | $15,767,687 | $-- |
Consumer Discretionary | 43,941,086 | 32,319,002 | 11,622,084 | -- |
Consumer Staples | 25,043,193 | 15,290,613 | 9,752,580 | -- |
Energy | 12,237,092 | 7,473,355 | 4,763,737 | -- |
Financials | 59,507,058 | 49,842,149 | 9,664,909 | -- |
Health Care | 27,558,224 | 10,977,260 | 16,580,964 | -- |
Industrials | 34,846,955 | 24,352,638 | 10,248,394 | 245,923 |
Information Technology | 43,639,237 | 18,404,050 | 25,235,187 | -- |
Materials | 25,897,369 | 22,263,382 | 3,633,987 | -- |
Real Estate | 8,320,443 | 8,320,443 | -- | -- |
Utilities | 9,740,030 | 4,634,901 | 5,105,129 | -- |
Money Market Funds | 9,174,485 | 9,174,485 | -- | -- |
Total Investments in Securities: | $324,637,278 | $212,016,697 | $112,374,658 | $245,923 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $123,020 | $123,020 | $-- | $-- |
Total Assets | $123,020 | $123,020 | $-- | $-- |
Total Derivative Instruments: | $123,020 | $123,020 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $123,020 | $0 |
Total Equity Risk | 123,020 | 0 |
Total Value of Derivatives | $123,020 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value — See accompanying schedule: Unaffiliated issuers (cost $274,267,254) | $315,462,793 | |
Fidelity Central Funds (cost $9,174,485) | 9,174,485 | |
Total Investment in Securities (cost $283,441,739) | $324,637,278 | |
Segregated cash with brokers for derivative instruments | 496,026 | |
Foreign currency held at value (cost $1,716,788) | 1,715,545 | |
Receivable for fund shares sold | 2,647,506 | |
Dividends receivable | 912,444 | |
Distributions receivable from Fidelity Central Funds | 481 | |
Other receivables | 441 | |
Total assets | 330,409,721 | |
Liabilities | ||
Payable for investments purchased | ||
Regular delivery | $3,792,213 | |
Delayed delivery | 26,408 | |
Payable for fund shares redeemed | 233,264 | |
Accrued management fee | 51,703 | |
Payable for daily variation margin on futures contracts | 111,462 | |
Other payables and accrued expenses | 181,951 | |
Total liabilities | 4,397,001 | |
Net Assets | $326,012,720 | |
Net Assets consist of: | ||
Paid in capital | $287,001,472 | |
Total accumulated earnings (loss) | 39,011,248 | |
Net Assets | $326,012,720 | |
Net Asset Value, offering price and redemption price per share ($326,012,720 ÷ 24,534,134 shares) | $13.29 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $2,841,314 | |
Income from Fidelity Central Funds (including $63 from security lending) | 3,771 | |
Income before foreign taxes withheld | 2,845,085 | |
Less foreign taxes withheld | (326,725) | |
Total income | 2,518,360�� | |
Expenses | ||
Management fee | $243,251 | |
Independent trustees' fees and expenses | 309 | |
Total expenses | 243,560 | |
Net investment income (loss) | 2,274,800 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | (565,487) | |
Fidelity Central Funds | (197) | |
Foreign currency transactions | (14,978) | |
Futures contracts | 1,333,799 | |
Total net realized gain (loss) | 753,137 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $100,944) | 38,074,575 | |
Assets and liabilities in foreign currencies | 14,200 | |
Futures contracts | 219,033 | |
Total change in net unrealized appreciation (depreciation) | 38,307,808 | |
Net gain (loss) | 39,060,945 | |
Net increase (decrease) in net assets resulting from operations | $41,335,745 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $2,274,800 | $2,361,333 |
Net realized gain (loss) | 753,137 | (3,276,994) |
Change in net unrealized appreciation (depreciation) | 38,307,808 | 506,411 |
Net increase (decrease) in net assets resulting from operations | 41,335,745 | (409,250) |
Distributions to shareholders | (2,202,031) | (1,690,713) |
Share transactions | ||
Proceeds from sales of shares | 154,708,176 | 113,297,249 |
Reinvestment of distributions | 1,989,394 | 1,508,542 |
Cost of shares redeemed | (19,686,493) | (34,712,551) |
Net increase (decrease) in net assets resulting from share transactions | 137,011,077 | 80,093,240 |
Total increase (decrease) in net assets | 176,144,791 | 77,993,277 |
Net Assets | ||
Beginning of period | 149,867,929 | 71,874,652 |
End of period | $326,012,720 | $149,867,929 |
Other Information | ||
Shares | ||
Sold | 12,041,748 | 10,592,608 |
Issued in reinvestment of distributions | 162,399 | 138,780 |
Redeemed | (1,534,352) | (3,466,902) |
Net increase (decrease) | 10,669,795 | 7,264,486 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity International Sustainability Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | ||||
2021 | 2020 | 2019 | 2018 | 2017 A | |
Selected Per–Share Data | |||||
Net asset value, beginning of period | $10.81 | $10.89 | $9.87 | $10.96 | $10.00 |
Income from Investment Operations | |||||
Net investment income (loss)B | .12 | .24 | .32C | .29 | .11 |
Net realized and unrealized gain (loss) | 2.50 | (.08) | .91 | (1.24) | .85 |
Total from investment operations | 2.62 | .16 | 1.23 | (.95) | .96 |
Distributions from net investment income | (.14) | (.24) | (.21) | (.09) | – |
Distributions from net realized gain | – | – | – | (.05) | – |
Total distributions | (.14) | (.24) | (.21) | (.14) | – |
Net asset value, end of period | $13.29 | $10.81 | $10.89 | $9.87 | $10.96 |
Total ReturnD,E | 24.37% | 1.48% | 12.81% | (8.77)% | 9.60% |
Ratios to Average Net AssetsF,G | |||||
Expenses before reductions | .20%H | .20% | .20% | .20% | .20%H |
Expenses net of fee waivers, if any | .20%H | .20% | .20% | .20% | .20%H |
Expenses net of all reductions | .20%H | .20% | .20% | .20% | .20%H |
Net investment income (loss) | 1.87%H | 2.25% | 3.14%C | 2.70% | 2.25%H |
Supplemental Data | |||||
Net assets, end of period (000 omitted) | $326,013 | $149,868 | $71,875 | $3,810 | $1,968 |
Portfolio turnover rateI | 5%H | 11% | 17% | 10% | 4%J |
A For the period May 9, 2017 (commencement of operations) to October 31, 2017.
B Calculated based on average shares outstanding during the period.
C Net investment income per share reflects one or more large, non-recurring dividend(s) which amounted to $.04 per share. Such dividends are not annualized in the ratio of net investment income (loss) to average net assets. Excluding such non-recurring dividend(s) the ratio of net investment income (loss) to average net assets would have been 2.73%.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
J Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity International Sustainability Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Share transactions on the Statement of Changes in Net Assets may contain exchanges between affiliated funds. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust. The Fund's investments in emerging markets can be subject to social, economic, regulatory, and political uncertainties and can be extremely volatile.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01 % |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds, which are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 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 certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Certain distributions received by the Fund represent a return of capital or capital gain. The Fund determines the components of these distributions subsequent to the ex-dividend date, based upon receipt of tax filings or other correspondence relating to the underlying investment. These distributions are recorded as a reduction of cost of investments and/or as a realized gain. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. The Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on the Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, passive foreign investment companies (PFIC), partnerships, capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $49,998,239 |
Gross unrealized depreciation | (10,099,879) |
Net unrealized appreciation (depreciation) | $39,898,360 |
Tax cost | $284,861,938 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(1,691,387) |
Long-term | (1,952,123) |
Total capital loss carryforward | $(3,643,510) |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity International Sustainability Index Fund | 137,790,796 | 5,238,981 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee. The management fee is based on an annual rate of .20% of the Fund's average net assets. Under the management contract, the investment adviser pays all other operating expenses, except the compensation of the independent Trustees and certain miscellaneous expenses such as proxy and shareholder meeting expenses.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The commitment fees on the pro-rata portion of the line of credit are borne by the investment adviser. During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity International Sustainability Index Fund | $3 | $– | $– |
9. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
10. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity International Sustainability Index Fund | .20% | |||
Actual | $1,000.00 | $1,243.70 | $1.11 | |
Hypothetical-C | $1,000.00 | $1,023.80 | $1.00 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
ISY-SANN-0621
1.9883819.103
Fidelity® SAI International Value Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 26.8% | |
France | 16.0% | |
United Kingdom | 15.8% | |
Germany | 9.2% | |
Netherlands | 5.1% | |
Switzerland | 4.2% | |
Australia | 4.0% | |
Italy | 2.7% | |
Singapore | 2.6% | |
Other* | 13.6% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Sanofi SA (France, Pharmaceuticals) | 2.7 |
British American Tobacco PLC (United Kingdom) (United Kingdom, Tobacco) | 2.3 |
Total SA (France, Oil, Gas & Consumable Fuels) | 2.1 |
Daimler AG (Germany) (Germany, Automobiles) | 2.1 |
BNP Paribas SA (France, Banks) | 2.1 |
GlaxoSmithKline PLC (United Kingdom, Pharmaceuticals) | 1.8 |
Bayer AG (Germany, Pharmaceuticals) | 1.7 |
BHP Group PLC (United Kingdom, Metals & Mining) | 1.7 |
Anglo American PLC (United Kingdom) (United Kingdom, Metals & Mining) | 1.5 |
VINCI SA (France, Construction & Engineering) | 1.5 |
19.5 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Financials | 18.4 |
Industrials | 16.1 |
Consumer Discretionary | 11.9 |
Materials | 10.3 |
Health Care | 9.7 |
Consumer Staples | 7.6 |
Information Technology | 7.1 |
Communication Services | 6.9 |
Energy | 4.1 |
Utilities | 3.8 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 97.7% | |||
Shares | Value | ||
Australia - 4.0% | |||
AGL Energy Ltd. | 874,686 | $6,017,162 | |
Aurizon Holdings Ltd. | 2,603,728 | 7,521,682 | |
BHP Billiton Ltd. | 1,949,400 | 70,950,121 | |
Fortescue Metals Group Ltd. | 2,334,206 | 40,620,335 | |
JB Hi-Fi Ltd. | 160,382 | 5,717,907 | |
Mineral Resources Ltd. | 233,002 | 8,570,795 | |
Rio Tinto Ltd. | 521,155 | 48,638,303 | |
South32 Ltd. | 4,591,831 | 10,187,473 | |
TOTAL AUSTRALIA | 198,223,778 | ||
Austria - 0.3% | |||
Andritz AG | 100,745 | 5,474,655 | |
OMV AG | 191,475 | 9,440,536 | |
TOTAL AUSTRIA | 14,915,191 | ||
Belgium - 1.6% | |||
Anheuser-Busch InBev SA NV | 861,234 | 61,003,370 | |
Colruyt NV | 63,943 | 3,792,267 | |
Proximus | 217,073 | 4,627,105 | |
Solvay SA Class A | 97,139 | 12,355,891 | |
TOTAL BELGIUM | 81,778,633 | ||
Bermuda - 0.6% | |||
Hongkong Land Holdings Ltd. | 1,638,291 | 8,109,540 | |
Jardine Matheson Holdings Ltd. | 366,933 | 24,672,575 | |
TOTAL BERMUDA | 32,782,115 | ||
Cayman Islands - 1.0% | |||
CK Asset Holdings Ltd. | 3,422,500 | 21,479,434 | |
CK Hutchison Holdings Ltd. | 3,789,500 | 31,076,071 | |
TOTAL CAYMAN ISLANDS | 52,555,505 | ||
Denmark - 1.0% | |||
A.P. Moller - Maersk A/S Series B | 13,057 | 32,480,960 | |
Danske Bank A/S | 905,683 | 17,285,200 | |
TOTAL DENMARK | 49,766,160 | ||
Finland - 1.2% | |||
Fortum Corp. | 578,764 | 15,203,646 | |
Nokia Corp. (a) | 7,967,863 | 37,743,425 | |
TietoEVRY Oyj | 149,630 | 5,180,909 | |
TOTAL FINLAND | 58,127,980 | ||
France - 16.0% | |||
Atos Origin SA | 137,435 | 9,355,392 | |
BNP Paribas SA | 1,614,242 | 103,501,557 | |
Bouygues SA (b) | 315,387 | 13,513,762 | |
Capgemini SA | 214,049 | 39,218,678 | |
Carrefour SA | 814,990 | 15,780,029 | |
Compagnie de St. Gobain | 747,843 | 47,185,271 | |
Compagnie Generale des Etablissements Michelin SCA Series B | 248,856 | 36,009,626 | |
Credit Agricole SA | 1,771,950 | 27,421,568 | |
Eiffage SA | 114,194 | 12,509,841 | |
Elis SA (a) | 270,931 | 4,846,815 | |
ENGIE | 2,495,820 | 37,117,417 | |
Faurecia SA | 170,536 | 9,205,708 | |
Orange SA | 2,875,558 | 35,809,963 | |
Publicis Groupe SA | 321,657 | 20,828,315 | |
Renault SA | 290,618 | 11,713,484 | |
Rexel SA | 337,635 | 6,644,938 | |
Sanofi SA | 1,294,193 | 135,686,262 | |
SPIE SA | 132,156 | 3,339,753 | |
Thales SA | 141,681 | 14,441,085 | |
Total SA | 2,380,202 | 105,199,714 | |
Valeo SA | 320,503 | 10,380,648 | |
Veolia Environnement SA | 709,029 | 22,580,874 | |
VINCI SA | 677,103 | 74,298,361 | |
TOTAL FRANCE | 796,589,061 | ||
Germany - 9.2% | |||
Bayer AG | 1,306,313 | 84,525,107 | |
Bayerische Motoren Werke AG (BMW) | 509,158 | 51,052,076 | |
Continental AG | 150,777 | 20,375,921 | |
Daimler AG (Germany) | 1,171,528 | 104,297,169 | |
Deutsche Telekom AG | 3,458,814 | 66,565,063 | |
Fresenius Medical Care AG & Co. KGaA | 283,710 | 22,590,781 | |
Fresenius SE & Co. KGaA | 579,228 | 28,467,886 | |
HeidelbergCement AG | 206,134 | 18,889,191 | |
Lanxess AG | 122,770 | 9,036,086 | |
ProSiebenSat.1 Media AG | 296,004 | 6,421,689 | |
Rheinmetall AG | 61,153 | 6,374,288 | |
RWE AG | 949,355 | 35,998,559 | |
Uniper SE | 138,720 | 5,059,987 | |
TOTAL GERMANY | 459,653,803 | ||
Hong Kong - 1.4% | |||
BOC Hong Kong (Holdings) Ltd. | 5,018,500 | 17,702,282 | |
Fosun International Ltd. | 3,422,000 | 4,925,231 | |
Henderson Land Development Co. Ltd. | 1,902,930 | 8,463,999 | |
Sun Hung Kai Properties Ltd. | 1,998,000 | 30,171,594 | |
Swire Pacific Ltd. (A Shares) | 896,500 | 7,253,712 | |
TOTAL HONG KONG | 68,516,818 | ||
Italy - 2.7% | |||
Atlantia SpA (a) | 707,191 | 13,794,826 | |
Banco BPM SpA (b) | 2,115,263 | 6,027,088 | |
Eni SpA | 3,543,362 | 42,204,617 | |
Hera SpA | 1,108,328 | 4,457,170 | |
Intesa Sanpaolo SpA | 18,707,411 | 52,154,667 | |
Leonardo SpA | 568,171 | 4,640,870 | |
Telecom Italia SpA | 25,354,444 | 13,909,110 | |
TOTAL ITALY | 137,188,348 | ||
Japan - 26.8% | |||
AGC, Inc. | 302,400 | 13,779,413 | |
Aisin Corp. | 255,100 | 9,826,800 | |
Alfresa Holdings Corp. | 295,300 | 5,287,786 | |
Asahi Group Holdings | 163,100 | 6,812,622 | |
Bridgestone Corp. | 856,900 | 34,318,339 | |
Brother Industries Ltd. | 368,100 | 7,783,687 | |
Canon, Inc. | 1,418,800 | 33,739,283 | |
Central Japan Railway Co. | 273,900 | 40,061,227 | |
Chubu Electric Power Co., Inc. | 1,005,300 | 12,146,570 | |
Dai Nippon Printing Co. Ltd. | 396,000 | 7,866,374 | |
Electric Power Development Co. Ltd. | 244,100 | 3,899,704 | |
ENEOS Holdings, Inc. | 4,535,000 | 19,552,493 | |
Fujifilm Holdings Corp. | 533,700 | 34,608,216 | |
Fukuoka Financial Group, Inc. | 268,300 | 4,566,182 | |
Haseko Corp. | 332,000 | 4,450,361 | |
Hitachi Ltd. | 1,287,000 | 63,366,703 | |
Honda Motor Co. Ltd. | 2,415,900 | 72,041,733 | |
Iida Group Holdings Co. Ltd. | 246,600 | 6,008,746 | |
INPEX Corp. | 1,519,200 | 10,369,871 | |
Isuzu Motors Ltd. | 864,600 | 8,749,635 | |
Itochu Corp. | 1,969,200 | 61,405,743 | |
Japan Post Holdings Co. Ltd. | 1,974,600 | 16,578,763 | |
Japan Tobacco, Inc. | 1,535,700 | 28,721,482 | |
JGC Corp. | 363,900 | 4,152,103 | |
Kajima Corp. | 693,700 | 9,584,473 | |
Kansai Electric Power Co., Inc. | 1,098,400 | 10,874,451 | |
KDDI Corp. | 486,700 | 14,712,677 | |
Kyocera Corp. | 357,300 | 21,698,235 | |
Marubeni Corp. | 2,304,900 | 19,162,157 | |
Medipal Holdings Corp. | 293,600 | 5,394,353 | |
Mitsubishi Chemical Holdings Corp. | 1,929,300 | 14,360,743 | |
Mitsubishi Corp. | 1,970,400 | 54,447,873 | |
Mitsubishi Heavy Industries Ltd. | 471,000 | 13,993,385 | |
Mitsui & Co. Ltd. | 2,169,100 | 45,718,015 | |
Mizuho Financial Group, Inc. | 3,376,400 | 47,422,216 | |
NEC Corp. | 362,800 | 21,112,709 | |
Nikon Corp. | 485,900 | 4,570,457 | |
Nippon Telegraph & Telephone Corp. | 1,797,100 | 45,310,077 | |
Nippon Yusen KK | 226,100 | 8,875,185 | |
Nomura Holdings, Inc. | 1,458,900 | 7,841,815 | |
Obayashi Corp. | 1,012,900 | 9,240,199 | |
Open House Co. Ltd. | 100,400 | 4,175,295 | |
ORIX Corp. | 1,356,000 | 21,805,929 | |
Osaka Gas Co. Ltd. | 581,700 | 11,219,907 | |
Otsuka Holdings Co. Ltd. | 399,600 | 15,360,231 | |
Panasonic Corp. | 3,095,900 | 36,352,061 | |
Resona Holdings, Inc. | 3,071,300 | 12,617,931 | |
Ricoh Co. Ltd. | 962,100 | 10,229,300 | |
Seiko Epson Corp. | 435,700 | 7,407,179 | |
Sekisui House Ltd. | 913,200 | 18,457,853 | |
Seven & i Holdings Co. Ltd. | 1,060,800 | 45,609,838 | |
SHIMIZU Corp. | 985,200 | 8,068,021 | |
Sojitz Corp. | 1,546,200 | 4,612,144 | |
Subaru Corp. | 863,900 | 16,026,693 | |
Sumitomo Corp. | 1,668,800 | 22,720,966 | |
Sumitomo Electric Industries Ltd. | 1,108,400 | 16,490,607 | |
Sumitomo Forestry Co. Ltd. | 239,900 | 5,553,546 | |
Sumitomo Heavy Industries Ltd. | 163,400 | 4,732,007 | |
Sumitomo Mitsui Financial Group, Inc. | 1,924,800 | 67,615,760 | |
Sumitomo Mitsui Trust Holdings, Inc. | 499,000 | 16,984,903 | |
Taiheiyo Cement Corp. | 178,500 | 4,473,525 | |
Taisei Corp. | 296,300 | 10,925,876 | |
Takeda Pharmaceutical Co. Ltd. | 1,407,000 | 46,994,510 | |
Tohoku Electric Power Co., Inc. | 706,000 | 6,220,862 | |
Tokyo Gas Co. Ltd. | 537,400 | 10,881,748 | |
Toppan Printing Co. Ltd. | 491,000 | 8,369,778 | |
Tosoh Corp. | 432,300 | 7,665,819 | |
Toyota Tsusho Corp. | 315,400 | 13,332,858 | |
Yamada Holdings Co. Ltd. | 1,093,000 | 5,440,498 | |
Yamaha Motor Co. Ltd. | 419,000 | 10,462,540 | |
TOTAL JAPAN | 1,335,221,041 | ||
Luxembourg - 0.9% | |||
ArcelorMittal SA (Netherlands) | 975,398 | 28,437,302 | |
Aroundtown SA | 1,673,691 | 12,886,097 | |
SES SA (France) (depositary receipt) | 535,325 | 4,057,220 | |
TOTAL LUXEMBOURG | 45,380,619 | ||
Netherlands - 5.1% | |||
AEGON NV | 1,969,043 | 9,125,189 | |
ASR Nederland NV | 197,952 | 8,665,135 | |
EXOR NV | 159,021 | 13,061,622 | |
Heineken Holding NV | 134,046 | 13,311,552 | |
ING Groep NV (Certificaten Van Aandelen) | 5,445,481 | 69,565,991 | |
Koninklijke Ahold Delhaize NV | 1,545,324 | 41,587,635 | |
NN Group NV | 463,682 | 23,173,682 | |
Randstad NV | 165,741 | 11,971,668 | |
Signify NV (c) | 180,184 | 10,248,586 | |
Stellantis NV (Italy) | 3,109,886 | 51,686,007 | |
TOTAL NETHERLANDS | 252,397,067 | ||
Singapore - 2.6% | |||
CapitaLand Ltd. | 3,479,800 | 9,727,489 | |
DBS Group Holdings Ltd. | 973,500 | 21,880,432 | |
Oversea-Chinese Banking Corp. Ltd. | 5,619,984 | 51,522,679 | |
United Overseas Bank Ltd. | 2,139,400 | 42,747,808 | |
Venture Corp. Ltd. | 140,000 | 2,119,857 | |
TOTAL SINGAPORE | 127,998,265 | ||
Spain - 1.6% | |||
ACS Actividades de Construccion y Servicios SA | 379,448 | 12,376,472 | |
Banco Bilbao Vizcaya Argentaria SA | 4,887,795 | 27,445,500 | |
Enagas SA | 347,462 | 7,569,380 | |
Telefonica SA | 7,370,701 | 34,158,194 | |
TOTAL SPAIN | 81,549,546 | ||
Sweden - 1.7% | |||
Electrolux AB (B Shares) | 352,657 | 9,897,916 | |
Ericsson (B Shares) | 3,287,825 | 45,155,442 | |
Securitas AB (B Shares) | 425,609 | 7,262,283 | |
Skanska AB (B Shares) | 561,873 | 15,238,944 | |
SSAB Svenskt Stal AB (A Shares) | 1,128,152 | 6,144,797 | |
TOTAL SWEDEN | 83,699,382 | ||
Switzerland - 4.2% | |||
Adecco SA (Reg.) | 216,903 | 14,687,415 | |
ams AG (a) | 385,078 | 6,674,826 | |
Credit Suisse Group AG | 3,264,606 | 34,124,204 | |
Credit Suisse Group AG rights 5/6/21 (a)(d) | 3,264,606 | 36 | |
LafargeHolcim Ltd. (Reg.) | 679,762 | 41,905,941 | |
Novartis AG | 565,315 | 48,241,944 | |
UBS Group AG | 4,095,541 | 62,447,751 | |
TOTAL SWITZERLAND | 208,082,117 | ||
United Kingdom - 15.8% | |||
Aggreko PLC | 357,552 | 4,259,001 | |
Anglo American PLC (United Kingdom) | 1,812,516 | 76,847,479 | |
Aviva PLC | 5,515,514 | 30,491,654 | |
BAE Systems PLC | 4,501,854 | 31,446,507 | |
Barclays PLC | 22,775,584 | 55,139,022 | |
BHP Group PLC | 2,767,421 | 83,340,378 | |
BP PLC | 4,393,225 | 18,391,582 | |
British American Tobacco PLC (United Kingdom) | 3,157,849 | 117,166,802 | |
BT Group PLC (a) | 12,315,069 | 28,054,244 | |
Centrica PLC | 8,238,764 | 6,446,857 | |
Dialog Semiconductor PLC (a) | 94,972 | 7,437,691 | |
GlaxoSmithKline PLC | 4,842,524 | 89,488,710 | |
Imperial Brands PLC | 1,332,871 | 27,749,479 | |
J Sainsbury PLC | 2,435,917 | 7,996,521 | |
Kingfisher PLC | 2,945,868 | 14,542,764 | |
M&G PLC | 3,650,047 | 10,953,870 | |
Marks & Spencer Group PLC (a) | 2,746,654 | 5,993,361 | |
Phoenix Group Holdings PLC | 1,150,326 | 11,301,711 | |
Rio Tinto PLC | 344,775 | 28,877,412 | |
Royal Mail PLC (a) | 1,403,914 | 9,616,822 | |
Standard Chartered PLC (United Kingdom) | 3,525,249 | 25,296,960 | |
Taylor Wimpey PLC | 5,087,759 | 12,619,503 | |
Vistry Group PLC | 312,024 | 5,332,644 | |
Vodafone Group PLC | 37,624,422 | 71,004,841 | |
WM Morrison Supermarkets PLC | 3,382,987 | 8,122,401 | |
TOTAL UNITED KINGDOM | 787,918,216 | ||
TOTAL COMMON STOCKS | |||
(Cost $4,326,337,976) | 4,872,343,645 | ||
Principal Amount | Value | ||
Government Obligations - 0.0% | |||
United States of America - 0.0% | |||
U.S. Treasury Bills, yield at date of purchase 0.09% 5/6/21 (Cost $2,999,964)(e) | 3,000,000 | 2,999,999 | |
Shares | Value | ||
Money Market Funds - 1.8% | |||
Fidelity Cash Central Fund 0.04% (f) | 76,384,216 | 76,399,493 | |
Fidelity Securities Lending Cash Central Fund 0.04% (f)(g) | 11,541,346 | 11,542,500 | |
TOTAL MONEY MARKET FUNDS | |||
(Cost $87,941,993) | 87,941,993 | ||
TOTAL INVESTMENT IN SECURITIES - 99.5% | |||
(Cost $4,417,279,933) | 4,963,285,637 | ||
NET OTHER ASSETS (LIABILITIES) - 0.5% | 24,344,809 | ||
NET ASSETS - 100% | $4,987,630,446 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 1,020 | June 2021 | $115,209,000 | $2,854,953 | $2,854,953 |
The notional amount of futures purchased as a percentage of Net Assets is 2.3%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security or a portion of the security is on loan at period end.
(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 $10,248,586 or 0.2% of net assets.
(d) Level 3 security
(e) 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 $2,999,999.
(f) 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.
(g) Investment made with cash collateral received from securities on loan.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $24,220 |
Fidelity Securities Lending Cash Central Fund | 63,981 |
Total | $88,201 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $345,458,498 | $77,897,683 | $267,560,815 | $-- |
Consumer Discretionary | 601,749,898 | 422,427,793 | 179,322,105 | -- |
Consumer Staples | 377,653,998 | 157,896,191 | 219,757,807 | -- |
Energy | 205,158,813 | 39,362,900 | 165,795,913 | -- |
Financials | 916,469,107 | 551,525,070 | 364,944,001 | 36 |
Health Care | 482,037,570 | 139,035,363 | 343,002,207 | -- |
Industrials | 785,896,479 | 600,485,380 | 185,411,099 | -- |
Information Technology | 352,831,532 | 236,193,382 | 116,638,150 | -- |
Materials | 511,301,591 | 328,133,680 | 183,167,911 | -- |
Real Estate | 98,091,865 | 98,091,865 | -- | -- |
Utilities | 195,694,294 | 195,694,294 | -- | -- |
Government Obligations | 2,999,999 | -- | 2,999,999 | -- |
Money Market Funds | 87,941,993 | 87,941,993 | -- | -- |
Total Investments in Securities: | $4,963,285,637 | $2,934,685,594 | $2,028,600,007 | $36 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $2,854,953 | $2,854,953 | $-- | $-- |
Total Assets | $2,854,953 | $2,854,953 | $-- | $-- |
Total Derivative Instruments: | $2,854,953 | $2,854,953 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $2,854,953 | $0 |
Total Equity Risk | 2,854,953 | 0 |
Total Value of Derivatives | $2,854,953 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value (including securities loaned of $10,982,626) — See accompanying schedule: Unaffiliated issuers (cost $4,329,337,940) | $4,875,343,644 | |
Fidelity Central Funds (cost $87,941,993) | 87,941,993 | |
Total Investment in Securities (cost $4,417,279,933) | $4,963,285,637 | |
Segregated cash with brokers for derivative instruments | 4,321,944 | |
Foreign currency held at value (cost $5,577,220) | 5,554,448 | |
Receivable for investments sold | 14,407 | |
Receivable for fund shares sold | 341,379 | |
Dividends receivable | 28,247,909 | |
Distributions receivable from Fidelity Central Funds | 7,220 | |
Prepaid expenses | 622 | |
Other receivables | 901 | |
Total assets | 5,001,774,467 | |
Liabilities | ||
Payable for investments purchased | $66,850 | |
Payable for fund shares redeemed | 195,145 | |
Accrued management fee | 624,205 | |
Payable for daily variation margin on futures contracts | 1,449,772 | |
Other payables and accrued expenses | 265,549 | |
Collateral on securities loaned | 11,542,500 | |
Total liabilities | 14,144,021 | |
Net Assets | $4,987,630,446 | |
Net Assets consist of: | ||
Paid in capital | $4,362,548,942 | |
Total accumulated earnings (loss) | 625,081,504 | |
Net Assets | $4,987,630,446 | |
Net Asset Value, offering price and redemption price per share ($4,987,630,446 ÷ 501,787,681 shares) | $9.94 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends: | ||
Unaffiliated issuers | $74,049,047 | |
Non-Cash dividends | 5,476,704 | |
Interest | 2,402 | |
Income from Fidelity Central Funds (including $63,981 from security lending) | 88,201 | |
Income before foreign taxes withheld | 79,616,354 | |
Less foreign taxes withheld | (5,308,511) | |
Total income | 74,307,843 | |
Expenses | ||
Management fee | $2,846,177 | |
Custodian fees and expenses | 179,736 | |
Independent trustees' fees and expenses | 4,791 | |
Registration fees | 176,563 | |
Audit | 28,428 | |
Legal | 3,442 | |
Miscellaneous | 5,196 | |
Total expenses | 3,244,333 | |
Net investment income (loss) | 71,063,510 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 137,332,111 | |
Foreign currency transactions | 66,339 | |
Futures contracts | 7,898,446 | |
Total net realized gain (loss) | 145,296,896 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 828,802,861 | |
Assets and liabilities in foreign currencies | 126,892 | |
Futures contracts | 3,367,630 | |
Total change in net unrealized appreciation (depreciation) | 832,297,383 | |
Net gain (loss) | 977,594,279 | |
Net increase (decrease) in net assets resulting from operations | $1,048,657,789 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | Year ended October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $71,063,510 | $44,551,305 |
Net realized gain (loss) | 145,296,896 | (107,240,690) |
Change in net unrealized appreciation (depreciation) | 832,297,383 | (251,407,761) |
Net increase (decrease) in net assets resulting from operations | 1,048,657,789 | (314,097,146) |
Distributions to shareholders | (51,993,306) | (36,928,070) |
Share transactions | ||
Proceeds from sales of shares | 1,793,857,556 | 1,592,051,086 |
Reinvestment of distributions | 51,615,891 | 36,648,189 |
Cost of shares redeemed | (112,904,376) | (55,809,660) |
Net increase (decrease) in net assets resulting from share transactions | 1,732,569,071 | 1,572,889,615 |
Total increase (decrease) in net assets | 2,729,233,554 | 1,221,864,399 |
Net Assets | ||
Beginning of period | 2,258,396,892 | 1,036,532,493 |
End of period | $4,987,630,446 | $2,258,396,892 |
Other Information | ||
Shares | ||
Sold | 192,654,486 | 206,311,318 |
Issued in reinvestment of distributions | 5,908,191 | 4,018,442 |
Redeemed | (12,248,505) | (7,648,317) |
Net increase (decrease) | 186,314,172 | 202,681,443 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI International Value Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |||
2021 | 2020 | 2019 | 2018 A | |
Selected Per–Share Data | ||||
Net asset value, beginning of period | $7.16 | $9.19 | $8.93 | $10.00 |
Income from Investment Operations | ||||
Net investment income (loss)B | .17 | .24 | .37 | .28 |
Net realized and unrealized gain (loss) | 2.75 | (1.95) | .07 | (1.34) |
Total from investment operations | 2.92 | (1.71) | .44 | (1.06) |
Distributions from net investment income | (.14) | (.32) | (.18) | (.01) |
Distributions from net realized gain | – | – | –C | – |
Total distributions | (.14) | (.32) | (.18) | (.01) |
Net asset value, end of period | $9.94 | $7.16 | $9.19 | $8.93 |
Total ReturnD,E | 41.05% | (19.36)% | 5.12% | (10.64)% |
Ratios to Average Net AssetsF,G | ||||
Expenses before reductions | .17%H | .18% | .26% | .37%H |
Expenses net of fee waivers, if any | .17%H | .18% | .20% | .20%H |
Expenses net of all reductions | .17%H | .18% | .20% | .20%H |
Net investment income (loss) | 3.73%H | 3.04% | 4.22% | 3.32%H |
Supplemental Data | ||||
Net assets, end of period (000 omitted) | $4,987,630 | $2,258,397 | $1,036,532 | $475,509 |
Portfolio turnover rateI | 63%H | 57% | 59% | 54%H |
A For the period December 19, 2017 (commencement of operations) to October 31, 2018.
B Calculated based on average shares outstanding during the period.
C Amount represents less than $.005 per share.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI International Value Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered exclusively to certain clients of Fidelity Management & Research Company LLC (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds, which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 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 vendors or from brokers who make markets in such securities. U.S. government and government agency obligations are valued by pricing vendors 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 vendors. 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 open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, market discount, passive foreign investment companies (PFIC), capital loss carryforwards and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $640,972,507 |
Gross unrealized depreciation | (122,200,211) |
Net unrealized appreciation (depreciation) | $518,772,296 |
Tax cost | $4,447,368,294 |
Capital loss carryforwards are only available to offset future capital gains of the Fund to the extent provided by regulations and may be limited. The capital loss carryforward information presented below, including any applicable limitation, is estimated as of prior fiscal period end and is subject to adjustment.
No expiration | |
Short-term | $(25,198,274) |
Long-term | (63,055,017) |
Total capital loss carryforward | $(88,253,291) |
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Securities deposited to meet initial margin requirements are identified in the Schedule of Investments. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, and U.S. government securities are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI International Value Index Fund | 2,805,599,273 | 1,133,626,629 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .15% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Trades. Funds may purchase from or sell securities to other Fidelity Funds under procedures adopted by the Board. The procedures have been designed to ensure these interfund trades are executed in accordance with Rule 17a-7 of the 1940 Act. Any interfund trades are included within the respective purchases and sales amounts shown in the Purchases and Sales of Investments note.
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI International Value Index Fund | $3,239 |
During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity SAI International Value Index Fund | $1,138 | $– | $– |
9. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
In addition, at the end of the period, the following mutual funds managed by the investment adviser or its affiliates were the owners of record of 10% or more of the total outstanding shares.
Strategic Advisers Fidelity International Fund | Strategic Advisers International Fund | |
Fidelity SAI International Value Index Fund.......................................... | 72% | 17% |
Mutual funds managed by the investment adviser or its affiliates, in aggregate, were the owners of record of more than 20% of the total outstanding shares.
Fund | % of shares held |
Fidelity SAI International Value Index Fund.......................................... | 89% |
10. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI International Value Index Fund | .17% | |||
Actual | $1,000.00 | $1,410.50 | $1.02 | |
Hypothetical-C | $1,000.00 | $1,023.95 | $.85 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
IIV-SANN-0621
1.9885502.103
Fidelity® SAI Emerging Markets Value Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Cayman Islands | 17.3% | |
Korea (South) | 15.0% | |
Taiwan | 14.6% | |
China | 13.4% | |
India | 11.0% | |
Brazil | 5.2% | |
South Africa | 4.3% | |
Russia | 2.6% | |
Hong Kong | 2.4% | |
Other* | 14.2% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Samsung Electronics Co. Ltd. (Korea (South), Technology Hardware, Storage & Peripherals) | 5.3 |
Tencent Holdings Ltd. (Cayman Islands, Interactive Media & Services) | 5.0 |
Alibaba Group Holding Ltd. sponsored ADR (Cayman Islands, Internet & Direct Marketing Retail) | 4.7 |
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan, Semiconductors & Semiconductor Equipment) | 4.1 |
Vale SA (Brazil, Metals & Mining) | 2.0 |
China Construction Bank Corp. (H Shares) (China, Banks) | 1.9 |
Infosys Ltd. (India, IT Services) | 1.7 |
Hon Hai Precision Industry Co. Ltd. (Foxconn) (Taiwan, Electronic Equipment & Components) | 1.6 |
Industrial & Commercial Bank of China Ltd. (H Shares) (China, Banks) | 1.6 |
POSCO (Korea (South), Metals & Mining) | 1.5 |
29.4 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Information Technology | 21.4 |
Financials | 18.7 |
Consumer Discretionary | 17.4 |
Communication Services | 12.3 |
Materials | 8.6 |
Energy | 4.9 |
Consumer Staples | 4.4 |
Health Care | 4.3 |
Industrials | 3.9 |
Utilities | 1.9 |
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.0% | |||
Shares | Value | ||
Bailiwick of Jersey - 0.4% | |||
Polymetal International PLC | 254,215 | $5,250,456 | |
Bermuda - 0.7% | |||
Brilliance China Automotive Holdings Ltd. (a) | 2,288,000 | 2,150,224 | |
Credicorp Ltd. (United States) | 14,339 | 1,712,077 | |
Kunlun Energy Co. Ltd. | 3,638,000 | 3,906,011 | |
Shenzhen International Holdings Ltd. | 1,022,000 | 1,702,511 | |
TOTAL BERMUDA | 9,470,823 | ||
Brazil - 4.0% | |||
Banco do Brasil SA | 1,308,400 | 7,139,289 | |
BRF SA (b) | 667,800 | 2,555,860 | |
CCR SA | 1,014,600 | 2,248,835 | |
Companhia de Saneamento Basico do Estado de Sao Paulo (SABESP) | 289,600 | 2,280,739 | |
Hypermarcas SA | 364,400 | 2,325,108 | |
JBS SA | 876,500 | 4,860,077 | |
Petrobras Distribuidora SA | 659,600 | 2,733,332 | |
Telefonica Brasil SA | 401,500 | 3,193,049 | |
TIM SA | 729,600 | 1,637,287 | |
Vale SA | 1,425,200 | 28,603,438 | |
TOTAL BRAZIL | 57,577,014 | ||
British Virgin Islands - 0.1% | |||
Mail.Ru Group Ltd. GDR (Reg. S) (b) | 95,478 | 2,129,159 | |
Cayman Islands - 17.3% | |||
Alibaba Group Holding Ltd. sponsored ADR (b) | 289,902 | 66,952,867 | |
Autohome, Inc. ADR Class A | 52,198 | 4,840,321 | |
China Conch Venture Holdings Ltd. | 1,500,000 | 7,096,650 | |
China Hongqiao Group Ltd. | 1,487,000 | 2,354,620 | |
China Resources Cement Holdings Ltd. | 1,976,000 | 2,154,642 | |
China Yongda Automobiles Services Holdings Ltd. | 1,261,000 | 2,285,717 | |
Country Garden Holdings Co. Ltd. | 6,641,000 | 7,908,242 | |
Geely Automobile Holdings Ltd. | 5,199,000 | 13,486,512 | |
Hengan International Group Co. Ltd. | 641,000 | 4,154,916 | |
JD.com, Inc. sponsored ADR (b) | 25,454 | 1,969,121 | |
JOYY, Inc. ADR | 51,229 | 4,869,829 | |
Kingboard Chemical Holdings Ltd. | 615,500 | 3,644,942 | |
Meituan Class B (b)(c) | 439,900 | 16,876,213 | |
Momo, Inc. ADR | 153,903 | 2,256,218 | |
Sunac China Holdings Ltd. | 1,330,000 | 5,179,428 | |
Tencent Holdings Ltd. | 895,700 | 71,451,815 | |
Tingyi (Cayman Islands) Holding Corp. | 1,694,000 | 3,048,775 | |
Vipshop Holdings Ltd. ADR (b) | 353,059 | 10,863,625 | |
WH Group Ltd. (c) | 8,616,000 | 7,531,478 | |
Xinyi Glass Holdings Ltd. | 2,314,000 | 8,207,100 | |
Zhen Ding Technology Holding Ltd. | 562,000 | 2,131,759 | |
TOTAL CAYMAN ISLANDS | 249,264,790 | ||
Chile - 0.5% | |||
Cencosud SA | 1,228,932 | 2,551,305 | |
Enel Americas SA | 23,399,556 | 3,330,847 | |
Falabella SA | 155,784 | 703,596 | |
TOTAL CHILE | 6,585,748 | ||
China - 13.4% | |||
Agricultural Bank of China Ltd. (H Shares) | 25,826,000 | 10,040,812 | |
Anhui Conch Cement Co. Ltd. (H Shares) | 1,080,000 | 6,458,241 | |
Bank of China Ltd. (H Shares) | 53,556,000 | 21,304,501 | |
Bank of Communications Co. Ltd. (H Shares) | 19,504,000 | 12,479,145 | |
CGN Power Co. Ltd. (H Shares) (c) | 9,277,000 | 2,137,792 | |
China Cinda Asset Management Co. Ltd. (H Shares) | 8,054,000 | 1,586,382 | |
China CITIC Bank Corp. Ltd. (H Shares) | 10,601,000 | 5,554,513 | |
China Construction Bank Corp. (H Shares) | 35,186,000 | 27,773,775 | |
China Life Insurance Co. Ltd. (H Shares) | 5,250,000 | 10,642,538 | |
China Minsheng Banking Corp. Ltd. (H Shares) | 5,319,000 | 2,732,170 | |
China National Building Materials Co. Ltd. (H Shares) | 3,532,000 | 5,119,928 | |
China Railway Group Ltd. (H Shares) | 3,535,000 | 1,829,449 | |
China Shenhua Energy Co. Ltd. (H Shares) | 3,103,500 | 6,464,259 | |
China Tower Corp. Ltd. (H Shares) (c) | 42,616,000 | 6,144,626 | |
COSCO SHIPPING Holdings Co. Ltd. (H Shares) (b) | 2,356,500 | 4,216,839 | |
Dongfeng Motor Group Co. Ltd. (H Shares) | 2,242,000 | 1,948,248 | |
Great Wall Motor Co. Ltd. (H Shares) | 2,830,500 | 7,003,600 | |
Guangzhou Automobile Group Co. Ltd. (H Shares) | 2,576,000 | 2,198,691 | |
Guangzhou R&F Properties Co. Ltd. (H Shares) | 1,439,200 | 1,841,672 | |
Industrial & Commercial Bank of China Ltd. (H Shares) | 34,433,000 | 22,430,045 | |
People's Insurance Co. of China Group Ltd. (H Shares) | 7,092,000 | 2,428,595 | |
PetroChina Co. Ltd. (H Shares) | 16,988,000 | 6,189,185 | |
PICC Property & Casualty Co. Ltd. (H Shares) | 6,300,000 | 6,188,278 | |
Postal Savings Bank of China Co. Ltd. (H Shares) (c) | 7,979,000 | 5,197,611 | |
Sinopharm Group Co. Ltd. (H Shares) | 1,225,200 | 3,801,271 | |
TravelSky Technology Ltd. (H Shares) | 775,000 | 1,702,102 | |
Weichai Power Co. Ltd. (H Shares) | 1,774,000 | 4,106,255 | |
Yanzhou Coal Mining Co. Ltd. (H Shares) | 1,406,000 | 1,677,914 | |
Zhuzhou CRRC Times Electric Co. Ltd. (H Shares) | 499,800 | 1,994,632 | |
TOTAL CHINA | 193,193,069 | ||
Colombia - 0.1% | |||
Grupo de Inversiones Suramerica SA | 184,463 | 941,653 | |
Czech Republic - 0.1% | |||
CEZ A/S | 47,682 | 1,328,875 | |
Egypt - 0.1% | |||
Commercial International Bank SAE | 269,913 | 982,442 | |
Greece - 0.1% | |||
Hellenic Telecommunications Organization SA | 12,216 | 207,229 | |
Jumbo SA | 95,679 | 1,788,718 | |
TOTAL GREECE | 1,995,947 | ||
Hong Kong - 2.4% | |||
China Everbright International Ltd. | 3,254,000 | 2,048,477 | |
China Merchants Holdings International Co. Ltd. | 1,218,000 | 1,953,755 | |
China Overseas Land and Investment Ltd. | 3,401,500 | 8,609,120 | |
China Resources Power Holdings Co. Ltd. | 1,626,000 | 2,135,136 | |
China Taiping Insurance Group Ltd. | 1,312,800 | 2,440,453 | |
CSPC Pharmaceutical Group Ltd. | 6,370,000 | 7,888,951 | |
Lenovo Group Ltd. | 5,706,000 | 7,845,268 | |
Sinotruk Hong Kong Ltd. | 605,000 | 1,489,183 | |
TOTAL HONG KONG | 34,410,343 | ||
Hungary - 0.2% | |||
Richter Gedeon PLC | 112,527 | 3,220,772 | |
India - 11.0% | |||
Aurobindo Pharma Ltd. | 256,846 | 3,401,896 | |
Bajaj Auto Ltd. | 63,423 | 3,283,342 | |
Cipla Ltd. (b) | 463,976 | 5,703,606 | |
Coal India Ltd. | 1,692,873 | 3,041,479 | |
Dr. Reddy's Laboratories Ltd. | 110,753 | 7,709,759 | |
Dr. Reddy's Laboratories Ltd. sponsored ADR | 95 | 6,557 | |
HCL Technologies Ltd. | 991,283 | 12,033,136 | |
Hero Motocorp Ltd. | 118,584 | 4,514,295 | |
Hindalco Industries Ltd. | 1,333,514 | 6,561,778 | |
Infosys Ltd. | 1,338,258 | 24,326,853 | |
Infosys Ltd. sponsored ADR | 105 | 1,898 | |
ITC Ltd. | 2,696,918 | 7,378,240 | |
Lupin Ltd. (b) | 219,461 | 3,169,449 | |
Mahindra & Mahindra Ltd. | 725,363 | 7,371,169 | |
Maruti Suzuki India Ltd. | 121,383 | 10,581,408 | |
NTPC Ltd. | 3,015,869 | 4,172,247 | |
Oil & Natural Gas Corp. Ltd. | 3,331,784 | 4,865,741 | |
Power Finance Corp. Ltd. | 1,060,965 | 1,553,016 | |
Reliance Industries Ltd. | 116,641 | 3,141,455 | |
State Bank of India (b) | 1,415,507 | 6,756,893 | |
Sun Pharmaceutical Industries Ltd. | 985,984 | 8,713,486 | |
Tata Motors Ltd. (b) | 1,789,419 | 7,035,410 | |
Tata Motors Ltd. sponsored ADR (b) | 89 | 1,722 | |
Tech Mahindra Ltd. | 565,196 | 7,329,880 | |
Vedanta Ltd. | 1,662,986 | 5,776,830 | |
Vedanta Ltd. sponsored ADR | 102 | 1,401 | |
Wipro Ltd. | 1,357,048 | 8,977,231 | |
TOTAL INDIA | 157,410,177 | ||
Indonesia - 1.2% | |||
PT Astra International Tbk | 18,485,500 | 7,038,439 | |
PT Indofood Sukses Makmur Tbk | 4,009,400 | 1,811,100 | |
PT Telekomunikasi Indonesia Tbk Series B | 35,292,500 | 7,797,691 | |
TOTAL INDONESIA | 16,647,230 | ||
Korea (South) - 15.0% | |||
GS Engineering & Construction Corp. | 66,565 | 2,628,004 | |
Hana Financial Group, Inc. | 274,193 | 11,193,002 | |
Hankook Tire Co. Ltd. | 72,401 | 3,114,147 | |
Hyundai Mobis | 60,765 | 14,671,236 | |
Hyundai Motor Co. | 73,379 | 13,910,960 | |
Industrial Bank of Korea | 283,329 | 2,455,072 | |
KB Financial Group, Inc. | 356,947 | 17,478,823 | |
Kia Corp. | 244,326 | 16,823,248 | |
LG Electronics, Inc. | 102,190 | 14,392,572 | |
POSCO | 66,190 | 21,517,158 | |
Samsung Electronics Co. Ltd. | 1,046,834 | 76,293,028 | |
Shinhan Financial Group Co. Ltd. | 471,711 | 16,861,288 | |
Woori Financial Group, Inc. | 501,301 | 4,796,581 | |
TOTAL KOREA (SOUTH) | 216,135,119 | ||
Kuwait - 0.6% | |||
Agility Public Warehousing Co. KSC | 1,073,893 | 3,377,739 | |
Kuwait Finance House KSCP | 308,260 | 739,456 | |
Mobile Telecommunication Co. | 1,936,303 | 3,873,891 | |
TOTAL KUWAIT | 7,991,086 | ||
Luxembourg - 0.1% | |||
Ternium SA sponsored ADR | 48,403 | 1,892,073 | |
Malaysia - 1.5% | |||
CIMB Group Holdings Bhd | 6,252,820 | 6,320,761 | |
Genting Bhd | 1,947,300 | 2,367,856 | |
IHH Healthcare Bhd | 2,885,600 | 3,790,631 | |
MISC Bhd | 1,223,000 | 2,024,647 | |
PPB Group Bhd | 619,900 | 2,800,183 | |
Top Glove Corp. Bhd | 3,459,300 | 4,772,322 | |
TOTAL MALAYSIA | 22,076,400 | ||
Mexico - 1.5% | |||
America Movil S.A.B. de CV Series L | 21,775,600 | 15,210,779 | |
Grupo Televisa SA de CV | 2,288,300 | 5,677,541 | |
TOTAL MEXICO | 20,888,320 | ||
Netherlands - 0.2% | |||
X5 Retail Group NV GDR (Reg. S) | 101,686 | 3,121,760 | |
Philippines - 0.6% | |||
Ayala Corp. | 229,180 | 3,514,900 | |
JG Summit Holdings, Inc. | 2,558,920 | 2,793,812 | |
Universal Robina Corp. | 805,170 | 2,281,440 | |
TOTAL PHILIPPINES | 8,590,152 | ||
Poland - 0.6% | |||
KGHM Polska Miedz SA (Bearer) (b) | 72,023 | 3,695,922 | |
Polski Koncern Naftowy Orlen SA | 265,621 | 4,673,338 | |
TOTAL POLAND | 8,369,260 | ||
Qatar - 0.7% | |||
Qatar National Bank SAQ (b) | 1,941,222 | 9,543,497 | |
Russia - 2.4% | |||
Gazprom OAO | 6,082,770 | 18,545,573 | |
Inter Rao Ues JSC | 32,417,700 | 2,114,915 | |
Mobile TeleSystems OJSC sponsored ADR | 410,619 | 3,477,943 | |
Surgutneftegas OJSC | 16,464,300 | 7,456,358 | |
VTB Bank OJSC | 4,616,060,016 | 3,156,039 | |
TOTAL RUSSIA | 34,750,828 | ||
Saudi Arabia - 1.8% | |||
Saudi Basic Industries Corp. | 251,414 | 8,312,980 | |
Saudi Telecom Co. | 526,178 | 17,818,945 | |
TOTAL SAUDI ARABIA | 26,131,925 | ||
Singapore - 0.2% | |||
Yangzijiang Shipbuilding Holdings Ltd. | 2,450,400 | 2,633,156 | |
South Africa - 4.3% | |||
Absa Group Ltd. | 658,068 | 5,556,313 | |
Aspen Pharmacare Holdings Ltd. (b) | 350,076 | 3,898,450 | |
Foschini Ltd. (b) | 302,304 | 2,400,088 | |
Impala Platinum Holdings Ltd. | 713,941 | 13,340,732 | |
Life Healthcare Group Holdings Ltd. (b) | 1,340,032 | 1,759,297 | |
Mr Price Group Ltd. | 233,549 | 2,928,683 | |
MTN Group Ltd. | 1,565,905 | 9,892,654 | |
Naspers Ltd. Class N | 20,336 | 4,628,067 | |
Nedbank Group Ltd. | 348,453 | 3,552,647 | |
Sibanye Stillwater Ltd. | 1,316,662 | 6,125,637 | |
Tiger Brands Ltd. | 162,950 | 2,191,019 | |
Vodacom Group Ltd. | 564,410 | 4,893,175 | |
TOTAL SOUTH AFRICA | 61,166,762 | ||
Taiwan - 14.6% | |||
Asia Cement Corp. | 2,179,000 | 3,894,831 | |
ASUSTeK Computer, Inc. | 638,000 | 8,584,291 | |
AU Optronics Corp. (b) | 8,174,000 | 9,564,805 | |
Catcher Technology Co. Ltd. | 696,000 | 4,918,948 | |
Compal Electronics, Inc. | 3,582,000 | 3,204,509 | |
Far Eastern Textile Ltd. | 3,520,000 | 4,188,227 | |
Foxconn Technology Co. Ltd. | 904,000 | 2,232,099 | |
Fubon Financial Holding Co. Ltd. | 6,610,000 | 15,185,615 | |
Hon Hai Precision Industry Co. Ltd. (Foxconn) | 5,720,000 | 23,743,782 | |
Innolux Corp. | 8,868,000 | 9,551,863 | |
Lite-On Technology Corp. | 2,018,000 | 4,614,428 | |
Nanya Technology Corp. | 1,073,000 | 3,517,152 | |
Pegatron Corp. | 1,979,000 | 5,212,181 | |
Pou Chen Corp. | 2,314,000 | 2,947,876 | |
Powertech Technology, Inc. | 669,000 | 2,669,297 | |
Radiant Opto-Electronics Corp. | 425,000 | 1,954,285 | |
Shin Kong Financial Holding Co. Ltd. | 10,820,000 | 3,910,610 | |
Sino-American Silicon Products, Inc. | 476,000 | 3,330,041 | |
Synnex Technology International Corp. | 1,234,000 | 2,459,610 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 2,802,000 | 58,983,727 | |
Unified-President Enterprises Corp. | 4,670,000 | 12,550,259 | |
United Microelectronics Corp. | 10,061,000 | 20,058,151 | |
Wistron Corp. | 2,594,000 | 3,035,384 | |
TOTAL TAIWAN | 210,311,971 | ||
Thailand - 1.4% | |||
Advanced Information Service PCL NVDR | 957,700 | 5,257,358 | |
Charoen Pokphand Foods PCL: | |||
unit | 2,527,300 | 2,352,864 | |
(For. Reg.) | 614,000 | 571,621 | |
Kasikornbank PCL: | |||
NVDR | 974,300 | 4,128,655 | |
(For. Reg.) | 84,800 | 359,345 | |
Siam Commercial Bank PCL: | |||
unit | 1,128,500 | 3,803,933 | |
(For. Reg.) | 4,400 | 14,831 | |
Thai Beverage PCL | 7,798,400 | 4,190,010 | |
TOTAL THAILAND | 20,678,617 | ||
Turkey - 0.2% | |||
Koc Holding A/S | 913,977 | 2,021,431 | |
Turkcell Iletisim Hizmet A/S | 817,321 | 1,465,082 | |
TOTAL TURKEY | 3,486,513 | ||
United Arab Emirates - 0.7% | |||
Emirates NBD Bank PJSC | 1,153,729 | 3,910,520 | |
Emirates Telecommunications Corp. | 976,682 | 5,631,713 | |
TOTAL UNITED ARAB EMIRATES | 9,542,233 | ||
TOTAL COMMON STOCKS | |||
(Cost $1,183,997,397) | 1,407,718,170 | ||
Nonconvertible Preferred Stocks - 1.4% | |||
Brazil - 1.2% | |||
Centrais Eletricas Brasileiras SA (Electrobras) (PN-B) | 531,700 | 3,619,677 | |
Metalurgica Gerdau SA (PN) | 734,800 | 2,010,130 | |
Petroleo Brasileiro SA - Petrobras (PN) (non-vtg.) | 2,692,400 | 11,707,272 | |
TOTAL BRAZIL | 17,337,079 | ||
Colombia - 0.0% | |||
Bancolombia SA (PN) | 145,659 | 1,086,630 | |
Russia - 0.2% | |||
AK Transneft OAO | 1,420 | 2,677,339 | |
TOTAL NONCONVERTIBLE PREFERRED STOCKS | |||
(Cost $20,566,763) | 21,101,048 | ||
Money Market Funds - 0.7% | |||
Fidelity Cash Central Fund 0.04% (d) | |||
(Cost $9,777,222) | 9,775,267 | 9,777,222 | |
TOTAL INVESTMENT IN SECURITIES - 100.1% | |||
(Cost $1,214,341,382) | 1,438,596,440 | ||
NET OTHER ASSETS (LIABILITIES) - (0.1)% | (1,725,042) | ||
NET ASSETS - 100% | $1,436,871,398 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI Emerging Markets Index Contracts (United States) | 120 | June 2021 | $8,019,600 | $163,739 | $163,739 |
The notional amount of futures purchased as a percentage of Net Assets is 0.6%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Level 3 security
(b) Non-income producing
(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 $37,887,720 or 2.6% of net assets.
(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $3,922 |
Total | $3,922 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable.
Investment Valuation
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $177,726,305 | $98,476,799 | $79,249,506 | $-- |
Consumer Discretionary | 248,970,982 | 235,157,281 | 11,663,477 | 2,150,224 |
Consumer Staples | 63,950,907 | 63,950,907 | -- | -- |
Energy | 70,439,913 | 45,430,081 | 25,009,832 | -- |
Financials | 263,937,806 | 191,181,382 | 72,756,424 | -- |
Health Care | 60,161,555 | 52,451,796 | 7,709,759 | -- |
Industrials | 60,075,602 | 55,969,347 | 4,106,255 | -- |
Information Technology | 311,920,650 | 190,009,883 | 121,910,767 | -- |
Materials | 123,070,797 | 82,087,270 | 40,983,527 | -- |
Real Estate | 23,538,462 | 23,538,462 | -- | -- |
Utilities | 25,026,239 | 25,026,239 | -- | -- |
Money Market Funds | 9,777,222 | 9,777,222 | -- | -- |
Total Investments in Securities: | $1,438,596,440 | $1,073,056,669 | $363,389,547 | $2,150,224 |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $163,739 | $163,739 | $-- | $-- |
Total Assets | $163,739 | $163,739 | $-- | $-- |
Total Derivative Instruments: | $163,739 | $163,739 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $163,739 | $0 |
Total Equity Risk | 163,739 | 0 |
Total Value of Derivatives | $163,739 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value — See accompanying schedule: Unaffiliated issuers (cost $1,204,564,160) | $1,428,819,218 | |
Fidelity Central Funds (cost $9,777,222) | 9,777,222 | |
Total Investment in Securities (cost $1,214,341,382) | $1,438,596,440 | |
Segregated cash with brokers for derivative instruments | 519,453 | |
Foreign currency held at value (cost $1,182,493) | 1,179,698 | |
Receivable for investments sold | 5,698 | |
Dividends receivable | 1,703,409 | |
Distributions receivable from Fidelity Central Funds | 644 | |
Prepaid expenses | 80 | |
Other receivables | 3,799 | |
Total assets | 1,442,009,221 | |
Liabilities | ||
Accrued management fee | $162,087 | |
Payable for daily variation margin on futures contracts | 139,047 | |
Other payables and accrued expenses | 4,836,689 | |
Total liabilities | 5,137,823 | |
Net Assets | $1,436,871,398 | |
Net Assets consist of: | ||
Paid in capital | $1,191,200,907 | |
Total accumulated earnings (loss) | 245,670,491 | |
Net Assets | $1,436,871,398 | |
Net Asset Value, offering price and redemption price per share ($1,436,871,398 ÷ 97,809,100 shares) | $14.69 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $11,284,730 | |
Non-Cash dividends | 1,313,304 | |
Interest | 2,065 | |
Income from Fidelity Central Funds | 3,922 | |
Income before foreign taxes withheld | 12,604,021 | |
Less foreign taxes withheld | (1,583,415) | |
Total income | 11,020,606 | |
Expenses | ||
Management fee | $830,692 | |
Custodian fees and expenses | 313,334 | |
Independent trustees' fees and expenses | 1,462 | |
Registration fees | 65,698 | |
Audit | 46,480 | |
Legal | 997 | |
Interest | 888 | |
Miscellaneous | 314 | |
Total expenses | 1,259,865 | |
Net investment income (loss) | 9,760,741 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of foreign taxes of $731,081) | 24,534,650 | |
Fidelity Central Funds | (25) | |
Foreign currency transactions | (287,040) | |
Futures contracts | 38,831 | |
Total net realized gain (loss) | 24,286,416 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers (net of increase in deferred foreign taxes of $3,742,780) | 191,483,157 | |
Assets and liabilities in foreign currencies | (4,575) | |
Futures contracts | 197,308 | |
Total change in net unrealized appreciation (depreciation) | 191,675,890 | |
Net gain (loss) | 215,962,306 | |
Net increase (decrease) in net assets resulting from operations | $225,723,047 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | For the period May 12, 2020 (commencement of operations) to October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $9,760,741 | $7,985,498 |
Net realized gain (loss) | 24,286,416 | (2,379,091) |
Change in net unrealized appreciation (depreciation) | 191,675,890 | 28,123,962 |
Net increase (decrease) in net assets resulting from operations | 225,723,047 | 33,730,369 |
Distributions to shareholders | (13,732,853) | – |
Share transactions | ||
Proceeds from sales of shares | 373,000,000 | 809,000,278 |
Reinvestment of distributions | 13,732,852 | – |
Cost of shares redeemed | (27) | (4,582,268) |
Net increase (decrease) in net assets resulting from share transactions | 386,732,825 | 804,418,010 |
Total increase (decrease) in net assets | 598,723,019 | 838,148,379 |
Net Assets | ||
Beginning of period | 838,148,379 | – |
End of period | $1,436,871,398 | $838,148,379 |
Other Information | ||
Shares | ||
Sold | 25,623,430 | 71,553,833 |
Issued in reinvestment of distributions | 1,030,995 | – |
Redeemed | (2) | (399,156) |
Net increase (decrease) | 26,654,423 | 71,154,677 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI Emerging Markets Value Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |
2021 | 2020 A | |
Selected Per–Share Data | ||
Net asset value, beginning of period | $11.78 | $10.00 |
Income from Investment Operations | ||
Net investment income (loss)B | .12 | .19 |
Net realized and unrealized gain (loss) | 2.98 | 1.59 |
Total from investment operations | 3.10 | 1.78 |
Distributions from net investment income | (.17) | – |
Distributions from net realized gain | (.02) | – |
Total distributions | (.19) | – |
Net asset value, end of period | $14.69 | $11.78 |
Total ReturnC,D | 26.51% | 17.80% |
Ratios to Average Net AssetsE,F | ||
Expenses before reductions | .23%G | .27%G,H |
Expenses net of fee waivers, if any | .23%G | .25%G |
Expenses net of all reductions | .23%G | .25%G |
Net investment income (loss) | 1.76%G | 3.43%G |
Supplemental Data | ||
Net assets, end of period (000 omitted) | $1,436,871 | $838,148 |
Portfolio turnover rateI | 39%G | 17%J |
A For the period May 12, 2020 (commencement of operations) to October 31, 2020.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
G Annualized
H Audit fees are not annualized.
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
J Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI Emerging Markets Value Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered exclusively to certain clients of Fidelity Management & Research Company LLC (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs)ADRs, futures contracts, ETF and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Interest income is accrued as earned and includes coupon interest and amortization of premium and accretion of discount on debt securities as applicable. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests. The Fund is subject to a tax imposed on capital gains by certain countries in which it invests. An estimated deferred tax liability for net unrealized appreciation on the applicable securities is included in Other payables and accrued expenses on the Statement of Assets & Liabilities.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, certain foreign taxes, passive foreign investment companies (PFIC) and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $253,202,983 |
Gross unrealized depreciation | (33,270,149) |
Net unrealized appreciation (depreciation) | $219,932,834 |
Tax cost | $1,218,827,345 |
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI Emerging Markets Value Index Fund | 591,970,087 | 213,401,310 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .15% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI Emerging Markets Value Index Fund | Borrower | $10,100,000 | .32% | $888 |
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI Emerging Markets Value Index Fund | $71 |
During the period, there were no borrowings on this line of credit.
8. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
At the end of the period, the following mutual funds managed by the investment adviser or its affiliates were the owners of record of 10% or more of the total outstanding shares.
Strategic Advisers Emerging Markets Fund | Strategic Advisers Fidelity Emerging Markets Fund | |
Fidelity SAI Emerging Markets Value Index Fund | 32% | 68% |
Mutual funds managed by the investment adviser or its affiliates, in aggregate, were the owners of record of more than 20% of the total outstanding shares.
Fund | % of shares held |
Fidelity SAI Emerging Markets Value Index Fund | 100% |
9. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI Emerging Markets Value Index Fund | .23% | |||
Actual | $1,000.00 | $1,265.10 | $1.29 | |
Hypothetical-C | $1,000.00 | $1,023.65 | $1.15 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
EMV-SANN-0621
1.9900584.100
Fidelity® SAI International Momentum Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 26.6% | |
United Kingdom | 11.5% | |
Germany | 9.0% | |
France | 7.7% | |
Australia | 7.3% | |
Denmark | 6.7% | |
Sweden | 6.7% | |
Switzerland | 5.5% | |
Netherlands | 4.5% | |
Other* | 14.5% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
SoftBank Group Corp. (Japan, Wireless Telecommunication Services) | 2.9 |
Sony Group Corp. (Japan, Household Durables) | 2.5 |
L'Oreal SA (France, Personal Products) | 2.3 |
Iberdrola SA (Spain, Electric Utilities) | 2.1 |
Daimler AG (Germany) (Germany, Automobiles) | 2.1 |
Hong Kong Exchanges and Clearing Ltd. (Hong Kong, Capital Markets) | 2.0 |
Tokyo Electron Ltd. (Japan, Semiconductors & Semiconductor Equipment) | 1.9 |
Novo-Nordisk A/S Series B (Denmark, Pharmaceuticals) | 1.9 |
National Australia Bank Ltd. (Australia, Banks) | 1.9 |
Adyen BV (Netherlands, IT Services) | 1.8 |
21.4 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Industrials | 18.3 |
Financials | 15.3 |
Consumer Discretionary | 14.1 |
Information Technology | 11.2 |
Materials | 10.0 |
Health Care | 9.8 |
Consumer Staples | 7.6 |
Communication Services | 4.6 |
Utilities | 4.6 |
Real Estate | 1.8 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.4% | |||
Shares | Value | ||
Australia - 7.3% | |||
Afterpay Ltd. (a) | 30,452 | $2,759,916 | |
Ansell Ltd. | 16,766 | 545,817 | |
BlueScope Steel Ltd. | 65,716 | 1,094,498 | |
Dominos Pizza Enterprises Ltd. | 8,239 | 676,898 | |
Fortescue Metals Group Ltd. | 216,884 | 3,774,260 | |
JB Hi-Fi Ltd. | 14,986 | 534,278 | |
Lynas Rare Earths Ltd. (a) | 117,538 | 498,000 | |
Macquarie Group Ltd. | 37,027 | 4,577,777 | |
Mineral Resources Ltd. | 21,649 | 796,341 | |
National Australia Bank Ltd. | 431,473 | 8,861,390 | |
Nine Entertainment Co. Holdings Ltd. | 191,305 | 420,010 | |
OZ Minerals Ltd. | 42,945 | 791,999 | |
Santos Ltd. | 218,202 | 1,173,282 | |
SEEK Ltd. | 46,052 | 1,098,697 | |
Sonic Healthcare Ltd. | 62,319 | 1,722,507 | |
Woolworths Group Ltd. | 165,615 | 5,013,954 | |
TOTAL AUSTRALIA | 34,339,624 | ||
Austria - 0.1% | |||
Voestalpine AG | 14,440 | 626,714 | |
Bailiwick of Jersey - 1.3% | |||
Ferguson PLC | 30,286 | 3,819,594 | |
Glencore Xstrata PLC | 541,256 | 2,204,765 | |
TOTAL BAILIWICK OF JERSEY | 6,024,359 | ||
Bermuda - 0.3% | |||
Alibaba Health Information Technology Ltd. (a) | 544,000 | 1,659,786 | |
Denmark - 6.7% | |||
A.P. Moller - Maersk A/S Series B | 1,217 | 3,027,443 | |
Carlsberg A/S Series B | 12,477 | 2,189,637 | |
DSV Panalpina A/S | 26,730 | 5,961,463 | |
GN Store Nord A/S | 18,557 | 1,675,272 | |
Novo-Nordisk A/S Series B | 121,692 | 8,976,912 | |
ORSTED A/S (b) | 21,817 | 3,182,219 | |
Pandora A/S | 13,061 | 1,482,333 | |
Royal Unibrew A/S | 4,602 | 561,728 | |
Vestas Wind Systems A/S | 110,735 | 4,622,462 | |
TOTAL DENMARK | 31,679,469 | ||
Finland - 1.0% | |||
Kesko Oyj | 35,628 | 1,085,408 | |
Neste Oyj | 56,191 | 3,404,804 | |
TOTAL FINLAND | 4,490,212 | ||
France - 7.7% | |||
Air Liquide SA | 45,655 | 7,688,411 | |
bioMerieux SA | 5,404 | 642,679 | |
Hermes International SCA | 3,945 | 4,951,563 | |
L'Oreal SA | 25,720 | 10,531,579 | |
LVMH Moet Hennessy Louis Vuitton SE | 8,240 | 6,207,608 | |
Remy Cointreau SA | 3,162 | 631,812 | |
Sartorius Stedim Biotech | 3,126 | 1,435,645 | |
SR Teleperformance SA | 7,661 | 2,957,471 | |
Suez Environnement SA | 53,482 | 1,276,973 | |
TOTAL FRANCE | 36,323,741 | ||
Germany - 9.0% | |||
Allianz SE | 24,779 | 6,446,676 | |
Bechtle AG | 3,561 | 725,023 | |
Covestro AG (b) | 23,275 | 1,522,801 | |
Daimler AG (Germany) | 109,183 | 9,720,193 | |
Deutsche Bank AG (a) | 269,601 | 3,761,827 | |
HelloFresh AG (a) | 19,278 | 1,599,211 | |
Infineon Technologies AG | 124,364 | 4,987,066 | |
LEG Immobilien AG | 8,085 | 1,124,626 | |
Merck KGaA | 4,889 | 859,041 | |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 18,291 | 5,291,979 | |
TAG Immobilien AG | 19,111 | 590,718 | |
Vonovia SE | 52,514 | 3,449,694 | |
Vonovia SE rights 5/20/21 (a)(c) | 52,514 | 106,698 | |
Zalando SE (a)(b) | 21,703 | 2,258,039 | |
TOTAL GERMANY | 42,443,592 | ||
Hong Kong - 2.9% | |||
Hong Kong Exchanges and Clearing Ltd. | 155,600 | 9,414,824 | |
Techtronic Industries Co. Ltd. | 225,000 | 4,101,574 | |
TOTAL HONG KONG | 13,516,398 | ||
Ireland - 0.8% | |||
James Hardie Industries PLC CDI | 57,909 | 1,913,778 | |
Kingspan Group PLC (Ireland) | 20,136 | 1,792,882 | |
TOTAL IRELAND | 3,706,660 | ||
Italy - 1.4% | |||
Banco BPM SpA | 197,645 | 563,156 | |
Enel Societa Per Azioni | 443,137 | 4,400,054 | |
FinecoBank SpA | 54,409 | 936,717 | |
Interpump Group SpA | 10,651 | 567,269 | |
TOTAL ITALY | 6,467,196 | ||
Japan - 26.6% | |||
AEON Co. Ltd. | 41,100 | 1,121,610 | |
Bandai Namco Holdings, Inc. | 8,100 | 594,845 | |
Capcom Co. Ltd. | 21,200 | 688,627 | |
Chugai Pharmaceutical Co. Ltd. | 61,400 | 2,303,975 | |
Cosmos Pharmaceutical Corp. | 2,800 | 401,976 | |
Daiichi Sankyo Kabushiki Kaisha | 179,400 | 4,574,872 | |
Disco Corp. | 3,800 | 1,230,854 | |
Ebara Corp. | 11,300 | 482,853 | |
FANUC Corp. | 12,100 | 2,786,423 | |
Fujitsu Ltd. | 24,300 | 3,869,901 | |
Hoya Corp. | 45,000 | 5,120,093 | |
Ibiden Co. Ltd. | 17,500 | 829,445 | |
Itochu Corp. | 184,200 | 5,743,925 | |
Keyence Corp. | 6,600 | 3,171,672 | |
Kobe Bussan Co. Ltd. | 15,600 | 417,085 | |
Konami Holdings Corp. | 13,200 | 787,483 | |
Lasertec Corp. | 10,100 | 1,787,300 | |
LIXIL Group Corp. | 29,000 | 785,699 | |
M3, Inc. | 55,800 | 3,868,575 | |
Makita Corp. | 36,500 | 1,641,481 | |
Mitsui OSK Lines Ltd. | 15,900 | 638,677 | |
MonotaRO Co. Ltd. | 32,000 | 816,909 | |
Nabtesco Corp. | 16,400 | 737,542 | |
NEC Corp. | 31,800 | 1,850,563 | |
Nexon Co. Ltd. | 58,900 | 1,953,633 | |
Nichirei Corp. | 17,400 | 439,736 | |
Nidec Corp. | 71,600 | 8,267,578 | |
Nintendo Co. Ltd. | 2,900 | 1,663,595 | |
Nippon Yusen KK | 22,200 | 871,425 | |
Nitori Holdings Co. Ltd. | 9,300 | 1,668,707 | |
Nitto Denko Corp. | 20,800 | 1,724,293 | |
Nomura Holdings, Inc. | 368,000 | 1,978,057 | |
Nomura Research Institute Ltd. | 50,900 | 1,567,193 | |
Pan Pacific International Holdings Ltd. | 78,600 | 1,693,687 | |
Recruit Holdings Co. Ltd. | 22,300 | 1,005,451 | |
Renesas Electronics Corp. (a) | 130,400 | 1,521,274 | |
Ryohin Keikaku Co. Ltd. | 34,400 | 723,945 | |
SG Holdings Co. Ltd. | 66,000 | 1,500,082 | |
SHIMANO, Inc. | 5,500 | 1,259,882 | |
Shin-Etsu Chemical Co. Ltd. | 40,000 | 6,752,676 | |
SoftBank Group Corp. | 149,500 | 13,471,541 | |
Sony Group Corp. | 118,500 | 11,847,503 | |
Suzuki Motor Corp. | 64,100 | 2,432,269 | |
Tokyo Electron Ltd. | 20,500 | 9,063,592 | |
Toyota Industries Corp. | 26,900 | 2,153,674 | |
Toyota Tsusho Corp. | 31,000 | 1,310,458 | |
Unicharm Corp. | 57,500 | 2,232,867 | |
Yamada Holdings Co. Ltd. | 95,900 | 477,350 | |
Yamato Holdings Co. Ltd. | 47,100 | 1,329,522 | |
TOTAL JAPAN | 125,162,375 | ||
Luxembourg - 1.2% | |||
ArcelorMittal SA (Netherlands) | 90,629 | 2,642,249 | |
B&M European Value Retail SA | 110,880 | 866,414 | |
Eurofins Scientific SA (a) | 15,924 | 1,576,560 | |
Tenaris SA | 61,594 | 660,471 | |
TOTAL LUXEMBOURG | 5,745,694 | ||
Malta - 0.1% | |||
Kindred Group PLC (depositary receipt) | 30,017 | 519,457 | |
Netherlands - 4.5% | |||
Adyen BV (a)(b) | 3,407 | 8,384,947 | |
ASM International NV (Netherlands) | 5,067 | 1,540,616 | |
ASML Holding NV (Netherlands) | 3,053 | 1,981,831 | |
Corbion NV | 7,728 | 452,657 | |
Ferrari NV | 9,722 | 2,082,266 | |
IMCD NV | 7,214 | 1,049,003 | |
Stellantis NV (Italy) | 148,603 | 2,469,768 | |
Wolters Kluwer NV | 34,896 | 3,157,437 | |
Wolters Kluwer NV rights (a)(c) | 34,896 | 37,339 | |
TOTAL NETHERLANDS | 21,155,864 | ||
New Zealand - 1.1% | |||
Contact Energy Ltd. | 96,453 | 520,424 | |
Fisher & Paykel Healthcare Corp. | 75,166 | 1,933,707 | |
Fletcher Building Ltd. | 107,514 | 559,332 | |
Meridian Energy Ltd. | 143,509 | 547,365 | |
Xero Ltd. (a) | 15,281 | 1,666,404 | |
TOTAL NEW ZEALAND | 5,227,232 | ||
Norway - 0.2% | |||
Gjensidige Forsikring ASA | 21,830 | 496,840 | |
Scatec Solar AS (b) | 14,619 | 394,277 | |
TOTAL NORWAY | 891,117 | ||
Papua New Guinea - 0.1% | |||
Oil Search Ltd. ADR | 98,379 | 287,988 | |
Singapore - 0.3% | |||
Mapletree Logistics Trust (REIT) | 347,964 | 520,344 | |
Singapore Exchange Ltd. | 107,500 | 844,167 | |
TOTAL SINGAPORE | 1,364,511 | ||
Spain - 2.1% | |||
Iberdrola SA | 748,914 | 10,120,793 | |
Sweden - 6.7% | |||
AddTech AB (B Shares) | 33,903 | 592,713 | |
Avanza Bank Holding AB | 15,361 | 552,706 | |
Castellum AB | 31,361 | 763,506 | |
Embracer Group AB (a) | 24,156 | 743,608 | |
Epiroc AB (A Shares) | 128,915 | 2,794,373 | |
EQT AB | 27,348 | 924,894 | |
Evolution Gaming Group AB (b) | 19,115 | 3,775,334 | |
Fastighets AB Balder (a) | 12,769 | 735,622 | |
Getinge AB (B Shares) | 28,512 | 964,933 | |
Holmen AB (B Shares) | 12,085 | 569,593 | |
Husqvarna AB (B Shares) | 53,919 | 750,613 | |
Indutrade AB | 34,279 | 895,691 | |
Investor AB (B Shares) | 52,223 | 4,434,811 | |
Kinnevik AB (B Shares) | 31,556 | 1,744,507 | |
Lifco AB | 5,529 | 594,990 | |
Nibe Industrier AB (B Shares) | 46,489 | 1,701,283 | |
Sinch AB (a)(b) | 4,843 | 765,161 | |
Swedish Match Co. AB | 21,158 | 1,735,518 | |
Thule Group AB (b) | 12,279 | 557,559 | |
Trelleborg AB (B Shares) | 31,839 | 829,678 | |
Volvo AB (B Shares) | 206,612 | 5,048,425 | |
TOTAL SWEDEN | 31,475,518 | ||
Switzerland - 5.5% | |||
Bucher Industries AG | 876 | 459,654 | |
Georg Fischer AG (Reg.) | 535 | 749,849 | |
Kuehne & Nagel International AG | 6,595 | 1,971,459 | |
Logitech International SA (Reg.) | 22,581 | 2,531,940 | |
Lonza Group AG | 9,489 | 6,032,294 | |
Partners Group Holding AG | 2,448 | 3,484,698 | |
Siegfried Holding AG | 568 | 522,131 | |
Sig Combibloc Group AG | 41,750 | 1,022,206 | |
Sika AG | 12,484 | 3,723,670 | |
Tecan Group AG | 1,559 | 759,314 | |
VAT Group AG (b) | 3,341 | 954,101 | |
Zurich Insurance Group Ltd. | 8,565 | 3,513,865 | |
TOTAL SWITZERLAND | 25,725,181 | ||
United Kingdom - 11.5% | |||
3i Group PLC | 127,416 | 2,255,908 | |
Admiral Group PLC | 33,786 | 1,459,996 | |
Anglo American PLC (United Kingdom) | 178,379 | 7,562,955 | |
Antofagasta PLC | 45,010 | 1,159,615 | |
Ashtead Group PLC | 58,819 | 3,778,099 | |
Avast PLC (b) | 63,023 | 415,780 | |
Berkeley Group Holdings PLC | 16,237 | 1,037,564 | |
Bunzl PLC | 35,984 | 1,156,419 | |
Dechra Pharmaceuticals PLC | 14,190 | 790,547 | |
Games Workshop Group PLC | 4,275 | 640,583 | |
Genus PLC | 8,518 | 598,188 | |
Halma PLC | 44,029 | 1,573,666 | |
IG Group Holdings PLC | 48,304 | 611,066 | |
IMI PLC | 37,534 | 826,271 | |
J Sainsbury PLC | 226,293 | 742,865 | |
Kingfisher PLC | 275,258 | 1,358,857 | |
London Stock Exchange Group PLC | 41,019 | 4,192,047 | |
Next PLC (a) | 5,693 | 613,418 | |
Persimmon PLC | 38,768 | 1,676,890 | |
Phoenix Group Holdings PLC | 55,745 | 547,683 | |
Prudential PLC | 176,921 | 3,746,175 | |
Reckitt Benckiser Group PLC | 77,707 | 6,918,850 | |
Rentokil Initial PLC | 231,577 | 1,600,376 | |
Rightmove PLC | 115,633 | 980,527 | |
Royal Dutch Shell PLC Class A (United Kingdom) | 31,889 | 600,032 | |
Royal Mail PLC (a) | 131,162 | 898,461 | |
Segro PLC | 145,353 | 2,018,438 | |
Severn Trent PLC | 27,970 | 956,815 | |
Spirax-Sarco Engineering PLC | 9,619 | 1,569,542 | |
St. James's Place Capital PLC | 70,489 | 1,325,404 | |
Tate & Lyle PLC | 54,505 | 602,193 | |
TOTAL UNITED KINGDOM | 54,215,230 | ||
TOTAL COMMON STOCKS | |||
(Cost $377,097,440) | 463,168,711 | ||
Money Market Funds - 1.2% | |||
Fidelity Cash Central Fund 0.04% (d) | |||
(Cost $5,353,677) | 5,352,607 | 5,353,677 | |
TOTAL INVESTMENT IN SECURITIES - 99.6% | |||
(Cost $382,451,117) | 468,522,388 | ||
NET OTHER ASSETS (LIABILITIES) - 0.4% | 2,091,360 | ||
NET ASSETS - 100% | $470,613,748 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 66 | June 2021 | $7,454,700 | $125,904 | $125,904 |
The notional amount of futures purchased as a percentage of Net Assets is 1.6%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $22,210,218 or 4.7% of net assets.
(c) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $1,629 |
Fidelity Securities Lending Cash Central Fund | 107 |
Total | $1,736 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable. 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
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $21,807,721 | $6,672,585 | $15,135,136 | $-- |
Consumer Discretionary | 66,630,708 | 47,216,740 | 19,413,968 | -- |
Consumer Staples | 34,626,818 | 17,176,389 | 17,450,429 | -- |
Energy | 6,126,577 | 4,866,074 | 1,260,503 | -- |
Financials | 71,967,170 | 62,729,073 | 9,238,097 | -- |
Health Care | 46,562,848 | 31,553,642 | 15,009,206 | -- |
Industrials | 85,433,346 | 70,309,112 | 15,124,234 | -- |
Information Technology | 52,224,144 | 36,870,300 | 15,353,844 | -- |
Materials | 47,080,813 | 37,187,637 | 9,893,176 | -- |
Real Estate | 9,309,646 | 9,202,948 | 106,698 | -- |
Utilities | 21,398,920 | 6,878,073 | 14,520,847 | -- |
Money Market Funds | 5,353,677 | 5,353,677 | -- | -- |
Total Investments in Securities: | $468,522,388 | $336,016,250 | $132,506,138 | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $125,904 | $125,904 | $-- | $-- |
Total Assets | $125,904 | $125,904 | $-- | $-- |
Total Derivative Instruments: | $125,904 | $125,904 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $125,904 | $0 |
Total Equity Risk | 125,904 | 0 |
Total Value of Derivatives | $125,904 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value — See accompanying schedule: Unaffiliated issuers (cost $377,097,440) | $463,168,711 | |
Fidelity Central Funds (cost $5,353,677) | 5,353,677 | |
Total Investment in Securities (cost $382,451,117) | $468,522,388 | |
Segregated cash with brokers for derivative instruments | 470,448 | |
Foreign currency held at value (cost $419,800) | 417,937 | |
Receivable for fund shares sold | 197,696 | |
Dividends receivable | 1,501,836 | |
Distributions receivable from Fidelity Central Funds | 141 | |
Prepaid expenses | 96 | |
Receivable from investment adviser for expense reductions | 24,013 | |
Other receivables | 10,116 | |
Total assets | 471,144,671 | |
Liabilities | ||
Payable for investments purchased on a delayed delivery basis | $144,037 | |
Payable for fund shares redeemed | 171,998 | |
Accrued management fee | 59,308 | |
Payable for daily variation margin on futures contracts | 93,720 | |
Accrued custody fee | 32,440 | |
Other payables and accrued expenses | 29,420 | |
Total liabilities | 530,923 | |
Net Assets | $470,613,748 | |
Net Assets consist of: | ||
Paid in capital | $372,681,245 | |
Total accumulated earnings (loss) | 97,932,503 | |
Net Assets | $470,613,748 | |
Net Asset Value, offering price and redemption price per share ($470,613,748 ÷ 34,674,004 shares) | $13.57 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $4,707,854 | |
Non-Cash dividends | 270,952 | |
Income from Fidelity Central Funds (including $107 from security lending) | 1,736 | |
Income before foreign taxes withheld | 4,980,542 | |
Less foreign taxes withheld | (563,900) | |
Total income | 4,416,642 | |
Expenses | ||
Management fee | $324,309 | |
Custodian fees and expenses | 59,492 | |
Independent trustees' fees and expenses | 629 | |
Registration fees | 46,360 | |
Audit | 26,473 | |
Legal | 486 | |
Interest | 457 | |
Miscellaneous | 314 | |
Total expenses before reductions | 458,520 | |
Expense reductions | (25,534) | |
Total expenses after reductions | 432,986 | |
Net investment income (loss) | 3,983,656 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 7,593,647 | |
Fidelity Central Funds | 4 | |
Foreign currency transactions | 244,645 | |
Futures contracts | 529,243 | |
Total net realized gain (loss) | 8,367,539 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 65,873,160 | |
Assets and liabilities in foreign currencies | (142) | |
Futures contracts | 227,202 | |
Total change in net unrealized appreciation (depreciation) | 66,100,220 | |
Net gain (loss) | 74,467,759 | |
Net increase (decrease) in net assets resulting from operations | $78,451,415 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | For the period May 12, 2020 (commencement of operations) to October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $3,983,656 | $2,253,309 |
Net realized gain (loss) | 8,367,539 | 1,810,871 |
Change in net unrealized appreciation (depreciation) | 66,100,220 | 20,100,192 |
Net increase (decrease) in net assets resulting from operations | 78,451,415 | 24,164,372 |
Distributions to shareholders | (4,606,186) | – |
Share transactions | ||
Proceeds from sales of shares | 95,568,185 | 371,501,411 |
Reinvestment of distributions | 4,604,063 | – |
Cost of shares redeemed | (76,141,592) | (22,927,920) |
Net increase (decrease) in net assets resulting from share transactions | 24,030,656 | 348,573,491 |
Total increase (decrease) in net assets | 97,875,885 | 372,737,863 |
Net Assets | ||
Beginning of period | 372,737,863 | – |
End of period | $470,613,748 | $372,737,863 |
Other Information | ||
Shares | ||
Sold | 7,320,851 | 34,922,757 |
Issued in reinvestment of distributions | 366,566 | – |
Redeemed | (5,902,467) | (2,033,703) |
Net increase (decrease) | 1,784,950 | 32,889,054 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI International Momentum Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |
2021 | 2020 A | |
Selected Per–Share Data | ||
Net asset value, beginning of period | $11.33 | $10.00 |
Income from Investment Operations | ||
Net investment income (loss)B | .12 | .08 |
Net realized and unrealized gain (loss) | 2.27 | 1.25 |
Total from investment operations | 2.39 | 1.33 |
Distributions from net investment income | (.09) | – |
Distributions from net realized gain | (.05) | – |
Total distributions | (.15)C | – |
Net asset value, end of period | $13.57 | $11.33 |
Total ReturnD,E | 21.16% | 13.30% |
Ratios to Average Net AssetsF,G | ||
Expenses before reductions | .21%H | .24%H,I |
Expenses net of fee waivers, if any | .20%H | .20%H |
Expenses net of all reductions | .20%H | .20%H |
Net investment income (loss) | 1.84%H | 1.55%H |
Supplemental Data | ||
Net assets, end of period (000 omitted) | $470,614 | $372,738 |
Portfolio turnover rateJ | 93%H | 29%K |
A For the period May 12, 2020 (commencement of operations) to October 31, 2020.
B Calculated based on average shares outstanding during the period.
C Total distributions per share do not sum due to rounding.
D Total returns for periods of less than one year are not annualized.
E Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
F Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
G Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
H Annualized
I Audit fees are not annualized.
J Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
K Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI International Momentum Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered exclusively to certain clients of Fidelity Management & Research Company LLC (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, passive foreign investment companies (PFIC) and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $92,922,284 |
Gross unrealized depreciation | (7,865,570) |
Net unrealized appreciation (depreciation) | $85,056,714 |
Tax cost | $383,591,578 |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI International Momentum Index Fund | 215,571,991 | 195,961,290 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .15% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI International Momentum Index Fund | Borrower | $7,779,429 | .30% | $457 |
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI International Momentum Index Fund | $24 |
During the period, there were no borrowings on this line of credit.
8. Security Lending.
Funds lend portfolio securities from time to time in order to earn additional income. Lending agents are used, including National Financial Services (NFS), an affiliate of the investment adviser. Pursuant to a securities lending agreement, NFS will receive a fee, which is capped at 9.9% of a fund's daily lending revenue, for its services as lending agent. A fund may lend securities to certain qualified borrowers, including NFS. On the settlement date of the loan, a fund receives collateral (in the form of U.S. Treasury obligations, letters of credit and/or cash) against the loaned securities and maintains collateral in an amount not less than 100% of the market value of the loaned securities during the period of the loan. The market value of the loaned securities is determined at the close of business of a fund and any additional required collateral is delivered to a fund on the next business day. A fund or borrower may terminate the loan at any time, and if the borrower defaults on its obligation to return the securities loaned because of insolvency or other reasons, a fund may apply collateral received from the borrower against the obligation. A fund may experience delays and costs in recovering the securities loaned. Any cash collateral received is invested in the Fidelity Securities Lending Cash Central Fund. Any loaned securities are identified as such in the Schedule of Investments, and the value of loaned securities and cash collateral at period end, as applicable, are presented in the Statement of Assets and Liabilities. Security lending income 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. Security lending income is presented in the Statement of Operations as a component of income from Fidelity Central Funds. Affiliated security lending activity, if any, was as follows:
Total Security Lending Fees Paid to NFS | Security Lending Income From Securities Loaned to NFS | Value of Securities Loaned to NFS at Period End | |
Fidelity SAI International Momentum Index Fund | $– | $– | $– |
9. Expense Reductions.
The investment adviser contractually agreed to reimburse the Fund to the extent annual operating expenses exceeded .20% of average net assets. This reimbursement will remain in place through February 28, 2022. Some expenses, for example the compensation of the independent Trustees, and certain miscellaneous expenses such as proxy and shareholder meeting expenses, are excluded from this reimbursement. During the period this reimbursement reduced the Fund's expenses by $25,534.
10. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
11. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI International Momentum Index Fund | .20% | |||
Actual | $1,000.00 | $1,211.60 | $1.10 | |
Hypothetical-C | $1,000.00 | $1,023.80 | $1.00 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
IMI-SANN-0621
1.9900588.100
Fidelity® SAI International Quality Index Fund
Offered exclusively to certain clients of the Adviser or its affiliates - 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 LLC.
Semi-Annual Report
April 30, 2021
Contents
To view a fund's proxy voting guidelines and proxy voting record for the 12-month period ended June 30, visit http://www.fidelity.com/proxyvotingresults or visit the Securities and Exchange Commission's (SEC) web site at http://www.sec.gov.
You may also call 1-800-544-3455 to request a free copy of the proxy voting guidelines.
Standard & Poor's, S&P and S&P 500 are registered service marks of The McGraw-Hill Companies, Inc. and have been licensed for use by Fidelity Distributors Corporation.
Other third-party marks appearing herein are the property of their respective owners.
All other marks appearing herein are registered or unregistered trademarks or service marks of FMR LLC or an affiliated company. © 2021 FMR LLC. All rights reserved.
This report and the financial statements contained herein are submitted for the general information of the shareholders of the Fund. This report is not authorized for distribution to prospective investors in the Fund unless preceded or accompanied by an effective prospectus.
A fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. Forms N-PORT are available on the SEC’s web site at http://www.sec.gov. A fund's Forms N-PORT may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information regarding the operation of the SEC's Public Reference Room may be obtained by calling 1-800-SEC-0330.
For a complete list of a fund's portfolio holdings, view the most recent holdings listing, semiannual report, or annual report on Fidelity's web site at http://www.fidelity.com, http://www.institutional.fidelity.com, or http://www.401k.com, as applicable.
NOT FDIC INSURED •MAY LOSE VALUE •NO BANK GUARANTEE
Neither the Fund nor Fidelity Distributors Corporation is a bank.
Note to Shareholders:
Early in 2020, the outbreak and spread of a new coronavirus emerged as a public health emergency that had a major influence on financial markets, primarily based on its impact on the global economy and the outlook for corporate earnings. The virus causes a respiratory disease known as COVID-19. On March 11, 2020 the World Health Organization declared the COVID-19 outbreak a pandemic, citing sustained risk of further global spread.
In the weeks following, as the crisis worsened, we witnessed an escalating human tragedy with wide-scale social and economic consequences from coronavirus-containment measures. The outbreak of COVID-19 prompted a number of measures to limit the spread, including travel and border restrictions, quarantines, and restrictions on large gatherings. In turn, these resulted in lower consumer activity, diminished demand for a wide range of products and services, disruption in manufacturing and supply chains, and – given the wide variability in outcomes regarding the outbreak – significant market uncertainty and volatility. Amid the turmoil, global governments and central banks took unprecedented action to help support consumers, businesses, and the broader economies, and to limit disruption to financial systems.
The situation continues to unfold, and the extent and duration of its impact on financial markets and the economy remain highly uncertain. Extreme events such as the coronavirus crisis are “exogenous shocks” that can have significant adverse effects on mutual funds and their investments. Although multiple asset classes may be affected by market disruption, the duration and impact may not be the same for all types of assets.
Fidelity is committed to helping you stay informed amid news about COVID-19 and during increased market volatility, and we’re taking extra steps to be responsive to customer needs. We encourage you to visit our websites, where we offer ongoing updates, commentary, and analysis on the markets and our funds.
Investment Summary (Unaudited)
Geographic Diversification (% of fund's net assets)
As of April 30, 2021 | ||
Japan | 20.4% | |
Switzerland | 14.7% | |
United Kingdom | 14.3% | |
France | 8.3% | |
Netherlands | 8.1% | |
Hong Kong | 5.8% | |
Denmark | 5.2% | |
Germany | 5.1% | |
Sweden | 5.1% | |
Other* | 13.0% |
* Includes Short-Term investments and Net Other Assets (Liabilities).
Percentages are based on country or territory of incorporation and are adjusted for the effect of futures contracts, if applicable.
Asset Allocation as of April 30, 2021
% of fund's net assets | |
Stocks and Equity Futures | 100.0 |
Top Ten Stocks as of April 30, 2021
% of fund's net assets | |
Nestle SA (Reg. S) (Switzerland, Food Products) | 4.0 |
ASML Holding NV (Netherlands) (Netherlands, Semiconductors & Semiconductor Equipment) | 3.8 |
LVMH Moet Hennessy Louis Vuitton SE (France, Textiles, Apparel & Luxury Goods) | 3.3 |
Roche Holding AG (participation certificate) (Switzerland, Pharmaceuticals) | 3.1 |
Novartis AG (Switzerland, Pharmaceuticals) | 3.0 |
Unilever PLC (United Kingdom, Personal Products) | 2.8 |
AIA Group Ltd. (Hong Kong, Insurance) | 2.7 |
Novo-Nordisk A/S Series B (Denmark, Pharmaceuticals) | 2.6 |
AstraZeneca PLC (United Kingdom) (United Kingdom, Pharmaceuticals) | 2.6 |
L’Oreal SA (France, Personal Products) | 2.5 |
30.4 |
Top Market Sectors as of April 30, 2021
% of fund's net assets | |
Health Care | 20.9 |
Information Technology | 15.1 |
Financials | 14.0 |
Industrials | 13.4 |
Consumer Staples | 12.0 |
Consumer Discretionary | 9.9 |
Materials | 5.7 |
Communication Services | 5.2 |
Utilities | 1.1 |
Real Estate | 0.4 |
Schedule of Investments April 30, 2021 (Unaudited)
Showing Percentage of Net Assets
Common Stocks - 98.1% | |||
Shares | Value | ||
Australia - 5.1% | |||
ASX Ltd. | 21,870 | $1,229,535 | |
Carsales.com Ltd. | 27,833 | 426,465 | |
CSL Ltd. | 48,667 | 10,165,957 | |
Fortescue Metals Group Ltd. | 187,821 | 3,268,500 | |
Magellan Financial Group Ltd. | 16,181 | 604,554 | |
Medibank Private Ltd. | 311,107 | 738,157 | |
REA Group Ltd. | 5,654 | 689,703 | |
Rio Tinto Ltd. | 41,935 | 3,913,706 | |
TOTAL AUSTRALIA | 21,036,577 | ||
Austria - 0.1% | |||
Verbund AG | 7,692 | 631,618 | |
Bailiwick of Jersey - 1.0% | |||
Experian PLC | 104,046 | 4,011,138 | |
Belgium - 0.5% | |||
Colruyt NV | 7,064 | 418,945 | |
Proximus | 16,363 | 348,792 | |
Sofina SA | 1,780 | 676,670 | |
Warehouses de Pauw | 14,802 | 521,770 | |
Warehouses de Pauw rights 5/21/21 (a)(b) | 14,802 | 14,237 | |
TOTAL BELGIUM | 1,980,414 | ||
Bermuda - 0.1% | |||
CK Infrastructure Holdings Ltd. | 69,000 | 422,825 | |
Cayman Islands - 0.3% | |||
Sands China Ltd. (a) | 274,000 | 1,301,612 | |
Denmark - 5.2% | |||
Christian Hansen Holding A/S (a) | 11,618 | 1,067,998 | |
Coloplast A/S Series B | 13,420 | 2,222,883 | |
Genmab A/S (a) | 7,399 | 2,715,383 | |
Novo-Nordisk A/S Series B | 146,521 | 10,808,485 | |
Novozymes A/S Series B | 23,773 | 1,692,251 | |
Pandora A/S | 11,297 | 1,282,131 | |
Royal Unibrew A/S | 4,739 | 578,450 | |
SimCorp A/S | 4,575 | 604,734 | |
Tryg A/S | 34,768 | 795,650 | |
TOTAL DENMARK | 21,767,965 | ||
Finland - 1.2% | |||
Elisa Corp. (A Shares) | 17,013 | 965,219 | |
Kone OYJ (B Shares) | 45,563 | 3,579,202 | |
Orion Oyj (B Shares) | 11,975 | 530,239 | |
TOTAL FINLAND | 5,074,660 | ||
France - 8.3% | |||
Edenred SA | 27,855 | 1,578,991 | |
Hermes International SCA | 3,935 | 4,939,011 | |
L'Oreal SA | 25,915 | 10,611,426 | |
La Francaise des Jeux SAEM (c) | 13,809 | 707,572 | |
Legrand SA | 30,163 | 2,937,341 | |
LVMH Moet Hennessy Louis Vuitton SE | 17,964 | 13,533,188 | |
TOTAL FRANCE | 34,307,529 | ||
Germany - 5.1% | |||
Allianz SE | 39,729 | 10,336,171 | |
Beiersdorf AG | 11,102 | 1,253,089 | |
CTS Eventim AG | 6,073 | 419,677 | |
Deutsche Borse AG | 21,463 | 3,697,698 | |
Hannover Reuck SE | 6,812 | 1,259,580 | |
Knorr-Bremse AG | 7,466 | 915,552 | |
MTU Aero Engines AG | 5,998 | 1,513,609 | |
Nemetschek Se | 6,132 | 457,076 | |
Rational AG | 514 | 428,615 | |
Scout24 AG (c) | 12,155 | 1,010,367 | |
TOTAL GERMANY | 21,291,434 | ||
Hong Kong - 5.8% | |||
AIA Group Ltd. | 868,600 | 11,024,772 | |
Galaxy Entertainment Group Ltd. | 240,000 | 2,113,353 | |
Hang Seng Bank Ltd. | 82,100 | 1,611,825 | |
Hong Kong Exchanges and Clearing Ltd. | 134,600 | 8,144,186 | |
Power Assets Holdings Ltd. | 154,500 | 949,744 | |
TOTAL HONG KONG | 23,843,880 | ||
Italy - 1.2% | |||
DiaSorin SpA | 2,212 | 375,637 | |
FinecoBank SpA | 68,858 | 1,185,474 | |
Moncler SpA | 22,472 | 1,378,405 | |
Recordati SpA | 11,339 | 624,905 | |
Snam Rete Gas SpA | 240,214 | 1,351,571 | |
TOTAL ITALY | 4,915,992 | ||
Japan - 20.4% | |||
Azbil Corp. | 14,800 | 598,554 | |
Calbee, Inc. | 13,000 | 311,529 | |
Capcom Co. Ltd. | 18,400 | 597,676 | |
Chugai Pharmaceutical Co. Ltd. | 72,100 | 2,705,482 | |
Daito Trust Construction Co. Ltd. | 7,800 | 829,317 | |
Disco Corp. | 3,300 | 1,068,899 | |
Eisai Co. Ltd. | 33,500 | 2,185,209 | |
GMO Payment Gateway, Inc. | 4,800 | 612,682 | |
Hamamatsu Photonics K.K. | 16,600 | 962,979 | |
Hisamitsu Pharmaceutical Co., Inc. | 9,600 | 558,660 | |
Hoshizaki Corp. | 6,700 | 594,656 | |
Hoya Corp. | 42,500 | 4,835,644 | |
INPEX Corp. | 122,200 | 834,122 | |
Japan Exchange Group, Inc. | 60,600 | 1,420,321 | |
Japan Tobacco, Inc. | 124,300 | 2,324,725 | |
Kakaku.com, Inc. | 14,700 | 399,478 | |
KDDI Corp. | 184,800 | 5,586,404 | |
Keyence Corp. | 20,800 | 9,995,571 | |
Kobayashi Pharmaceutical Co. Ltd. | 6,200 | 553,116 | |
Kose Corp. | 3,900 | 587,373 | |
Lasertec Corp. | 8,700 | 1,539,555 | |
M3, Inc. | 48,300 | 3,348,606 | |
MonotaRO Co. Ltd. | 27,800 | 709,690 | |
Nexon Co. Ltd. | 51,000 | 1,691,600 | |
Nihon M&A Center, Inc. | 33,000 | 864,782 | |
Nippon Telegraph & Telephone Corp. | 145,400 | 3,665,954 | |
Nissan Chemical Corp. | 16,400 | 843,334 | |
Nitori Holdings Co. Ltd. | 9,800 | 1,758,423 | |
NOF Corp. | 9,600 | 507,713 | |
Nomura Research Institute Ltd. | 44,200 | 1,360,902 | |
OBIC Co. Ltd. | 7,500 | 1,450,041 | |
Ono Pharmaceutical Co. Ltd. | 56,100 | 1,412,125 | |
Oracle Corp. Japan | 3,800 | 356,391 | |
Otsuka Corp. | 12,400 | 625,162 | |
Otsuka Holdings Co. Ltd. | 17,400 | 668,839 | |
Pigeon Corp. | 13,700 | 464,439 | |
Secom Co. Ltd. | 24,200 | 2,009,692 | |
Shimadzu Corp. | 31,100 | 1,088,457 | |
Shionogi & Co. Ltd. | 31,700 | 1,671,199 | |
SMC Corp. | 7,200 | 4,180,071 | |
Sysmex Corp. | 18,700 | 1,869,316 | |
Toho Co. Ltd. | 16,000 | 636,838 | |
Tokio Marine Holdings, Inc. | 79,300 | 3,794,849 | |
Tokyo Electron Ltd. | 17,800 | 7,869,851 | |
Trend Micro, Inc. | 15,900 | 756,519 | |
USS Co. Ltd. | 25,100 | 454,965 | |
Yakult Honsha Co. Ltd. | 18,200 | 885,937 | |
ZOZO, Inc. | 10,900 | 368,021 | |
TOTAL JAPAN | 84,415,668 | ||
Netherlands - 8.1% | |||
Adyen BV (a)(c) | 3,424 | 8,426,785 | |
ASM International NV (Netherlands) | 4,388 | 1,334,167 | |
ASML Holding NV (Netherlands) | 24,226 | 15,726,114 | |
ASR Nederland NV | 15,928 | 697,231 | |
BE Semiconductor Industries NV | 8,432 | 682,448 | |
Euronext NV (c) | 7,275 | 732,071 | |
Euronext NV rights 5/10/21 (a) | 7,275 | 85,277 | |
Ferrari NV | 14,458 | 3,096,627 | |
Wolters Kluwer NV | 30,220 | 2,734,346 | |
Wolters Kluwer NV rights (a)(b) | 30,220 | 32,335 | |
TOTAL NETHERLANDS | 33,547,401 | ||
New Zealand - 0.7% | |||
Fisher & Paykel Healthcare Corp. | 65,094 | 1,674,597 | |
Spark New Zealand Ltd. | 191,027 | 601,475 | |
The a2 Milk Co. Ltd. (a) | 83,889 | 459,237 | |
TOTAL NEW ZEALAND | 2,735,309 | ||
Norway - 0.1% | |||
Gjensidige Forsikring ASA | 21,463 | 488,487 | |
Singapore - 0.4% | |||
Genting Singapore Ltd. | 640,200 | 416,136 | |
Singapore Exchange Ltd. | 93,100 | 731,088 | |
Singapore Technologies Engineering Ltd. | 169,100 | 490,495 | |
TOTAL SINGAPORE | 1,637,719 | ||
Spain - 0.4% | |||
Enagas SA | 28,116 | 612,501 | |
Red Electrica Corporacion SA | 48,899 | 897,999 | |
TOTAL SPAIN | 1,510,500 | ||
Sweden - 5.1% | |||
Atlas Copco AB (A Shares) | 110,592 | 6,701,714 | |
Avanza Bank Holding AB | 13,303 | 478,657 | |
Epiroc AB (A Shares) | 112,197 | 2,431,992 | |
Evolution Gaming Group AB (c) | 18,149 | 3,584,543 | |
Fastighets AB Balder (a) | 11,058 | 637,051 | |
H&M Hennes & Mauritz AB (B Shares) | 85,803 | 2,116,303 | |
Hexagon AB (B Shares) | 31,793 | 3,032,251 | |
Lundin Petroleum AB | 21,641 | 693,285 | |
Swedish Match Co. AB | 18,323 | 1,502,973 | |
TOTAL SWEDEN | 21,178,769 | ||
Switzerland - 14.7% | |||
Belimo Holding AG (Reg.) | 1,120 | 446,406 | |
Bucher Industries AG | 753 | 395,114 | |
Ems-Chemie Holding AG | 793 | 740,249 | |
Geberit AG (Reg.) | 4,184 | 2,750,697 | |
Kuehne & Nagel International AG | 5,693 | 1,701,822 | |
Nestle SA (Reg. S) | 137,061 | 16,355,584 | |
Novartis AG | 146,392 | 12,492,565 | |
Partners Group Holding AG | 2,111 | 3,004,982 | |
Roche Holding AG (participation certificate) | 39,830 | 12,990,787 | |
Schindler Holding AG (participation certificate) | 6,777 | 1,927,911 | |
SGS SA (Reg.) | 581 | 1,717,711 | |
Sonova Holding AG Class B | 6,111 | 1,807,370 | |
Swatch Group AG (Bearer) | 4,543 | 1,390,882 | |
Swisscom AG | 2,867 | 1,554,914 | |
Temenos Group AG | 5,507 | 808,638 | |
VAT Group AG (c) | 3,050 | 870,999 | |
TOTAL SWITZERLAND | 60,956,631 | ||
United Kingdom - 14.3% | |||
Admiral Group PLC | 29,159 | 1,260,049 | |
Aggreko PLC | 28,932 | 344,625 | |
AstraZeneca PLC (United Kingdom) | 99,410 | 10,581,594 | |
Auto Trader Group PLC (a)(c) | 109,464 | 861,766 | |
BAE Systems PLC | 364,281 | 2,544,588 | |
Croda International PLC | 16,102 | 1,504,156 | |
Dialog Semiconductor PLC (a) | 7,642 | 598,480 | |
Direct Line Insurance Group PLC | 154,147 | 606,934 | |
Games Workshop Group PLC | 3,701 | 554,572 | |
Hargreaves Lansdown PLC | 31,077 | 737,990 | |
HomeServe PLC | 33,022 | 498,919 | |
Howden Joinery Group PLC | 68,656 | 766,883 | |
IG Group Holdings PLC | 41,831 | 529,180 | |
IMI PLC | 32,361 | 712,393 | |
Imperial Brands PLC | 107,249 | 2,232,852 | |
ITV PLC | 409,258 | 683,899 | |
Persimmon PLC | 36,030 | 1,558,459 | |
RELX PLC: | |||
rights (a)(b) | 223,906 | 103,281 | |
(London Stock Exchange) | 223,906 | 5,811,891 | |
Rightmove PLC | 100,131 | 849,076 | |
Rio Tinto PLC | 117,574 | 9,847,677 | |
Rotork PLC | 98,595 | 469,223 | |
Sage Group PLC | 126,610 | 1,115,573 | |
Schroders PLC | 14,043 | 699,739 | |
St. James's Place Capital PLC | 60,676 | 1,140,891 | |
Taylor Wimpey PLC | 411,692 | 1,021,147 | |
Unilever PLC | 201,489 | 11,802,645 | |
TOTAL UNITED KINGDOM | 59,438,482 | ||
TOTAL COMMON STOCKS | |||
(Cost $331,180,811) | 406,494,610 | ||
Money Market Funds - 1.1% | |||
Fidelity Cash Central Fund 0.04% (d) | |||
(Cost $4,429,605) | 4,428,720 | 4,429,605 | |
TOTAL INVESTMENT IN SECURITIES - 99.2% | |||
(Cost $335,610,416) | 410,924,215 | ||
NET OTHER ASSETS (LIABILITIES) - 0.8% | 3,454,536 | ||
NET ASSETS - 100% | $414,378,751 |
Futures Contracts | |||||
Number of contracts | Expiration Date | Notional Amount | Value | Unrealized Appreciation/(Depreciation) | |
Purchased | |||||
Equity Index Contracts | |||||
ICE E-mini MSCI EAFE Index Contracts (United States) | 70 | June 2021 | $7,906,500 | $190,640 | $190,640 |
The notional amount of futures purchased as a percentage of Net Assets is 1.9%
Categorizations in the Schedule of Investments are based on country or territory of incorporation.
Legend
(a) Non-income producing
(b) Security or a portion of the security purchased on a delayed delivery or when-issued basis.
(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 $16,194,103 or 3.9% of net assets.
(d) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
Affiliated Central Funds
Information regarding fiscal year to date income earned by the Fund from investments in Fidelity Central Funds is as follows:
Fund | Income earned |
Fidelity Cash Central Fund | $1,622 |
Total | $1,622 |
Amounts in the income column in the above table include any capital gain distributions from underlying funds, which are presented in the corresponding line-item in the Statement of Operations, if applicable.
Investment Valuation
The following is a summary of the inputs used, as of April 30, 2021, involving the Fund's assets and liabilities carried at fair value. The inputs or methodology used for valuing securities may not be an indication of the risk associated with investing in those securities. For more information on valuation inputs, and their aggregation into the levels used below, please refer to the Investment Valuation section in the accompanying Notes to Financial Statements.
Valuation Inputs at Reporting Date: | ||||
Description | Total | Level 1 | Level 2 | Level 3 |
Investments in Securities: | ||||
Equities: | ||||
Communication Services | $20,989,303 | $10,875,179 | $10,114,124 | $-- |
Consumer Discretionary | 41,575,350 | 28,042,162 | 13,533,188 | -- |
Consumer Staples | 50,342,320 | 10,319,576 | 40,022,744 | -- |
Energy | 1,527,407 | 1,527,407 | -- | -- |
Financials | 57,712,018 | 46,687,246 | 11,024,772 | -- |
Health Care | 86,245,482 | 35,477,969 | 50,767,513 | -- |
Industrials | 55,197,693 | 48,506,351 | 6,691,342 | -- |
Information Technology | 62,650,820 | 38,497,921 | 24,152,899 | -- |
Materials | 23,385,584 | 13,537,907 | 9,847,677 | -- |
Real Estate | 2,002,375 | 1,988,138 | 14,237 | -- |
Utilities | 4,866,258 | 4,866,258 | -- | -- |
Money Market Funds | 4,429,605 | 4,429,605 | -- | -- |
Total Investments in Securities: | $410,924,215 | $244,755,719 | $166,168,496 | $-- |
Derivative Instruments: | ||||
Assets | ||||
Futures Contracts | $190,640 | $190,640 | $-- | $-- |
Total Assets | $190,640 | $190,640 | $-- | $-- |
Total Derivative Instruments: | $190,640 | $190,640 | $-- | $-- |
Value of Derivative Instruments
The following table is a summary of the Fund's value of derivative instruments by primary risk exposure as of April 30, 2021. For additional information on derivative instruments, please refer to the Derivative Instruments section in the accompanying Notes to Financial Statements.
Primary Risk Exposure / Derivative Type | Value | |
Asset | Liability | |
Equity Risk | ||
Futures Contracts(a) | $190,640 | $0 |
Total Equity Risk | 190,640 | 0 |
Total Value of Derivatives | $190,640 | $0 |
(a) Reflects gross cumulative appreciation (depreciation) on futures contracts as presented in the Schedule of Investments. In the Statement of Assets and Liabilities, the period end daily variation margin is included in receivable or payable for daily variation margin on futures contracts, and the net cumulative appreciation (depreciation) is included in Total accumulated earnings (loss).
See accompanying notes which are an integral part of the financial statements.
Financial Statements
Statement of Assets and Liabilities
April 30, 2021 (Unaudited) | ||
Assets | ||
Investment in securities, at value — See accompanying schedule: Unaffiliated issuers (cost $331,180,811) | $406,494,610 | |
Fidelity Central Funds (cost $4,429,605) | 4,429,605 | |
Total Investment in Securities (cost $335,610,416) | $410,924,215 | |
Segregated cash with brokers for derivative instruments | 506,088 | |
Cash | 46,073 | |
Foreign currency held at value (cost $1,829,260) | 1,840,187 | |
Receivable for fund shares sold | 175,642 | |
Dividends receivable | 1,379,656 | |
Distributions receivable from Fidelity Central Funds | 194 | |
Prepaid expenses | 161 | |
Total assets | 414,872,216 | |
Liabilities | ||
Payable for investments purchased on a delayed delivery basis | $149,853 | |
Payable for fund shares redeemed | 143,147 | |
Accrued management fee | 51,726 | |
Payable for daily variation margin on futures contracts | 100,121 | |
Accrued expense payable audit fee | 21,749 | |
Accrued expense payable custody fee | 26,869 | |
Total liabilities | 493,465 | |
Net Assets | $414,378,751 | |
Net Assets consist of: | ||
Paid in capital | $296,888,942 | |
Total accumulated earnings (loss) | 117,489,809 | |
Net Assets | $414,378,751 | |
Net Asset Value, offering price and redemption price per share ($414,378,751 ÷ 30,787,009 shares) | $13.46 |
See accompanying notes which are an integral part of the financial statements.
Statement of Operations
Six months ended April 30, 2021 (Unaudited) | ||
Investment Income | ||
Dividends | $5,357,271 | |
Income from Fidelity Central Funds | 1,622 | |
Income before foreign taxes withheld | 5,358,893 | |
Less foreign taxes withheld | (685,133) | |
Total income | 4,673,760 | |
Expenses | ||
Management fee | $363,829 | |
Custodian fees and expenses | 45,891 | |
Independent trustees' fees and expenses | 758 | |
Registration fees | 39,718 | |
Audit | 26,474 | |
Legal | 618 | |
Interest | 1,214 | |
Miscellaneous | 513 | |
Total expenses | 479,015 | |
Net investment income (loss) | 4,194,745 | |
Realized and Unrealized Gain (Loss) | ||
Net realized gain (loss) on: | ||
Investment securities: | ||
Unaffiliated issuers | 38,039,950 | |
Foreign currency transactions | (257,888) | |
Futures contracts | 1,067,788 | |
Total net realized gain (loss) | 38,849,850 | |
Change in net unrealized appreciation (depreciation) on: | ||
Investment securities: | ||
Unaffiliated issuers | 54,735,100 | |
Assets and liabilities in foreign currencies | 15,423 | |
Futures contracts | 471,050 | |
Total change in net unrealized appreciation (depreciation) | 55,221,573 | |
Net gain (loss) | 94,071,423 | |
Net increase (decrease) in net assets resulting from operations | $98,266,168 |
See accompanying notes which are an integral part of the financial statements.
Statement of Changes in Net Assets
Six months ended April 30, 2021 (Unaudited) | For the period May 12, 2020 (commencement of operations) to October 31, 2020 | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net investment income (loss) | $4,194,745 | $3,093,857 |
Net realized gain (loss) | 38,849,850 | 857,139 |
Change in net unrealized appreciation (depreciation) | 55,221,573 | 20,303,038 |
Net increase (decrease) in net assets resulting from operations | 98,266,168 | 24,254,034 |
Distributions to shareholders | (4,741,796) | – |
Share transactions | ||
Proceeds from sales of shares | 30,665,884 | 500,040,231 |
Reinvestment of distributions | 4,739,668 | – |
Cost of shares redeemed | (188,098,126) | (50,747,312) |
Net increase (decrease) in net assets resulting from share transactions | (152,692,574) | 449,292,919 |
Total increase (decrease) in net assets | (59,168,202) | 473,546,953 |
Net Assets | ||
Beginning of period | 473,546,953 | – |
End of period | $414,378,751 | $473,546,953 |
Other Information | ||
Shares | ||
Sold | 2,366,930 | 47,275,403 |
Issued in reinvestment of distributions | 379,477 | – |
Redeemed | (14,737,392) | (4,497,409) |
Net increase (decrease) | (11,990,985) | 42,777,994 |
See accompanying notes which are an integral part of the financial statements.
Financial Highlights
Fidelity SAI International Quality Index Fund
Six months ended (Unaudited) April 30, | Years endedOctober 31, | |
2021 | 2020 A | |
Selected Per–Share Data | ||
Net asset value, beginning of period | $11.07 | $10.00 |
Income from Investment Operations | ||
Net investment income (loss)B | .11 | .08 |
Net realized and unrealized gain (loss) | 2.40 | .99 |
Total from investment operations | 2.51 | 1.07 |
Distributions from net investment income | (.10) | – |
Distributions from net realized gain | (.02) | – |
Total distributions | (.12) | – |
Net asset value, end of period | $13.46 | $11.07 |
Total ReturnC,D | 22.71% | 10.70% |
Ratios to Average Net AssetsE,F | ||
Expenses before reductions | .20%G | .23%G,H |
Expenses net of fee waivers, if any | .20%G | .20%G |
Expenses net of all reductions | .20%G | .20%G |
Net investment income (loss) | 1.73%G | 1.55%G |
Supplemental Data | ||
Net assets, end of period (000 omitted) | $414,379 | $473,547 |
Portfolio turnover rateI | 50%G | 30%J |
A For the period May 12, 2020 (commencement of operations) to October 31, 2020.
B Calculated based on average shares outstanding during the period.
C Total returns for periods of less than one year are not annualized.
D Total returns would have been lower if certain expenses had not been reduced during the applicable periods shown.
E Fees and expenses of any underlying mutual funds or exchange-traded funds (ETFs) are not included in the Fund's expense ratio. The Fund indirectly bears its proportionate share of these expenses. For additional expense information related to investments in Fidelity Central Funds, please refer to the "Investments in Fidelity Central Funds" note found in the Notes to Financial Statements section of the most recent Annual or Semi-Annual report.
F Expense ratios reflect operating expenses of the class. Expenses before reductions do not reflect amounts reimbursed, waived, or reduced through arrangements with the investment advisor, brokerage services, or other offset arrangements, if applicable, and do not represent the amount paid by the class during periods when reimbursements, waivers or reductions occur.
G Annualized
H Audit fees are not annualized.
I Amount does not include the portfolio activity of any underlying mutual funds or exchange-traded funds (ETFs).
J Amount not annualized.
See accompanying notes which are an integral part of the financial statements.
Notes to Financial Statements (Unaudited)
For the period ended April 30, 2021
1. Organization.
Fidelity SAI International Quality Index Fund (the Fund) is a fund of Fidelity Salem Street Trust (the Trust) and is authorized to issue an unlimited number of shares. Shares are offered exclusively to certain clients of Fidelity Management & Research Company LLC (FMR) or its affiliates. The Trust is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company organized as a Massachusetts business trust.
2. Investments in Fidelity Central Funds.
Funds may invest in Fidelity Central Funds, which are open-end investment companies generally available only to other investment companies and accounts managed by the investment adviser and its affiliates. The Schedule of Investments lists any Fidelity Central Funds held as an investment as of period end, but does not include the underlying holdings of each Fidelity Central Fund. An investing fund indirectly bears its proportionate share of the expenses of the underlying Fidelity Central Funds.
Based on its investment objective, each Fidelity Central Fund may invest or participate in various investment vehicles or strategies that are similar to those of the investing fund. These strategies are consistent with the investment objectives of the investing fund and may involve certain economic risks which may cause a decline in value of each of the Fidelity Central Funds and thus a decline in the value of the investing fund.
Fidelity Central Fund | Investment Manager | Investment Objective | Investment Practices | Expense Ratio(a) |
Fidelity Money Market Central Funds | Fidelity Management & Research Company LLC (FMR) | Each fund seeks to obtain a high level of current income consistent with the preservation of capital and liquidity. | Short-term Investments | Less than .005% to .01% |
(a) Expenses expressed as a percentage of average net assets and are as of each underlying Central Fund's most recent annual or semi-annual shareholder report.
A complete unaudited list of holdings for each Fidelity Central Fund is available upon request or at the Securities and Exchange Commission website at www.sec.gov. In addition, the financial statements of the Fidelity Central Funds which contain the significant accounting policies (including investment valuation policies) of those funds, and are not covered by the Report of Independent Registered Public Accounting Firm, are available on the Securities and Exchange Commission website or upon request.
3. Significant Accounting Policies.
The Fund is an investment company and applies the accounting and reporting guidance of the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946 Financial Services - Investment Companies. The financial statements have been prepared in conformity with accounting principles generally accepted in the United States of America (GAAP), which require management to make certain estimates and assumptions at the date of the financial statements. Actual results could differ from those estimates. Subsequent events, if any, through the date that the financial statements were issued have been evaluated in the preparation of the financial statements. The Fund's Schedule of Investments lists any underlying mutual funds or exchange-traded funds (ETFs) but does not include the underlying holdings of these funds. The following summarizes the significant accounting policies of the Fund:
Investment Valuation. Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors 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 procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.
The Fund categorizes the inputs to valuation techniques used to value its investments into a disclosure hierarchy consisting of three levels as shown below:
- Level 1 – 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 the Fund's 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 vendor 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 foreign equity securities, when market or security specific events arise, comparisons to the valuation of American Depositary Receipts (ADRs), futures contracts, Exchange-Traded Funds (ETFs) and certain indexes as well as quoted prices for similar securities may be used and would be categorized as Level 2 in the hierarchy. For equity securities, including restricted securities, where observable inputs are limited, assumptions about market activity and risk are used and these securities may be categorized as Level 3 in the hierarchy.
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy. Investments in open-end mutual funds, including the Fidelity Central 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. The aggregate value of investments by input level as of April 30, 2021 is included at the end of the Fund's Schedule of Investments.
Foreign Currency. Certain Funds may use foreign currency contracts to facilitate transactions in foreign-denominated securities. Gains and losses from these transactions may arise from changes in the value of the foreign currency or if the counterparties do not perform under the contracts' terms.
Foreign-denominated assets, including investment securities, and liabilities are translated into U.S. dollars at the exchange rates at period end. Purchases and sales of investment securities, income and dividends received, and expenses denominated in foreign currencies are translated into U.S. dollars at the exchange rate in effect on the transaction date.
The effects of exchange rate fluctuations on investments are included with the net realized and unrealized gain (loss) on investment securities. Other foreign currency transactions resulting in realized and unrealized gain (loss) are disclosed separately.
Investment Transactions and Income. For financial reporting purposes, the Fund's investment holdings and NAV include trades executed through the end of the last business day of the period. The NAV per share for processing shareholder transactions is calculated as of the close of business of the New York Stock Exchange (NYSE), normally 4:00 p.m. Eastern time and includes trades executed through the end of the prior business day. Gains and losses on securities sold are determined on the basis of identified cost. Dividend income is recorded on the ex-dividend date, except for certain dividends from foreign securities where the ex-dividend date may have passed, which are recorded as soon as the Fund is informed of the ex-dividend date. Non-cash dividends included in dividend income, if any, are recorded at the fair market value of the securities received. Income and capital gain distributions from Fidelity Central Funds, if any, are recorded on the ex-dividend date. Investment income is recorded net of foreign taxes withheld where recovery of such taxes is uncertain.
Expenses. Expenses directly attributable to a fund are charged to that fund. Expenses attributable to more than one fund are allocated among the respective funds on the basis of relative net assets or other appropriate methods. Expenses included in the accompanying financial statements reflect the expenses of that fund and do not include any expenses associated with any underlying mutual funds or exchange-traded funds. Although not included in a fund's expenses, a fund indirectly bears its proportionate share of these expenses through the net asset value of each underlying mutual fund or exchange-traded fund. Expense estimates are accrued in the period to which they relate and adjustments are made when actual amounts are known.
Income Tax Information and Distributions to Shareholders. Each year, the Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code, including distributing substantially all of its taxable income and realized gains. As a result, no provision for U.S. Federal income taxes is required. The Fund files a U.S. federal tax return, in addition to state and local tax returns as required. The Fund's federal income tax returns are subject to examination by the Internal Revenue Service (IRS) for a period of three fiscal years after they are filed. State and local tax returns may be subject to examination for an additional fiscal year depending on the jurisdiction. Foreign taxes are provided for based on the Fund's understanding of the tax rules and rates that exist in the foreign markets in which it invests.
Distributions are declared and recorded on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from GAAP.
Capital accounts within the financial statements are adjusted for permanent book-tax differences. These adjustments have no impact on net assets or the results of operations. Capital accounts are not adjusted for temporary book-tax differences which will reverse in a subsequent period.
Book-tax differences are primarily due to futures contracts, foreign currency transactions, passive foreign investment companies (PFIC) and losses deferred due to wash sales.
As of period end, the cost and unrealized appreciation (depreciation) in securities, and derivatives if applicable, for federal income tax purposes were as follows:
Gross unrealized appreciation | $80,193,004 |
Gross unrealized depreciation | (5,106,521) |
Net unrealized appreciation (depreciation) | $75,086,483 |
Tax cost | $336,028,372 |
Delayed Delivery Transactions and When-Issued Securities. During the period, certain Funds transacted in securities on a delayed delivery or when-issued basis. Payment and delivery may take place after the customary settlement period for that security. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated. Securities purchased on a delayed delivery or when-issued basis are identified as such in the Schedule of Investments. Compensation for interest forgone in the purchase of a delayed delivery or when-issued debt security may be received. With respect to purchase commitments, each applicable Fund identifies securities as segregated in its records with a value at least equal to the amount of the commitment. Payables and receivables associated with the purchases and sales of delayed delivery securities having the same coupon, settlement date and broker are offset. Delayed delivery or when-issued securities that have been purchased from and sold to different brokers are reflected as both payables and receivables in the Statement of Assets and Liabilities under the caption "Delayed delivery", as applicable. Losses may arise due to changes in the value of the underlying securities or if the counterparty does not perform under the contract's terms, or if the issuer does not issue the securities due to political, economic, or other factors.
Restricted Securities (including Private Placements). Funds may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities held at period end is included at the end of the Schedule of Investments, if applicable.
4. Derivative Instruments.
Risk Exposures and the Use of Derivative Instruments. The Fund's investment objective allows the Fund to enter into various types of derivative contracts, including futures 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 and 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:
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. |
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. Counterparty credit risk related to exchange-traded futures contracts may be mitigated by the protection provided by the exchange on which they trade.
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 and amounts recognized in the Statement of Assets and Liabilities. 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 fixed price at a specified future date. The Fund used futures contracts to manage its exposure to the stock market.
Upon entering into a futures contract, a fund is required to deposit either cash or securities (initial margin) with a clearing broker in an amount equal to a certain percentage of the face value of the contract. Futures contracts are marked-to-market daily and subsequent daily payments (variation margin) are made or received by a fund depending on the daily fluctuations in the value of the futures contracts and are recorded as unrealized appreciation or (depreciation). This receivable and/or payable, if any, is included in daily variation margin on futures contracts in the Statement of Assets and Liabilities. Realized gain or (loss) is recorded upon the expiration or closing of a futures contract. The net realized gain (loss) and change in net unrealized appreciation (depreciation) on futures contracts during the period is presented in the Statement of Operations.
Any open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The notional amount at value reflects each contract's exposure to the underlying instrument or index at period end and is representative of volume of activity during the period. Cash deposited to meet initial margin requirements is presented as segregated cash with brokers for derivative instruments in the Statement of Assets and Liabilities.
5. Purchases and Sales of Investments.
Purchases and sales of securities, other than short-term securities, are noted in the table below.
Purchases ($) | Sales ($) | |
Fidelity SAI International Quality Index Fund | 116,863,842 | 270,511,398 |
6. Fees and Other Transactions with Affiliates.
Management Fee. Fidelity Management & Research Company LLC (the investment adviser) and its affiliates provide the Fund with investment management related services for which the Fund pays a monthly management fee that is based on an annual rate of .15% of the Fund's average net assets.
Sub-Adviser. Geode Capital Management, LLC (Geode), serves as sub-adviser for the Fund. Geode provides discretionary investment advisory services to the Fund and is paid by the investment adviser for providing these services.
Interfund Lending Program. Pursuant to an Exemptive Order issued by the Securities and Exchange Commission (the SEC), the Fund, along with other registered investment companies having management contracts with Fidelity Management & Research Company LLC (FMR), or other affiliated entities of FMR, may participate in an interfund lending program. This program provides an alternative credit facility allowing the Fund to borrow from, or lend money to, other participating affiliated funds. At period end, there were no interfund loans outstanding. Activity in this program during the period for which loans were outstanding was as follows:
Borrower or Lender | Average Loan Balance | Weighted Average Interest Rate | Interest Expense | |
Fidelity SAI International Quality Index Fund | Borrower | $13,643,364 | .29% | $1,214 |
7. Committed Line of Credit.
Certain Funds participate with other funds managed by the investment adviser or an affiliate in a $4.25 billion credit facility (the "line of credit") to be utilized for temporary or emergency purposes to fund shareholder redemptions or for other short-term liquidity purposes. The participating funds have agreed to pay commitment fees on their pro-rata portion of the line of credit, which are reflected in Miscellaneous expenses on the Statement of Operations, and are listed below.
Amount | |
Fidelity SAI International Quality Index Fund | $29 |
During the period, there were no borrowings on this line of credit.
8. Other.
Fund's organizational documents provide former and current trustees and officers with a limited indemnification against liabilities arising in connection with the performance of their duties to the fund. In the normal course of business, the fund may also enter into contracts that provide general indemnifications. The fund's maximum exposure under these arrangements is unknown as this would be dependent on future claims that may be made against the fund. The risk of material loss from such claims is considered remote.
9. Coronavirus (COVID-19) Pandemic.
An outbreak of COVID-19 first detected in China during December 2019 has since spread globally and was declared a pandemic by the World Health Organization during March 2020. Developments that disrupt global economies and financial markets, such as the COVID-19 pandemic, may magnify factors that affect the Fund's performance.
Shareholder Expense Example
As a shareholder, you incur two types of costs: (1) transaction costs, which may include sales charges (loads) on purchase payments or redemption proceeds, as applicable and (2) ongoing costs, which generally include management fees, distribution and/or service (12b-1) fees and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of investing in a fund and to compare these costs with the ongoing costs of investing in other mutual funds.
The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (November 1, 2020 to April 30, 2021).
Actual Expenses
The first line of the accompanying table provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000.00 (for example, an $8,600 account value divided by $1,000.00 = 8.6), then multiply the result by the number in the first line for a class/Fund under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period. If any fund is a shareholder of any underlying mutual funds or exchange-traded funds (ETFs) (the Underlying Funds), such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses incurred presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Hypothetical Example for Comparison Purposes
The second line of the accompanying table provides information about hypothetical account values and hypothetical expenses based on the actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds. If any fund is a shareholder of any Underlying Funds, such fund indirectly bears its proportional share of the expenses of the Underlying Funds in addition to the direct expenses as presented in the table. These fees and expenses are not included in the annualized expense ratio used to calculate the expense estimate in the table below.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs. Therefore, the second line of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds.
Annualized Expense Ratio-A | Beginning Account Value November 1, 2020 | Ending Account Value April 30, 2021 | Expenses Paid During Period-B November 1, 2020 to April 30, 2021 | |
Fidelity SAI International Quality Index Fund | .20% | |||
Actual | $1,000.00 | $1,227.10 | $1.10 | |
Hypothetical-C | $1,000.00 | $1,023.80 | $1.00 |
A Annualized expense ratio reflects expenses net of applicable fee waivers.
B Expenses are equal to the annualized expense ratio, multiplied by the average account value over the period, multiplied by 181/ 365 (to reflect the one-half year period). The fees and expenses of any Underlying Funds are not included in each annualized expense ratio.
C 5% return per year before expenses
Liquidity Risk Management Program
The Securities and Exchange Commission adopted Rule 22e-4 under the Investment Company Act of 1940 (the Liquidity Rule) to promote effective liquidity risk management throughout the open-end investment company industry, thereby reducing the risk that funds will be unable to meet their redemption obligations and mitigating dilution of the interests of fund shareholders.
The Fund has adopted and implemented a liquidity risk management program pursuant to the Liquidity Rule (the Program) effective December 1, 2018. The Program is reasonably designed to assess and manage the Fund’s liquidity risk and to comply with the requirements of the Liquidity Rule. The Fund’s Board of Trustees (the Board) has designated the Fund’s investment adviser as administrator of the Program. The Fidelity advisers have established a Liquidity Risk Management Committee (the LRM Committee) to manage the Program for each of the Fidelity Funds. The LRM Committee monitors the adequacy and effectiveness of implementation of the Program and on a periodic basis assesses each Fund’s liquidity risk based on a variety of factors including (1) the Fund’s investment strategy, (2) portfolio liquidity and cash flow projections during normal and reasonably foreseeable stressed conditions, (3) shareholder redemptions, (4) borrowings and other funding sources and (5) in the case of exchange-traded funds, certain additional factors including the effect of the Fund’s prices and spreads, market participants, and basket compositions on the overall liquidity of the Fund’s portfolio, as applicable.
In accordance with the Program, each of the Fund’s portfolio investments is classified into one of four liquidity categories described below based on a determination of a reasonable expectation for how long it would take to convert the investment to cash (or sell or dispose of the investment) without significantly changing its market value.
- Highly liquid investments – cash or convertible to cash within three business days or less
- Moderately liquid investments – convertible to cash in three to seven calendar days
- Less liquid investments – can be sold or disposed of, but not settled, within seven calendar days
- Illiquid investments – cannot be sold or disposed of within seven calendar days
Liquidity classification determinations take into account a variety of factors including various market, trading and investment-specific considerations, as well as market depth, and generally utilize analysis from a third-party liquidity metrics service.
The Liquidity Rule places a 15% limit on a fund’s illiquid investments and requires funds that do not primarily hold assets that are highly liquid investments to determine and maintain a minimum percentage of the fund’s net assets to be invested in highly liquid investments (highly liquid investment minimum or HLIM). The Program includes provisions reasonably designed to comply with the 15% limit on illiquid investments and for determining, periodically reviewing and complying with the HLIM requirement as applicable.
At a recent meeting of the Fund’s Board of Trustees, the LRM Committee provided a written report to the Board pertaining to the operation, adequacy, and effectiveness of implementation of the Program for the annual period from December 1, 2019 through November 30, 2020. The report concluded that the Program has been implemented and is operating effectively and is reasonably designed to assess and manage the Fund’s liquidity risk.
IQI-SANN-0621
1.9900586.100
Item 2.
Code of Ethics
Not applicable.
Item 3.
Audit Committee Financial Expert
Not applicable.
Item 4.
Principal Accountant Fees and Services
Not applicable.
Item 5.
Audit Committee of Listed Registrants
Not applicable.
Item 6.
Investments
(a)
Not applicable.
(b)
Not applicable
Item 7.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies
Not applicable.
Item 8.
Portfolio Managers of Closed-End Management Investment Companies
Not applicable.
Item 9.
Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers
Not applicable.
Item 10.
Submission of Matters to a Vote of Security Holders
There were no material changes to the procedures by which shareholders may recommend nominees to the Fidelity Salem Street Trust’s Board of Trustees.
Item 11.
Controls and Procedures
(a)(i) The President and Treasurer and the Chief Financial Officer have concluded that the Fidelity Salem Street Trust’s (the “Trust”) disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act) provide reasonable assurances that material information relating to the Trust is made known to them by the appropriate persons, based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this report.
(a)(ii) There was no change in the Trust’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Trust’s internal control over financial reporting.
Item 12.
Disclosure of Securities Lending Activities for Closed-End Management
Investment Companies
Not applicable.
Item 13.
Exhibits
(a) | (1) | Not applicable. |
(a) | (2) | |
(a) | (3) | Not applicable. |
(b) |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Fidelity Salem Street Trust
By: | /s/Laura M. Del Prato |
Laura M. Del Prato | |
President and Treasurer | |
Date: | June 22, 2021 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/Laura M. Del Prato |
Laura M. Del Prato | |
President and Treasurer | |
Date: | June 22, 2021 |
By: | /s/John J. Burke III |
John J. Burke III | |
Chief Financial Officer | |
Date: | June 22, 2021 |